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final_deployment_current.py
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import botocore.vendored.requests.packages.urllib3 as urllib3
from botocore.vendored import requests
from datetime import datetime
from time import sleep
import sys
import json
import os
def lambda_handler(event, context):
# Set True for live trading, false for demo acount.
LIVE = False
# 1
# ticker_code: (instrument name, search term, instrument class, size multi)
TICKER_MAP = {
"UKOIL": ("Oil - Brent Crude", "brent", "COMMODITIES", 1),
"CFDs on Brent Crude Oil": ("Oil - Brent Crude", "brent", "COMMODITIES", 1),
"DE30EUR": ("Germany 30", "dax", "INDICES", 1),
"DAX": ("Germany 30", "dax", "INDICES", 1),
"WHTUSD": ("Chicago Wheat", "chicago%20wheat", "COMMODITIES", 15),
"WHEATUSD": ("Chicago Wheat", "chicago%20wheat", "COMMODITIES", 15)}
# 2
# Load webhook token. Incoming signals must match token to be actioned.
if os.environ['WEBHOOK_TOKEN']:
WEBHOOK_TOKEN = os.environ['WEBHOOK_TOKEN']
else:
print("Error: Tradingview webhook token missing")
return {
'statusCode': 400,
'body': json.dumps("Tradingview webhook token missing")}
# 3
try:
# Parse incoming webhook signal.
webhook_signal = json.loads(event['body'])
except Exception as e:
print("Event body type", type(event['body']), "str:", event['body'])
sys.exit(0)
# Action signal only if webhook token matches stored token.
if webhook_signal['token'] == WEBHOOK_TOKEN:
# Action signal only if ticker code is known.
if webhook_signal['ticker'].upper() in TICKER_MAP.keys():
# 4
# Load IG auth tokens from environment variables.
if LIVE:
if( # Live.
os.environ['IG_API_KEY_LIVE'] and os.environ['IG_USERNAME_LIVE'] and
os.environ['IG_PASSWORD_LIVE']):
IG_API_KEY = os.environ['IG_API_KEY_LIVE']
IG_USERNAME = os.environ['IG_USERNAME_LIVE']
IG_PASSWORD = os.environ['IG_PASSWORD_LIVE']
IG_URL = "https://api.ig.com/gateway/deal"
else:
print("Error: IG Markets live authentication tokens missing")
return {
'statusCode': 400,
'body': json.dumps(
"IG Markets live authentication tokens missing")}
else:
if( # Demo.
os.environ['IG_API_KEY_DEMO'] and os.environ['IG_USERNAME_DEMO'] and
os.environ['IG_PASSWORD_DEMO']):
IG_API_KEY = os.environ['IG_API_KEY_DEMO']
IG_USERNAME = os.environ['IG_USERNAME_DEMO']
IG_PASSWORD = os.environ['IG_PASSWORD_DEMO']
IG_URL = "https://demo-api.ig.com/gateway/deal"
else:
print("Error: IG Markets demo authentication tokens missing")
return {
'statusCode': 400,
'body': json.dumps(
"IG Markets demo authentication tokens missing")}
# 5
# Create a session with IG.
retries = urllib3.util.retry.Retry(
total=5,
backoff_factor=0.25,
status_forcelist=[502, 503, 504],
method_whitelist=False)
s = requests.Session()
s.mount('https://', requests.adapters.HTTPAdapter(max_retries=retries))
headers = {
'X-IG-API-KEY': IG_API_KEY,
'Version': "2",
'Content-Type': 'application/json',
'Accept': 'application/json; charset=UTF-8'}
body = {
"identifier": IG_USERNAME,
"password": IG_PASSWORD}
# Initiate and reload the session as sometimes first session fails.
response = s.send(requests.Request('POST', IG_URL + "/session", json=body, headers=headers,
params='').prepare())
sleep(1)
response = s.send(requests.Request('POST', IG_URL + "/session", json=body, headers=headers,
params='').prepare())
