def adjust_trade(self, trade: Trade) -> Trade: price_slippage = np.random.uniform(0, self.max_slippage_percent / 100) initial_price = trade.price if trade.type == TradeType.MARKET: if trade.side == TradeSide.BUY: trade.price = max(initial_price * (1 + price_slippage), 1e-3) else: trade.price = max(initial_price * (1 - price_slippage), 1e-3) else: if trade.side == TradeSide.BUY: trade.price = max(initial_price * (1 + price_slippage), 1e-3) if trade.price > initial_price: trade.size *= min(initial_price / trade.price, 1) else: trade.price = max(initial_price * (1 - price_slippage), 1e-3) if trade.price < initial_price: trade.size *= min(trade.price / initial_price, 1) return trade
def execute_trade(self, trade: Trade) -> Trade: current_price = self.current_price(symbol=trade.symbol) commission = self._commission_percent / 100 is_trade_valid = self._is_valid_trade(trade) if trade.is_buy and is_trade_valid: price_adjustment = price_adjustment = (1 + commission) trade.price = round(current_price * price_adjustment, self._base_precision) trade.amount = round((trade.price * trade.amount) / trade.price, self._asset_precision) elif trade.is_sell and is_trade_valid: price_adjustment = (1 - commission) trade.price = round(current_price * price_adjustment, self._base_precision) trade.amount = round(trade.amount, self._asset_precision) filled_trade = self._slippage_model.fill_order(trade) self._update_account(filled_trade) return filled_trade