# you can disable managing position or orders by set to False needed properties
# supervisor.manage_position = False
# supervisor.manage_orders = False
# create Order objects
stop_loss = Order(order_type='Stop', stop_px=2000, qty=10, side='Sell')
tp1 = Order(order_type='Limit', price=15000, qty=6, side='Sell', passive=True)
tp2 = Order(order_type='Limit', price=20000, qty=4, side='Sell', hidden=True)
trailing_stop = Order(order_type='Stop', stop_px=3000, qty=10, side='Sell')
# attach some callbacks to stop-loss, note that events starts with "_"
# DO NOT USE stop_cycle() method in callbacks!!! It causes deadlock
stop_loss._on_reject = lambda: print('Rejected')
stop_loss._on_fill = lambda: print('We lost position(')
input('Enter to run cycle')
supervisor.run_cycle()
input('Enter to add orders to needed')
supervisor.add_order(stop_loss)
supervisor.add_order(tp1)
supervisor.add_order(tp2)
supervisor.add_trailing_order(trailing_stop, offset=10) # order will trail on 10% distance from current price
input('Enter to enter position')
supervisor.stop_cycle()
supervisor.enter_by_market_order(10)
supervisor.run_cycle()
input('Enter to exit cycle')
supervisor.exit_cycle()
class TrailingStopTests(unittest.TestCase):
def setUp(self) -> None:
self.exchange_mock = Mock()
self.exchange_mock.get_open_orders_ws.return_value = []
self.exchange_mock.get_position_size_ws.return_value = 0
self.supervisor = Supervisor(interface=self.exchange_mock)
self.exchange_mock.conn.base_url = 'https://testnet.bitmex.com/api/v1'
self.exchange_mock.conn.get_tick_size.return_value = 0.5
def tearDown(self) -> None:
self.supervisor.exit_cycle()
def test_buy_order_will_follow_the_price(self):
order = Order(order_type='Stop', side='Buy', qty=228, stop_px=10000)
self.exchange_mock.get_open_orders_ws.return_value = [order]
self.exchange_mock.get_last_price_ws.return_value = 9000
self.supervisor.add_trailing_order(order, offset=10)
self.supervisor.run_cycle()
self.exchange_mock.get_last_price_ws.return_value = 8000
order.tracker.min_price = 8000
self.assertEqual(8800, order.stop_px)
self.exchange_mock.get_last_price_ws.return_value = 7000
order.tracker.min_price = 7000
self.assertEqual(7700, order.stop_px)
def test_sell_order_will_follow_the_price(self):
order = Order(order_type='Stop', side='Sell', qty=228, stop_px=1000)
self.exchange_mock.get_open_orders_ws.return_value = [order]
self.exchange_mock.get_last_price_ws.return_value = 1000
self.supervisor.add_trailing_order(order, offset=10)
self.supervisor.run_cycle()
self.exchange_mock.get_last_price_ws.return_value = 7000
order.tracker.max_price = 7000
self.assertEqual(6300, order.stop_px)
self.exchange_mock.get_last_price_ws.return_value = 8000
order.tracker.max_price = 8000
self.assertEqual(7200, order.stop_px)
def test_stop_tracking_after_fill_order(self):
order = Order(order_type='Stop', side='Sell', qty=228, stop_px=1000)
self.exchange_mock.get_open_orders_ws.return_value = [order]
self.exchange_mock.get_last_price_ws.return_value = 9000
self.supervisor.add_trailing_order(order, 10)
self.supervisor.run_cycle()
order.order_id = 1234
self.exchange_mock.get_open_orders_ws.return_value = []
self.exchange_mock.get_order_status_ws.return_value = 'Filled'
sleep(0.5)
self.assertTrue(order.tracker.exited)
