moshferatu/tastytrade
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add stop limit order helper

Browse Source
This commit is contained in:
moshferatu 2023-09-22 08:08:14 -07:00
parent 722254140b
commit 85da22cf2b
1 changed files with 16 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
tastytrade/order.py
View File

@ -1,23 +1,33 @@
from .instrument_type import EQUITY_OPTION from .instrument_type import EQUITY_OPTION
from .order_action import SELL_TO_OPEN, BUY_TO_OPEN from .order_action import BUY_TO_CLOSE, BUY_TO_OPEN, SELL_TO_CLOSE, SELL_TO_OPEN
from .order_type import LIMIT from .order_type import LIMIT, STOP_LIMIT
from .price_effect import CREDIT from .price_effect import CREDIT, DEBIT
from .time_in_force import GTC from .time_in_force import GTC
def create_leg(instrument_type: str, symbol: str, action: str, quantity: int): def create_leg(instrument_type: str, symbol: str, action: str, quantity: int):
return {'instrument-type': instrument_type, 'symbol': symbol, 'action': action, 'quantity': quantity} return {'instrument-type': instrument_type, 'symbol': symbol, 'action': action, 'quantity': quantity}
def create_order(order_type: str, time_in_force: str, price: float, price_effect: str, legs: list): def create_order(order_type: str, time_in_force: str, price: float, price_effect: str, legs: list,
return { stop_trigger: float = None):
order = {
'order-type': order_type, 'order-type': order_type,
'time-in-force': time_in_force, 'time-in-force': time_in_force,
'price': price, 'price': price,
'price-effect': price_effect, 'price-effect': price_effect,
'legs': legs 'legs': legs
} }
if stop_trigger:
order['stop-trigger'] = stop_trigger
return order
def create_credit_spread(short_contract: str, long_contract: str, price: float, quantity: int, def create_credit_spread(short_contract: str, long_contract: str, price: float, quantity: int,
instrument_type: str = EQUITY_OPTION, time_in_force: str = GTC): instrument_type: str = EQUITY_OPTION, time_in_force: str = GTC):
short_leg = create_leg(instrument_type, short_contract, SELL_TO_OPEN, quantity) short_leg = create_leg(instrument_type, short_contract, SELL_TO_OPEN, quantity)
long_leg = create_leg(instrument_type, long_contract, BUY_TO_OPEN, quantity) long_leg = create_leg(instrument_type, long_contract, BUY_TO_OPEN, quantity)
return create_order(LIMIT, time_in_force, price, CREDIT, [short_leg, long_leg]) return create_order(LIMIT, time_in_force, price, CREDIT, [short_leg, long_leg])
def create_stop_limit_order(short_contract: str, long_contract: str, stop_trigger: float, limit_price: float,
quantity: int, instrument_type: str = EQUITY_OPTION, time_in_force: str = GTC):
short_leg = create_leg(instrument_type, short_contract, BUY_TO_CLOSE, quantity)
long_leg = create_leg(instrument_type, long_contract, SELL_TO_CLOSE, quantity)
return create_order(STOP_LIMIT, time_in_force, limit_price, DEBIT, [short_leg, long_leg], stop_trigger)