def _check_for_liquidations(candle: np.ndarray, exchange: str, symbol: str) -> None:
p: Position = selectors.get_position(exchange, symbol)
if not p:
return
# for now, we only support the isolated mode:
if p.mode != 'isolated':
return
if candle_includes_price(candle, p.liquidation_price):
closing_order_side = jh.closing_side(p.type)
# create the market order that is used as the liquidation order
order = Order({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': exchange,
'side': closing_order_side,
'type': order_types.MARKET,
'flag': order_flags.REDUCE_ONLY,
'qty': jh.prepare_qty(p.qty, closing_order_side),
'price': p.bankruptcy_price,
'role': order_roles.CLOSE_POSITION
})
store.orders.add_order(order)
store.app.total_liquidations += 1
logger.info(f'{p.symbol} liquidated at {p.liquidation_price}')
order.execute()
def _simulate_price_change_effect(real_candle: np.ndarray, exchange: str,
symbol: str) -> None:
orders = store.orders.get_orders(exchange, symbol)
current_temp_candle = real_candle.copy()
executed_order = False
while True:
if len(orders) == 0:
executed_order = False
else:
for index, order in enumerate(orders):
if index == len(orders) - 1 and not order.is_active:
executed_order = False
if not order.is_active:
continue
if candle_includes_price(current_temp_candle, order.price):
storable_temp_candle, current_temp_candle = split_candle(
current_temp_candle, order.price)
store.candles.add_candle(storable_temp_candle,
exchange,
symbol,
'1m',
with_execution=False,
with_generation=False)
p = selectors.get_position(exchange, symbol)
p.current_price = storable_temp_candle[2]
executed_order = True
order.execute()
# break from the for loop, we'll try again inside the while
# loop with the new current_temp_candle
break
else:
executed_order = False
if not executed_order:
# add/update the real_candle to the store so we can move on
store.candles.add_candle(real_candle,
exchange,
symbol,
'1m',
with_execution=False,
with_generation=False)
p = selectors.get_position(exchange, symbol)
if p:
p.current_price = real_candle[2]
break
_check_for_liquidations(real_candle, exchange, symbol)
