110 lines
3.6 KiB
Python
110 lines
3.6 KiB
Python
from oandapyV20 import API
|
|
from oandapyV20.endpoints import accounts, orders, positions, pricing
|
|
|
|
from core.exchanges import BaseExchange
|
|
|
|
|
|
class OANDAExchange(BaseExchange):
|
|
def call_method(self, request):
|
|
self.client.request(request)
|
|
response = request.response
|
|
if isinstance(response, list):
|
|
response = {"itemlist": response}
|
|
return response
|
|
|
|
def connect(self):
|
|
self.client = API(access_token=self.account.api_secret)
|
|
self.account_id = self.account.api_key
|
|
|
|
def get_account(self):
|
|
r = accounts.AccountDetails(self.account_id)
|
|
return self.call(r)
|
|
|
|
def get_instruments(self):
|
|
r = accounts.AccountInstruments(accountID=self.account_id)
|
|
response = self.call(r)
|
|
return response
|
|
|
|
def get_currencies(self, currencies):
|
|
params = {"instruments": ",".join(currencies)}
|
|
r = pricing.PricingInfo(accountID=self.account_id, params=params)
|
|
response = self.call(r)
|
|
return response
|
|
|
|
def get_supported_assets(self, response=None):
|
|
if not response:
|
|
response = self.get_instruments()
|
|
return [x["name"] for x in response["itemlist"]]
|
|
|
|
def get_balance(self):
|
|
r = accounts.AccountSummary(self.account_id)
|
|
response = self.call(r)
|
|
return float(response["balance"])
|
|
|
|
def get_market_value(self, symbol):
|
|
raise NotImplementedError
|
|
|
|
def post_trade(self, trade):
|
|
if trade.direction == "sell":
|
|
amount = -trade.amount
|
|
else:
|
|
amount = trade.amount
|
|
data = {
|
|
"order": {
|
|
# "price": "1.5000", - added later
|
|
"stopLossOnFill": {"timeInForce": "GTC", "price": str(trade.stop_loss)},
|
|
"takeProfitOnFill": {"price": str(trade.take_profit)},
|
|
"timeInForce": "GTC",
|
|
"instrument": trade.symbol,
|
|
"units": str(amount),
|
|
"type": trade.type.upper(),
|
|
"positionFill": "DEFAULT",
|
|
}
|
|
}
|
|
if trade.price is not None:
|
|
print("PRICE IS NOT NONE")
|
|
if trade.type == "limit":
|
|
data["order"]["price"] = str(trade.price)
|
|
elif trade.type == "market":
|
|
print("IS MARKET")
|
|
data["order"]["priceBound"] = str(trade.price)
|
|
r = orders.OrderCreate(self.account_id, data=data)
|
|
response = self.call(r)
|
|
trade.response = response
|
|
trade.status = "posted"
|
|
trade.order_id = response["id"]
|
|
trade.client_order_id = response["requestID"]
|
|
trade.save()
|
|
return response
|
|
|
|
def get_trade(self, trade_id):
|
|
r = accounts.TradeDetails(accountID=self.account_id, tradeID=trade_id)
|
|
return self.call(r)
|
|
|
|
def update_trade(self, trade):
|
|
raise NotImplementedError
|
|
# r = orders.OrderReplace(
|
|
# accountID=self.account_id, orderID=trade.order_id, data=data
|
|
# )
|
|
# self.client.request(r)
|
|
# return r.response
|
|
|
|
def cancel_trade(self, trade_id):
|
|
raise NotImplementedError
|
|
|
|
def get_position_info(self, symbol):
|
|
r = positions.PositionDetails(self.account_id, symbol)
|
|
return self.call(r)
|
|
|
|
def get_all_positions(self):
|
|
items = []
|
|
r = positions.OpenPositions(accountID=self.account_id)
|
|
response = self.call(r)
|
|
|
|
for item in response["itemlist"]:
|
|
item["account"] = self.account.name
|
|
item["account_id"] = self.account.id
|
|
item["unrealized_pl"] = float(item["unrealized_pl"])
|
|
items.append(item)
|
|
return items
|