def create_trailing_stop_loss_order(order_tradeID, order_distance,
order_timeInForce):
"""
Create a trailing stop loss order.
Note: this is used to modify a pre-existing order and not to make a new one.
"""
ordr = TrailingStopLossOrderRequest(
# The ID of the Trade to close when the price threshold is breached.
tradeID=order_tradeID,
# The price distance (in price units) specified for the TrailingStopLoss Order.
distance=order_distance,
# The time-in-force requested for the TrailingStopLoss Order. Restricted to
# “GTC”, “GFD” and “GTD” for TrailingStopLoss Orders.
timeInForce=order_timeInForce
# The date/time when the StopLoss Order will be cancelled if its
# timeInForce is “GTD”.
#gtdTime = order_gtdTime
)
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=ordr.data)
try:
# create the OrderCreate request
rv = api.request(r)
except oandapyV20.exceptions.V20Error as err:
print(r.status_code, err)
else:
print(json.dumps(rv, indent=2))
def trailingStop(self, tradID, distance=0.25):
activeStop = TrailingStopLossOrderRequest(tradeID=tradeID,
distance=distance)
r = orders.OrderCreate(accountID, tradeID, data=activeStop.data)
self.api.request(r)
if self.should_print == True:
print(r.response)
return r.response
async def create_order(market, buy_signal, sell_signal):
# if buy_signal > sell_signal:
# mo = MarketOrderRequest(instrument=market, units=(buy_signal * 10000 - sell_signal * 10000))
# market_order = oanda.request(orders.OrderCreate(accountID, data=mo.data))
# elif sell_signal > buy_signal:
# mo = MarketOrderRequest(instrument=market, units=(buy_signal * 10000 - sell_signal * 10000))
mo = MarketOrderRequest(instrument=market,
units=(buy_signal * 10000 - sell_signal * 10000))
market_order = oanda.request(orders.OrderCreate(accountID, data=mo.data))
#order confirmation
print(json.dumps(market_order, indent=4))
#set trailing stop
order_id = market_order['orderFillTransaction']['orderID']
ordr = TrailingStopLossOrderRequest(tradeID=order_id, distance=20)
trailing_stop = oanda.request(orders.OrderCreate(accountID,
data=ordr.data))
#trailing stop confimrmation
print(json.dumps(trailing_stop, indent=4))
return market_order, trailing_stop
def orderlaunch(args):
pair_targeted, direction = args
info = PricingInfo(accountID=accountID,
params={"instruments": pair_targeted})
mkt_order = None
if direction is 0:
return False
elif direction is 1:
raw_current_price = api.request(info)
bid_current = float(raw_current_price['prices'][0]['bids'][0]['price'])
decim = str(bid_current)[::-1].find('.')
if decim < 4:
decim = 3
if decim >= 4:
decim = 5
stop_loss = round(bid_current - bid_current * sl_tp_prc, decim)
take_profit = round(bid_current + bid_current * sl_tp_prc, decim)
if float(count_spe_trades(pair_targeted)) < 0:
close(pair_targeted)
mkt_order = MarketOrderRequest(
instrument=pair_targeted,
units=trade_size,
takeProfitOnFill=TakeProfitDetails(price=take_profit).data,
stopLossOnFill=StopLossDetails(price=stop_loss).data)
elif direction is -1:
raw_current_price = api.request(info)
ask_current = float(raw_current_price['prices'][0]['asks'][0]['price'])
decim = str(ask_current)[::-1].find('.')
if decim < 4:
decim = 3
if decim >= 4:
decim = 5
stop_loss = round(ask_current + ask_current * sl_tp_prc, decim)
take_profit = round(ask_current - ask_current * sl_tp_prc, decim)
if float(count_spe_trades(pair_targeted)) > 0:
close(pair_targeted)
mkt_order = MarketOrderRequest(
instrument=pair_targeted,
units=(trade_size * -1),
takeProfitOnFill=TakeProfitDetails(price=take_profit).data,
stopLossOnFill=StopLossDetails(price=stop_loss).data)
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=mkt_order.data)
try:
# send the OrderCreate request
rv = api.request(r)
print(json.dumps(rv, indent=2))
except V20Error as err:
print(r.status_code, err)
return False
else:
try:
if Trailing is True:
key = 'orderFillTransaction'
if key in rv:
trade_id = rv['orderFillTransaction']['tradeOpened'][
'tradeID']
bid_current = float(rv['orderFillTransaction']['fullPrice']
['bids'][0]['price'])
decim = str(bid_current)[::-1].find('.')
trail_point_ok = 0
if decim < 4:
trail_point_ok = trail_point * (1 / (10**(3 - 1)))
if decim >= 4:
trail_point_ok = trail_point * (1 / (10**(5 - 1)))
ordr = TrailingStopLossOrderRequest(
tradeID=trade_id, distance=trail_point_ok)
r = orders.OrderCreate(accountID, data=ordr.data)
rva = api.request(r)
print(json.dumps(rva, indent=2))
except V20Error as err:
print(r.status_code, err)
return False
else:
return True
def trailingStop(tradeID, distance=0.1):
activeStop = TrailingStopLossOrderRequest(tradeID=tradeID,
r = orders.OrderCreate(accountID,
data=activeStop.data))
api.request(r)
return r.response