def test_place_contingent_oco_order(fake_request_sender):
order0 = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(8675309),
client_order_link_id='a123',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.limit.name,
quantity=1.1,
price=6000.01,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.none.name)
order1 = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(8675310),
client_order_link_id='a124',
symbol='BTC/USD',
side=Side.sell.name,
order_type=OrderType.limit.name,
quantity=1.1,
price=6200.11,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.none.name)
contingent_order = OCO(orders=[order0, order1])
contingent_order_capnp = fake_request_sender.place_contingent_order(
request_header=__FAKE_REQUEST_HEADER,
contingent_order=contingent_order)
assert type(
contingent_order_capnp) == capnp.lib.capnp._DynamicStructBuilder
oco_order0 = contingent_order_capnp.type.oco.orders[0]
assert oco_order0.accountInfo.accountID == 100
assert oco_order0.symbol == 'BTC/USD'
assert oco_order0.side == 'buy'
assert oco_order0.orderType == 'limit'
assert oco_order0.quantity == 1.1
assert oco_order0.price == 6000.01
assert oco_order0.stopPrice == 0.0
assert oco_order0.timeInForce == 'gtc'
assert oco_order0.expireAt == 0.0
oco_order1 = contingent_order_capnp.type.oco.orders[1]
assert oco_order1.accountInfo.accountID == 100
assert oco_order1.symbol == 'BTC/USD'
assert oco_order1.side == 'sell'
assert oco_order1.orderType == 'limit'
assert oco_order1.quantity == 1.1
assert oco_order1.price == 6200.11
assert oco_order1.stopPrice == 0.0
assert oco_order1.timeInForce == 'gtc'
assert oco_order1.expireAt == 0.0
def test_place_order_margin_custom(fake_request_sender):
custom_margin_order = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(9876),
client_order_link_id='a123',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.market.name,
quantity=1.1,
price=0.0,
time_in_force=TimeInForce.gtc.name,
leverage_type=LeverageType.custom.name,
leverage=2.0)
# custom margin
order = fake_request_sender.place_order(
request_header=__FAKE_REQUEST_HEADER, order=custom_margin_order)
assert type(order) == capnp.lib.capnp._DynamicStructBuilder
assert order.accountInfo.accountID == 100
assert order.symbol == 'BTC/USD'
assert order.side == 'buy'
assert order.orderType == 'market'
assert order.quantity == 1.1
assert order.price == 0.0
assert order.timeInForce == 'gtc'
assert order.leverageType == msgs_capnp.LeverageType.custom
assert order.leverage == 2.0
def test_place_order(fake_request_sender):
order = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(8675309),
client_order_link_id='a123',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.limit.name,
quantity=1.1,
price=6000.01,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.none.name)
order = fake_request_sender.place_order(
request_header=__FAKE_REQUEST_HEADER, order=order)
assert type(order) == capnp.lib.capnp._DynamicStructBuilder
assert order.accountInfo.accountID == 100
assert order.symbol == 'BTC/USD'
assert order.side == 'buy'
assert order.orderType == 'limit'
assert order.quantity == 1.1
assert order.price == 6000.01
assert order.stopPrice == 0.0
assert order.timeInForce == 'gtc'
assert order.expireAt == 0.0
def test_place_order_margin_default(fake_request_sender):
default_margin_order = Order(
account_info=AccountInfo(account_id=100),
client_order_id=str(9876),
client_order_link_id='a123',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.market.name,
quantity=1.1,
price=0.0,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.exchangeDefault.name)
# exchange default margin
order = fake_request_sender.place_order(order=default_margin_order)
assert type(order) == capnp.lib.capnp._DynamicStructBuilder
assert order.accountInfo.accountID == 100
assert order.symbol == 'BTC/USD'
assert order.side == 'buy'
assert order.orderType == 'market'
assert order.quantity == 1.1
assert order.price == 0.0
assert order.timeInForce == 'gtc'
assert order.leverageType == msgs_capnp.LeverageType.exchangeDefault
assert order.leverage == 0.0
assert order.stopPrice == 0.0
assert order.expireAt == 0.0
def convert_fpg_orders_to_omg_orders(fpg_order: dict,
accounts: Dict[str, AccountInfo]):
symbol = fpg_order.get('base') + '/' + fpg_order.get('quote')
exchange = fpg_order.get('exchangeName').lower()
quantity = float(fpg_order.get('expectedSize'))
price = float(fpg_order.get('expectedPrice'))
side = fpg_order.get('orderType').lower()
client_order_id = str(fpg_order.get('name').split('/')[-1])
return Order(
