def internal_send_order(self, order: Order):
if order.limit_price is not None:
order.limit_price = round(order.limit_price, self.symbol_object.pricePrecision)
if order.stop_price is not None:
order.stop_price = round(order.stop_price, self.symbol_object.pricePrecision)
order_type = OrderType.STOP
else:
order_type = OrderType.LIMIT
elif order.stop_price is not None:
order.stop_price = round(order.stop_price, self.symbol_object.pricePrecision)
order_type = OrderType.STOP_MARKET
else:
order_type = OrderType.MARKET
order.amount = round(order.amount, self.symbol_object.quantityPrecision)
quantityFormat = "{:." + str(self.symbol_object.quantityPrecision) + "f}"
priceFormat = "{:." + str(self.symbol_object.pricePrecision) + "f}"
# yes have to send the price and quantity in as str (although it wants float) cause otherwise it converts it
# inernally and that sometimes f**k up the precision (0.023 -> 0.02299999999)
resultOrder: binance_f.model.Order = self.client.post_order(
symbol=self.symbol,
side=OrderSide.BUY if order.amount > 0 else OrderSide.SELL,
ordertype=order_type,
timeInForce=TimeInForce.GTC if order_type in [OrderType.LIMIT, OrderType.STOP] else None,
quantity=quantityFormat.format(abs(order.amount)),
price=priceFormat.format(order.limit_price) if order.limit_price is not None else None,
stopPrice=priceFormat.format(order.stop_price) if order.stop_price is not None else None,
newClientOrderId=order.id)
order.exchange_id = resultOrder.orderId
def internal_update_order(self, order: Order):
order_type = "Market"
if order.stop_price is not None and (
self.last - order.stop_price) * order.amount >= 0:
order.stop_price = None # already triggered
if order.limit_price is not None:
if order.stop_price is not None:
order_type = "StopLimit"
else:
order_type = "Limit"
elif order.stop_price is not None:
order_type = "Stop"
if (order.stop_price >= self.last and order.amount < 0) or \
(order.stop_price <= self.last and order.amount > 0): # prevent error of "would trigger immediatly"
order_type = "Market"
params = dict(symbol=self.symbol,
side="Buy" if order.amount > 0 else "Sell",
orderQty=abs(order.amount),
ordType=order_type,
stopPxEp=self.scale_price(order.stop_price),
priceEp=self.scale_price(order.limit_price),
triggerType="ByLastPrice"
if order.stop_price is not None else None)
self.client.amend_order(symbol=self.symbol,
orderID=order.exchange_id,
params=params)
def internal_send_order(self, order: Order):
order_type = "Market"
if order.limit_price is not None:
order_type = "Limit"
if order.stop_price is not None and (self.last - order.stop_price) * order.amount >= 0:
order.stop_price = None # already triggered
orderType = TradingBot.order_type_from_order_id(order.id)
if order.stop_price is not None:
# conditional order
base_side = self.symbol_info.tickSize * (
1 if order.amount < 0 else -1) # buy stops are triggered when price goes higher (so it is
# considered lower before)
normalizedStop = self.symbol_info.normalizePrice(order.stop_price, order.amount > 0)
result = self._execute(self.bybit.LinearConditional.LinearConditional_new(side=("Buy" if order.amount > 0 else "Sell"),
symbol=self.symbol,
order_type=order_type,
qty=strOrNone(
self.symbol_info.normalizeSize(
abs(order.amount))),
price=strOrNone(
self.symbol_info.normalizePrice(
order.limit_price, order.amount < 0)),
stop_px=strOrNone(normalizedStop),
order_link_id=order.id,
base_price=strOrNone(round(
normalizedStop + base_side,
self.symbol_info.pricePrecision)),
time_in_force="GoodTillCancel",
reduce_only= orderType != OrderType.ENTRY,
close_on_trigger= orderType != OrderType.ENTRY))
if result is not None:
order.exchange_id = result['stop_order_id']
else:
result = self._execute(self.bybit.LinearOrder.LinearOrder_new(side=("Buy" if order.amount > 0 else "Sell"),
symbol=self.symbol,
order_type=order_type,
qty=strOrNone(
self.symbol_info.normalizeSize(
abs(order.amount))),
price=strOrNone(
self.symbol_info.normalizePrice(order.limit_price,
order.amount < 0)),
order_link_id=order.id,
time_in_force="GoodTillCancel",
reduce_only= orderType != OrderType.ENTRY,
close_on_trigger= orderType != OrderType.ENTRY))
if result is not None:
order.exchange_id = result['order_id']
def internal_send_order(self, order: Order):
order_type = "Market"
if order.limit_price is not None:
order_type = "Limit"
if order.stop_price is not None and (
self.last - order.stop_price) * order.amount >= 0:
order.stop_price = None # already triggered
if order.stop_price is not None:
# conditional order
base_side = self.symbol_info.tickSize * (
1 if order.amount < 0 else -1
) # buy stops are triggered when price goes higher (so it is
# considered lower before)
normalizedStop = self.symbol_info.normalizePrice(
order.stop_price, order.amount > 0)
result = self.handle_result(
lambda: self.pybit.place_conditional_order(
side=("Buy" if order.amount > 0 else "Sell"),
symbol=self.symbol,
order_type=order_type,
qty=strOrNone(int(abs(order.amount))),
price=strOrNone(
self.symbol_info.normalizePrice(
order.limit_price, order.amount < 0)),
stop_px=strOrNone(normalizedStop),
order_link_id=order.id,
base_price=strOrNone(
round(normalizedStop + base_side, self.symbol_info.
pricePrecision)),
time_in_force="GoodTillCancel"))
if result is not None:
order.exchange_id = result['stop_order_id']
else:
result = self.handle_result(lambda: self.pybit.place_active_order(
side=("Buy" if order.amount > 0 else "Sell"),
symbol=self.symbol,
order_type=order_type,
qty=strOrNone(int(abs(order.amount))),
price=strOrNone(
self.symbol_info.normalizePrice(order.limit_price, order.
amount < 0)),
order_link_id=order.id,
time_in_force="GoodTillCancel"))
if result is not None:
order.exchange_id = result['order_id']
def internal_send_order(self, order: Order):
order_type = "Market"
if order.limit_price is not None:
order_type = "Limit"
if order.stop_price is not None and (
self.last - order.stop_price) * order.amount >= 0:
order.stop_price = None # already triggered
if order.stop_price is not None:
# conditional order
base_side = 1 if order.amount < 0 else -1 # buy stops are triggered when price goes higher (so it is
# considered lower before)
normalizedStop = self.symbol_info.normalizePrice(
order.stop_price, order.amount > 0)
result = self._execute(
self.bybit.Conditional.Conditional_new(
side=("Buy" if order.amount > 0 else "Sell"),
symbol=self.symbol,
order_type=order_type,
qty=abs(order.amount),
price=self.symbol_info.normalizePrice(
order.limit_price, order.amount < 0),
stop_px=normalizedStop,
order_link_id=order.id,
base_price=normalizedStop + base_side,
time_in_force="GoodTillCancel"))
if result is not None:
order.exchange_id = result['stop_order_id']
else:
result = self._execute(
self.bybit.Order.Order_newV2(
side=("Buy" if order.amount > 0 else "Sell"),
symbol=self.symbol,
order_type=order_type,
qty=abs(order.amount),
price=self.symbol_info.normalizePrice(
order.limit_price, order.amount < 0),
order_link_id=order.id,
time_in_force="GoodTillCancel"))
if result is not None:
order.exchange_id = result['order_id']
