first commit

2018-05-08 20:51:20 +08:00
commit 55c11b374a
12 changed files with 342 additions and 0 deletions
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+# class to support opening and closing trades
+import json
+from .config import accountID, token
+from oandapyV20 import API
+import oandapyV20.endpoints.trades as trades
+import oandapyV20.endpoints.orders as orders
+from oandapyV20.contrib.requests import TradeCloseRequest
+from oandapyV20.exceptions import V20Error
+from .account import margin_available, margin_rate
+from oandapyV20.contrib.requests import (MarketOrderRequest,
+                                         TakeProfitDetails,
+                                         StopLossDetails,
+                                         TrailingStopLossOrderRequest)
+
+api = API(token)
+
+def weight(price, allocation):
+    trade_margin = float(margin_available) * allocation
+    trade_value = trade_margin / float(margin_rate)
+    w = round((trade_value/float(price)), 0)
+    return w
+
+def order(instrument, weight, price, TP, SL):
+
+    if weight > 0:
+        mktOrder = MarketOrderRequest(
+                        instrument=instrument,
+                        units=weight,
+                        takeProfitOnFill=TakeProfitDetails(price=TP).data,
+                        stopLossOnFill=StopLossDetails(price=SL).data)
+        r = orders.OrderCreate(accountID, data=mktOrder.data)
+
+        try:
+            rv = api.request(r)
+            #print(r.status_code)
+        except V20Error as e:
+            print(r.status_code, e)
+        else:
+            #print(json.dumps(rv, indent=4))
+            pass
+
+    else:
+        mktOrder = MarketOrderRequest(
+                            instrument=instrument,
+                            units=weight,
+                            takeProfitOnFill=TakeProfitDetails(price=TP).data,
+                            stopLossOnFill=StopLossDetails(price=SL).data)
+        r = orders.OrderCreate(accountID, data=mktOrder.data)
+
+        try:
+            rv = api.request(r)
+            #print(r.status_code)
+        except V20Error as e:
+            print(r.status_code, e)
+        else:
+            #print(json.dumps(rv, indent=4))
+            pass
+
+    return r.response
+
+def trailingStop(tradeID, distance=0.1):
+    activeStop = TrailingStopLossOrderRequest(tradeID=tradeID,
+                    r = orders.OrderCreate(accountID,
+                    data=activeStop.data))
+    api.request(r)
+    return r.response
+
+def close(tradeID):
+    close_trade = TradeCloseRequest()
+    r = trades.TradeClose(accountID, tradeID, data=close_trade.data)
+    api.request(r)
+    return r.response
+
+def closeAll(tradeID_list):
+    for trade in tradeID_list:
+        close(trade)
+        print(trade, "Closed")