Move more checks from market into checks library

core/trading/checks.py

@@ -1,9 +1,16 @@
 from datetime import datetime
+from decimal import Decimal as D
+
+from core.lib.notify import sendmsg
 from core.util import logs
 
 log = logs.get_logger("checks")
 
 
+def run_checks(strategy, x):
+    pass
+
+
 def within_trading_times(strategy, ts=None):
     if not ts:
         ts = datetime.utcnow()
@@ -16,4 +23,86 @@ def within_trading_times(strategy, ts=None):
     if not any(matches):
         log.debug("Not within trading time range")
         return False
-    return True
+    return True
+
+
+def within_callback_price_deviation(strategy, price, current_price):
+    # Convert the callback price deviation to a ratio
+    if strategy.risk_model is not None:
+        callback_price_deviation_as_ratio = D(
+            strategy.risk_model.callback_price_deviation_percent
+        ) / D(100)
+    else:
+        callback_price_deviation_as_ratio = D(0.5) / D(100)
+    log.debug(f"Callback price deviation as ratio: {callback_price_deviation_as_ratio}")
+
+    maximum_price_deviation = D(current_price) * D(callback_price_deviation_as_ratio)
+
+    # Ensure the current price is within price_slippage_as_ratio of the callback price
+    if abs(current_price - price) <= maximum_price_deviation:
+        log.debug("Current price is within price deviation of callback price")
+        return True
+    else:
+        log.error("Current price is not within price deviation of callback price")
+        log.debug(f"Difference: {abs(current_price - price)}")
+        return False
+
+
+def within_max_loss(strategy):
+    pass
+
+
+def within_trends(strategy, symbol, direction):
+    if strategy.trend_signals.exists():
+        if strategy.trends is None:
+            log.debug("Refusing to trade with no trend signals received")
+            sendmsg(
+                strategy.user,
+                f"Refusing to trade {symbol} with no trend signals received",
+                title="Trend not ready",
+            )
+            return None
+        if symbol not in strategy.trends:
+            log.debug("Refusing to trade asset without established trend")
+            sendmsg(
+                strategy.user,
+                f"Refusing to trade {symbol} without established trend",
+                title="Trend not ready",
+            )
+            return None
+        else:
+            if strategy.trends[symbol] != direction:
+                log.debug("Refusing to trade against the trend")
+                sendmsg(
+                    strategy.user,
+                    f"Refusing to trade {symbol} against the trend",
+                    title="Trend rejection",
+                )
+                return False
+            else:
+                log.debug(f"Trend check passed for {symbol} - {direction}")
+                return True
+
+
+def within_position_size(strategy):
+    pass
+
+
+def within_protection(strategy):
+    pass
+
+
+def within_max_open_trades(strategy):
+    pass
+
+
+def within_max_open_trades_per_asset(strategy):
+    pass
+
+
+def within_max_risk(strategy):
+    pass
+
+
+def within_crossfilter(strategy):
+    pass