newellp88
78 lines
2.5 KiB
Python
78 lines
2.5 KiB
Python
# class to support opening and closing trades
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import json
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from .config import accountID, token
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from oandapyV20 import API
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import oandapyV20.endpoints.trades as trades
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import oandapyV20.endpoints.orders as orders
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from oandapyV20.contrib.requests import TradeCloseRequest
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from oandapyV20.exceptions import V20Error
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from .account import margin_available, margin_rate
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from oandapyV20.contrib.requests import (MarketOrderRequest,
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TakeProfitDetails,
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StopLossDetails,
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TrailingStopLossOrderRequest)
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api = API(token)
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def weight(price, allocation):
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trade_margin = float(margin_available) * allocation
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trade_value = trade_margin / float(margin_rate)
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w = round((trade_value/float(price)), 0)
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return w
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def order(instrument, weight, price, TP, SL):
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if weight > 0:
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mktOrder = MarketOrderRequest(
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instrument=instrument,
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units=weight,
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takeProfitOnFill=TakeProfitDetails(price=TP).data,
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stopLossOnFill=StopLossDetails(price=SL).data)
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r = orders.OrderCreate(accountID, data=mktOrder.data)
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try:
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rv = api.request(r)
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#print(r.status_code)
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except V20Error as e:
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print(r.status_code, e)
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else:
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#print(json.dumps(rv, indent=4))
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pass
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else:
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mktOrder = MarketOrderRequest(
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instrument=instrument,
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units=weight,
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takeProfitOnFill=TakeProfitDetails(price=TP).data,
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stopLossOnFill=StopLossDetails(price=SL).data)
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r = orders.OrderCreate(accountID, data=mktOrder.data)
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try:
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rv = api.request(r)
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#print(r.status_code)
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except V20Error as e:
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print(r.status_code, e)
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else:
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#print(json.dumps(rv, indent=4))
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pass
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return r.response
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def trailingStop(tradeID, distance=0.1):
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activeStop = TrailingStopLossOrderRequest(tradeID=tradeID,
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r = orders.OrderCreate(accountID,
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data=activeStop.data))
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api.request(r)
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return r.response
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def close(tradeID):
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close_trade = TradeCloseRequest()
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r = trades.TradeClose(accountID, tradeID, data=close_trade.data)
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api.request(r)
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return r.response
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def closeAll(tradeID_list):
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for trade in tradeID_list:
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close(trade)
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print(trade, "Closed")
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