def manage_trade(data, broker_order_with_controls):
log = broker_order_with_controls.order.log_with_attributes(data.log)
data_broker = dataBroker(data)
trade_open = True
log.msg("Managing trade %s with market order" %
str(broker_order_with_controls.order))
while trade_open:
if broker_order_with_controls.message_required(
messaging_frequency=MESSAGING_FREQUENCY):
file_log_report_market_order(log, broker_order_with_controls)
order_completed = broker_order_with_controls.completed()
order_timeout = (broker_order_with_controls.seconds_since_submission()
> ORDER_TIME_OUT)
order_cancelled = data_broker.check_order_is_cancelled_given_control_object(
broker_order_with_controls)
if order_completed:
log.msg("Trade completed")
break
if order_timeout:
log.msg("Run out of time: cancelling")
broker_order_with_controls = cancel_order(
data, broker_order_with_controls)
break
if order_cancelled:
log.warn("Order has been cancelled: not by algo!")
break
return broker_order_with_controls
def file_log_report(log, aggressive, broker_order_with_controls):
limit_trade = broker_order_with_controls.order.order_type == "limit"
if limit_trade:
file_log_report_limit_order(log, aggressive,
broker_order_with_controls)
else:
file_log_report_market_order(log, broker_order_with_controls)
def file_log_report(log, is_aggressive: bool,
broker_order_with_controls: orderWithControls):
limit_trade = broker_order_with_controls.order.order_type == limit_order_type
if limit_trade:
file_log_report_limit_order(log, is_aggressive,
broker_order_with_controls)
else:
file_log_report_market_order(log, broker_order_with_controls)
def manage_live_trade(
self, broker_order_with_controls: orderWithControls
) -> orderWithControls:
log = broker_order_with_controls.order.log_with_attributes(
self.data.log)
data_broker = self.data_broker
trade_open = True
log.msg("Managing trade %s with market order" %
str(broker_order_with_controls.order))
while trade_open:
log_message_required = broker_order_with_controls.message_required(
messaging_frequency_seconds=MESSAGING_FREQUENCY)
if log_message_required:
file_log_report_market_order(log, broker_order_with_controls)
is_order_completed = broker_order_with_controls.completed()
is_order_timeout = (
broker_order_with_controls.seconds_since_submission() >
ORDER_TIME_OUT)
is_order_cancelled = (
data_broker.check_order_is_cancelled_given_control_object(
broker_order_with_controls))
if is_order_completed:
log.msg("Trade completed")
break
if is_order_timeout:
log.msg("Run out of time to execute: cancelling")
broker_order_with_controls = cancel_order(
self.data, broker_order_with_controls)
break
if is_order_cancelled:
log.warn(
"Order has been cancelled apparently by broker: not by algo!"
)
break
return broker_order_with_controls