def confirm_order(
confirmation_id: str,
order: Order,
session_id: str,
credentials: Credentials,
raw: bool = False,
session: requests.Session = None,
logger: logging.Logger = None,
) -> Union[Order.ConfirmationResponse, bool]:
if logger is None:
logger = build_logger()
if session is None:
session = build_session()
int_account = credentials.int_account
url = URLs.ORDER_CONFIRM
url = f'{url}/{confirmation_id};jsessionid={session_id}?intAccount={int_account}&sessionId={session_id}'
order_dict = {
'buySell': order.action,
'orderType': order.order_type,
'price': order.price,
'productId': order.product_id,
'size': order.size,
'timeType': order.time_type,
}
request = requests.Request(method='POST', url=url, json=order_dict)
prepped = session.prepare_request(request)
response_raw = None
try:
response_raw = session.send(prepped, verify=False)
response_dict = response_raw.json()
except Exception as e:
logger.fatal(response_raw.status_code)
logger.fatal(response_raw.text)
logger.fatal(e)
return False
if \
isinstance(response_dict, dict) \
and 'data' in response_dict \
and 'orderId' in response_dict['data']:
if raw == True:
order.id = response_dict['data']['orderId']
response = response_dict
else:
order.id = response_dict['data']['orderId']
response = payload_handler.confirmation_response_to_grpc(
payload=response_dict, )
else:
response = False
return response
def confirm_order(
confirmation_id: str,
order: Order,
session_id: str,
credentials: Credentials,
raw: bool = False,
session: requests.Session = None,
logger: logging.Logger = None,
) -> Union[Order.ConfirmationResponse, bool]:
if logger is None:
logger = build_logger()
if session is None:
session = build_session()
int_account = credentials.int_account
url = urls.ORDER_CONFIRM
url = f'{url}/{confirmation_id};jsessionid={session_id}'
params = {
'intAccount': int_account,
'sessionId': session_id,
}
order_dict = payload_handler.order_to_api(order=order)
request = requests.Request(
method='POST',
url=url,
json=order_dict,
params=params,
)
prepped = session.prepare_request(request)
response_raw = None
try:
response_raw = session.send(prepped, verify=False)
response_dict = response_raw.json()
except Exception as e:
logger.fatal(response_raw.status_code)
logger.fatal(response_raw.text)
logger.fatal(e)
return False
if isinstance(response_dict, dict) \
and 'data' in response_dict \
and 'orderId' in response_dict['data']:
if raw is True:
order.id = response_dict['data']['orderId']
response = response_dict
else:
order.id = response_dict['data']['orderId']
response = payload_handler.confirmation_response_to_grpc(
payload=response_dict, )
else:
response = False
return response
def setup_update_orders(update: Update, payload: dict):
""" Build an "Order" object using "dict" returned by the API.
Parameters:
order {dict}
Order dict straight from Degiro's API
Returns:
{Order}
"""
if 'orders' in payload:
update.orders.last_updated = \
payload['orders']['lastUpdated']
for order in payload['orders']['value']:
order_dict = dict()
for attribute in order['value']:
if 'name' in attribute \
and 'value' in attribute \
and attribute['name'] in __ORDER_MATCHING:
order_dict[__ORDER_MATCHING[attribute['name']]] = \
attribute['value']
order_dict['action'] = \
__ACTION_MATCHING[order_dict['action']]
update.orders.values.append(Order(**order_dict))
def on_price_update(symbol, last_price):
preorders = load(open(PREORDERS_FILE, 'r'))
for preorder in preorders:
if preorder['product_ticker'] != symbol:
continue
if is_order_valid(preorder, last_price):
logger.info(
f'creating {preorder["action"]} order for {preorder["product_ticker"]}: ${preorder["price"]} x {preorder["amount"]}.'
)
order = Order(
action=Order.Action.SELL if preorder['action'] == 'SELL' else Order.Action.BUY,
order_type=Order.OrderType.LIMIT,
price=preorder['price'],
product_id=preorder['product_id'],
size=preorder['amount'],
time_type=Order.TimeType.GOOD_TILL_CANCELED \
if preorder['time_type'] == 'GOOD_TILL_CANCELED' \
else Order.TimeType.GOOD_TILL_DAY
)
trading_api_mutex.acquire()
try:
checking_response = trading_api.check_order(order=order)
if checking_response != False:
confirmation_response = trading_api.confirm_order(
confirmation_id=checking_response.confirmation_id,
order=order)
if confirmation_response != False:
logger.info('created order.')
preorder['order_created'] = True
preorder['order_created_utc'] = datetime.utcnow(
).isoformat()
dump(preorders,
open(PREORDERS_FILE, 'w'),
indent=4,
sort_keys=True)
else:
logger.warning(
'order creation failed due to invalid price.')
else:
# insufficient funds or shares
logger.warning(
'order creation failed due to insufficient funds or shares. order canceled.'
)
preorder['preorder_canceled'] = True
dump(preorders,
open(PREORDERS_FILE, 'w'),
indent=4,
sort_keys=True)
except e:
logger.error('unable to create order due to an exception.')
logger.error(e)
finally:
trading_api_mutex.release()
def checking_response_to_grpc(payload: dict) -> Order.CheckingResponse:
checking_response = Order.CheckingResponse()
checking_response.response_datetime.GetCurrentTime()
json_format.ParseDict(
js_dict=payload['data'],
message=checking_response,
ignore_unknown_fields=True,
descriptor_pool=None,
)
return checking_response
def confirmation_response_to_grpc(
payload: dict, ) -> Order.ConfirmationResponse:
confirmation_response = Order.ConfirmationResponse()
confirmation_response.response_datetime.GetCurrentTime()
json_format.ParseDict(
js_dict=payload['data'],
message=confirmation_response,
ignore_unknown_fields=False,
descriptor_pool=None,
)
return confirmation_response
int_account=int_account,
username=username,
password=password,
)
# SETUP TRADING API
trading_api = TradingAPI(credentials=credentials)
# ESTABLISH CONNECTION
trading_api.connect()
# SETUP ORDER
order = Order(
action=Order.Action.BUY,
order_type=Order.OrderType.LIMIT,
price=10,
product_id=71981,
size=1,
time_type=Order.TimeType.GOOD_TILL_DAY,
)
# FETCH CHECKING_RESPONSE
checking_response = trading_api.check_order(order=order)
# EXTRACT CONFIRMATION_ID
confirmation_id = checking_response.confirmation_id
# EXTRACT OTHER DATA
free_space_new = checking_response.free_space_new
response_datetime = checking_response.response_datetime
transaction_fees = checking_response.transaction_fees
transaction_opposite_fees = checking_response.transaction_opposite_fees