def create_order(self,
instrument,
units,
sl_distance=None,
tsl_distance=None,
tp_price=None,
comment=None,
suppress=False,
ret=False):
''' Places order with Oanda.
Parameters
==========
instrument: string
valid instrument name
units: int
number of units of instrument to be bought
(positive int, eg 'units=50')
or to be sold (negative int, eg 'units=-100')
sl_distance: float
stop loss distance price, mandatory eg in Germany
tsl_distance: float
trailing stop loss distance
tp_price: float
take profit price to be used for the trade
comment: str
string
'''
client_ext = ClientExtensions(
comment=comment) if comment is not None else None
sl_details = (StopLossDetails(distance=sl_distance,
clientExtensions=client_ext)
if sl_distance is not None else None)
tsl_details = (TrailingStopLossDetails(distance=tsl_distance,
clientExtensions=client_ext)
if tsl_distance is not None else None)
tp_details = (TakeProfitDetails(price=tp_price,
clientExtensions=client_ext)
if tp_price is not None else None)
request = self.ctx.order.market(
self.account_id,
instrument=instrument,
units=units,
stopLossOnFill=sl_details,
trailingStopLossOnFill=tsl_details,
takeProfitOnFill=tp_details,
)
try:
order = request.get('orderFillTransaction')
except:
order = request.get('orderCreateTransaction')
if not suppress:
print('\n\n', order.dict(), '\n')
if ret is True:
return order.dict()
def create_order(self, instrument, units, price=None, sl_distance=None,
tsl_distance=None, tp_price=None, comment=None,
touch=False, suppress=False, ret=False):
''' Places order with Oanda.
Parameters
==========
instrument: string
valid instrument name
units: int
number of units of instrument to be bought
(positive int, eg 'units=50')
or to be sold (negative int, eg 'units=-100')
price: float
limit order price, touch order price
sl_distance: float
stop loss distance price, mandatory eg in Germany
tsl_distance: float
trailing stop loss distance
tp_price: float
take profit price to be used for the trade
comment: str
string
touch: boolean
market_if_touched order (requires price to be set)
suppress: boolean
whether to suppress print out
ret: boolean
whether to return the order object
'''
client_ext = ClientExtensions(
comment=comment) if comment is not None else None
sl_details = (StopLossDetails(distance=sl_distance,
clientExtensions=client_ext)
if sl_distance is not None else None)
tsl_details = (TrailingStopLossDetails(distance=tsl_distance,
clientExtensions=client_ext)
if tsl_distance is not None else None)
tp_details = (TakeProfitDetails(
price=tp_price, clientExtensions=client_ext)
if tp_price is not None else None)
if price is None:
request = self.ctx.order.market(
self.account_id,
instrument=instrument,
units=units,
stopLossOnFill=sl_details,
trailingStopLossOnFill=tsl_details,
takeProfitOnFill=tp_details,
)
elif touch:
request = self.ctx.order.market_if_touched(
self.account_id,
instrument=instrument,
price=price,
units=units,
stopLossOnFill=sl_details,
trailingStopLossOnFill=tsl_details,
takeProfitOnFill=tp_details
)
else:
request = self.ctx.order.limit(
self.account_id,
instrument=instrument,
price=price,
units=units,
stopLossOnFill=sl_details,
trailingStopLossOnFill=tsl_details,
takeProfitOnFill=tp_details
)
# First checking if the order is rejected
if 'orderRejectTransaction' in request.body:
order = request.get('orderRejectTransaction')
elif 'orderFillTransaction' in request.body:
order = request.get('orderFillTransaction')
elif 'orderCreateTransaction' in request.body:
order = request.get('orderCreateTransaction')
else:
# This case does not happen. But keeping this for completeness.
order = None
if not suppress and order is not None:
print('\n\n', order.dict(), '\n')
if ret is True:
return order.dict() if order is not None else None
def _process_order_paramters(self, **kwargs):
data = {}
instrument = None
pip_unit = None
if kwargs.get('instrument'):
instrument = get_symbol(kwargs['instrument'])
data['instrument'] = instrument
if kwargs.get('trade_id'):
data['tradeID'] = str(kwargs['trade_id'])
trade = self.trades.get(data['tradeID']) or self.get_trade(
data['tradeID'])
instrument = trade.instrument
if instrument:
pip_unit = pip(instrument)
if kwargs.get('lots'):
units = lots_to_units(kwargs['lots'],
kwargs.get('side') or OrderSide.BUY)
data['units'] = str(units)
if kwargs.get('type'):
data['type'] = kwargs['type']
if kwargs.get('timeInForce'):
data['timeInForce'] = kwargs['timeInForce'] or TimeInForce.FOK
if kwargs.get('priceBound'):
data['priceBound'] = str(kwargs['priceBound'])
if kwargs.get('price'):
data['price'] = str(kwargs['price'])
if kwargs.get('positionFill'):
data['positionFill'] = kwargs[
'positionFill'] or OrderPositionFill.DEFAULT
# The Client Extensions to update for the Order. Do not set, modify, or
# delete clientExtensions if your account is associated with MT4.
if kwargs.get('client_id') or kwargs.get('client_tag') or kwargs.get(
'client_comment'):
data['clientExtensions'] = ClientExtensions(
id=kwargs['client_id'],
tag=kwargs['client_tag'],
comment=kwargs['client_comment'])
if kwargs.get('trade_client_id') or kwargs.get(
'trade_client_tag') or kwargs.get('trade_client_comment'):
data['tradeClientExtensions'] = ClientExtensions(
id=kwargs['trade_client_id'],
tag=kwargs['trade_client_tag'],
comment=kwargs['trade_client_comment'])
if kwargs.get('take_profit_price'):
data['takeProfitOnFill'] = TakeProfitDetails(
price=str(kwargs['take_profit_price']),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('stop_loss_pip') and pip_unit:
stop_loss_price = pip_unit * Decimal(str(kwargs['stop_loss_pip']))
data['stopLossOnFill'] = StopLossDetails(
distance=str(stop_loss_price),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('stop_loss_distance'):
data['stopLossOnFill'] = StopLossDetails(
distance=str(kwargs['stop_loss_distance']),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('trailing_pip'):
trailing_distance_price = pip_unit * Decimal(
str(kwargs['trailing_pip']))
data['trailingStopLossOnFill'] = TrailingStopLossDetails(
distance=str(trailing_distance_price),
clientExtensions=data.get('clientExtensions'))
if kwargs.get('trigger_condition'):
data['triggerCondition'] = kwargs[
'trigger_condition'] or OrderTriggerCondition.DEFAULT
if kwargs.get('gtd_time'):
# todo confirm gtdTime format
data['gtdTime'] = str(kwargs['gtd_time'])
if kwargs.get('client_trade_id'):
data['clientTradeID'] = kwargs['client_trade_id']
if kwargs.get('guaranteed'):
data['guaranteed'] = kwargs['guaranteed']
if kwargs.get('distance'):
data['distance'] = kwargs['distance']
return data