async def newOrder(self, order: Order) -> bool:
"""given an aat Order, construct a coinbase order json"""
jsn: Dict[str, Union[str, int, float]] = {}
jsn["product_id"] = order.instrument.name
if order.order_type == OrderType.LIMIT:
jsn["type"] = "limit"
jsn["side"] = order.side.value.lower()
jsn["price"] = order.price
jsn["size"] = round(order.volume, 8)
# From the coinbase docs
if order.flag == OrderFlag.FILL_OR_KILL:
jsn["time_in_force"] = "FOK"
elif order.flag == OrderFlag.IMMEDIATE_OR_CANCEL:
jsn["time_in_force"] = "IOC"
else:
jsn["time_in_force"] = "GTC"
elif order.order_type == OrderType.MARKET:
jsn["type"] = "market"
jsn["side"] = order.side.value.lower()
jsn["size"] = round(order.volume, 8)
else:
stop_order: Order = order.stop_target # type: ignore
jsn["type"] = stop_order.side.value.lower()
jsn["price"] = stop_order.price
jsn["size"] = round(stop_order.volume, 8)
if stop_order.side == Side.BUY:
jsn["stop"] = "entry"
else:
jsn["stop"] = "loss"
jsn["stop_price"] = order.price
if stop_order.order_type == OrderType.LIMIT:
jsn["type"] = "limit"
if order.flag == OrderFlag.FILL_OR_KILL:
jsn["time_in_force"] = "FOK"
elif order.flag == OrderFlag.IMMEDIATE_OR_CANCEL:
jsn["time_in_force"] = "IOC"
else:
jsn["time_in_force"] = "GTC"
elif stop_order.order_type == OrderType.MARKET:
jsn["type"] = "market"
# submit the order json
id = self._newOrder(jsn)
if id != "":
# successful, set id on the order and return true
order.id = str(id)
self._order_map[order.id] = order
return True
# otherwise return false indicating rejected
return False
def newOrder(self, order: Order):
'''given an aat Order, construct a coinbase order json'''
jsn: Dict[str, Union[str, int, float]] = {}
jsn['product_id'] = order.instrument.name
if order.order_type == OrderType.LIMIT:
jsn['type'] = 'limit'
jsn['side'] = order.side.value.lower()
jsn['price'] = order.price
jsn['size'] = round(order.volume, 8)
# From the coinbase docs
if order.flag == OrderFlag.FILL_OR_KILL:
jsn['time_in_force'] = 'FOK'
elif order.flag == OrderFlag.IMMEDIATE_OR_CANCEL:
jsn['time_in_force'] = 'IOC'
else:
jsn['time_in_force'] = 'GTC'
elif order.order_type == OrderType.MARKET:
jsn['type'] = 'market'
jsn['side'] = order.side.value.lower()
jsn['size'] = round(order.volume, 8)
else:
stop_order: Order = order.stop_target # type: ignore
jsn['type'] = stop_order.side.value.lower()
jsn['price'] = stop_order.price
jsn['size'] = round(stop_order.volume, 8)
if stop_order.side == Side.BUY:
jsn['stop'] = 'entry'
else:
jsn['stop'] = 'loss'
jsn['stop_price'] = order.price
if stop_order.order_type == OrderType.LIMIT:
jsn['type'] = 'limit'
if order.flag == OrderFlag.FILL_OR_KILL:
jsn['time_in_force'] = 'FOK'
elif order.flag == OrderFlag.IMMEDIATE_OR_CANCEL:
jsn['time_in_force'] = 'IOC'
else:
jsn['time_in_force'] = 'GTC'
elif stop_order.order_type == OrderType.MARKET:
jsn['type'] = 'market'
# submit the order json
id = self._newOrder(jsn)
if id != "":
# successful, set id on the order and return true
order.id = id
self._order_map[id] = order
return True
# otherwise return false indicating rejected
return False
