luke/autotrader
1
0
Fork 0
mirror of https://github.com/lukewilson2002/autotrader.git synced 2025-08-03 05:29:32 +00:00
Code Issues Packages Projects Releases Wiki Activity

Implemented stop and limit orders

Browse Source
This commit is contained in:
Luke I. Wilson
2023-05-19 13:17:08 -05:00
parent 56740b5a00
commit d851061d1f
5 changed files with 218 additions and 82 deletions
Download Patch File Download Diff File Expand all files Collapse all files

51
broker.go
View File

@@ -5,12 +5,21 @@ import (
"time"
)
type OrderCloseType string
const (
CloseMarket OrderCloseType = "M"
CloseStopLoss OrderCloseType = "SL"
CloseTrailingStop OrderCloseType = "TS"
CloseTakeProfit OrderCloseType = "TP"
)
type OrderType string
const (
MarketOrder OrderType = "MARKET"
LimitOrder OrderType = "LIMIT"
StopOrder OrderType = "STOP"
Market OrderType = "MARKET" // Market means to buy or sell at the current market price, which may not be what you ask for.
Limit OrderType = "LIMIT" // Limit means to buy or sell at a specific price or better.
Stop OrderType = "STOP" // Stop means to buy or sell when the price reaches a specific price or worse.
)
var (
@@ -37,22 +46,22 @@ type Order interface {
}
type Position interface {
Close() error // Close attempts to close the position and returns an error if it fails. If the error is nil, the position was closed.
Closed() bool // Closed returns true if the position has been closed with the broker.
CloseType() string // CloseType returns the type of order used to close the position.
ClosePrice() float64 // ClosePrice returns the price of the symbol at the time the position was closed. May be zero if the position is still open.
EntryPrice() float64 // EntryPrice returns the price of the symbol at the time the position was opened.
EntryValue() float64 // EntryValue returns the value of the position at the time it was opened.
Id() string // Id returns the unique identifier of the position by the broker.
Leverage() float64 // Leverage returns the leverage of the position.
PL() float64 // PL returns the profit or loss of the position.
Symbol() string // Symbol returns the symbol name of the position.
TrailingStop() float64 // TrailingStop returns the trailing stop loss price of the position.
StopLoss() float64 // StopLoss returns the stop loss price of the position.
TakeProfit() float64 // TakeProfit returns the take profit price of the position.
Time() time.Time // Time returns the time the position was opened.
Units() float64 // Units returns the number of units purchased or sold by the position.
Value() float64 // Value returns the value of the position at the current price.
Close() error // Close attempts to close the position and returns an error if it fails. If the error is nil, the position was closed.
Closed() bool // Closed returns true if the position has been closed with the broker.
CloseType() OrderCloseType // CloseType returns the type of order used to close the position.
ClosePrice() float64 // ClosePrice returns the price of the symbol at the time the position was closed. May be zero if the position is still open.
EntryPrice() float64 // EntryPrice returns the price of the symbol at the time the position was opened.
EntryValue() float64 // EntryValue returns the value of the position at the time it was opened.
Id() string // Id returns the unique identifier of the position by the broker.
Leverage() float64 // Leverage returns the leverage of the position.
PL() float64 // PL returns the profit or loss of the position.
Symbol() string // Symbol returns the symbol name of the position.
TrailingStop() float64 // TrailingStop returns the trailing stop loss price of the position.
StopLoss() float64 // StopLoss returns the stop loss price of the position.
TakeProfit() float64 // TakeProfit returns the take profit price of the position.
Time() time.Time // Time returns the time the position was opened.
Units() float64 // Units returns the number of units purchased or sold by the position.
Value() float64 // Value returns the value of the position at the current price.
}
// Broker is an interface that defines the methods that a broker must implement to report symbol data and place orders, etc. All Broker implementations must also implement the Signaler interface and emit the following functions when necessary:
@@ -65,8 +74,8 @@ type Broker interface {
Ask(symbol string) float64 // Ask returns the buy price of the symbol, which is typically higher than the sell price.
// Candles returns a dataframe of candles for the given symbol, frequency, and count by querying the broker.
Candles(symbol, frequency string, count int) (*DataFrame, error)
// MarketOrder places a market order for the given symbol and returns an error if it fails. A short position has negative units. If stopLoss or takeProfit are zero, they will not be set. If stopLoss is greater than the current price for a long position or less than the current price for a short position, the order will fail. Likewise for takeProfit. If the stopLoss is a negative number, it is used as a trailing stop loss to represent how many price points away the stop loss should be from the current price.
MarketOrder(symbol string, units, stopLoss, takeProfit float64) (Order, error)
// Order places an order with orderType for the given symbol and returns an error if it fails. A short position has negative units. If the orderType is Market, the price argument will be ignored and the order will be fulfilled at current price. Otherwise, price is used to set the target price for Stop and Limit orders. If stopLoss or takeProfit are zero, they will not be set. If the stopLoss is greater than the current price for a long position or less than the current price for a short position, the order will fail. Likewise for takeProfit. If the stopLoss is a negative number, it is used as a trailing stop loss to represent how many price points away the stop loss should be from the current price.
Order(orderType OrderType, symbol string, units, price, stopLoss, takeProfit float64) (Order, error)
NAV() float64 // NAV returns the net asset value of the account.
PL() float64 // PL returns the profit or loss of the account.
OpenOrders() []Order