account_info=accounts.get(exchange),
client_order_id=client_order_id,
symbol=symbol,
side=side,
order_type=OrderType.limit.name,
quantity=quantity,
price=price
)
def main():
client_id = 1
sender_comp_id = str(uuid.uuid4())
omega_connection = configure_single_client_omega_connection(
OMEGA_ENDPOINT,
OMEGA_SERVER_KEY,
client_id,
sender_comp_id,
PrintingResponseHandler())
omega_connection.start()
omega_connection.wait_until_running()
account_id = 2
api_key = "api_key"
secret_key = "secret_key"
passphrase = "passphrase"
credentials = AccountCredentials(AccountInfo(account_id), api_key,
secret_key, passphrase)
omega_connection.logon([credentials])
omega_connection.send_heartbeat()
order = Order(
account_info=AccountInfo(account_id=account_id),
# ID generated by client to keep track of the order
client_order_id=str(123),
client_order_link_id='test', # A str to identify and group orders
symbol='ETH/USD',
side=Side.sell.name,
order_type=OrderType.market.name, # Optional param
quantity=1.1,
price=0.0,
time_in_force=TimeInForce.gtc.name,
leverage_type=LeverageType.none.name
)
omega_connection.place_order(order)
time.sleep(2)
omega_connection.logoff()
time.sleep(2)
omega_connection.cleanup()
def test_place_contingent_opo_batch_order(fake_request_sender):
order0 = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(8675309),
client_order_link_id='a123',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.limit.name,
quantity=1.1,
price=6000.01,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.none.name)
order10 = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(8675310),
client_order_link_id='a124',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.limit.name,
quantity=1.1,
price=5910.11,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.none.name)
order11 = Order(account_info=AccountInfo(account_id=100),
client_order_id=str(8675310),
client_order_link_id='a125',
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.limit.name,
quantity=1.1,
price=5900.11,
stop_price=0.0,
time_in_force=TimeInForce.gtc.name,
expire_at=0.0,
leverage_type=LeverageType.none.name)
contingent_order = OPO(primary=order0,
secondary=Batch(orders=[order10, order11]))
contingent_order_capnp = fake_request_sender.place_contingent_order(
request_header=__FAKE_REQUEST_HEADER,
contingent_order=contingent_order)
assert type(
contingent_order_capnp) == capnp.lib.capnp._DynamicStructBuilder
primary_opo = contingent_order_capnp.type.opo.primary
assert primary_opo.accountInfo.accountID == 100
assert primary_opo.symbol == 'BTC/USD'
assert primary_opo.side == 'buy'
assert primary_opo.orderType == 'limit'
assert primary_opo.quantity == 1.1
assert primary_opo.price == 6000.01
assert primary_opo.stopPrice == 0.0
assert primary_opo.timeInForce == 'gtc'
assert primary_opo.expireAt == 0.0
batch_order0 = contingent_order_capnp.type.opo.secondary.batch[0]
assert batch_order0.accountInfo.accountID == 100
assert batch_order0.symbol == 'BTC/USD'
assert batch_order0.side == 'buy'
assert batch_order0.orderType == 'limit'
assert batch_order0.quantity == 1.1
assert batch_order0.price == 5910.11
assert batch_order0.stopPrice == 0.0
assert batch_order0.timeInForce == 'gtc'
assert batch_order0.expireAt == 0.0
batch_order1 = contingent_order_capnp.type.opo.secondary.batch[1]
assert batch_order1.accountInfo.accountID == 100
assert batch_order1.symbol == 'BTC/USD'
assert batch_order1.side == 'buy'
assert batch_order1.orderType == 'limit'
assert batch_order1.quantity == 1.1
assert batch_order1.price == 5900.11
assert batch_order1.stopPrice == 0.0
assert batch_order1.timeInForce == 'gtc'
assert batch_order1.expireAt == 0.0
auth = FPGAuth(API_KEY, API_SECRET)
# Hit an error trying to fetch a nonexistent order
api_url = 'https://fund3-staging.floating.group/v1/orders/foo'
r = requests.get(api_url, auth=auth)
print(r.status_code)
print(r.json())
# successful usage of create_SOR_order function
orders, status_code, error_message = create_SOR_order(
order=Order(
account_info=AccountInfo(account_id=100), # ignored, junk
client_order_id='vnuiebwe', # ignored, junk
symbol='BTC/USD',
side=Side.buy.name,
order_type=OrderType.limit.name,
quantity=6.,
price=5000.),
accounts={Exchange.gemini.name: AccountInfo(account_id=200),
Exchange.kraken.name: AccountInfo(account_id=201)},
auth=auth
)
for order in orders:
print('order:', order)
print('status_code', status_code)
print('error_message', error_message)
# unsuccessful usage of create_SOR_order function (itBit is unsupported)
# error code 400