def send_stop_loss(self, order: Order) -> Trade:
path = '/v1/me/sendparentorder'
resp = self.private.base_post(path=path,
parameters=[{
"product_code": order.product_code,
"condition_type": order.order_type,
"side": order.side,
"trigger_price": order.price,
"size": order.units
}])
if resp['status_code'] >= 400:
logger.error(
f'action=send_stop order content={order.product_code}, {order.order_type}, {order.units}, {order.price}, {order.side}'
)
logger.error(
f'action=send_stop error={resp["response"]["error_message"]}')
raise ValueError
else:
logger.info(f'action=send_stop resp={resp["response"]}')
order_id = resp['response']['parent_order_acceptance_id']
side = order.side
price = order.price
units = order.units
trade = Trade(trade_id=order_id, side=side, price=price, units=units)
return trade
def send_stop_loss(self, order: Order) -> Trade:
if order.side == constants.BUY:
units = order.units
elif order.side == constants.SELL:
units = -order.units
order_data = {
'order': {
'type': order.order_type,
'instrument': order.product_code,
'units': units,
'price': order.price
}
}
req = orders.OrderCreate(accountID=self.account_id, data=order_data)
try:
resp = self.client.request(req)
logger.info(f'action=send_order resp={resp}')
except V20Error as e:
logger.error(f'action=send_order error={e}')
raise ValueError
order_id = resp['orderCreateTransaction']['id']
price = order.price
units = order.units
side = order.side
trade = Trade(trade_id=order_id, side=side, price=price, units=units)
return trade
def trade_close(self, trade_id) -> Trade:
req = trades.TradeClose(self.account_id, trade_id)
try:
resp = self.client.request(req)
logger.info(f'action=trade_close resp={resp}')
except V20Error as e:
logger.error(f'action=trade_close error={e}')
requests.post(
settings.WEB_HOOK_URL,
data=json.dumps({
'text': u'cannot close trade', # 通知内容
}))
return Trade(0, constants.BUY, 0, 0)
trade = Trade(trade_id=trade_id,
side=constants.BUY
if float(resp['orderFillTransaction']['units']) > 0 else
constants.SELL,
units=float(resp['orderFillTransaction']['units']),
price=float(resp['orderFillTransaction']['price']))
return trade
def send_trail_stop(self, order: Order) -> Trade:
if order.side == constants.BUY:
units = order.units
elif order.side == constants.SELL:
units = -order.units
trailingStopLossOnFill = TrailingStopLossDetails(distance=order.price)
ordr = MarketOrderRequest(
instrument=order.product_code,
units=units,
trailingStopLossOnFill=trailingStopLossOnFill.data)
req = orders.OrderCreate(accountID=self.account_id, data=ordr.data)
try:
resp = self.client.request(req)
logger.info(f'action=send_trail_stop resp={resp}')
except V20Error as e:
logger.error(f'action=send_trail_stop error={e}')
return Trade(trade_id=None, side='BUY', price=0, units=0)
order_id = int(resp['orderCreateTransaction']['id']) + 1
price = resp['orderFillTransaction']['price']
units = units
side = order.side
trade = Trade(trade_id=order_id, side=side, price=price, units=units)
return trade
def trade_details(self, product_code, order_id) -> Trade:
path = '/v1/me/getexecutions' + '?product_code=' + product_code + '&child_order_acceptance_id=' + order_id
resp = self.private.base_get(path=path)
if resp["status_code"] >= 400 or resp["response"] == []:
logger.error(f'action=trade_details error')
raise
else:
response = resp["response"][0]
logger.info(f'action=trade_details resp={response}')
trade = Trade(trade_id=response['id'],
side=response['side'],
units=float(response['size']),
price=float(response['price']))
return trade
def trade_details(self, trade_id) -> Trade:
req = trades.TradeDetails(self.account_id, trade_id)
try:
resp = self.client.request(req)
logger.info(f'action=trade_details resp={resp}')
except V20Error as e:
logger.error(f'action=trade_details error={e}')
raise
trade = Trade(
trade_id=trade_id,
side=constants.BUY
if float(resp['trade']['currentUnits']) > 0 else constants.SELL,
units=float(resp['trade']['currentUnits']),
price=float(resp['trade']['price']))
return trade
def get_open_trade(self) -> list:
req = trades.OpenTrades(self.account_id)
try:
resp = self.client.request(req)
logger.info(f'action=get_open_trade resp={resp}')
except V20Error as e:
logger.error(f'action=get_open_trade error={e}')
raise
trades_list = []
for trade in resp['trades']:
trades_list.insert(
0,
Trade(trade_id=trade['id'],
side=constants.BUY
if float(trade['currentUnits']) > 0 else constants.SELL,
units=float(trade['currentUnits']),
price=float(trade['price'])))
return trades_list
def get_open_trade(self,
product_code=constants.PRODUCT_CODE_FX_BTC_JPY) -> list:
path = '/v1/me/getpositions' + '?product_code=' + product_code
resp = self.private.base_get(path=path)
if resp["status_code"] >= 400:
logger.error(
f'action=get_open_trade error={resp["response"]["error_message"]}'
)
return None
else:
response = resp["response"]
logger.info(f'action=get_open_trade resp={response}')
trades_list = []
for i, trade in enumerate(response):
trades_list.insert(
0,
Trade(trade_id=i,
side=trade["side"],
units=float(trade['size']),
price=float(trade['price'])))
return trades_list