def _send_trade(trade, numbers, timezone="UTC"):
global SMS_SERVICE, SMS_CREDENTIALS
numbers = _ready_to_send(numbers)
if numbers == False:
return
# message template
arrow = "▲" if trade['direction'] == "BUY" else "▼"
order_type = trade['order_type'].replace("MARKET", "MKT").replace("LIMIT", "LMT")
msg = ""
trade['direction'] = trade['direction'].replace("BUY", "BOT").replace("SELL", "SLD")
qty = ""
if abs(trade['quantity']) > 1:
qty = str(abs(trade['quantity'])) + "x "
if trade['action'] == "ENTRY":
target = round(trade['target'], 2) if trade['target'] > 0 else '-'
stop = round(trade['stop'], 2) if trade['stop'] > 0 else '-'
try:
trade['entry_time'] = tools.datetime_to_timezone(
trade['entry_time'], timezone)
msg += trade['entry_time'].strftime('%H:%M:%S%z') +"\n"
except:
pass
msg += trade['direction'] +" "+ arrow +" "+ qty +" "+ trade['symbol']
msg += " @ "+ str(round(trade['entry_price'], 2)) +" "+ order_type +"\n"
msg += "TP "+ str(target) +" / SL "+ str(stop) +"\n"
elif trade['action'] == "EXIT":
exit_type = trade['exit_reason'].replace("TARGET", "TGT"
).replace("STOP", "STP").replace("SIGNAL", order_type)
pnl_char = "+" if trade['realized_pnl'] > 0 else ""
try:
trade['exit_time'] = tools.datetime_to_timezone(
trade['entry_time'], timezone)
msg += trade['exit_time'].strftime('%H:%M:%S%z') +"\n"
except:
pass
msg += trade['direction'] +" "+ arrow +" "+ qty +" "+ trade['symbol']
msg += " @ "+ str(round(trade['exit_price'], 2)) +" "+ exit_type +"\n"
msg += "PL "+ pnl_char + str(trade['realized_pnl']) +" ("+ trade['duration'] +")\n"
# if UTC remove timezone info
msg = msg.replace("+0000", " UTC")
# send sms
send_text(msg, numbers)
def _register_trade(self, order):
""" constructs trade info from order data """
if order['id'] in self.orders.recent:
orderId = order['id']
else:
orderId = order['parentId']
# entry / exit?
symbol = order["symbol"]
order_data = self.orders.recent[orderId]
position = self.get_positions(symbol)['position']
if position != 0:
# entry
order_data['action'] = "ENTRY"
order_data['position'] = position
order_data['entry_time'] = tools.datetime_to_timezone(
order['time'])
order_data['exit_time'] = None
order_data['entry_order'] = order_data['order_type']
order_data['entry_price'] = order['avgFillPrice']
order_data['exit_price'] = 0
order_data['exit_reason'] = None
else:
order_data['action'] = "EXIT"
order_data['position'] = 0
order_data['exit_time'] = tools.datetime_to_timezone(order['time'])
order_data['exit_price'] = order['avgFillPrice']
# target / stop?
if order['id'] == order_data['targetOrderId']:
order_data['exit_reason'] = "TARGET"
elif order['id'] == order_data['stopOrderId']:
order_data['exit_reason'] = "STOP"
else:
order_data['exit_reason'] = "SIGNAL"
# remove from collection
del self.orders.recent[orderId]
if order_data is None:
return None
# trade identifier
tradeId = self.strategy.upper() + '_' + symbol.upper()
tradeId = hashlib.sha1(tradeId.encode()).hexdigest()
# existing trade?
if tradeId not in self.active_trades:
self.active_trades[tradeId] = {
"strategy": self.strategy,
"action": order_data['action'],
"quantity": abs(order_data['position']),
"position": order_data['position'],
"symbol": order_data["symbol"].split('_')[0],
"direction": order_data['direction'],
"entry_time": None,
"exit_time": None,
"duration": "0s",
"exit_reason": order_data['exit_reason'],
"order_type": order_data['order_type'],
"market_price": order_data['price'],
"target": order_data['target'],
"stop": order_data['initial_stop'],
"entry_price": 0,
"exit_price": order_data['exit_price'],
"realized_pnl": 0
}
if "entry_time" in order_data:
self.active_trades[tradeId]["entry_time"] = order_data['entry_time']
if "entry_price" in order_data:
self.active_trades[tradeId]["entry_price"] = order_data['entry_price']
else:
# self.active_trades[tradeId]['direction'] = order_data['direction']
self.active_trades[tradeId]['action'] = order_data['action']
self.active_trades[tradeId]['position'] = order_data['position']
self.active_trades[tradeId]['exit_price'] = order_data['exit_price']
self.active_trades[tradeId]['exit_reason'] = order_data['exit_reason']
self.active_trades[tradeId]['exit_time'] = order_data['exit_time']
# calculate trade duration
try:
delta = int((self.active_trades[tradeId]['exit_time'] -
self.active_trades[tradeId]['entry_time']).total_seconds())
days, remainder = divmod(delta, 86400)
hours, remainder = divmod(remainder, 3600)
minutes, seconds = divmod(remainder, 60)
duration = ('%sd %sh %sm %ss' %
(days, hours, minutes, seconds))
self.active_trades[tradeId]['duration'] = duration.replace(
"0d ", "").replace("0h ", "").replace("0m ", "")
except Exception as e:
pass
trade = self.active_trades[tradeId]
