async def minimize_loss(pilot_name: str, passenger: AutoPilotTask,
etrade: AsyncEtrade, quote: dict):
await follow_strategy(pilot_name, passenger, etrade, quote)
if passenger.state == AutoPilotTask.SELLING:
return
bid = get_bid(quote)
ref_price_thresdhold = passenger.loss_ref_price + passenger.loss_amount * 2
if bid > ref_price_thresdhold:
passenger.loss_ref_price = passenger.loss_ref_price + passenger.loss_amount
def mutate_and_get_payload(cls,
root,
info,
symbol,
provider_id,
account_id=None):
account = Account.objects.get(id=account_id) if account_id else None
provider = ServiceProvider.objects.select_related('session') \
.get(id=provider_id)
account_key = account.account_key.strip() if account \
else provider.account_key.strip()
if not account_key:
return StopLoss(
error=StopLossError.ACCOUNT_NOT_PROVIDED,
error_message=
'Either specify an accountId that has a valid accountKey ' +
'or configure a default accountKey on the provider.')
autopilot = get_autopilot(info.context.user.id, symbol)
if autopilot:
return StopLoss(error=StopLossError.NOT_ALLOWED_ON_AUTOPILOT,
error_message='You must turn off autopilot first.')
etrade = get_provider_instance(provider)
position_quantity = etrade.get_position_quantity(account_key, symbol)
quote = etrade.get_quote(symbol)
last_price = get_bid(quote)
stop_price = get_round_price(last_price -
(last_price * Decimal('0.02')))
limit_price = get_limit_price(OrderAction.SELL,
stop_price,
margin=Decimal('0.02'))
order_params = {
'account_key': account_key,
'market_session': MarketSession.current().value,
'action': OrderAction.SELL.value,
'symbol': symbol,
'price_type': PriceType.STOP_LIMIT.value,
'quantity': position_quantity,
'stop_price': stop_price,
'limit_price': limit_price
}
preview_ids = etrade.preview_order(
order_client_id=get_random_string(length=20), **order_params)
etrade.place_order(order_client_id=get_random_string(length=20),
preview_ids=preview_ids,
**order_params)
return StopLoss()
def resolve_quote(self, info, symbol):
etrade = get_provider_instance(self)
quote_data = etrade.get_quote(symbol)
if not quote_data:
return None
return QuoteType(
volume=get_volume(quote_data),
last=get_last(quote_data),
bid=get_bid(quote_data),
ask=get_ask(quote_data),
last_trade_direction=Decimal(
str(quote_data.get('All').get('dirLast'))),
market_cap=Decimal(str(quote_data.get('All').get('marketCap'))),
shares_outstanding=quote_data.get('All').get('sharesOutstanding'),
primary_exchange=quote_data.get('All').get('primaryExchange'),
company_name=quote_data.get('All').get('companyName'),
)
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}'
def mutate_and_get_payload(cls,
root,
info,
symbol,
strategy_id,
provider_id,
margin='0.00',
price='0.0000',
quantity=0,
account_id=None,
autopilot=False):
strategy = TradingStrategy.objects.get(id=strategy_id)
provider = ServiceProvider.objects.select_related('session') \
.get(id=provider_id)
account = Account.objects.get(id=account_id) if account_id else None
account_key = account.account_key.strip() if account \
else provider.account_key.strip()
if not account_key:
return BuyStock(
error=BuyStockError.ACCOUNT_NOT_PROVIDED,
error_message=
'Either specify an accountId that has a valid accountKey ' +
'or configure a default accountKey on the provider.')
if not account:
account = Account.objects.get(account_key=account_key)
if not strategy.funded(account):
return BuyStock(
error=BuyStockError.INSUFFICIENT_FUNDS,
error_message='Insufficient funds. Strategy selected ' +
'requires more cash available for investment.')
etrade = get_provider_instance(provider)
if autopilot:
quote = etrade.get_quote(symbol)
is_otc = etrade.is_otc(quote)
user = info.context.user
settings = Settings.objects.filter(user_id=user.id).first()
default_modifier = settings.default_autopilot_modifier if settings else None
discord_webhook = settings.discord_webhook if settings else None
task = AutoPilotTask(signal=AutoPilotTask.BUY,
user=info.context.user,
strategy=strategy,
provider=provider,
account=account,
is_otc=is_otc,
symbol=symbol,
quantity=quantity,
entry_price=price,
base_price=price,
loss_ref_price=price,
profit_ref_price=price,
ref_time=timezone.now(),
modifier=default_modifier,
discord_webhook=discord_webhook)
task.save()
return BuyStock()
if Decimal(price):
limit_price = Decimal(price).quantize(Decimal('0.0001'))
else:
quantized_margin = Decimal(margin).quantize(Decimal('0.001'))
quote = etrade.get_quote(symbol)
limit_price = get_limit_price(
OrderAction.BUY, get_bid(quote),
Decimal(quantized_margin) or strategy.price_margin)
if not quantity:
quantity = strategy.get_quantity_for(
buying_power=account.real_value, price_per_share=limit_price)
order_params = {
'account_key': account_key,
'market_session': MarketSession.current().value,
'action': OrderAction.BUY.value,
'symbol': symbol,
'price_type': PriceType.LIMIT.value,
'quantity': quantity,
'limit_price': limit_price
}
preview_ids = etrade.preview_order(
order_client_id=get_random_string(length=20), **order_params)
etrade.place_order(order_client_id=get_random_string(length=20),
preview_ids=preview_ids,
**order_params)
# TODO: HANDLE Code: 1527. Message: Opening orders for this security cannot be accepted online at this time. For assistance with placing this order, please contact Customer Service at 1-800-ETRADE-1 (1-800-387-2331).
return BuyStock()