313 lines
14 KiB
Python
313 lines
14 KiB
Python
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# version: v3
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"""
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execution_routes.py — MT5 trade execution HTTP layer (v3).
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v1 was a stub (PRO-only). v2 exposes the provider's execution methods as
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HTTP endpoints so the consumer OrderTicket / ExposureStrip / quick-trade
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buttons can act on the user's live MT5 account.
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v3 adds the pending-order lifecycle: list / modify-price-or-SLTP / cancel.
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Endpoints:
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GET /api/positions — list open positions
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POST /api/orders — place a market/limit/stop order
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POST /api/positions/{ticket}/close — close (full or partial) a position
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PATCH /api/positions/{ticket} — modify SL / TP on an open position
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GET /api/orders/pending — list resting pending orders (v3)
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PATCH /api/orders/{ticket} — modify pending-order price / SL / TP (v3)
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DELETE /api/orders/{ticket} — cancel a pending order (v3)
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All endpoints are thin wrappers over `provider.place_order` / `get_positions`
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/ `close_position` / `modify_position`. Results flow back as JSON.
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Consumer-safety notes:
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- Every request goes through the cached MT5 provider — no fresh connect.
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- provider None or disconnected → returns a structured error, not 500.
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- Magic number defaults to 777 (Quantum Terminal tag) unless overridden.
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"""
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import logging
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from typing import Optional
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from fastapi import APIRouter, HTTPException
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from pydantic import BaseModel
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from models import OrderRequest
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log = logging.getLogger("execution_routes")
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MK_MAGIC = 777 # Quantum Terminal tag on broker side for attribution / filtering
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class OrderBody(BaseModel):
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ticker: str
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direction: str # "BUY" | "SELL"
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order_type: str = "MARKET" # "MARKET" | "LIMIT" | "STOP"
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lots: float
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price: Optional[float] = None # required for LIMIT/STOP
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stop_loss: Optional[float] = None
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take_profit: Optional[float] = None
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comment: Optional[str] = "Quantum Terminal"
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# Signal attribution (optional — logged only)
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signal_id: Optional[str] = None
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signal_type: Optional[str] = None
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signal_confidence: Optional[float] = None
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class ClosePositionBody(BaseModel):
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lots: Optional[float] = None # None = full close
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class ModifyPositionBody(BaseModel):
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stop_loss: Optional[float] = None
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take_profit: Optional[float] = None
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class ModifyOrderBody(BaseModel):
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"""v3: Modify a pending order — any field left None is preserved server-side."""
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price: Optional[float] = None
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stop_loss: Optional[float] = None
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take_profit: Optional[float] = None
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def _pending_to_dict(o) -> dict:
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"""Normalize a PendingOrder object to the JSON shape the frontend expects."""
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def g(obj, *names, default=None):
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for n in names:
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v = getattr(obj, n, None)
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if v is not None and v != 0:
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return v
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return default
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return {
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"ticket": str(g(o, "ticket") or ""),
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"ticker": g(o, "ticker", "symbol", default=""),
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"direction": g(o, "direction", default=""),
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"order_type": g(o, "order_type", default=""),
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"lots": float(g(o, "lots", "volume", default=0) or 0),
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"price": float(g(o, "price", "price_open", default=0) or 0),
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"stop_loss": float(g(o, "stop_loss", "sl", default=0) or 0),
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"take_profit": float(g(o, "take_profit", "tp", default=0) or 0),
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"comment": str(getattr(o, "comment", "") or ""),
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"time_setup": str(g(o, "time_setup", "time_open") or ""),
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}
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def _position_to_dict(p) -> dict:
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"""Normalize a Position object to the JSON shape the frontend expects."""
