Calculate price slippage more reliably and allow specifying order type and time in force

core/migrations/0023_alter_strategy_options_and_more.py

@@ -0,0 +1,27 @@
+# Generated by Django 4.1.3 on 2022-11-15 15:13
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0022_account_currency'),
+    ]
+
+    operations = [
+        migrations.AlterModelOptions(
+            name='strategy',
+            options={'verbose_name_plural': 'strategies'},
+        ),
+        migrations.AddField(
+            model_name='strategy',
+            name='callback_price_deviation_percent',
+            field=models.FloatField(default=0.5),
+        ),
+        migrations.AddField(
+            model_name='strategy',
+            name='order_type',
+            field=models.CharField(choices=[('market', 'Market'), ('limit', 'Limit')], default='market', max_length=255),
+        ),
+    ]

core/migrations/0024_strategy_time_in_force.py

@@ -0,0 +1,18 @@
+# Generated by Django 4.1.3 on 2022-11-15 15:18
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0023_alter_strategy_options_and_more'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='strategy',
+            name='time_in_force',
+            field=models.CharField(choices=[('gtc', 'Good Til Cancelled'), ('gfd', 'Good For Day'), ('fok', 'Fill Or Kill'), ('ioc', 'Immediate Or Cancel')], default='gtc', max_length=255),
+        ),
+    ]

core/migrations/0025_alter_strategy_time_in_force.py

@@ -0,0 +1,18 @@
+# Generated by Django 4.1.3 on 2022-11-15 15:19
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0024_strategy_time_in_force'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='strategy',
+            name='time_in_force',
+            field=models.CharField(choices=[('gtc', 'GTC (Good Til Cancelled)'), ('gfd', 'GFD (Good For Day)'), ('fok', 'FOK (Fill Or Kill)'), ('ioc', 'IOC (Immediate Or Cancel)')], default='gtc', max_length=255),
+        ),
+    ]

core/migrations/0026_trade_time_in_force.py

@@ -0,0 +1,18 @@
+# Generated by Django 4.1.3 on 2022-11-15 15:23
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0025_alter_strategy_time_in_force'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='trade',
+            name='time_in_force',
+            field=models.CharField(choices=[('gtc', 'GTC (Good Til Cancelled)'), ('gfd', 'GFD (Good For Day)'), ('fok', 'FOK (Fill Or Kill)'), ('ioc', 'IOC (Immediate Or Cancel)')], default='gtc', max_length=255),
+        ),
+    ]