203 lines
8.0 KiB
Python
203 lines
8.0 KiB
Python
from v2realbot.enums.enums import RecordType, StartBarAlign
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from datetime import datetime, timedelta
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from v2realbot.utils.utils import ltp, send_to_telegram
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from alpaca.trading.client import TradingClient
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from alpaca.trading.requests import MarketOrderRequest, TakeProfitRequest, LimitOrderRequest, ReplaceOrderRequest, GetOrdersRequest
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from alpaca.trading.enums import OrderSide, TimeInForce, OrderClass, OrderStatus, QueryOrderStatus
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from alpaca.trading.models import Order, Position
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from alpaca.common.exceptions import APIError
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from v2realbot.config import Keys
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from v2realbot.interfaces.general_interface import GeneralInterface
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from traceback import format_exc
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"""""
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Live interface with Alpaca for LIVE and PAPER trading.
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"""""
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class LiveInterface(GeneralInterface):
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def __init__(self, symbol: str, key: Keys) -> None:
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self.symbol = symbol
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self.key :Keys = key
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self.trading_client = TradingClient(api_key=key.API_KEY, secret_key=key.SECRET_KEY, paper=key.PAPER)
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def start_checks(self):
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pass
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"""buy market"""
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def buy(self, size = 1, repeat: bool = False):
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order_request = MarketOrderRequest(
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symbol=self.symbol,
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qty=size,
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side=OrderSide.BUY,
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time_in_force=TimeInForce.GTC,
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order_class=OrderClass.SIMPLE,
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take_profit = None
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)
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try:
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# Market order submit
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market_order = self.trading_client.submit_order(
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order_data=order_request
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)
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return market_order.id
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except Exception as e:
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reason = "Nepodarilo se market buy:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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return -1
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"""buy limit"""
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def buy_l(self, price: float, size: int = 1, repeat: bool = False, force: int = 0):
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limit_request = LimitOrderRequest(
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symbol=self.symbol,
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qty=size,
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side=OrderSide.BUY,
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time_in_force=TimeInForce.GTC,
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order_class=OrderClass.SIMPLE,
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take_profit = None,
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limit_price = price
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)
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try:
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# Market order submit
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limit_order = self.trading_client.submit_order(
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order_data=limit_request
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)
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print("LIIF: odeslana litmka s cenou", price, "- akt. cena", ltp.price[self.symbol])
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return limit_order.id
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except Exception as e:
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reason = "Nepodarilo se odeslat buy limitku:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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return -1
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"""sell market"""
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def sell(self, size = 1, repeat: bool = False):
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order_request = MarketOrderRequest(
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symbol=self.symbol,
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qty=size,
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side=OrderSide.SELL,
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time_in_force=TimeInForce.GTC,
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order_class=OrderClass.SIMPLE,
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take_profit = None
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)
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try:
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# Market order submit
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market_order = self.trading_client.submit_order(
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order_data=order_request
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)
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return market_order.id
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except Exception as e:
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reason = "Nepodarilo se odeslat sell:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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return -1
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"""sell limit"""
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def sell_l(self, price: float, size = 1, repeat: bool = False):
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self.size = size
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self.repeat = repeat
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limit_order = LimitOrderRequest(
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symbol=self.symbol,
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qty=self.size,
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side=OrderSide.SELL,
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time_in_force=TimeInForce.GTC,
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order_class=OrderClass.SIMPLE,
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limit_price = price)
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try:
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# Market order submit
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limit_order = self.trading_client.submit_order(
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order_data=limit_order
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)
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#pripadne ulozeni do self.lastOrder
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return limit_order.id
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except Exception as e:
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reason = "Nepodarilo se odeslat sell limitku:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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return -1
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"""order replace"""
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def repl(self, orderid: str, price: float = None, size: int = None, repeatl: bool = False):
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if not price and not size:
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print("price or size has to be filled")
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return -1
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replace_request = ReplaceOrderRequest(qty=size, limit_price=price)
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try:
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print("request na replace",replace_request)
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print("cislo objednavky",orderid)
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replaced_order = self.trading_client.replace_order_by_id(orderid, replace_request)
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print("replaced ok",replaced_order.id)
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return replaced_order.id
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except APIError as e:
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#stejne parametry - stava se pri rychle obratce, nevadi, vracime stejne orderid, chytne se dal
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if e.code == 42210000: return orderid
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else:
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##mozna tady proste vracet vzdy ok
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reason = "Neslo nahradit profitku. Problem:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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return -1
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#raise Exception(e)
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"""order cancel"""
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def cancel(self, orderid: str):
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try:
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a = self.trading_client.cancel_order_by_id(orderid)
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print("rusime order",orderid)
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return a
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except APIError as e:
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#order doesnt exist
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if e.code == 40410000: return 0
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else:
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reason = "Nepovedlo se zrusit objednavku:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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#raise Exception(e)
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return -1
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"""get positions ->(size,avgp)"""
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def pos(self):
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try:
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a : Position = self.trading_client.get_open_position(self.symbol)
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self.avgp, self.poz = float(a.avg_entry_price), int(a.qty)
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return a.avg_entry_price, a.qty
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except (APIError, Exception) as e:
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#no position
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if hasattr(e, 'code') and e.code == 40410000: return 0,0
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else:
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reason = "Exception when calling LIVE interface pos, REPEATING:" + str(e) + format_exc()
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print("API ERROR: Nepodarilo se ziskat pozici.", reason)
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send_to_telegram(reason)
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#raise Exception(e)
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return -1,-1
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"""get open orders ->list(Order)"""
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def get_open_orders(self, symbol: str, side: OrderSide = OrderSide.SELL): # -> list(Order):
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getRequest = GetOrdersRequest(status=QueryOrderStatus.OPEN, side=side, symbols=[symbol])
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try:
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orderlist = self.trading_client.get_orders(getRequest)
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#list of Orders (orderlist[0].id)
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return orderlist
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except Exception as e:
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reason = "Chyba pri dotazeni objednávek:" + str(e) + format_exc()
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print(reason)
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send_to_telegram(reason)
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#raise Exception (e)
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return -1
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def get_last_price(self, symbol: str):
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return ltp.price[symbol]
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