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

core/models.py

@@ -10,6 +10,20 @@ from core.util import logs
 
 log = logs.get_logger(__name__)
 EXCHANGE_MAP = {"alpaca": AlpacaExchange, "oanda": OANDAExchange}
+TYPE_CHOICES = (
+    ("market", "Market"),
+    ("limit", "Limit"),
+)
+DIRECTION_CHOICES = (
+    ("buy", "Buy"),
+    ("sell", "Sell"),
+)
+TIF_CHOICES = (
+    ("gtc", "GTC (Good Til Cancelled)"),
+    ("gfd", "GFD (Good For Day)"),
+    ("fok", "FOK (Fill Or Kill)"),
+    ("ioc", "IOC (Immediate Or Cancel)"),
+)
 
 
 class Plan(models.Model):
@@ -140,10 +154,6 @@ class Session(models.Model):
 
 
 class Hook(models.Model):
-    DIRECTION_CHOICES = (
-        ("buy", "Buy"),
-        ("sell", "Sell"),
-    )
     user = models.ForeignKey(User, on_delete=models.CASCADE)
     name = models.CharField(max_length=1024, null=True, blank=True, unique=True)
     hook = models.CharField(max_length=255, unique=True)
@@ -155,18 +165,11 @@ class Hook(models.Model):
 
 
 class Trade(models.Model):
-    TYPE_CHOICES = (
-        ("market", "Market"),
-        ("limit", "Limit"),
-    )
-    DIRECTION_CHOICES = (
-        ("buy", "Buy"),
-        ("sell", "Sell"),
-    )
     user = models.ForeignKey(User, on_delete=models.CASCADE)
     account = models.ForeignKey(Account, on_delete=models.CASCADE)
     hook = models.ForeignKey(Hook, on_delete=models.CASCADE, null=True, blank=True)
     symbol = models.CharField(max_length=255)
+    time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
     type = models.CharField(choices=TYPE_CHOICES, max_length=255)
     amount = models.FloatField(null=True, blank=True)
     amount_usd = models.FloatField(null=True, blank=True)
@@ -213,11 +216,16 @@ class Strategy(models.Model):
     name = models.CharField(max_length=255)
     description = models.TextField(null=True, blank=True)
     account = models.ForeignKey(Account, on_delete=models.CASCADE)
+    order_type = models.CharField(
+        choices=TYPE_CHOICES, max_length=255, default="market"
+    )
+    time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
     hooks = models.ManyToManyField(Hook)
     enabled = models.BooleanField(default=False)
     take_profit_percent = models.FloatField(default=1.5)
     stop_loss_percent = models.FloatField(default=1.0)
     price_slippage_percent = models.FloatField(default=2.5)
+    callback_price_deviation_percent = models.FloatField(default=0.5)
     trade_size_percent = models.FloatField(default=0.5)
 
     class Meta: