def fire_etf_orders(trades_df, side, now, strategy, apis, server, algo="echo"):
for trades in trades_df.iterrows():
try:
live_trade = Trade(trades[1].symbol, trades[1].posdifference, side,
now, strategy)
live_trade.submitOrder(apis, server, algo=algo)
except:
logging.warning("Trade failed for", trades[1].symbol)
def fire_orders(trades,
side,
now,
strategy,
apis,
server,
maxPosSize,
maxPosValue,
algo="charlie"):
current_bp = int(float(apis.alpacaApi.get_account().buying_power))
succesful_trades = []
for trade in trades:
try:
postValue = maxPosValue
posSize = maxPosSize
#Setting max pos size. Either trade value is 5000 or 500 shares. Which ever is bigger.
current_price = apis.alpacaApi.get_barset(trade, "1Min",
limit=1).df.iloc[0, 3]
if (current_price * posSize > postValue):
posSize = int(maxPosValue / current_price)
#Check buying power, if not enough brake loop.
if (current_bp < current_price + posSize):
logging.info("No buying power")
break
live_trade = Trade(trade, posSize, side, now, strategy)
live_trade.submitOrder(apis, server, algo=algo)
succesful_trades.append(live_trade)
except:
logging.warning("Trade failed for ", trade)
return succesful_trades
