async def follow_strategy(pilot_name: str, passenger: AutoPilotTask,
etrade: AsyncEtrade, quote: dict):
last = get_last(quote)
bid = get_bid(quote)
ask = get_ask(quote)
if bid < passenger.loss_price or ask > passenger.profit_price or last < passenger.pullback_price:
if bid < passenger.loss_price:
logger.info(
"%s %s bid reached the loss price, placing sell order at %s",
PREFIX, pilot_name, ask)
elif ask > passenger.profit_price:
logger.info(
"%s %s ask reached the profit price, placing sell order at %s",
PREFIX, pilot_name, ask)
else:
logger.info(
"%s %s last price reached the pullback price, placing sell order at %s",
PREFIX, pilot_name, ask)
order_id = await place_sell_order(passenger, ask, etrade)
passenger.state = AutoPilotTask.SELLING
passenger.tracking_order_id = order_id
async def sell_position(pilot_name: str, passenger: AutoPilotTask,
etrade: AsyncEtrade):
if not passenger.tracking_order_id:
quote = await etrade.get_quote(passenger.symbol)
ask = get_ask(quote)
await commit_sell(passenger, ask, etrade)
return
order = await etrade.get_order_details(passenger.account.account_key,
passenger.tracking_order_id,
passenger.symbol)
if not order:
logger.info("%s %s unable to track sell order %s. NOT FOUND.", PREFIX,
pilot_name, passenger.tracking_order_id)
passenger.status = AutoPilotTask.PAUSED
passenger.state = AutoPilotTask.ERROR
passenger.error_message = f'unable to track selling order {passenger.tracking_order_id}. NOT FOUND'
return
details = order.get("OrderDetail")[0]
status = OrderStatus(details.get("status"))
limit_price = details.get("limitPrice")
if status in (OrderStatus.OPEN, OrderStatus.PARTIAL):
quote = await etrade.get_quote(passenger.symbol)
bid = get_bid(quote)
ask = get_ask(quote)
placed_at = datetime.utcfromtimestamp(
details.get("placedTime") / 1000).replace(tzinfo=pytz.utc)
elapsed_time = timezone.now() - placed_at
if elapsed_time >= timedelta(seconds=5) and (limit_price < bid
or limit_price > ask):
try:
await etrade.cancel_order(passenger.account.account_key,
passenger.tracking_order_id)
except ServiceError as e:
if e.error_code == 5001:
# This order is currently being executed
# or rejected. It cannot be cancelled.
return
elif status == OrderStatus.CANCEL_REQUESTED:
logger.debug(
"%s %s cancel for order %s has been requested. waiting...", PREFIX,
pilot_name, passenger.tracking_order_id)
elif status == OrderStatus.CANCELLED:
logger.debug("%s %s order %s cancelled. placing new sell order...",
PREFIX, pilot_name, passenger.tracking_order_id)
instrument = details.get("Instrument")[0]
ordered_quantity = instrument.get("orderedQuantity")
filled_quantity = instrument.get("filledQuantity") or 0
pending_quantity = int(ordered_quantity) - int(filled_quantity)
passenger.quantity = pending_quantity
quote = await etrade.get_quote(passenger.symbol)
ask = get_ask(quote)
await commit_sell(passenger, ask, etrade)
elif status == OrderStatus.REJECTED:
logger.warning(
"%s %s order %s rejected. this case is not being handled.", PREFIX,
pilot_name, passenger.tracking_order_id)
elif status == OrderStatus.EXPIRED:
logger.warning(
"%s %s order %s expired. this case is not being handled.", PREFIX,
pilot_name, passenger.tracking_order_id)
elif status == OrderStatus.EXECUTED:
# get possition
quantity = await etrade.get_position_quantity(
passenger.account.account_key, passenger.symbol)
if quantity in (None, 0):
instrument = details.get("Instrument")[0]
avg_execution_price = Decimal(
instrument.get("averageExecutionPrice"))
passenger.status = AutoPilotTask.DONE
passenger.exit_price = avg_execution_price
percent = passenger.exit_percent
percent_label = "profit" if percent > Decimal(0) else "loss"
logger.info("%s %s position sold for a %s%% %s", PREFIX,
pilot_name, percent, percent_label)
if passenger.discord_webhook:
await post_webhook(
passenger.discord_webhook,
f"{passenger.symbol} position sold for a {percent}% {percent_label}"
)
else:
# TODO: place sell order for scale out quantity
passenger.quantity = quantity
quote = await etrade.get_quote(passenger.symbol)
ask = get_ask(quote)
await commit_sell(passenger, ask, etrade)
else:
logger.error("%s %s unhandled status %s for order %s", PREFIX,
pilot_name, status, passenger.tracking_order_id)
passenger.status = AutoPilotTask.PAUSED
passenger.state = AutoPilotTask.ERROR
passenger.error_message = f'unhandled status {status} for order {passenger.tracking_order_id}'
async def commit_sell(passenger: AutoPilotTask, sell_price: Decimal,
etrade: AsyncEtrade):
order_id = await place_sell_order(passenger, sell_price, etrade)
passenger.state = AutoPilotTask.SELLING
passenger.tracking_order_id = order_id
