def close_position(self, instrument, longUnits='ALL', shortUnits='ALL'):
instrument = get_symbol(instrument)
response = self.api.position.close(self.account_id,
instrument,
longUnits=longUnits,
shortUnits=shortUnits)
if response.status < 200 or response.status > 299:
log_error(logger, response, 'CLOSE_POSITION')
raise Exception(response.body['errorMessage'])
longOrderCreateTransaction = response.get('longOrderCreateTransaction',
None)
longOrderFillTransaction = response.get('longOrderFillTransaction',
None)
longOrderCancelTransaction = response.get('longOrderCancelTransaction',
None)
shortOrderCreateTransaction = response.get(
'shortOrderCreateTransaction', None)
shortOrderFillTransaction = response.get('shortOrderFillTransaction',
None)
shortOrderCancelTransaction = response.get(
'shortOrderCancelTransaction', None)
relatedTransactionIDs = response.get('relatedTransactionIDs', None)
lastTransactionID = response.get('lastTransactionID', None)
print(longOrderCreateTransaction.__dict__)
print(longOrderFillTransaction.__dict__)
print(longOrderCancelTransaction.__dict__)
print(shortOrderCreateTransaction.__dict__)
print(shortOrderFillTransaction.__dict__)
print(shortOrderCancelTransaction.__dict__)
print(relatedTransactionIDs.__dict__)
print(lastTransactionID)
return True
def get_price(self, instrument, type='mid'):
instrument = get_symbol(instrument)
if not self._prices:
self.list_prices()
if instrument not in self._prices:
self.list_prices(instruments=[instrument])
price = self._prices.get(instrument)
if type == 'mid':
return (price['bid'] + price['ask']) / 2
elif type == 'bid':
return price['bid']
elif type == 'ask':
return price['ask']
def pull_position(self, instrument):
"""pull position by instrument"""
instrument = get_symbol(instrument)
response = self.api.position.get(self.account_id, instrument)
if response.status < 200 or response.status > 299:
log_error(logger, response, 'QEURY_POSITION')
raise Exception(response.body['errorMessage'])
last_transaction_id = response.get('lastTransactionID', 200)
position = response.get('position', 200)
if position:
self.positions[position.instrument] = position
return position
def get_candle(self, instrument, granularity, count=None, fromTime=None, toTime=None, price_type='M', smooth=False):
instrument = get_symbol(instrument)
granularity = get_timeframe_granularity(granularity)
if isinstance(fromTime, str):
fromTime = dateparser.parse(fromTime).strftime('%Y-%m-%dT%H:%M:%S')
elif fromTime:
fromTime = fromTime.strftime('%Y-%m-%dT%H:%M:%S')
if isinstance(toTime, str):
toTime = dateparser.parse(toTime).strftime('%Y-%m-%dT%H:%M:%S')
elif toTime:
toTime = toTime.strftime('%Y-%m-%dT%H:%M:%S')
if toTime:
response = self.api.instrument.candles(instrument, granularity=granularity, fromTime=fromTime,
toTime=toTime, price=price_type, smooth=smooth)
else:
response = self.api.instrument.candles(instrument, granularity=granularity, count=count, fromTime=fromTime,
price=price_type, smooth=smooth)
if response.status != 200:
logger.error('[GET_Candle]', response, response.body)
return []
candles = response.get("candles", 200)
price = 'mid'
if price_type == 'B':
price = 'bid'
elif price_type == 'A':
price = 'ask'
data = [[candle.time.split(".")[0],
getattr(candle, price, None).o,
getattr(candle, price, None).h,
getattr(candle, price, None).l,
getattr(candle, price, None).c,
candle.volume]
for candle in candles]
df = pd.DataFrame(data, columns=['time', 'open', 'high', 'low', 'close', 'volume'])
df['time'] = pd.to_datetime(df['time'])
df = df.set_index('time')
df.head()
return df
def trade_units(self, instrument, stop_loss_pips):
"""get max units for this instrument"""
instrument = get_symbol(instrument)
pip_unit = pip(instrument)
risk = self.equity * self.risk_ratio
value = risk / stop_loss_pips / pip_unit
if instrument.upper().startswith('USD'):
price = self.account.get_price(instrument)
value = value * price
elif instrument.upper().endswith('USD'):
pass
else:
# cross pair
raise NotImplementedError
return int(value / 100) * 100
def run(self):
print('%s statup.' % self.__class__.__name__)
print('Registered handler: %s' %
', '.join([x.__class__.__name__ for x in self.handlers]))
pairs_oanda = [get_symbol(p) for p in self.pairs]
pair_list = ",".join(pairs_oanda)
print('Pairs:', pair_list)
print('\n')
stream_api = self.account.stream_api
response = stream_api.pricing.stream(
self.account_id,
instruments=pair_list,
snapshot=True,
)
for msg_type, msg in response.parts():
if msg_type == "pricing.PricingHeartbeat":
self.put(HeartBeatEvent())
elif msg_type == "pricing.ClientPrice" and msg.type == 'PRICE':
instrument = msg.instrument
time = dateparser.parse(msg.time)
bid = Decimal(str(msg.bids[0].price))
ask = Decimal(str(msg.asks[0].price))
self.put(
TickPriceEvent(self.broker, instrument, time, bid, ask))
else:
print('Unknow type:', msg_type, msg.__dict__)
while True:
event = self.get(False)
if event:
self.handle_event(event)
else:
break
if not self.running:
self.stop()
def open(self, event):
instrument = get_symbol(event.instrument)
if event.order_type == 'market':
if event.side == 'buy':
mktOrder = MarketOrderRequest(
instrument=instrument,
units=event.units,
# type= event.order_type,
# side= event.side
)
if event.side == 'sell':
mktOrder = MarketOrderRequest(
instrument=instrument,
units=(event.units * -1),
# type= event.order_type,
# side= event.side
)
else:
print('Order Type Not Supported ' + self.order_type)
return
accountID = self.account_id
access_token = self.access_token
api = oandapyV20.API(access_token=access_token)
r = orders.OrderCreate(accountID, data=mktOrder.data)
try:
# Try and execute order
rv = api.request(r)
# response = self.conn.getresponse().read().decode("utf-8").replace("\n","").replace("\t","")
logger.debug(json.dumps(rv, indent=2))
except oandapyV20.exceptions.V20Error as err:
print(r.status_code, err)
else:
print(json.dumps(rv, indent=2))
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