def execute_trade(self, trade: Trade) -> Trade:
if trade.trade_type == TradeType.LIMIT_BUY:
order = self._exchange.create_limit_buy_order(
trade.symbol, trade.amount, trade.price)
elif trade.trade_type == TradeType.MARKET_BUY:
order = self._exchange.create_market_buy_order(
trade.symbol, trade.amount)
elif trade.trade_type == TradeType.LIMIT_SELL:
order = self._exchange.create_limit_sell_order(
trade.symbol, trade.amount, trade.price)
elif trade.trade_type == TradeType.MARKET_SELL:
order = self._exchange.create_market_sell_order(
trade.symbol, trade.amount)
else:
return trade.copy()
max_wait_time = time.time() + self._max_trade_wait_in_sec
while order['status'] == 'open' and time.time() < max_wait_time:
order = self._exchange.fetch_order(order.id)
if order['status'] == 'open':
self._exchange.cancel_order(order.id)
self._performance = self._performance.append(
{
'balance': self.balance,
'net_worth': self.net_worth,
},
ignore_index=True)
return Trade(symbol=trade.symbol,
trade_type=trade.trade_type,
amount=order['filled'],
price=order['price'])
def execute_trade(self, trade: Trade) -> Trade:
current_price = self.current_price(symbol=trade.symbol)
commission = self._commission_percent / 100
filled_trade = trade.copy()
if filled_trade.is_hold or not self._is_valid_trade(filled_trade):
filled_trade.amount = 0
'''
elif filled_trade.is_buy:
price_adjustment = price_adjustment = (1 + commission)
filled_trade.price = max(round(current_price * price_adjustment,
self._base_precision), self.base_precision)
filled_trade.amount = round(
(filled_trade.price * filled_trade.amount) / filled_trade.price, self._instrument_precision)
elif filled_trade.is_sell:
price_adjustment = (1 - commission)
filled_trade.price = round(current_price * price_adjustment, self._base_precision)
filled_trade.amount = round(filled_trade.amount, self._instrument_precision)
'''
filled_trade = self._slippage_model.fill_order(filled_trade,
current_price)
self._update_account(filled_trade)
return filled_trade
def execute_trade(self, trade: Trade) -> Trade:
current_price = self.current_price(symbol=trade.symbol)
# commission = self._commission_percent / 100
filled_trade = trade.copy()
if filled_trade.is_hold or not self._is_valid_trade(filled_trade):
filled_trade.amount = 0
# if filled_trade.is_long:
# price_adjustment = 1
# filled_trade.price = round(current_price * price_adjustment, self._base_precision)
# filled_trade.amount = round((filled_trade.price * filled_trade.amount) / filled_trade.price,
# self._instrument_precision)
# elif filled_trade.is_short:
# price_adjustment = 1
# filled_trade.price = round(current_price * price_adjustment, self._base_precision)
# filled_trade.amount = round(filled_trade.amount, self._instrument_precision)
#
# if not filled_trade.is_hold:
# filled_trade = self._slippage_model.fill_order(filled_trade, current_price)
self._update_account(filled_trade)
return filled_trade
