def _get_stop_loss_price(self, symbol_market, starting_price, now_selling):
if now_selling:
return trading_personal_data.adapt_price(
symbol_market,
starting_price * (1 - self.STOP_LOSS_DELTA_FROM_OWN_PRICE))
return trading_personal_data.adapt_price(
symbol_market,
starting_price * (1 + self.STOP_LOSS_DELTA_FROM_OWN_PRICE))
async def create_buy_order(self, symbol, timeout, volume_weight, price_weight):
current_order = None
try:
current_symbol_holding, current_market_holding, market_quantity, price, symbol_market = \
await trading_personal_data.get_pre_order_data(self.exchange_manager, symbol=symbol, timeout=timeout)
base, _ = symbol_util.split_symbol(symbol)
created_orders = []
quantity = await self._get_buy_quantity_from_weight(volume_weight, market_quantity, base)
limit_price = trading_personal_data.adapt_price(symbol_market, self.get_limit_price(price))
for order_quantity, order_price in trading_personal_data.check_and_adapt_order_details_if_necessary(
quantity,
limit_price,
symbol_market):
current_order = trading_personal_data.create_order_instance(trader=self.exchange_manager.trader,
order_type=trading_enums.TraderOrderType.BUY_LIMIT,
symbol=symbol,
current_price=price,
quantity=order_quantity,
price=order_price)
created_order = await self.exchange_manager.trader.create_order(current_order)
created_orders.append(created_order)
self._register_buy_order(created_order.order_id, price_weight)
if created_orders:
return created_orders
raise trading_errors.MissingMinimalExchangeTradeVolume()
except (trading_errors.MissingFunds, trading_errors.MissingMinimalExchangeTradeVolume):
raise
except Exception as e:
self.logger.error(f"Failed to create order : {e}. Order: "
f"{current_order.get_string_info() if current_order else None}")
self.logger.exception(e, False)
return []
async def create_new_orders(self, symbol, final_note, state, **kwargs):
current_order = None
try:
base, market = symbol_util.split_symbol(symbol)
if market != self.exchange_manager.exchange_personal_data.portfolio_manager.reference_market:
self.logger.warning(f"Ignored DCA order creation on {symbol} : it's not a reference market pair.")
return []
current_symbol_holding, current_market_holding, market_quantity, price, symbol_market = \
await trading_personal_data.get_pre_order_data(self.exchange_manager, symbol=symbol,
timeout=trading_constants.ORDER_DATA_FETCHING_TIMEOUT)
created_orders = []
quantity = self.order_quantity_of_ref_market / price
limit_price = trading_personal_data.adapt_price(symbol_market, price * (1 - self.ORDER_PRICE_DISTANCE))
for order_quantity, order_price in trading_personal_data.check_and_adapt_order_details_if_necessary(
quantity,
limit_price,
symbol_market):
current_order = trading_personal_data.create_order_instance(trader=self.exchange_manager.trader,
order_type=trading_enums.TraderOrderType.BUY_LIMIT,
symbol=symbol,
current_price=price,
quantity=order_quantity,
price=order_price)
created_order = await self.exchange_manager.trader.create_order(current_order)
created_orders.append(created_order)
if created_orders:
return created_orders
raise trading_errors.MissingMinimalExchangeTradeVolume()
except (trading_errors.MissingFunds, trading_errors.MissingMinimalExchangeTradeVolume):
raise
except Exception as e:
self.logger.error(f"Failed to create order : {e}. Order: "
f"{current_order if current_order else None}")
self.logger.exception(e, False)
return []
async def create_new_orders(self, symbol, final_note, state, **kwargs):
current_order = None
timeout = kwargs.pop("timeout",
trading_constants.ORDER_DATA_FETCHING_TIMEOUT)
try:
current_symbol_holding, current_market_holding, market_quantity, price, symbol_market = \
await trading_personal_data.get_pre_order_data(self.exchange_manager, symbol=symbol, timeout=timeout)
quote, _ = symbol_util.split_symbol(symbol)
created_orders = []
if state == trading_enums.EvaluatorStates.VERY_SHORT.value and not self.DISABLE_SELL_ORDERS:
quantity = self._get_market_quantity_from_risk(
final_note, current_symbol_holding, quote, True)
quantity = trading_personal_data.add_dusts_to_quantity_if_necessary(
quantity, price, symbol_market, current_symbol_holding)
for order_quantity, order_price in self._check_and_adapt_order_details_if_necessary(
quantity, price, symbol_market):
current_order = trading_personal_data.create_order_instance(
trader=self.trader,
order_type=trading_enums.TraderOrderType.SELL_MARKET,
symbol=symbol,
current_price=float(order_price),
quantity=float(order_quantity),
price=float(order_price))
await self.trader.create_order(current_order)