# CST and X-SECURITY-TOKEN must be included in subsequent requests.
CST, XST = response.headers['CST'], response.headers['X-SECURITY-TOKEN']
# Prepare headers for new requests.
headers = {
'X-IG-API-KEY': IG_API_KEY,
# 'Version': "2",
'Content-Type': 'application/json',
'Accept': 'application/json; charset=UTF-8',
'X-SECURITY-TOKEN': XST,
'CST': CST}
# Check if trailing stops are enabled for the account
response = s.send(requests.Request('GET', IG_URL + "/accounts/preferences", headers=headers,
params='').prepare())
if not response.json()["trailingStopsEnabled"]:
print("Trailing stops disabled. Attempting to enable.")
response = s.send(requests.Request('PUT', IG_URL + "/accounts/preferences",
json={"trailingStopsEnabled": True},
headers=headers,
params='').prepare())
# Verify it was actually enabled
response = s.send(requests.Request('GET', IG_URL + "/accounts/preferences", headers=headers,
params='').prepare())
if response.json()["trailingStopsEnabled"]:
print("Trailing stops enabled")
else:
return {
'statusCode': 400,
'body': json.dumps("Unable to enable trailing stops.")}
else:
print("Trailing stops already enabled.")
# 6
position, name, search, iclass, idetails, epic, expiry, psize, minsize, currencies, unit = None, None, None, None, None, None, None, None, None, None, None
name = TICKER_MAP[webhook_signal['ticker'].upper()][0]
search = TICKER_MAP[webhook_signal['ticker'].upper()][1]
iclass = TICKER_MAP[webhook_signal['ticker'].upper()][2]
size_multi = TICKER_MAP[webhook_signal['ticker']][3]
# Check for open positions.
existing_positions = s.send(requests.Request('GET', IG_URL + "/positions", headers=headers, params='').prepare()).json()
find_instrument = True
# If open position exists matching ticker code, use that EPIC and expiry.
if len(existing_positions['positions']) > 0:
for pos in existing_positions['positions']:
if name in pos['market']['instrumentName'][:len(name)]:
print("Open position exists for " + name + ".")
print(json.dumps(pos, indent=2))
epic = pos['market']["epic"]
expiry = pos['market']["expiry"]
# Store open position data.
position = pos
find_instrument = False
# Otherwise identify appropriate instrument.
if find_instrument:
# Find appropriate instrument to match given webhook ticker code.
markets = s.send(requests.Request('GET', IG_URL + "/markets?searchTerm=" + search, headers=headers, params='').prepare())
for market in markets.json()['markets']:
# print(json.dumps(market, indent=2))
if market['expiry'] != "DFB" and market['instrumentName'][:len(name)] == name and market['instrumentType'] == iclass:
epic, expiry = market["epic"], market["expiry"]
break
# Fetch remaining instrument info.
idetails = s.send(requests.Request('GET', IG_URL + "/markets/" + epic, headers=headers, params='').prepare()).json()
psize = idetails['instrument']['lotSize']
currencies = [c['name'] for c in idetails['instrument']['currencies']]
minsize = idetails['dealingRules']['minDealSize']['value'] if idetails['dealingRules']['minDealSize']['value'] >= 1 else 1
unit = idetails['dealingRules']['minDealSize']['unit']
else:
print("Error: Webhook ticker code not recognised.")
return {
'statusCode': 400,
'body': json.dumps("Webhook ticker code not recognised.")}
side = webhook_signal['side'].upper()
position_size = size_multi * minsize
# 7
###########################
# START WHEATUSD HANDLING #
###########################
if name == "Chicago Wheat":
sl_both = 20
closed = False
if position:
print("WHEAT has an existing", position['position']['direction'], "of size", position['position']['dealSize'])
else:
print("No position for wheat.")
