Merge pull request #513 from mraniki/dev

🎨 and ♻️ ccxt execute_order refactoring

cefi/handler/__init__.py

@@ -2,5 +2,12 @@
 from .ccxt import CcxtHandler
 from .degiro import DegiroHandler
 from .ibkr import IbHandler
+from .oanda import OandaHandler
 
-__all__ = ["CapitalHandler", "CcxtHandler", "DegiroHandler", "IbHandler"]
+__all__ = [
+    "CapitalHandler",
+    "CcxtHandler",
+    "DegiroHandler",
+    "IbHandler",
+    "OandaHandler",
+]

cefi/handler/client.py → cefi/handler/_client.py

@@ -14,9 +14,7 @@
 class CexClient:
     """
     CEX Object to support CEFI
-    exchange and trading
-    via CCXT library
-    https://github.com/ccxt/ccxt
+    exchange and trading platform
 
     Args:
         None
@@ -89,8 +87,7 @@ async def get_bid(self, instrument):
 
     async def get_account_balance(self):
         """
-        return account balance of
-        a given ccxt exchange
+        return account balance
 
         Args:
             None
@@ -103,7 +100,6 @@ async def get_account_balance(self):
     async def get_account_position(self):
         """
         Return account position.
-        of a given exchange
 
         Args:
             None
@@ -236,7 +232,7 @@ async def replace_instrument(self, instrument):
 
     async def get_instrument_decimals(self, instrument):
         """
-
+        Get the number of decimal places for the token.
 
         Returns:
             int: The number of decimal places for the token.

cefi/handler/capitalcom.py

@@ -11,7 +11,7 @@
 from capitalcom.client_demo import Client as DemoClient
 from loguru import logger
 
-from .client import CexClient
+from ._client import CexClient
 
 
 class CapitalHandler(CexClient):

cefi/handler/ccxt.py

@@ -8,14 +8,12 @@
 import ccxt
 from loguru import logger
 
-from .client import CexClient
+from ._client import CexClient
 
 
 class CcxtHandler(CexClient):
     """
-    CEX client
-    via CCXT library
-    https://github.com/ccxt/ccxt
+    Library: https://github.com/ccxt/ccxt
 
     Args:
         None
@@ -65,9 +63,7 @@ async def get_quote(self, instrument):
         """
         try:
             instrument = await self.replace_instrument(instrument)
-
-            ticker = self.client.fetch_ticker(instrument)
-            quote = ticker["ask"]
+            quote = self.client.fetch_ticker(instrument)["ask"]
             logger.debug("Quote: {}", quote)
             return quote
         except Exception as e:
@@ -87,11 +83,7 @@ async def get_bid(self, instrument):
         """
         try:
             instrument = await self.replace_instrument(instrument)
-
-            ticker = self.client.fetch_ticker(instrument)
-            quote = ticker["bid"]
-            logger.debug("Quote: {}", quote)
-            return quote
+            return await self.client.fetch_ticker(instrument)["bid"]
         except Exception as e:
             logger.error("{} Error {}", self.name, e)
 
@@ -163,40 +155,82 @@ async def execute_order(self, order_params):
 
