def manage_open_order(self, order, position, bars, to_update, to_cancel, open_positions):
super().manage_open_order(order, position, bars, to_update, to_cancel, open_positions)
data: Data = self.channel.get_data(bars[1])
if data is None:
return
orderType = TradingBot.order_type_from_order_id(order.id)
# check for triggered but not filled
if order.stop_triggered:
# clear other side
other_id = TradingBot.get_other_direction_id(posId=position.id)
if other_id in open_positions.keys():
open_positions[other_id].markForCancel = bars[0].tstamp
position.status = PositionStatus.TRIGGERED
if not hasattr(position, 'waitingToFillSince'):
position.waitingToFillSince = bars[0].tstamp
if (bars[0].tstamp - position.waitingToFillSince) > self.bars_till_cancel_triggered * (
bars[0].tstamp - bars[1].tstamp):
# cancel
position.status = PositionStatus.MISSED
position.exit_tstamp = bars[0].tstamp
del open_positions[position.id]
self.logger.info("canceling not filled position: " + position.id)
to_cancel.append(order)
if orderType == OrderType.ENTRY and \
(data.longSwing is None or data.shortSwing is None or
(self.cancel_on_filter and not self.entries_allowed(bars))):
if position.status == PositionStatus.PENDING: # don't delete if triggered
self.logger.info("canceling cause channel got invalid: " + position.id)
to_cancel.append(order)
del open_positions[position.id]
def position_got_opened(self, position: Position, bars: List[Bar], account: Account, open_positions):
other_id = TradingBot.get_other_direction_id(position.id)
if other_id in open_positions.keys():
open_positions[other_id].markForCancel = bars[0].tstamp
# add stop
order = Order(orderId=TradingBot.generate_order_id(positionId=position.id,
type=OrderType.SL),
stop=position.initial_stop,
amount=-position.amount)
self.order_interface.send_order(order)
# added temporarily, cause sync with open orders is in the next loop and otherwise the orders vs
# position check fails
if order not in account.open_orders: # outside world might have already added it
account.open_orders.append(order)
def position_got_opened_or_changed(self, position: Position,
bars: List[Bar], account: Account,
open_positions):
other_id = TradingBot.get_other_direction_id(position.id)
if other_id in open_positions.keys():
open_positions[other_id].markForCancel = bars[0].tstamp
# add stop
gotStop = False # safety check needed to not add multiple SL in case of an error
gotTp = False
for order in account.open_orders:
orderType = TradingBot.order_type_from_order_id(order.id)
posId = TradingBot.position_id_from_order_id(order.id)
if orderType == OrderType.SL and posId == position.id:
gotStop = True
if abs(order.amount +
position.current_open_amount) > self.symbol.lotSize / 2:
order.amount = -position.current_open_amount
self.order_interface.update_order(order)
elif self.tp_fac > 0 and orderType == OrderType.TP and posId == position.id:
gotTp = True
amount = self.symbol.normalizeSize(
-position.current_open_amount + order.executed_amount)
if abs(order.amount - amount) > self.symbol.lotSize / 2:
order.amount = amount
self.order_interface.update_order(order)
if not gotStop:
order = Order(orderId=TradingBot.generate_order_id(
positionId=position.id, type=OrderType.SL),
stop=position.initial_stop,
amount=-position.amount)
self.order_interface.send_order(order)
if self.tp_fac > 0 and not gotTp:
ref = position.filled_entry - position.initial_stop
#tp = position.filled_entry + ref * self.tp_fac
data: Data = self.channel.get_data(bars[1])
if order.amount < 0:
tp = data.shortTrail
else:
tp = data.longTrail
order = Order(orderId=TradingBot.generate_order_id(
positionId=position.id, type=OrderType.TP),
limit=tp,
amount=-position.amount)
def position_got_opened(self, position: Position, bars: List[Bar], account: Account, open_positions):
other_id = TradingBot.get_other_direction_id(position.id)
if other_id in open_positions.keys():
open_positions[other_id].markForCancel = bars[0].tstamp
# add stop
gotStop= False # safety check needed to not add multiple SL in case of an error
for order in account.open_orders:
orderType = TradingBot.order_type_from_order_id(order.id)
posId = TradingBot.position_id_from_order_id(order.id)
if orderType == OrderType.SL and posId == position.id:
gotStop= True
break
if not gotStop:
order = Order(orderId=TradingBot.generate_order_id(positionId=position.id,
type=OrderType.SL),
stop=position.initial_stop,
amount=-position.amount)
self.order_interface.send_order(order)
# added temporarily, cause sync with open orders is in the next loop and otherwise the orders vs
# position check fails
if order not in account.open_orders: # outside world might have already added it
account.open_orders.append(order)