if position:
# Filter non-sequential signals
if position['position']['direction'] == "BUY" and side == "SELL" or position['position']['direction'] == "SELL" and side == "BUY":
close_side = "BUY" if position['position']['direction'] == "SELL" else "SELL"
body = {
"dealId": position['position']['dealId'],
"epic": None,
"expiry": expiry,
"direction": close_side,
# "size": pos['position']['dealSize'],
"size": size_multi,
"level": None,
"orderType": "MARKET",
"timeInForce": None,
"quoteId": None}
# Attempt to close the existing position.
headers['_method'] = "DELETE"
r = s.send(requests.Request("POST", IG_URL + "/positions/otc", headers=headers, json=body, params='').prepare())
del headers['_method']
ref = r.json()
if r.status_code == 200:
# Check if position was closed.
c = s.send(requests.Request('GET', IG_URL + "/confirms/" + ref['dealReference'], headers=headers, params='').prepare())
conf = c.json()
closed = True if conf['dealStatus'] == "ACCEPTED" else False
# Handle error cases.
if conf['dealStatus'] == "REJECTED":
if conf['reason'] == "MARKET_OFFLINE" or conf['reason'] == "MARKET_CLOSED_WITH_EDITS":
print("Market offline.")
return {
'statusCode': 400,
'body': json.dumps("Market offline.")}
else:
return {
'statusCode': 400,
'body': json.dumps(conf)}
else:
print("Position closure failure.")
return {
'statusCode': r.status_code,
'body': json.dumps("Order placement failure.")}
if not position or closed:
sl = idetails['snapshot']['offer'] - sl_both if side == "BUY" else idetails['snapshot']['bid'] + sl_both
tp = None
# Prepare new position order.
order = {
"epic": epic,
"expiry": expiry,
"direction": side,
"size": position_size,
"orderType": "MARKET",
# "timeInForce": None,
"level": None,
"guaranteedStop": False,
"stopLevel": sl,
"stopDistance": None,
# "trailingStop": False,
# "trailingStopIncrement": None,
"forceOpen": True,
"limitLevel": tp,
"limitDistance": None,
"quoteId": None,
"currencyCode": "GBP"
}
# Attempt to open a new position.
r = s.send(requests.Request('POST', IG_URL + "/positions/otc", headers=headers, json=order, params='').prepare())
ref = r.json()
if r.status_code == 200:
# Check if new position was opened.
c = s.send(requests.Request('GET', IG_URL + "/confirms/" + ref['dealReference'], headers=headers, params='').prepare())
conf = c.json()
# Handle error cases.
if conf['dealStatus'] == "REJECTED":
if conf['reason'] == "MARKET_OFFLINE" or conf['reason'] == "MARKET_CLOSED_WITH_EDITS":
print("Market offline.")
return {
'statusCode': 400,
'body': json.dumps("Market offline.")}
else:
return {
'statusCode': 400,
'body': json.dumps(conf)}
# Return 200 on success.
elif conf['dealStatus'] == "ACCEPTED":
success_string = name + " " + side + " position opened successfully."
print(success_string)
return {
'statusCode': 200,
'body': json.dumps(success_string)}
# Log other cases.
else:
print(conf)
return {
'statusCode': 400,
'body': json.dumps(conf)}
else:
print("Order placement failure.")
return {
'statusCode': r.status_code,
'body': json.dumps("Order placement failure.")}
else:
msg_string = name + " " + position['position']['direction'] + " position already open, or failed to close existing position."
print(msg_string)
return {
'statusCode': 400,
'body': json.dumps(msg_string)}
######################
# START DAX HANDLING #
######################
elif name == "Germany 30":
sl_long, sl_short, adjust = 255, 255, 4
tp_both = 40
# Signal side must be "BUY" "SELL" "CLOSE_BUY" "CLOSE_SELL"
# Open a new long or short.
if side == "BUY" or side == "SELL":
# sl = idetails['snapshot']['offer'] - sl_long if side == "BUY" else idetails['snapshot']['bid'] + sl_short
if side == "BUY":
stop = idetails['snapshot']['bid'] - sl_short + adjust
tp = idetails['snapshot']['offer'] + tp_both
elif side == "SELL":
