Implement TP/SL price to percent conversion

core/exchanges/common.py

@@ -1,3 +1,5 @@
+from decimal import Decimal as D
+
 from core.lib.elastic import store_msg
 
 
@@ -18,7 +20,78 @@ def get_balance_hook(user_id, user_name, account_id, account_name, balance):
     )
 
 
+def tp_price_to_percent(tp_price, current_price, current_units, unrealised_pl):
+    # Is this right?
+    pl_per_unit = D(unrealised_pl) / D(current_units)
+    initial_price = D(current_price) - pl_per_unit
+
+    # Get the percent change of the TP price from the initial price.
+    change_percent = ((D(tp_price) - initial_price) / initial_price) * 100
+
+    # Doesn't check direction
+    return abs(round(change_percent, 5))
+
+
+def sl_price_to_percent(sl_price, current_price, current_units, unrealised_pl):
+    # Is this right?
+    pl_per_unit = D(unrealised_pl) / D(current_units)
+    initial_price = D(current_price) - pl_per_unit
+
+    # Get the percent change of the SL price from the initial price.
+    change_percent = ((D(sl_price) - initial_price) / initial_price) * 100
+
+    # Doesn't check direction
+    return abs(round(change_percent, 5))
+
+
 def convert_open_trades(open_trades):
     """
     Convert a list of open trades into a list of Trade-like objects.
     """
+    trades = []
+    for trade in open_trades:
+        current_price = trade["price"]
+        current_units = trade["currentUnits"]
+        unrealised_pl = trade["unrealizedPL"]
+        cast = {
+            "id": trade["id"],
+            "symbol": trade["symbol"],
+            "amount": current_units,
+            "side": trade["side"],
+            "state": trade["state"],
+            "price": current_price,
+            "pl": unrealised_pl,
+        }
+
+        if "takeProfitOrder" in trade:
+            if trade["takeProfitOrder"]:
+                take_profit = trade["takeProfitOrder"]["price"]
+                take_profit_percent = tp_price_to_percent(
+                    take_profit, current_price, current_units, unrealised_pl
+                )
+
+                cast["take_profit"] = take_profit
+                cast["take_profit_percent"] = take_profit_percent
+
+        if "stopLossOrder" in trade:
+            if trade["stopLossOrder"]:
+                stop_loss = trade["stopLossOrder"]["price"]
+                stop_loss_percent = sl_price_to_percent(
+                    stop_loss, current_price, current_units, unrealised_pl
+                )
+
+                cast["stop_loss"] = stop_loss
+                cast["stop_loss_percent"] = stop_loss_percent
+
+        if "trailingStopLossOrder" in trade:
+            if trade["trailingStopLossOrder"]:
+                trailing_stop_loss = trade["trailingStopLossOrder"]["price"]
+                trailing_stop_loss_percent = sl_price_to_percent(
+                    trailing_stop_loss, current_price, current_units, unrealised_pl
+                )
+
+                cast["trailing_stop_loss"] = trailing_stop_loss
+                cast["trailing_stop_loss_percent"] = trailing_stop_loss_percent
+
+        trades.append(cast)
+    return trades