         """
         try:
-            action = order_params.get("action")
-            instrument = await self.replace_instrument(order_params.get("instrument"))
+            action = order_params["action"]
+            instrument = await self.replace_instrument(order_params["instrument"])
             quantity = order_params.get("quantity", self.trading_risk_amount)
-            logger.debug("quantity {}", quantity)
             amount = await self.get_order_amount(
                 quantity=quantity,
                 instrument=instrument,
                 is_percentage=self.trading_risk_percentage,
             )
             params = {
-                "stopLoss": {
-                    "triggerPrice": order_params.get("stop_loss"),
-                    # "price": order_params.get("action") * 0.98,
-                },
-                "takeProfit": {
-                    "triggerPrice": order_params.get("take_profit"),
-                    # "price": order_params.get("action") * 0.98,
-                },
+                "stopLoss": {"triggerPrice": order_params.get("stop_loss")},
+                "takeProfit": {"triggerPrice": order_params.get("take_profit")},
             }
-            logger.debug("amount {}", amount)
-            pre_order_checks = await self.pre_order_checks(order_params)
-            logger.debug("pre_order_checks {}", pre_order_checks)
-
-            if amount and pre_order_checks:
-                if order := self.client.create_order(
+            if amount and await self.pre_order_checks(order_params):
+                order = self.client.create_order(
                     symbol=instrument,
                     type=self.ordertype,
                     side=action,
                     amount=amount,
                     params=params,
-                ):
-                    return await self.get_trade_confirmation(order, instrument, action)
+                )
+                return await self.get_trade_confirmation(order, instrument, action)
             return f"Error executing {self.name}"
-
         except Exception as e:
             logger.error("{} Error {}", self.name, e)
             return f"Error executing {self.name}"
+
+    # async def execute_order(self, order_params):
+    #     """
+    #     Execute order
+
+    #     Args:
+    #         order_params (dict):
+    #             action(str)
+    #             instrument(str)
+    #             quantity(int)
+
+    #     Returns:
+    #         trade_confirmation(dict)
+
+    #     """
+    #     try:
+    #         action = order_params.get("action")
+    #         instrument = await self.replace_instrument(order_params.get("instrument"))
+    #         quantity = order_params.get("quantity", self.trading_risk_amount)
+    #         logger.debug("quantity {}", quantity)
+    #         amount = await self.get_order_amount(
+    #             quantity=quantity,
+    #             instrument=instrument,
+    #             is_percentage=self.trading_risk_percentage,
+    #         )
+    #         params = {
+    #             "stopLoss": {
+    #                 "triggerPrice": order_params.get("stop_loss"),
+    #                 # "price": order_params.get("action") * 0.98,
+    #             },
+    #             "takeProfit": {
+    #                 "triggerPrice": order_params.get("take_profit"),
+    #                 # "price": order_params.get("action") * 0.98,
+    #             },
+    #         }
+    #         logger.debug("amount {}", amount)
+    #         pre_order_checks = await self.pre_order_checks(order_params)
+    #         logger.debug("pre_order_checks {}", pre_order_checks)
+
+    #         if amount and pre_order_checks:
+    #             if order := self.client.create_order(
+    #                 symbol=instrument,
+    #                 type=self.ordertype,
+    #                 side=action,
+    #                 amount=amount,
+    #                 params=params,
+    #             ):
+    #                 return await self.get_trade_confirmation(
+    # order, instrument, action)
+    #         return f"Error executing {self.name}"
+
+    #     except Exception as e:
+    #         logger.error("{} Error {}", self.name, e)
+    #         return f"Error executing {self.name}"

cefi/handler/ctrader.py

@@ -8,14 +8,13 @@
 # from ctrader_open_api import Client
 # from loguru import logger
 
-# from .client import CexClient
+# from ._client import CexClient
 
 
 # class CtraderHandler(CexClient):
 #     """
-#     CEX client
-#     via openApiPy library
-#     https://github.com/spotware/openApiPy
+#     Library: https://github.com/spotware/openApiPy and
+#       https://ctraderacademy.com/ctrader-api/
 
 #     Args:
 #         None
@@ -57,7 +56,7 @@
 
 #     async def get_account_balance(self):
 #         """
-#         return account balance 
+#         return account balance
 
 #         Args:
 #             None

cefi/handler/degiro.py

@@ -13,7 +13,7 @@
 from degiro_connector.trading.models.order import Action, Order, OrderType, TimeType
 from loguru import logger
 
-from .client import CexClient
+from ._client import CexClient
 
 
 class DegiroHandler(CexClient):

cefi/handler/etoro.py

@@ -5,10 +5,10 @@
 
 # """
 
-# 
+#
 # from loguru import logger
 
-# from .client import CexClient
+# from ._client import CexClient
 
 
 # class EtoroHandler(CexClient):
@@ -34,7 +34,6 @@
 #         super().__init__(**kwargs)
 
 
-
 #     async def get_quote(self, instrument):
 #         """
 #         Return a quote for a instrument

cefi/handler/fxcm.py

@@ -8,7 +8,7 @@
 
 # from loguru import logger
 
-# from .client import CexClient
+# from ._client import CexClient
 
 
 # class FxcmHandler(CexClient):

cefi/handler/ibkr.py

@@ -8,7 +8,7 @@
 from ib_insync import IB, IBC, Contract, Order
 from loguru import logger
 
-from .client import CexClient
+from ._client import CexClient
 
 
 class IbHandler(CexClient):

cefi/handler/metatrader.py

@@ -8,12 +8,12 @@
 
 # from loguru import logger
 
-# from .client import CexClient
+# from ._client import CexClient
 
 
 # class MetatraderHandler(CexClient):
 #     """
-#     library: 
+#     library:
 
 #     Args:
 #         None
@@ -34,7 +34,6 @@
 #         super().__init__(**kwargs)
 
 
-
 #     async def get_quote(self, instrument):
 #         """
 #         Return a quote for a instrument

cefi/handler/ninjatrader.py

@@ -7,7 +7,7 @@
 
 # from loguru import logger
 
-# from .client import CexClient
+# from ._client import CexClient
 
 
 # class NinjatraderHandler(CexClient):
@@ -33,7 +33,6 @@
 #         super().__init__(**kwargs)
 
 
-
 #     async def get_quote(self, instrument):
 #         """
 #         Return a quote for a instrument
@@ -50,7 +49,7 @@
 
 #     async def get_account_balance(self):
 #         """
-#         return account balance 
+#         return account balance
 
 #         Args:
 #             None