def OrderCreate_pending(self, ticker, size, price, takeprofit=None,
stoploss=None, trailingstop=None,
requesttype='MarketIfTouchedOrder'):
d = dict(instrument=ticker, units=size, price=price)
if takeprofit:
d['takeProfitOnFill'] = TakeProfitDetails(price=takeprofit).data
if stoploss:
d['stopLossOnFill'] = StopLossDetails(price=stoploss).data
if trailingstop:
d['trailingStopLossOnFill'] = TrailingStopLossDetails(
distance=trailingstop).data
if requesttype is 'MarketIfTouchedOrder':
Order = MITOrderRequest(**d).data
elif requesttype is 'LimitOrder':
Order = LimitOrderRequest(**d).data
elif requesttype is 'StopOrder':
Order = StopOrderRequest(**d).data
r = orders.OrderCreate(accountID=self.accountID, data=Order)
return self.client.request(r)
def place_limit_order(self, instrument: str, side: str, units: Union[float, int], price: float, tp: float, sl: float, expiry: str = None):
order_request = LimitOrderRequest(
instrument=instrument,
units=units * (1 if side == OrderSide.LONG else -1),
price=self._adjust_decimals(instrument, price),
takeProfitOnFill=TakeProfitDetails(price=self._adjust_decimals(instrument, tp)).data,
stopLossOnFill=StopLossDetails(price=self._adjust_decimals(instrument, sl)).data,
timeInForce='GTD' if expiry else 'GTC',
gtdTime=expiry
)
self._submit_order_request(order_request, self.account_id)
def _place_order(self,
_type='market',
units=1000,
side='LONG',
instrument='EUR_USD',
price=None,
stop_loss=None,
take_profit=None):
if take_profit:
take_profit = TakeProfitDetails(price=take_profit).data
if stop_loss:
stop_loss = StopLossDetails(price=stop_loss).data
if side == 'SHORT':
units = -units
if _type == 'market':
mktOrder = MarketOrderRequest(instrument=instrument,
units=units,
takeProfitOnFill=take_profit,
stopLossOnFill=stop_loss).data
order = orders.OrderCreate(accountID=self.accountID, data=mktOrder)
elif _type == 'stop':
stopOrder = StopOrderRequest(instrument=instrument,
units=units,
price=price,
takeProfitOnFill=take_profit,
stopLossOnFill=stop_loss).data
order = orders.OrderCreate(accountID=self.accountID,
data=stopOrder)
elif _type == 'limit':
limitOrder = LimitOrderRequest(instrument=instrument,
units=units,
price=price,
takeProfitOnFill=take_profit,
stopLossOnFill=stop_loss).data
order = orders.OrderCreate(accountID=self.accountID,
data=limitOrder)
return self.client.request(order)
def create_limit_order(order_instrument, order_units, order_take_profit,
order_stop_loss, order_price):
"""
Create a limit order.
The Limit Order will only be filled by a market price that is equal to or better than this price.
"""
# Create the order body
ordr = LimitOrderRequest(
instrument=order_instrument,
units=order_units,
takeProfitOnFill=TakeProfitDetails(price=order_take_profit).data,
stopLossOnFill=StopLossDetails(price=order_stop_loss).data,
price=order_price)
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=ordr.data)
try:
# create the OrderCreate request
rv = api.request(r)
except oandapyV20.exceptions.V20Error as err:
print(r.status_code, err)
else:
print(json.dumps(rv, indent=2))
def order(self, symbol, size, target, stop, type='mkt'):
mktOrderLong = MarketOrderRequest(
symbol,
units=size,
takeProfitOnFill=TakeProfitDetails(price=target).data,
stopLossOnFill=StopLossDetails(price=stop).data)
lmtOrderLong = LimitOrderRequest(
symbol,
units=size,
price=round(target * 1.05, self.account_instruments(symbol)),
takeProfitOnFill=TakeProfitDetails(price=target).data,
stopLossOnFill=StopLossDetails(price=stop).data)
if type == 'lmt':
r = orders.OrderCreate(ACCOUNT_ID, lmtOrderLong.data)
else:
r = orders.OrderCreate(ACCOUNT_ID, mktOrderLong.data)
data = api.request(r)
return data
#Formule =D80*2/(20+1)+F79*(1-2/(20+1)) --- Col no D row is 80
EMA20 = float(closedVal) * 2 / (20 + 1) + float(lastVal) * (1 - 2 / (20 + 1))
#Test - EMA20=float("1.11565")*2/(20+1)+float("1.1063")*(1-2/(20+1))
print("EMA20 Price - ", round(EMA20, 5))
flgbuy = "No"
flgsell = "No"
#EMA>Closing - Sell and EMA<Closing - Buy
if float(round(EMA20, 5)) < float(closedVal):
print("Process Buy")
if flgLastbuy == "No":
mktOrder = LimitOrderRequest(
instrument="EUR_USD", units=10000,
