from decimal import Decimal as D from core.exchanges import GenericAPIError from core.models import Account from core.util import logs log = logs.get_logger(__name__) # Separate module to prevent circular import from # models -> exchanges -> common -> models # Since we need Account here to look up missing prices def get_price(account, direction, symbol): """ Get the price for a given symbol. :param account: Account object :param direction: direction of the trade :param symbol: symbol :return: price of bid for buys, price of ask for sells """ if direction == "buy": price_index = "bids" elif direction == "sell": price_index = "asks" try: prices = account.client.get_currencies([symbol]) except GenericAPIError as e: log.error(f"Error getting currencies: {e}") return None price = D(prices["prices"][0][price_index][0]["price"]) return price def side_to_direction(side, flip_direction=False): """ Convert a side to a direction. :param side: Side, e.g. long, short :param flip_direction: Flip the direction :return: Direction, e.g. buy, sell """ if side == "long": if flip_direction: return "sell" return "buy" elif side == "short": if flip_direction: return "buy" return "sell" else: return False def direction_to_side(direction, flip_side=False): """ Convert a direction to a side. :param direction: Direction, e.g. buy, sell :param flip_side: Flip the side :return: Side, e.g. long, short """ if direction == "buy": if flip_side: return "short" return "long" elif direction == "sell": if flip_side: return "long" return "short" else: return False def tp_price_to_percent(tp_price, side, current_price, current_units, unrealised_pl): """ Determine the percent change of the TP price from the initial price. Positive values indicate a profit, negative values indicate a loss. """ pl_per_unit = D(unrealised_pl) / D(current_units) if side == "long": initial_price = D(current_price) - pl_per_unit else: initial_price = D(current_price) + pl_per_unit # Get the percent change of the TP price from the initial price. change_percent = ((initial_price - D(tp_price)) / initial_price) * 100 if side == "long": if D(tp_price) < initial_price: loss = True else: loss = False else: if D(tp_price) > initial_price: loss = True else: loss = False # if we are in loss on the short side, we want to show a negative if loss: change_percent = 0 - abs(change_percent) else: change_percent = abs(change_percent) return round(change_percent, 5) def tp_percent_to_price(tp_percent, side, current_price, current_units, unrealised_pl): """ Determine the price of the TP percent from the initial price. """ pl_per_unit = D(unrealised_pl) / D(current_units) if side == "long": initial_price = D(current_price) - pl_per_unit else: initial_price = D(current_price) + pl_per_unit # Get the percent change of the TP price from the initial price. change_percent = D(tp_percent) / 100 # Get the price of the TP percent from the initial price. change_price = initial_price * change_percent if side == "long": tp_price = initial_price - change_price else: tp_price = initial_price + change_price return round(tp_price, 5) def sl_price_to_percent(sl_price, side, current_price, current_units, unrealised_pl): """ Determine the percent change of the SL price from the initial price. Positive values indicate a loss, negative values indicate a profit. This may seem backwards, but it is important to note that by default, SL indicates a loss, and positive values should be expected. Negative values indicate a negative loss, so a profit. """ pl_per_unit = D(unrealised_pl) / D(current_units) if side == "long": initial_price = D(current_price) - pl_per_unit else: initial_price = D(current_price) + pl_per_unit # initial_price = D(current_price) - pl_per_unit # Get the percent change of the SL price from the initial price. change_percent = ((initial_price - D(sl_price)) / initial_price) * 100 # If the trade is long, the SL price will be higher than the initial price. # if side == "long": # change_percent *= -1 if side == "long": if D(sl_price) > initial_price: profit = True else: profit = False else: if D(sl_price) < initial_price: profit = True else: profit = False if