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# =============================================================== # | |
from pprint import pprint | |
from tda.orders.generic import OrderBuilder | |
from typing import Union | |
import sys | |
from tda.orders.common import (one_cancels_other as oco, | |
first_triggers_second as trigger) | |
# =============================================================== # | |
# conditional Helper # | |
# =============================================================== # | |
# see line 126 and 132 for example | |
# Just use `oco` and `trigger` lol. They're both available in the same namespace. | |
# =============================================================== # | |
# Helpers # | |
# =============================================================== # | |
# MARKET Equity Order | |
def market_equity(symbol: str, qty: int, instr: str = 'BUY', session: str = 'NORMAL', duration: str = 'DAY'): | |
return OrderBuilder(enforce_enums=False).set_order_strategy_type('SINGLE') \ | |
.set_session(session.upper()) \ | |
.set_duration(duration.upper()) \ | |
.set_order_type('MARKET') \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# LIMIT Equity Order | |
def limit_equity(symbol: str, qty: Union[int, str], limit_price: Union[str, int, float], instr: str = 'BUY', | |
session: str = 'NORMAL', duration: str = 'DAY'): | |
return OrderBuilder(enforce_enums=False).set_order_strategy_type('SINGLE') \ | |
.set_session(session.upper()) \ | |
.set_duration(duration.upper()) \ | |
.set_order_type('LIMIT') \ | |
.set_price(limit_price) \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# STOP Equity Order | |
def stop_equity(symbol: str, qty: Union[int, str], stop_price: Union[str, int, float], instr: str = 'SELL', | |
stop_type: str = 'MARK', session: str = 'NORMAL', duration: str = 'DAY'): | |
return OrderBuilder(enforce_enums=False) \ | |
.set_order_strategy_type('SINGLE') \ | |
.set_session(session.upper()) \ | |
.set_duration(duration.upper()) \ | |
.set_order_type('STOP') \ | |
.set_stop_type(stop_type.upper()) \ | |
.set_stop_price(stop_price) \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# STOP LIMIT Equity Order | |
def stop_limit_equity(symbol: str, qty: Union[int, str], stop_price: Union[str, int, float], | |
limit_price: Union[str, int, float], instr: str = 'SELL', session: str = 'NORMAL', | |
duration: str = 'DAY', stop_type: str = 'MARK'): | |
return OrderBuilder(enforce_enums=False) \ | |
.set_order_strategy_type('SINGLE') \ | |
.set_session(session.upper()) \ | |
.set_duration(duration.upper()) \ | |
.set_order_type('STOP_LIMIT') \ | |
.set_stop_type(stop_type.upper()) \ | |
.set_stop_price(stop_price) \ | |
.set_price(limit_price) \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# TRAILING STOP Equity Order | |
def trailing_stop_equity(symbol: str, qty: Union[int, str], trailing_offset: Union[str, int, float], instr: str = 'SELL', | |
stop_price_link_type: str = 'PERCENT', stop_price_link_basis: str = 'MARK', | |
stop_type: str = 'MARK', session: str = 'NORMAL', duration: str = 'DAY'): | |
if stop_price_link_type == 'PERCENT' and (float(trailing_offset) < 1 or float(trailing_offset) > 99): | |
raise ValueError('For percent trail, the offset must be between 1 to 99') | |
return OrderBuilder(enforce_enums=False) \ | |
.set_duration(duration.upper()) \ | |
.set_order_strategy_type('SINGLE') \ | |
.set_order_type('TRAILING_STOP') \ | |
.set_quantity(qty) \ | |
.set_session(session.upper()) \ | |
.set_stop_price_link_basis(stop_price_link_basis.upper()) \ | |
.set_stop_price_link_type(stop_price_link_type.upper()) \ | |
.set_stop_price_offset(trailing_offset) \ | |
.set_stop_type(stop_type.upper()) \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# TRAILING STOP LIMIT Equity Order | |
def trailing_stop_limit_equity(symbol: str, qty: Union[int, str], trailing_offset: Union[str, int, float], | |
limit_price: Union[str, int, float], instr: str = 'SELL', | |
stop_price_link_type: str = 'PERCENT', stop_price_link_basis: str = 'MARK', | |
stop_type: str = 'MARK', session: str = 'NORMAL', duration: str = 'DAY'): | |
if stop_price_link_type == 'PERCENT' and (float(trailing_offset) < 1 or float(trailing_offset) > 99): | |
raise ValueError('For percent trail, the offset must be between 1 to 99') | |
return OrderBuilder(enforce_enums=False) \ | |
.set_duration(duration.upper()) \ | |
.set_order_strategy_type('SINGLE') \ | |
.set_order_type('TRAILING_STOP_LIMIT') \ | |
.set_quantity(qty) \ | |
.set_session(session.upper()) \ | |
.set_stop_price_link_basis(stop_price_link_basis.upper()) \ | |
.set_stop_price_link_type(stop_price_link_type.upper()) \ | |
.set_stop_price_offset(trailing_offset) \ | |
.set_stop_type(stop_type.upper()) \ | |
.set_price(limit_price.upper()) \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# MARKET ON CLOSE equity Order | |
def market_on_close_equity(symbol: str, qty: int, instr: str = 'BUY'): | |
return OrderBuilder(enforce_enums=False).set_order_strategy_type('SINGLE') \ | |
.set_order_type('MARKET_ON_CLOSE') \ | |
.add_equity_leg(instr.upper(), symbol.upper(), qty) | |
# =============================================================== # | |
if __name__ == '__main__': # tests. Do NOT run the file directly. | |
a = market_equity('SNAP', 1) | |
b = trailing_stop_equity('GOOG', 1, 1, 'SELL') | |
c = trigger(a, b) # TRIGGER example | |
order1 = market_equity('SNAP', qty=1) | |
order2 = trailing_stop_equity('SNAP', 1, 1, instr='SELL') | |
oco(order1, order2) # OCO example | |
# =============================================================== # |
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