def _on_executed_order(self, order: Order):
qty = order.qty
price = order.price
# TODO: detect reduce_only order, and if so, see if you need to adjust qty and price (above variables)
self.exchange.charge_fee(qty * price)
# order opens position
if self.qty == 0:
change_balance = order.type == order_types.MARKET
self._open(qty, price, change_balance)
# order closes position
elif (sum_floats(self.qty, qty)) == 0:
self._close(price)
# order increases the size of the position
elif self.qty * qty > 0:
self._increase(qty, price)
# order reduces the size of the position
elif self.qty * qty < 0:
# if size of the order is big enough to both close the
# position AND open it on the opposite side
if abs(qty) > abs(self.qty):
logger.info(
'Executed order is big enough to not close, but flip the position type. Order QTY: {}, Position QTY: {}'
.format(qty, self.qty))
diff_qty = sum_floats(self.qty, qty)
self._close(price)
self._open(diff_qty, price)
else:
self._reduce(qty, price)
if self.strategy:
self.strategy._on_updated_position(order)
def _increase(self, qty: float, price: float) -> None:
if not self.is_open:
raise OpenPositionError(
'position must be already open in order to increase its size')
qty = abs(qty)
size = qty * price
# if self.exchange:
# self.exchange.decrease_futures_balance(size)
self.entry_price = jh.estimate_average_price(qty, price, self.qty,
self.entry_price)
if self.type == trade_types.LONG:
self.qty = sum_floats(self.qty, qty)
elif self.type == trade_types.SHORT:
self.qty = subtract_floats(self.qty, qty)
info_text = 'INCREASED position: {}, {}, {}, {}, ${}'.format(
self.exchange_name, self.symbol, self.type, self.qty,
round(self.entry_price, 2))
if jh.is_debuggable('position_increased'):
logger.info(info_text)
if jh.is_live(
) and config['env']['notifications']['events']['updated_position']:
notifier.notify(info_text)
def _reduce(self, qty: float, price: float) -> None:
if self.is_open is False:
raise EmptyPosition('The position is closed.')
# just to prevent confusion
qty = abs(qty)
estimated_profit = jh.estimate_PNL(qty, self.entry_price, price,
self.type)
if self.exchange:
# self.exchange.increase_futures_balance(qty * self.entry_price + estimated_profit)
self.exchange.add_realized_pnl(estimated_profit)
self.exchange.temp_reduced_amount[jh.base_asset(
self.symbol)] += abs(qty * price)
if self.type == trade_types.LONG:
self.qty = subtract_floats(self.qty, qty)
elif self.type == trade_types.SHORT:
self.qty = sum_floats(self.qty, qty)
info_text = 'REDUCED position: {}, {}, {}, {}, ${}'.format(
self.exchange_name, self.symbol, self.type, self.qty,
round(self.entry_price, 2))
if jh.is_debuggable('position_reduced'):
logger.info(info_text)
if jh.is_live(
) and config['env']['notifications']['events']['updated_position']:
notifier.notify(info_text)
def test_sum_floats():
assert utils.sum_floats(9.71, 9.813) == 19.523
assert utils.sum_floats(-1.123, -1.2) == -2.323
assert utils.sum_floats(1.19, -1.2) == -0.01
assert utils.sum_floats(-1.19, 1.2) == 0.01
