def _trade_manager(self):
'''
Here both the sell and buy conditions are managed by the trader.
-> Sell conditions.
-> Buy conditions.
'''
cMarket = self.currentMarket
tInfo = self.TradesInformation
candles = self.candles
ind = self.normalIndicators
updateOrder = tInfo['updateOrder']
order = {'place': False}
if tInfo['orderType']['S'] != None and not (tInfo['orderStatus']['S']
in ['Order_Lock']):
'''############## ##############
############## SELL CONDITIONS ##############
'''############## ##############
logging.info('Checking for Sell condition. [{0}]'.format(
self.runtime['market']))
##
conOrder = con.sell_conditions(ind, cMarket, candles)
if conOrder['place']:
self.TradesInformation['orderType']['S'] = conOrder['tType']
else:
if tInfo['orderType']['S'] == 'signal':
if self.botRunType == 'real':
self.RESTapi.cancel_open_orders('BUY')
self.TradesInformation['orderType']['S'] = 'wait'
self.TradesInformation['sellPrice'] = 0
'''############### SIGNAL SELL ###############'''
if self.TradesInformation['orderType']['S'] == 'signal':
price = float('{0:.{1}f}'.format(cMarket['askPrice'],
pRounding))
if price < tInfo['sellPrice'] or tInfo['sellPrice'] == 0:
order = {'place': True, 'side': 'SELL'}
elif tInfo['orderType']['B'] and not (tInfo['orderStatus']['B']
in ['Order_Lock']):
'''############## ##############
############## BUY CONDITIONS ##############
'''############## ##############
logging.debug('Checking for Buy condition. [{0}]'.format(
self.runtime['market']))
## This will be used to determin what type of condition is to be placed.
conOrder = con.buy_conditions(ind, cMarket, candles)
if conOrder['place']:
self.TradesInformation['orderType']['B'] = conOrder['tType']
else:
## This will reset the orders back to waiting if there are no orders.
if tInfo['orderType']['B'] == 'signal':
if self.botRunType == 'real':
self.RESTapi.cancel_open_orders('BUY')
self.TradesInformation['orderStatus']['B'] = None
self.TradesInformation['orderType']['B'] = 'wait'
self.TradesInformation['buyPrice'] = 0
'''############### SIGNAL BUY ###############'''
if self.TradesInformation['orderType']['B'] == 'signal':
price = float('{0:.{1}f}'.format(cMarket['bidPrice'],
pRounding))
if price > tInfo['buyPrice']:
order = {'place': True, 'side': 'BUY'}
## All orders to be placed will be managed via the manager.
if order['place']:
if self.botRunType == 'real':
orderInfo = self.RESTapi.order_placer(self.marketRules,
self.TradesInformation,
order['side'],
'LIMIT',
price=price)
logging.info('orderInfo: {0} [{1}]'.format(
orderInfo, self.runtime['market']))
if orderInfo:
self._code_manager(orderInfo['code'],
order['side'],
price=price)
elif self.botRunType == 'test':
self._code_manager(0, order['side'], price=price)
def _trade_manager(self):
'''
Here both the sell and buy conditions are managed by the trader.
-> Manager Sell Conditions.
Manage the placed sell condition as well as monitor conditions for the sell side.
-> Manager Buy Conditions.
Manage the placed buy condition as well as monitor conditions for the buy side.
-> Place Market Order.
Place orders on the market with real and assume order placemanet with test.
'''
tInfo = self.trade_information
orderType = None
updateOrder = tInfo['updateOrder']
order = {'place': False}
if tInfo['orderType'][
'S'] and tInfo['orderStatus']['S'] != 'ORDER_LOCK':
## Manager Sell Conditions.
logging.debug('Checking for Sell condition. [{0}]'.format(
self.symbol))
# Check the conditions in place to see if a order can be setup.
new_order = con.sell_conditions(self.indicators, self.prices,
tInfo, self.candles)
if new_order['place']:
orderType = new_order['tType']
price = float('{0:.{1}f}'.format(new_order['price'],
pRounding))
askPrice = self.prices['askPrice']
if orderType == 'SIGNAL':
# Setup a signal sell order.
if (price != tInfo['sellPrice']
and tInfo['sellPrice'] != askPrice) or updateOrder:
order = {'place': True, 'side': 'SELL'}
else:
logging.critical(
'The trade type [{0}] has not been configured'.format(
new_order['tType']))
else:
if orderType == 'SIGNAL':
if self.run_type == 'REAL':
self.rest_api.cancel_open_orders('SELL', self.symbol)
self.trade_information['orderStatus']['S'] = None
self.trade_information['orderType']['S'] = 'WAIT'
elif tInfo['orderType'][
'B'] and tInfo['orderStatus']['B'] != 'ORDER_LOCK':
## Manager Buy Conditions.
logging.debug('Checking for Buy condition. [{0}]'.format(
self.symbol))
# Check the conditions in place to see if a order can be setup.
new_order = con.buy_conditions(self.indicators, self.prices, tInfo,
self.candles)
if new_order['place']:
orderType = new_order['tType']
price = float('{0:.{1}f}'.format(new_order['price'],
pRounding))
bidPrice = self.prices['bidPrice']
if orderType == 'SIGNAL':