stop = idetails['snapshot']['offer'] + sl_short - adjust
tp = idetails['snapshot']['bid'] - tp_both
# Prepare new position order.
order = {
"epic": epic,
"expiry": expiry,
"direction": side,
"size": position_size,
"orderType": "MARKET",
# "timeInForce": None,
"level": None,
"guaranteedStop": False,
"stopLevel": stop,
"stopDistance": None,
# "trailingStop": False,
# "trailingStopIncrement": None,
"forceOpen": True,
"limitLevel": tp,
"limitDistance": None,
"quoteId": None,
"currencyCode": currencies[0]
}
# Attempt to open a new position.
if position is None:
r = s.send(requests.Request('POST', IG_URL + "/positions/otc", headers=headers, json=order, params='').prepare())
ref = r.json()
if r.status_code == 200:
# Check if new position was opened.
c = s.send(requests.Request('GET', IG_URL + "/confirms/" + ref['dealReference'], headers=headers, params='').prepare())
conf = c.json()
# Handle error cases.
if conf['dealStatus'] == "REJECTED":
if conf['reason'] == "MARKET_OFFLINE" or conf['reason'] == "MARKET_CLOSED_WITH_EDITS":
print("Market offline.")
return {
'statusCode': 400,
'body': json.dumps("Market offline.")}
else:
return {
'statusCode': 400,
'body': json.dumps(conf)}
# Return 200 on success.
elif conf['dealStatus'] == "ACCEPTED":
success_string = name + " position opened successfully."
print(success_string)
return {
'statusCode': 200,
'body': json.dumps(success_string)}
# Log other cases.
else:
print(conf)
return {
'statusCode': 400,
'body': json.dumps(conf)}
elif position:
msg_string = name + " already positioned."
print(msg_string)
return {
'statusCode': 400,
'body': json.dumps(msg_string)}
# Close the existing long or short.
elif side.upper() == "CLOSE_BUY" or side.upper() == "CLOSE_SELL":
# Prepare closure order.
if position:
close_side = "BUY" if side.upper() == "CLOSE_SELL" else "SELL"
body = {
"dealId": position['position']['dealId'],
"epic": None,
"expiry": expiry,
"direction": close_side,
"size": pos['position']['dealSize'],
"level": None,
"orderType": "MARKET",
"timeInForce": None,
"quoteId": None}
# Add new method header for position closures
headers['_method'] = "DELETE"
r = s.send(requests.Request("POST", IG_URL + "/positions/otc", headers=headers, json=body, params='').prepare())
del headers['_method']
ref = r.json()
if r.status_code == 200:
# Check if position was closed.
c = s.send(requests.Request('GET', IG_URL + "/confirms/" + ref['dealReference'], headers=headers, params='').prepare())
conf = c.json()
# Handle error cases.
if conf['dealStatus'] == "REJECTED":
if conf['reason'] == "MARKET_OFFLINE" or conf['reason'] == "MARKET_CLOSED_WITH_EDITS":
print("Market offline.")
return {
'statusCode': 400,
'body': json.dumps("Market offline.")}
else:
return {
'statusCode': 400,
'body': json.dumps(conf)}
# Return 200 on success.
elif conf['dealStatus'] == "ACCEPTED":
success_string = name + " position closed successfully."
print(success_string)
return {
'statusCode': 200,
'body': json.dumps(success_string)}
# Log other cases.
else:
print(conf)
return {
'statusCode': 400,
'body': json.dumps(conf)}
else:
print("No existing position.")
return {
'statusCode': 400,
'body': json.dumps("No existing position.")}
else:
print("Webhook signal side error")
return {
'statusCode': 400,
'body': json.dumps("Webhook signal side error")}
########################
# START UKOIL HANDLING #
########################
elif name == "Oil - Brent Crude":
sl_pips, tp_pips, adjust = 150, 25, 2.8
sl_trail_step = 15
closed = False
if position:
print("UKOIL has an existing", position['position']['direction'], "of size", position['position']['dealSize'])
else:
print("No position for UKOIL.")