price=float(closedVal)) #price=float(round(EMA20,5)))
("#2")
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=mktOrder.data)
try:
# create the OrderCreate request
rv = api.request(r)
print("Pass")
except API.exceptions.V20Error as err:
print(r.status_code, err)
else:
print(json.dumps(rv, indent=2))
#After close the existing slots
def limit_order(self, pair="AUD_USD", unit=1000, p=1.08):
client = API(access_token=self.access_token, environment='live')
ordr = LimitOrderRequest(instrument=pair, units=1000, price=p)
r = orders.orderCreate(self.accountID, data=ordr.data)
rv = client.request(r)
#accountID, access_token = exampleAuth()
#api = oandapyV20.API(access_token=access_token)
access_token = "024af7bed182e0a42a205b39cc424598-f0f1aacef36bfaeb997ce4a4ea65278c"
accountID = "101-011-12154697-001"
#access_token = "1a9a034c3e637d5721281edc1f7461e1-0b2e59994d3ef7c4fc9a5d67a67d5a65"
#accountID = "101-011-7592314-001"
api = API(access_token=access_token)
# EUR_USD (today 1.0750)
EUR_USD_STOP_LOSS = 1.09966
EUR_USD_TAKE_PROFIT = 1.10966
print("#1")
mktOrder = LimitOrderRequest(instrument="EUR_USD", units=100,
price=1.09880) #price for select manual
print(json.dumps(mktOrder.data, indent=4))
("#2")
# create the OrderCreate request
r = orders.OrderCreate(accountID, data=mktOrder.data)
try:
# create the OrderCreate request
rv = api.request(r)
print("Pass")
except API.exceptions.V20Error as err:
print(r.status_code, err)
else:
print("No Exception")
def openLong(self, pair, price):
#Calc Profit and Stop Order
client = API(access_token=userVals.key)
spacing = 1 / 1000
takeProfitPx = price + spacing
takeStopPx = price - spacing
random.seed(3)
# print a random number between 1 and 1000.
randint = random.uniform(.95, 1)
units = int(Trade().UnitsAvailable(pair, 'Long') * randint)
if units > 0:
lmtOrderLong1 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 2),
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID, data=lmtOrderLong1.data)
client.request(r)
#print('Bought {} units of {} at {} '.format(units, pair, price))
lmtOrderLong2 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 4),
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx +
spacing).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID, data=lmtOrderLong2.data)
client.request(r)
lmtOrderLong3 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 8),
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx +
(spacing * 2)).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID, data=lmtOrderLong3.data)
client.request(r)
lmtOrderLong4 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 8.01),
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx +
(spacing * 3)).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID, data=lmtOrderLong4.data)
client.request(r)
def openShort(self, pair, price):
#Calc Profit and Stop Order
client = API(access_token=userVals.key)
spacing = 1 / 1000
takeProfitPx = round(price - spacing, 4)
takeStopPx = round(price + spacing, 4)
# print a random number between 1 and 1000.
randint = random.uniform(.9, 1)
units = int(Trade().UnitsAvailable(pair, 'Short') * randint)
if units > 0:
lmtOrderShort1 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 2) * -1,
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID,
data=lmtOrderShort1.data)
client.request(r)
lmtOrderShort2 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 4) * -1,
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx -
spacing).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID,
data=lmtOrderShort2.data)
client.request(r)
lmtOrderShort3 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 8) * -1,
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx -
(spacing * 2)).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID,
data=lmtOrderShort3.data)
client.request(r)
lmtOrderShort4 = LimitOrderRequest(
instrument=pair,
price=price,
units=int(units / 8.01) * -1,
takeProfitOnFill=TakeProfitDetails(price=takeProfitPx -
(spacing * 3)).data,
stopLossOnFill=StopLossDetails(price=takeStopPx).data)
r = orders.OrderCreate(userVals.accountID,
data=lmtOrderShort4.data)
client.request(r)