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 _process_order_response(self,
response,
func_name,
response_status="200"):
if response.status < 200 or response.status > 299:
log_error(logger, response, func_name)
raise Exception(response.body.get('errorMessage'))
transactions = []
trade_ids = []
order_ids = []
for name in TransactionName.all():
try:
transaction = response.get(name, response_status)
transactions.append(transaction)
to = getattr(transaction, 'tradeOpened', None)
if to:
trade_ids.append(to.tradeID)
if isinstance(transaction,
LimitOrderTransaction) or isinstance(
transaction, StopOrderTransaction):
order_ids.append(transaction.id)
except:
pass
if trade_ids or order_ids:
self.pull()
if settings.DEBUG:
for t in transactions:
print_entity(t, title=t.__class__.__name__)
print('')
return transactions
def get_trade(self, trade_id):
response = api.trade.get(self.account_id, str(trade_id))
if response.status < 200 or response.status > 299:
log_error(logger, response, 'GET_TRADE')
return None
trade = response.get("trade", "200")
self.trades[trade.id] = trade
if settings.DEBUG:
print_trades([trade])
return trade
def list_open_positions(self):
response = self.api.position.list_open(self.account_id, )
if response.status < 200 or response.status > 299:
log_error(logger, response, 'LIST_OPEN_POSITION')
raise Exception(response.body['errorMessage'])
last_transaction_id = response.get('lastTransactionID', 200)
positions = response.get('positions', 200)
for position in positions:
self.positions[position.instrument] = position
return positions
def get_order(self, order_id):
response = api.order.get(self.account_id, str(order_id))
if response.status < 200 or response.status > 299:
log_error(logger, response, 'GET_ORDER')
return None
order = response.get("order", "200")
self.orders[order.id] = order
if settings.DEBUG:
print_orders([order])
return order
def _process_trades(self, response):
if response.status < 200 or response.status > 299:
log_error(logger, response, 'LIST_TRADE')
raise Exception(response.body.get('errorMessage'))
trades = response.get("trades", "200")
for trade in trades:
self.trades[trade.id] = trade
if settings.DEBUG:
print_trades(trades)
return trades
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 _process_orders(self, response):
if response.status < 200 or response.status > 299:
log_error(logger, response, 'LIST_ORDER')
return []
orders = response.get("orders", "200")
if len(orders) == 0:
logger.debug("Account {} has no pending Orders to cancel".format(
self.account_id))
for order in orders:
self.orders[order.id] = order
if settings.DEBUG:
print_orders(orders)
return orders
def close_trade(self, trade_id, lots=None, percent=None):
# units : (string, default=ALL)
# Indication of how much of the Trade to close. Either the string “ALL”
# (indicating that all of the Trade should be closed), or a DecimalNumber
# representing the number of units of the open Trade to Close using a
# TradeClose MarketOrder. The units specified must always be positive, and
# the magnitude of the value cannot exceed the magnitude of the Trade’s
# open units.
if percent:
trade = self.get_trade(trade_id)
units = trade.currentUnits
units = units * percent
elif lots:
units = str(lots_to_units(lots, OrderSide.BUY))
else:
units = 'ALL'
response = api.trade.close(self.account_id, trade_id, units=str(units))
if response.status < 200 or response.status > 299:
log_error(logger, response, 'CLOSE_TRADE')
raise Exception(response.body.get('errorMessage'))
transactions = []
trade_ids = []
for name in TransactionName.all():
try:
transaction = response.get(name, "200")
transactions.append(transaction)
tcs = getattr(transaction, 'tradesClosed', [])
for tc in tcs:
trade_ids.append(tc.tradeID)
except:
pass
if trade_ids:
self.pull()
if settings.DEBUG:
for t in transactions:
print_entity(t, title=t.__class__.__name__)
print('')
# orderCreateTransaction, orderFillTransaction, orderCancelTransaction
return transactions