def __buildAcceptedLimitOrder(self, action, limitPrice, quantity):
ret = broker.LimitOrder(action, "orcl", limitPrice, quantity, DefaultTraits())
self.assertEquals(ret.getSubmitDateTime(), None)
ret.switchState(broker.Order.State.SUBMITTED)
ret.setSubmitted(1, datetime.datetime.now())
self.assertNotEquals(ret.getSubmitDateTime(), None)
ret.switchState(broker.Order.State.ACCEPTED)
return ret
def build_order_from_open_order(openOrder, instrumentTraits):
if openOrder.isBuy():
action = broker.Order.Action.BUY
elif openOrder.isSell():
action = broker.Order.Action.SELL
else:
raise Exception("Invalid order type")
ret = broker.LimitOrder(action, common.btc_symbol, openOrder.getPrice(),
openOrder.getAmount(), instrumentTraits)
ret.setSubmitted(openOrder.getId(), openOrder.getDateTime())
ret.setState(broker.Order.State.ACCEPTED)
return ret
def createLimitOrder(self, action, instrument, limitPrice, quantity):
if instrument != common.btc_symbol:
raise Exception("Only BTC instrument is supported")
if action == broker.Order.Action.BUY_TO_COVER:
action = broker.Order.Action.BUY
elif action == broker.Order.Action.SELL_SHORT:
action = broker.Order.Action.SELL
if action not in [broker.Order.Action.BUY, broker.Order.Action.SELL]:
raise Exception("Only BUY/SELL orders are supported")
instrumentTraits = self.getInstrumentTraits(instrument)
limitPrice = round(limitPrice, 2)
quantity = instrumentTraits.roundQuantity(quantity)
return broker.LimitOrder(action, instrument, limitPrice, quantity,
instrumentTraits)
def createLimitOrder(self, action, instrument, limitPrice, quantity):
instrumentTraits = self.getInstrumentTraits()
limitPrice = round(limitPrice, 2)
quantity = instrumentTraits.roundQuantity(quantity)
return broker.LimitOrder(action, instrument, limitPrice, quantity,
instrumentTraits)