profit: change_percent = 0 - abs(change_percent) else: change_percent = abs(change_percent) return round(change_percent, 5) def sl_percent_to_price(sl_percent, side, current_price, current_units, unrealised_pl): """ Determine the price of the SL percent from the initial price. """ pl_per_unit = D(unrealised_pl) / D(current_units) if side == "long": initial_price = D(current_price) - pl_per_unit else: initial_price = D(current_price) + pl_per_unit # Get the percent change of the SL price from the initial price. change_percent = D(sl_percent) / 100 # Get the price of the SL percent from the initial price. change_price = initial_price * change_percent if side == "long": sl_price = initial_price - change_price else: sl_price = initial_price + change_price return round(sl_price, 5) def annotate_trade_tp_sl_percent(trade): """ Annotate the trade with the TP and SL percent. This works on Trade objects, which will require an additional market lookup to get the current price. """ if "current_price" in trade: current_price = trade["current_price"] else: account_id = trade["account_id"] account = Account.get_by_id_no_user_check(account_id) current_price = get_price(account, trade["direction"], trade["symbol"]) trade["current_price"] = current_price current_units = trade["amount"] if "pl" in trade: unrealised_pl = trade["pl"] else: unrealised_pl = 0 if "side" in trade: side = trade["side"] direction = side_to_direction(side) trade["direction"] = direction else: direction = trade["direction"] side = direction_to_side(direction) trade["side"] = side if "take_profit" in trade: if trade["take_profit"]: take_profit = trade["take_profit"] take_profit_percent = tp_price_to_percent( take_profit, trade["side"], current_price, current_units, unrealised_pl ) trade["take_profit_percent"] = take_profit_percent if "stop_loss" in trade: if trade["stop_loss"]: stop_loss = trade["stop_loss"] stop_loss_percent = sl_price_to_percent( stop_loss, side, current_price, current_units, unrealised_pl ) trade["stop_loss_percent"] = stop_loss_percent if "trailing_stop_loss" in trade: if trade["trailing_stop_loss"]: trailing_stop_loss = trade["trailing_stop_loss"] trailing_stop_loss_percent = sl_price_to_percent( trailing_stop_loss, trade["side"], current_price, current_units, unrealised_pl, ) trade["trailing_stop_loss_percent"] = trailing_stop_loss_percent return trade def open_trade_to_unified_format(trade): """ Convert an open trade to a Trade-like format. """ current_price = trade["price"] current_units = trade["currentUnits"] unrealised_pl = trade["unrealizedPL"] side = trade["side"] cast = { "id": trade["id"], "symbol": trade["symbol"], "amount": current_units, "side": side, "direction": side_to_direction(side), "state": trade["state"], "current_price": current_price, "pl": unrealised_pl, } if "openTime" in trade: cast["open_time"] = trade["openTime"] # Add some extra fields, sometimes we have already looked up the # prices and don't need to call convert_trades_to_usd # This is mostly for tests, but it can be useful in other places. if "take_profit_usd" in trade: cast["take_profit_usd"] = trade["take_profit_usd"] if "stop_loss_usd" in trade: cast["stop_loss_usd"] = trade["stop_loss_usd"] if "trailing_stop_loss_usd" in trade: cast["trailing_stop_loss_usd"] = trade["trailing_stop_loss_usd"] if "takeProfitOrder" in trade: if trade["takeProfitOrder"]: take_profit = trade["takeProfitOrder"]["price"] cast["take_profit"] = take_profit if "stopLossOrder" in trade: if trade["stopLossOrder"]: stop_loss = trade["stopLossOrder"]["price"] cast["stop_loss"] = stop_loss if "trailingStopLossOrder" in trade: if trade["trailingStopLossOrder"]: trailing_stop_loss = trade["trailingStopLossOrder"]["price"] cast["trailing_stop_loss"] = trailing_stop_loss return cast def convert_trades(open_trades): """ Convert a list of open trades into a list of Trade-like objects. """ trades = [] for trade in open_trades: if "currentUnits" in trade: # Open trade cast = open_trade_to_unified_format(trade) cast = annotate_trade_tp_sl_percent(cast) trades.append(cast) else: cast = annotate_trade_tp_sl_percent(trade) trades.append(cast) return trades