if trade['entry_price'] > 0 and trade['position'] == 0:
if trade['direction'] == "SELL":
pnl = trade['entry_price'] - trade['exit_price']
else:
pnl = trade['exit_price'] - trade['entry_price']
pnl = tools.to_decimal(pnl)
# print("1)", pnl)
self.active_trades[tradeId]['realized_pnl'] = pnl
# print("\n\n-----------------")
# print(self.active_trades[tradeId])
# print("-----------------\n\n")
# get trade
trade = self.active_trades[tradeId].copy()
# sms trades
sms._send_trade(trade, self.sms_numbers, self.timezone)
# rename trade direction
trade['direction'] = trade['direction'].replace(
"BUY", "LONG").replace("SELL", "SHORT")
# log
self.log_trade(trade)
# remove from active trades and add to trade
if trade['action'] == "EXIT":
del self.active_trades[tradeId]
self.trades.append(trade)
# return trade
return trade
def _send_trade(trade, numbers, timezone="UTC"):
numbers = _ready_to_send(numbers)
if not numbers:
return
# decimals to round:
decimals = max([2, len(str(trade['entry_price']).split('.')[1])])
# reverse direction for exits
if trade['action'] == "EXIT":
trade['direction'] = "BUY" if trade['direction'] == "SELL" else "BUY"
# message template
arrow = "▲" if trade['direction'] == "BUY" else "▼"
order_type = trade['order_type'].replace("MARKET",
"MKT").replace("LIMIT", "LMT")
msg = ""
trade['direction'] = trade['direction'].replace("BUY", "BOT").replace(
"SELL", "SLD")
qty = ""
if abs(trade['quantity']) > 1:
qty = str(abs(trade['quantity'])) + "x "
if trade['action'] == "ENTRY":
target = round(trade['target'],
decimals) if trade['target'] > 0 else '-'
stop = round(trade['stop'], decimals) if trade['stop'] > 0 else '-'
try:
trade['entry_time'] = tools.datetime_to_timezone(
trade['entry_time'], timezone)
msg += trade['entry_time'].strftime('%H:%M:%S%z') + "\n"
except Exception as e:
pass
msg += trade['direction'] + " " + arrow + \
" " + qty + " " + trade['symbol']
msg += " @ " + str(round(trade['entry_price'], decimals))
msg += " " + order_type + "\n"
msg += "TP " + str(target) + " / SL " + str(stop) + "\n"
elif trade['action'] == "EXIT":
exit_type = trade['exit_reason'].replace("TARGET", "TGT").replace(
"STOP", "STP").replace("SIGNAL", order_type)
pnl_char = "+" if trade['realized_pnl'] > 0 else ""
try:
trade['exit_time'] = tools.datetime_to_timezone(
trade['entry_time'], timezone)
msg += trade['exit_time'].strftime('%H:%M:%S%z') + "\n"
except Exception as e:
pass
msg += trade['direction'] + " " + arrow + \
" " + qty + " " + trade['symbol']
msg += " @ " + str(round(trade['exit_price'], decimals))
msg += " " + exit_type + "\n"
msg += "PL " + pnl_char + str(round(trade['realized_pnl'], decimals))
msg += " (" + trade['duration'] + ")\n"
# if UTC remove timezone info
msg = msg.replace("+0000", " UTC")
# send sms
send_text(msg, numbers)
def _send_trade(trade, numbers, timezone="UTC"):
numbers = _ready_to_send(numbers)
if numbers == False:
return
# decimals to round:
decimals = max([2, len(str(trade['entry_price']).split('.')[1])])
# reverse direction for exits
if trade['action'] == "EXIT":
trade['direction'] = "BUY" if trade['direction'] == "SELL" else "BUY"
# message template
arrow = "▲" if trade['direction'] == "BUY" else "▼"
order_type = trade['order_type'].replace(
"MARKET", "MKT").replace("LIMIT", "LMT")
msg = ""
trade['direction'] = trade['direction'].replace(
"BUY", "BOT").replace("SELL", "SLD")
qty = ""
if abs(trade['quantity']) > 1:
qty = str(abs(trade['quantity'])) + "x "
if trade['action'] == "ENTRY":
target = round(trade['target'], decimals) if trade['target'] > 0 else '-'
stop = round(trade['stop'], decimals) if trade['stop'] > 0 else '-'
try:
trade['entry_time'] = tools.datetime_to_timezone(
trade['entry_time'], timezone)
msg += trade['entry_time'].strftime('%H:%M:%S%z') + "\n"
except:
pass
msg += trade['direction'] + " " + arrow + " " + qty + " " + trade['symbol']
msg += " @ " + str(round(trade['entry_price'], decimals))
msg += " " + order_type + "\n"
msg += "TP " + str(target) + " / SL " + str(stop) + "\n"
elif trade['action'] == "EXIT":
exit_type = trade['exit_reason'].replace("TARGET", "TGT"
).replace("STOP", "STP").replace("SIGNAL", order_type)
pnl_char = "+" if trade['realized_pnl'] > 0 else ""
try:
trade['exit_time'] = tools.datetime_to_timezone(
trade['entry_time'], timezone)
msg += trade['exit_time'].strftime('%H:%M:%S%z') + "\n"
except:
pass
msg += trade['direction'] + " " + arrow + " " + qty + " " + trade['symbol']
msg += " @ " + str(round(trade['exit_price'], decimals))
msg += " " + exit_type + "\n"
msg += "PL " + pnl_char + str(round(trade['realized_pnl'], decimals))
msg += " (" + trade['duration'] + ")\n"
# if UTC remove timezone info
msg = msg.replace("+0000", " UTC")
# send sms
send_text(msg, numbers)
