def stop_order(self, symbol, qty, price, side, role, flags):
"""
:param symbol:
:param qty:
:param price:
:param side:
:param role:
:param flags:
:return:
"""
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'side': side,
'type': order_types.STOP,
'flag': self.get_exec_inst(flags),
'qty': jh.prepare_qty(qty, side),
'price': price,
'role': role
})
store.orders.add_order(order)
return order
def _check_for_liquidations(candle: np.ndarray, exchange: str, symbol: str) -> None:
p: Position = selectors.get_position(exchange, symbol)
if not p:
return
# for now, we only support the isolated mode:
if p.mode != 'isolated':
return
if candle_includes_price(candle, p.liquidation_price):
closing_order_side = jh.closing_side(p.type)
# create the market order that is used as the liquidation order
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': exchange,
'side': closing_order_side,
'type': order_types.MARKET,
'flag': order_flags.REDUCE_ONLY,
'qty': jh.prepare_qty(p.qty, closing_order_side),
'price': p.bankruptcy_price,
'role': order_roles.CLOSE_POSITION
})
store.orders.add_order(order)
store.app.total_liquidations += 1
logger.info(f'{p.symbol} liquidated at {p.liquidation_price}')
order.execute()
def market_order(self, symbol, qty, current_price, side, role, flags):
"""
:param symbol:
:param qty:
:param current_price:
:param side:
:param role:
:param flags:
:return:
"""
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'side': side,
'type': order_types.MARKET,
'flag': self.get_exec_inst(flags),
'qty': jh.prepare_qty(qty, side),
'price': current_price,
'role': role
})
store.orders.add_order(order)
store.orders.to_execute.append(order)
return order
def limit_order(self, symbol, qty, price, side, role, flags):
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'side': side,
'type': order_types.LIMIT,
'flag': self.get_exec_inst(flags),
'qty': jh.prepare_qty(qty, side),
'price': price,
'role': role
})
store.orders.add_order(order)
return order
def stop_order(self, symbol: str, qty: float, price: float, side: str, role: str, flags: list) -> Order:
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'side': side,
'type': order_types.STOP,
'flag': self.get_exec_inst(flags),
'qty': jh.prepare_qty(qty, side),
'price': price,
'role': role
})
store.orders.add_order(order)
return order
def market_order(self, symbol: str, qty: float, current_price: float, side: str, role: str, flags: list) -> Order:
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'side': side,
'type': order_types.MARKET,
'flag': self.get_exec_inst(flags),
'qty': jh.prepare_qty(qty, side),
'price': current_price,
'role': role
})
store.orders.add_order(order)
store.orders.to_execute.append(order)
return order
def test_prepare_qty():
assert jh.prepare_qty(10, 'sell') == -10
assert jh.prepare_qty(-10, 'buy') == 10
with pytest.raises(ValueError):
jh.prepare_qty(-10, 'invalid_input')