created_orders.append(current_order)
elif state == trading_enums.EvaluatorStates.SHORT.value and not self.DISABLE_SELL_ORDERS:
quantity = await self._get_sell_limit_quantity_from_risk(
final_note, current_symbol_holding, quote)
quantity = trading_personal_data.add_dusts_to_quantity_if_necessary(
quantity, price, symbol_market, current_symbol_holding)
limit_price = trading_personal_data.adapt_price(
symbol_market,
price * self._get_limit_price_from_risk(final_note))
for order_quantity, order_price in self._check_and_adapt_order_details_if_necessary(
quantity, limit_price, symbol_market):
current_order = trading_personal_data.create_order_instance(
trader=self.trader,
order_type=trading_enums.TraderOrderType.SELL_LIMIT,
symbol=symbol,
current_price=price,
quantity=float(order_quantity),
price=float(order_price))
updated_limit = await self.trader.create_order(
current_order)
created_orders.append(updated_limit)
if self.USE_STOP_ORDERS:
stop_price = trading_personal_data.adapt_price(
symbol_market,
price * self._get_stop_price_from_risk())
current_order = trading_personal_data.create_order_instance(
trader=self.trader,
order_type=trading_enums.TraderOrderType.STOP_LOSS,
symbol=symbol,
current_price=price,
quantity=float(order_quantity),
price=stop_price,
linked_to=updated_limit)
await self.trader.create_order(current_order)
elif state == trading_enums.EvaluatorStates.NEUTRAL.value:
return []
# TODO : stop loss
elif state == trading_enums.EvaluatorStates.LONG.value and not self.DISABLE_BUY_ORDERS:
quantity = self._get_buy_limit_quantity_from_risk(
final_note, market_quantity, quote)
quantity = quantity * await self._get_quantity_ratio(quote)
limit_price = trading_personal_data.adapt_price(
symbol_market,
price * self._get_limit_price_from_risk(final_note))
for order_quantity, order_price in self._check_and_adapt_order_details_if_necessary(
quantity, limit_price, symbol_market):
current_order = trading_personal_data.create_order_instance(
trader=self.trader,
order_type=trading_enums.TraderOrderType.BUY_LIMIT,
symbol=symbol,
current_price=price,
quantity=float(order_quantity),
price=float(order_price))
await self.trader.create_order(current_order)
created_orders.append(current_order)
elif state == trading_enums.EvaluatorStates.VERY_LONG.value and not self.DISABLE_BUY_ORDERS:
quantity = self._get_market_quantity_from_risk(
final_note, market_quantity, quote)
quantity = quantity * await self._get_quantity_ratio(quote)
for order_quantity, order_price in self._check_and_adapt_order_details_if_necessary(
quantity, price, symbol_market):
current_order = trading_personal_data.create_order_instance(
trader=self.trader,
order_type=trading_enums.TraderOrderType.BUY_MARKET,
symbol=symbol,
current_price=float(order_price),
quantity=float(order_quantity),
price=float(order_price))
await self.trader.create_order(current_order)
created_orders.append(current_order)
if created_orders:
return created_orders
raise trading_errors.MissingMinimalExchangeTradeVolume()
except (trading_errors.MissingFunds,
trading_errors.MissingMinimalExchangeTradeVolume):
raise
except asyncio.TimeoutError as e:
self.logger.error(
f"Impossible to create order for {symbol} on {self.exchange_manager.exchange_name}: {e} "
f"and is necessary to compute the order details.")
return []
except Exception as e:
self.logger.exception(e, True, f"Failed to create order : {e}.")
return []
async def test_adapt_price():
# will use symbol market
symbol_market = {Ecmsc.PRECISION.value: {Ecmsc.PRECISION_PRICE.value: 4}}
assert personal_data.adapt_price(symbol_market, 0.0001) == 0.0001
assert personal_data.adapt_price(symbol_market, 0.00015) == 0.0001
assert personal_data.adapt_price(symbol_market, 0.005) == 0.005
assert personal_data.adapt_price(symbol_market, 1) == 1
assert personal_data.adapt_price(symbol_market, 56.5128597145) == 56.5128
assert personal_data.adapt_price(symbol_market,
1251.0000014576121234854513) == 1251.0000
# will use default (CURRENCY_DEFAULT_MAX_PRICE_DIGITS)
symbol_market = {Ecmsc.PRECISION.value: {}}
assert personal_data.adapt_price(symbol_market, 0.0001) == 0.0001
assert personal_data.adapt_price(symbol_market, 0.00015) == 0.00014999
assert personal_data.adapt_price(symbol_market, 0.005) == 0.005
assert personal_data.adapt_price(symbol_market,
1) == 1.0000000000000000000000001
assert personal_data.adapt_price(symbol_market, 1) == 1
assert personal_data.adapt_price(symbol_market,
56.5128597145) == 56.51285971
assert personal_data.adapt_price(
symbol_market, 1251.0000014576121234854513) == 1251.00000145