if position:
# Filter non-sequential signals
if position['position']['direction'] == "BUY" and side == "SELL" or position['position']['direction'] == "SELL" and side == "BUY":
close_side = "BUY" if position['position']['direction'] == "SELL" else "SELL"
body = {
"dealId": position['position']['dealId'],
"epic": None,
"expiry": expiry,
"direction": close_side,
# "size": pos['position']['dealSize'],
"size": size_multi,
"level": None,
"orderType": "MARKET",
"timeInForce": None,
"quoteId": None}
# Attempt to close the existing position.
headers['_method'] = "DELETE"
r = s.send(requests.Request("POST", IG_URL + "/positions/otc", headers=headers, json=body, params='').prepare())
del headers['_method']
ref = r.json()
if r.status_code == 200:
# Check if position was closed.
c = s.send(requests.Request('GET', IG_URL + "/confirms/" + ref['dealReference'], headers=headers, params='').prepare())
conf = c.json()
closed = True if conf['dealStatus'] == "ACCEPTED" else False
# Handle error cases.
if conf['dealStatus'] == "REJECTED":
if conf['reason'] == "MARKET_OFFLINE" or conf['reason'] == "MARKET_CLOSED_WITH_EDITS":
print("Market offline.")
return {
'statusCode': 400,
'body': json.dumps("Market offline.")}
else:
return {
'statusCode': 400,
'body': json.dumps(conf)}
else:
print("Position closure failure.")
return {
'statusCode': r.status_code,
'body': json.dumps("Order placement failure.")}
if not position or closed:
# Open positon with linked sl and tp using best bid and offer
if side == "BUY":
sl = idetails['snapshot']['bid'] - sl_pips + adjust
tp = idetails['snapshot']['offer'] + tp_pips
elif side == "SELL":
sl = idetails['snapshot']['offer'] + sl_pips - adjust
tp = idetails['snapshot']['bid'] - tp_pips
else:
print("Webhook signal side error")
return {
'statusCode': 400,
'body': json.dumps("Webhook signal side error")}
# Prepare new position order.
order = {
"epic": epic,
"expiry": expiry,
"direction": side,
"size": position_size,
"orderType": "MARKET",
# "timeInForce": None,
"level": None,
"guaranteedStop": False,
"stopLevel": sl,
"stopDistance": None,
# "trailingStop": True,
# "trailingStopIncrement": sl_trail_step,
"forceOpen": True,
"limitLevel": tp,
"limitDistance": None,
"quoteId": None,
"currencyCode": "GBP"
}
# Attempt to open a new position.
r = s.send(requests.Request('POST', IG_URL + "/positions/otc", headers=headers, json=order, params='').prepare())
ref = r.json()
if r.status_code == 200:
# Check if new position was opened.
c = s.send(requests.Request('GET', IG_URL + "/confirms/" + ref['dealReference'], headers=headers, params='').prepare())
conf = c.json()
# Handle error cases.
if conf['dealStatus'] == "REJECTED":
if conf['reason'] == "MARKET_OFFLINE" or conf['reason'] == "MARKET_CLOSED_WITH_EDITS":
print("Market offline.")
return {
'statusCode': 400,
'body': json.dumps("Market offline.")}
else:
return {
'statusCode': 400,
'body': json.dumps(conf)}
# Return 200 on success.
elif conf['dealStatus'] == "ACCEPTED":
success_string = name + " " + side + " position opened successfully."
print(success_string)
return {
'statusCode': 200,
'body': json.dumps(success_string)}
# Log other cases.
else:
print(conf)
return {
'statusCode': 400,
'body': json.dumps(conf)}
else:
print(json.dumps(order, indent=2))
print("Order placement failure.")
print(r.json())
return {
'statusCode': r.status_code,
'body': json.dumps("Order placement failure.")}
else:
msg_string = name + " " + position['position']['direction'] + " position already open, or failed to close existing position."
print(msg_string)
return {
'statusCode': 400,
'body': json.dumps(msg_string)}
else:
print("Error: Instrument name not recognised.")
return {
'statusCode': 400,
'body': json.dumps("Instrument name not recognised.")}
else:
print("Webhook signal token error")
return {
'statusCode': 400,
'body': json.dumps("Webhook signal token error")}