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def g(obj, *names, default=None):
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for n in names:
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v = getattr(obj, n, None)
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if v is not None and v != 0:
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return v
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return default
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return {
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"ticket": str(g(p, "ticket") or ""),
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"ticker": g(p, "ticker", "symbol", default=""),
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"direction": g(p, "direction", default=""),
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"lots": float(g(p, "lots", "volume", default=0) or 0),
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"open_price": float(g(p, "open_price", "price_open", default=0) or 0),
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"current_price":float(g(p, "current_price", "price_current", default=0) or 0),
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"stop_loss": float(g(p, "stop_loss", "sl", default=0) or 0),
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"take_profit": float(g(p, "take_profit", "tp", default=0) or 0),
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"profit": float(getattr(p, "profit", 0) or 0),
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"swap": float(getattr(p, "swap", 0) or 0),
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"commission": float(getattr(p, "commission", 0) or 0),
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"open_time": str(g(p, "open_time") or getattr(p, "time_open", "") or ""),
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"comment": str(getattr(p, "comment", "") or ""),
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}
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def create_execution_router(cfg_manager=None, app=None, broadcast_event=None) -> APIRouter:
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router = APIRouter(tags=["execution"])
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def _provider():
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if cfg_manager is None:
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return None
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try:
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return cfg_manager.get_provider("mt5_default")
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except Exception:
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return None
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# ── GET /api/positions ─────────────────────────────────────────────
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@router.get("/api/positions")
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async def get_positions():
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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return {"positions": [], "mt5_connected": False}
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try:
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positions = await asyncio.to_thread(prov.get_positions)
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except Exception as e:
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log.warning(f"get_positions failed: {e}")
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return {"positions": [], "mt5_connected": True, "error": str(e)}
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return {
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"positions": [_position_to_dict(p) for p in (positions or [])],
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"mt5_connected": True,
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}
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# ── POST /api/orders ───────────────────────────────────────────────
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@router.post("/api/orders")
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async def place_order(body: OrderBody):
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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raise HTTPException(503, {"error": "mt5_disconnected",
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"message": "MT5 is not connected. Connect in Settings → Providers."})
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# Build the provider's OrderRequest. FlexModel accepts extra fields.
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req = OrderRequest(
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ticker=body.ticker.upper(),
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direction=body.direction.upper(),
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order_type=body.order_type.upper(),
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lots=float(body.lots),
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volume=float(body.lots), # dual-name for safety
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price=body.price or 0,
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stop_loss=body.stop_loss,
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take_profit=body.take_profit,
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sl=float(body.stop_loss) if body.stop_loss else 0,
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tp=float(body.take_profit) if body.take_profit else 0,
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comment=body.comment or "Quantum Terminal",
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magic=MK_MAGIC,
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)
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log.info(
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f"ORDER {req.direction} {req.lots} {req.ticker} @ "
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f"{body.price or 'market'} SL={body.stop_loss} TP={body.take_profit}"
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+ (f" signal={body.signal_id}" if body.signal_id else "")
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)
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try:
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result = await asyncio.to_thread(prov.place_order, req)
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except Exception as e:
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log.error(f"place_order exception: {e}")
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raise HTTPException(500, {"error": "place_order_failed", "message": str(e)})
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# Normalize response — mt5_provider returns OrderResult (FlexModel).
