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