def market_order(self,
instrument,
side,
lots,
take_profit=None,
stop_loss=None,
trailing_pip=None,
**kwargs):
timeInForce = kwargs.get('timeInForce', TimeInForce.FOK)
symbol = get_fxcm_symbol(instrument)
is_buy = side == OrderSide.BUY
amount = lots_to_units(lots) / 1000
is_in_pips = kwargs.get('is_in_pips', True)
if is_in_pips and stop_loss and stop_loss > 0:
stop_loss = -1 * stop_loss # change to negtive if using pips
return self.fxcmpy.open_trade(symbol,
is_buy,
amount,
timeInForce,
order_type='AtMarket',
rate=0,
is_in_pips=is_in_pips,
limit=take_profit,
at_market=0,
stop=stop_loss,
trailing_step=trailing_pip,
account_id=self.account_id)
def close_trade(self, trade_id, lots=None, percent=None):
amount = self.get_trade(trade_id).get_amount()
if percent:
amount = amount * percent
elif lots:
amount = lots_to_units(lots) / 1000
try:
self.fxcmpy.close_trade(trade_id, amount, order_type='AtMarket',
time_in_force='IOC', rate=None, at_market=None)
except Exception as ex:
logger.error('[Closet Trade] %s' % ex)
def close_trade(self, trade_id, lots=None, percent=None):
# units : (string, default=ALL)
# Indication of how much of the Trade to close. Either the string “ALL”
# (indicating that all of the Trade should be closed), or a DecimalNumber
# representing the number of units of the open Trade to Close using a
# TradeClose MarketOrder. The units specified must always be positive, and
# the magnitude of the value cannot exceed the magnitude of the Trade’s
# open units.
if percent:
trade = self.get_trade(trade_id)
units = trade.currentUnits
units = units * percent
elif lots:
units = str(lots_to_units(lots, OrderSide.BUY))
else:
units = 'ALL'
response = api.trade.close(self.account_id, trade_id, units=str(units))
if response.status < 200 or response.status > 299:
log_error(logger, response, 'CLOSE_TRADE')
raise Exception(response.body.get('errorMessage'))
transactions = []
trade_ids = []
for name in TransactionName.all():
try:
transaction = response.get(name, "200")
transactions.append(transaction)
tcs = getattr(transaction, 'tradesClosed', [])
for tc in tcs:
trade_ids.append(tc.tradeID)
except:
pass
if trade_ids:
self.pull()
if settings.DEBUG:
for t in transactions:
print_entity(t, title=t.__class__.__name__)
print('')
# orderCreateTransaction, orderFillTransaction, orderCancelTransaction
return transactions
def _make_limit_or_stop_order(self,
instrument,
side,
price,
lots,
take_profit=None,
stop_loss=None,
trailing_pip=None,
**kwargs):
symbol = get_fxcm_symbol(instrument)
is_buy = side == OrderSide.BUY
amount = lots_to_units(lots) / 1000
is_in_pips = kwargs.get('is_in_pips', True)
order_id = kwargs.get('order_id', None)
if order_id:
order = self.get_order(order_id)
if trailing_pip:
order.set_trailing_step(trailing_pip)
kw = {}
if stop_loss:
kw['stop'] = stop_loss
kw['is_stop_in_pips'] = is_in_pips
if take_profit:
kw['limit'] = take_profit
kw['is_limit_in_pips'] = is_in_pips
if kw:
self.fxcmpy.change_order_stop_limit(order_id, **kw)
else:
return self.create_entry_order(symbol,
is_buy,
amount,
time_in_force=TimeInForce.GTC,
price=price,
take_profit=take_profit,
stop_loss=stop_loss,
trailing_pip=trailing_pip,
**kwargs)
def _process_order_paramters(self, **kwargs):
data = {}
instrument = None
pip_unit = None
if kwargs.get('instrument'):
instrument = get_symbol(kwargs['instrument'])
data['instrument'] = instrument
if kwargs.get('trade_id'):
data['tradeID'] = str(kwargs['trade_id'])
trade = self.trades.get(data['tradeID']) or self.get_trade(
data['tradeID'])
instrument = trade.instrument
if instrument:
pip_unit = pip(instrument)
if kwargs.get('lots'):
units = lots_to_units(kwargs['lots'],
kwargs.get('side') or OrderSide.BUY)
data['units'] = str(units)
if kwargs.get('type'):
data['type'] = kwargs['type']
if kwargs.get('timeInForce'):
data['timeInForce'] = kwargs['timeInForce'] or TimeInForce.FOK
if kwargs.get('priceBound'):
data['priceBound'] = str(kwargs['priceBound'])
if kwargs.get('price'):
data['price'] = str(kwargs['price'])
if kwargs.get('positionFill'):
data['positionFill'] = kwargs[
'positionFill'] or OrderPositionFill.DEFAULT
# The Client Extensions to update for the Order. Do not set, modify, or
# delete clientExtensions if your account is associated with MT4.
if kwargs.get('client_id') or kwargs.get('client_tag') or kwargs.get(
'client_comment'):
data['clientExtensions'] = ClientExtensions(
id=kwargs['client_id'],
tag=kwargs['client_tag'],
comment=kwargs['client_comment'])
if kwargs.get('trade_client_id') or kwargs.get(
'trade_client_tag') or kwargs.get('trade_client_comment'):
data['tradeClientExtensions'] = ClientExtensions(
id=kwargs['trade_client_id'],
tag=kwargs['trade_client_tag'],
comment=kwargs['trade_client_comment'])
if kwargs.get('take_profit_price'):
data['takeProfitOnFill'] = TakeProfitDetails(
price=str(kwargs['take_profit_price']),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('stop_loss_pip') and pip_unit:
stop_loss_price = pip_unit * Decimal(str(kwargs['stop_loss_pip']))
data['stopLossOnFill'] = StopLossDetails(
distance=str(stop_loss_price),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('stop_loss_distance'):
data['stopLossOnFill'] = StopLossDetails(
distance=str(kwargs['stop_loss_distance']),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('trailing_pip'):
trailing_distance_price = pip_unit * Decimal(
str(kwargs['trailing_pip']))
data['trailingStopLossOnFill'] = TrailingStopLossDetails(
distance=str(trailing_distance_price),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('trigger_condition'):
data['triggerCondition'] = kwargs[
'trigger_condition'] or OrderTriggerCondition.DEFAULT
if kwargs.get('gtd_time'):
# todo confirm gtdTime format
data['gtdTime'] = str(kwargs['gtd_time'])
if kwargs.get('client_trade_id'):
data['clientTradeID'] = kwargs['client_trade_id']
if kwargs.get('guaranteed'):
data['guaranteed'] = kwargs['guaranteed']
if kwargs.get('distance'):
data['distance'] = kwargs['distance']
return data