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ok = bool(getattr(result, "success", False))
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payload = {
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"success": ok,
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"order_id": str(getattr(result, "order_id", "") or ""),
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"price": float(getattr(result, "price", 0) or 0),
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"ticker": getattr(result, "ticker", req.ticker) or req.ticker,
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"direction": getattr(result, "direction", req.direction) or req.direction,
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"lots": float(getattr(result, "lots", req.lots) or req.lots),
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}
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if not ok:
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payload["error"] = str(
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getattr(result, "error", None)
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or getattr(result, "message", None)
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or "Order rejected"
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)
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return payload
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# ── POST /api/positions/{ticket}/close ─────────────────────────────
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@router.post("/api/positions/{ticket}/close")
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async def close_position(ticket: str, body: Optional[ClosePositionBody] = None):
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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raise HTTPException(503, {"error": "mt5_disconnected"})
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lots = body.lots if body else None
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log.info(f"CLOSE position {ticket} lots={lots or 'full'}")
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try:
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result = await asyncio.to_thread(prov.close_position, ticket, lots)
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except Exception as e:
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log.error(f"close_position exception: {e}")
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raise HTTPException(500, {"error": "close_failed", "message": str(e)})
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ok = bool(getattr(result, "success", False))
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return {
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"success": ok,
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"ticket": ticket,
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"price": float(getattr(result, "price", 0) or 0),
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**({"error": str(getattr(result, "error", None) or "")} if not ok else {}),
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}
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# ── PATCH /api/positions/{ticket} ──────────────────────────────────
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@router.patch("/api/positions/{ticket}")
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async def modify_position(ticket: str, body: ModifyPositionBody):
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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raise HTTPException(503, {"error": "mt5_disconnected"})
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if not hasattr(prov, "modify_position"):
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raise HTTPException(501, {"error": "modify_unsupported"})
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log.info(f"MODIFY position {ticket} SL={body.stop_loss} TP={body.take_profit}")
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try:
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result = await asyncio.to_thread(
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prov.modify_position, ticket, body.stop_loss, body.take_profit
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)
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except Exception as e:
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log.error(f"modify_position exception: {e}")
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raise HTTPException(500, {"error": "modify_failed", "message": str(e)})
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# modify_position returns a dict per mt5_provider
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if isinstance(result, dict):
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return {"success": bool(result.get("success", False)), **result}
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return {"success": True}
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# ── GET /api/orders/pending ────────────────────────────────── v3 ──
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@router.get("/api/orders/pending")
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async def list_pending_orders():
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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return {"orders": [], "mt5_connected": False}
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try:
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orders = await asyncio.to_thread(prov.get_pending_orders)
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except Exception as e:
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log.warning(f"get_pending_orders failed: {e}")
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return {"orders": [], "mt5_connected": True, "error": str(e)}
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return {
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"orders": [_pending_to_dict(o) for o in (orders or [])],
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"mt5_connected": True,
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}
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# ── PATCH /api/orders/{ticket} ─────────────────────────────── v3 ──
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@router.patch("/api/orders/{ticket}")
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async def modify_pending_order(ticket: str, body: ModifyOrderBody):
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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raise HTTPException(503, {"error": "mt5_disconnected"})
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if not hasattr(prov, "modify_order"):
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raise HTTPException(501, {"error": "modify_order_unsupported"})
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log.info(f"MODIFY order {ticket} price={body.price} SL={body.stop_loss} TP={body.take_profit}")
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try:
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result = await asyncio.to_thread(
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prov.modify_order, ticket, body.price, body.stop_loss, body.take_profit
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)
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except Exception as e:
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log.error(f"modify_order exception: {e}")
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raise HTTPException(500, {"error": "modify_order_failed", "message": str(e)})
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ok = bool(getattr(result, "success", False))
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payload = {"success": ok, "ticket": ticket}
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if not ok:
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payload["error"] = str(getattr(result, "error", None) or "Modify rejected")
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return payload
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# ── DELETE /api/orders/{ticket} ────────────────────────────── v3 ──
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@router.delete("/api/orders/{ticket}")
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async def cancel_pending_order(ticket: str):
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import asyncio
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prov = _provider()
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if prov is None or not getattr(prov, "connected", False):
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raise HTTPException(503, {"error": "mt5_disconnected"})
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if not hasattr(prov, "cancel_order"):
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raise HTTPException(501, {"error": "cancel_order_unsupported"})
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log.info(f"CANCEL order {ticket}")
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try:
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result = await asyncio.to_thread(prov.cancel_order, ticket)
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except Exception as e:
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log.error(f"cancel_order exception: {e}")
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raise HTTPException(500, {"error": "cancel_order_failed", "message": str(e)})
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ok = bool(getattr(result, "success", False))
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payload = {"success": ok, "ticket": ticket}
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if not ok:
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payload["error"] = str(getattr(result, "error", None) or "Cancel rejected")
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return payload
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return router
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