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@ -1,20 +1,20 @@
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from decimal import Decimal as D
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from alpaca.common.exceptions import APIError
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from core.exchanges import GenericAPIError
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from core.models import Strategy, Trade
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from core.util import logs
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from core.exchanges import GenericAPIError
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log = logs.get_logger(__name__)
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def to_usd(account, amount, from_currency):
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if account.exchange == "alpaca":
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separator = "/"
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elif account.exchange == "oanda":
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separator = "_"
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symbol = f"{from_currency.upper()}{separator}{to_currency.upper()}"
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prices = account.client.get_currencies([symbol])
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# def to_usd(account, amount, from_currency):
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# if account.exchange == "alpaca":
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# separator = "/"
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# elif account.exchange == "oanda":
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# separator = "_"
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# symbol = f"{from_currency.upper()}{separator}{to_currency.upper()}"
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# prices = account.client.get_currencies([symbol])
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def to_currency(direction, account, amount, from_currency, to_currency):
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if account.exchange == "alpaca":
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@ -41,6 +41,7 @@ def to_currency(direction, account, amount, from_currency, to_currency):
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return converted
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def get_pair(account, base, quote):
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if account.exchange == "alpaca":
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separator = "/"
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@ -52,17 +53,23 @@ def get_pair(account, base, quote):
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return False
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return symbol
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def get_trade_size_in_base(direction, account, strategy, cash_balance, price, base, precision):
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def get_trade_size_in_base(
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direction, account, strategy, cash_balance, price, base, precision
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):
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trade_size_as_ratio = D(strategy.trade_size_percent) / D(100)
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log.debug(f"Trade size as ratio: {trade_size_as_ratio}")
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amount_fiat = D(trade_size_as_ratio) * D(cash_balance)
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log.debug(f"Trade size: {amount_fiat}")
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# We can do this because the quote IS in $ or equivalent
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# trade_size_in_base = D(amount_fiat) / D(price)
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trade_size_in_base = to_currency(direction, account, amount_fiat, account.currency, base)
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trade_size_in_base = to_currency(
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direction, account, amount_fiat, account.currency, base
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)
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log.debug(f"Trade size in base: {trade_size_in_base}")
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return trade_size_in_base
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def get_tp_sl(direction, strategy, price):
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stop_loss_as_ratio = D(strategy.stop_loss_percent) / D(100)
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take_profit_as_ratio = D(strategy.take_profit_percent) / D(100)
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@ -85,6 +92,7 @@ def get_tp_sl(direction, strategy, price):
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log.debug(f"Take profit: {take_profit}")
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return (stop_loss, take_profit)
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def get_price_bound(direction, strategy, price):
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price_slippage_as_ratio = D(strategy.price_slippage_percent) / D(100)
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log.debug(f"Price slippage as ratio: {price_slippage_as_ratio}")
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@ -145,8 +153,10 @@ def execute_strategy(callback, strategy):
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# type = "limit"
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type = "market"
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trade_size_in_base = get_trade_size_in_base(direction, account, strategy, cash_balance, price, base, display_precision)
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trade_size_in_base = get_trade_size_in_base(
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direction, account, strategy, cash_balance, price, base, display_precision
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)
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stop_loss, take_profit = get_tp_sl(direction, strategy, price)
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price_bound = round(get_price_bound(direction, strategy, price), display_precision)
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