# Setup a signal buy order.
if (price != tInfo['buyPrice']
and tInfo['buyPrice'] != bidPrice) or updateOrder:
order = {'place': True, 'side': 'BUY'}
else:
logging.critical(
'The trade type [{0}] has not been configured'.format(
new_order['tType']))
else:
# Cancel a existing signal buy order.
if tInfo['orderType']['B'] == 'SIGNAL':
if self.run_type == 'REAL':
self.rest_api.cancel_open_orders('BUY', self.symbol)
self.trade_information['orderStatus']['B'] = None
self.trade_information['orderType']['B'] = 'WAIT'
if updateOrder:
self.trade_information['updateOrder'] = False
## Place Market Order.
if order['place']:
print('{0} : [{1}]'.format(new_order['description'], self.symbol))
orderInfo = None
if self.run_type == 'REAL':
# Attempt to place an order on the market.
orderInfo = self.rest_api.order_placer(self.symbol,
self.rules,
self.trade_information,
order['side'],
'LIMIT',
price=price)
print('orderInfo: {0} [{1}]'.format(orderInfo, self.symbol))
if orderInfo:
code = orderInfo['code']
else:
self.runtime['state'] = 'FORCE_STANDBY'
return
elif self.run_type == 'TEST':
orderInfo = True
code = 0
# Check the status of the order code.
if orderInfo:
self._code_manager(code,
order['side'],
price=price,
orderType=orderType)
def _trade_manager(self):
'''
Here both the sell and buy conditions are managed by the trader.
-> Manage sell conditions.
-> Manage buy conditions.
-> Place order on the market.
'''
symbol = self.runtime['symbol']
cMarket = self.currentMarket
tInfo = self.TradesInformation
candles = self.candles
ind = self.normalIndicators
orderType = None
updateOrder = tInfo['updateOrder']
order = {'place': False}
if tInfo['orderType'][
'S'] and tInfo['orderStatus']['S'] != 'Order_Lock':
## <----------------------------------| SELL CONDITION |-----------------------------------> ##
logging.info('Checking for Sell condition. [{0}]'.format(symbol))
conOrder = con.sell_conditions(ind, cMarket, tInfo, candles)
if conOrder['place']:
orderType = conOrder['tType']
price = float('{0:.{1}f}'.format(conOrder['price'], pRounding))
askPrice = cMarket['askPrice']
if orderType == 'signal':
'''############### SIGNAL SELL ###############'''
if (price != tInfo['sellPrice']
and tInfo['sellPrice'] != askPrice) or updateOrder:
order = {'place': True, 'side': 'SELL'}
else:
logging.critical(
'The trade type [{0}] has not been configured'.format(
conOrder['tType']))
else:
'''############### CANCEL BUY ORDER ###############'''
if tInfo['orderType']['S'] == 'signal':
if self.botRunType == 'real':
self.RESTapi.cancel_open_orders('BUY', symbol)
self.TradesInformation['orderStatus']['S'] = None
self.TradesInformation['orderType']['S'] = 'wait'
elif tInfo['orderType'][
'B'] and tInfo['orderStatus']['B'] != 'Order_Lock':
## <----------------------------------| BUY CONDITION |-----------------------------------> ##
logging.info('Checking for Buy condition. [{0}]'.format(symbol))
conOrder = con.buy_conditions(ind, cMarket, tInfo, candles)
if conOrder['place']:
orderType = conOrder['tType']
price = float('{0:.{1}f}'.format(conOrder['price'], pRounding))
bidPrice = cMarket['bidPrice']
#print(price, bidPrice)
if orderType == 'signal':
'''############### SIGNAL BUY ###############'''
if (price != tInfo['buyPrice']
and tInfo['buyPrice'] != bidPrice) or updateOrder:
order = {'place': True, 'side': 'BUY'}
else:
loggin.critical(
'The trade type [{0}] has not been configured'.format(
conOrder['tType']))
else:
'''############### CANCEL BUY ORDER ###############'''
if tInfo['orderType']['B'] == 'signal':
if self.botRunType == 'real':
self.RESTapi.cancel_open_orders('BUY', symbol)
self.TradesInformation['orderStatus']['B'] = None
self.TradesInformation['orderType']['B'] = 'wait'
if updateOrder:
self.TradesInformation['updateOrder'] = False
## <----------------------------------| ORDER MANAGER |-----------------------------------> ##
if order['place']:
print('{0} : [{1}]'.format(conOrder['description'], symbol))
orderInfo = None
if self.botRunType == 'real':
## Attempt to place an order on the market.
orderInfo = self.RESTapi.order_placer(symbol,
self.marketRules,
self.TradesInformation,
order['side'],
'LIMIT',
price=price)
logging.info('orderInfo: {0} [{1}]'.format(
orderInfo, self.runtime['symbol']))
if orderInfo:
code = orderInfo['code']
else:
return
elif self.botRunType == 'test':
orderInfo = True
code = 0
## Check the status of the order code.
if orderInfo:
self._code_manager(code,
order['side'],
price=price,
orderType=orderType)