Complex orders #107

Quenos · 2023-11-27T12:48:18Z

Description

Add the possibility to create complex orders:

OTOCO
OCO

Also cancel channel has been added to the DXLinkStreamer

Related issue(s)

Fixes: #63

Pre-merge checklist

Passing tests LOCALLY
New tests added (if applicable)

Please note that, in order to pass the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork. Read more at CONTRIBUTING.md.

Graeme22

This is great, thanks for the contribution! A couple small comments. Also, if you could add a test for this, that would be great!

Graeme22 · 2023-11-27T14:04:20Z

tastytrade/order.py

@@ -269,16 +295,10 @@ class ComplexOrder(TastytradeJsonDataclass):
    """
    Dataclass containing information about a complex order.
    """
-    id: str


I believe these lines are needed for previously placed complex orders, you can confirm by calling Account.get_history after placing a complex order. If so, this could be renamed to PlacedComplexOrder to maintain the naming convention.

These lines are no longer in the return value of placing complex orders. If there are other complex orders than OTOCO and OCO, then maybe, but those 2 are the only one I found.

Check the value after calling Account.get_history with a complex order in the history, that's why this is there in the first place

Looks like it's for pairs trades!

Graeme22 · 2023-11-27T14:07:30Z

tastytrade/utils.py

@@ -45,3 +46,11 @@ def validate_response(response: Response) -> None:  # pragma: no cover
                error_message += f"\n{error['code']}: {error['message']}"

        raise TastytradeError(error_message)
+
+
+def object_to_dict(obj):


Maybe I'm missing where you're using this but I didn't see any usages? Also it may be repeating the functionality of pydantic's BaseModel.to_dict.

It's a ghost I forgot about. Will roll back the change.

I tested with both get_history and get_order_history and made a $0.10 profit in the process, as the complex order doesn't work in the certification environment.

In get_history it is absolutely not visible that the transactions once were part of a complex order.
In get_order_history it is visible, but there is no "dictionary" complex_order, just id's, which are attributes of the class.

* streamers use async context managers; prod session in testing * fix lint * Update CONTRIBUTING.md * no tests on main branch * update tests

* Make market metrics optional * Enable manual workflow triggering

Graeme22 · 2023-11-27T21:13:01Z

Please note you can run tests locally with make test; also, you'll need to add your TT credentials as secrets to your repo fork (explained in CONTRIBUTING.md).

Quenos · 2023-11-27T21:50:29Z

@Graeme22 The tests now run locally, but 95% is not reached. I think this is mainly because streamer.py has a low coverage, but that was not touched.

Graeme22 · 2023-11-27T21:55:47Z

@Graeme22 The tests now run locally, but 95% is not reached. I think this is mainly because streamer.py has a low coverage, but that was not touched.

It's because you added new code, but no tests for it! If you're not comfortable writing tests, lmk and I'll do it.

Quenos · 2023-11-28T09:37:51Z

It seems impossible to test the complex orders.

Testing in the certification environment is not possible
Testing with a LIMIT order gives the error that it's not allowed
E tastytrade.utils.TastytradeError: preflight_check_failure: One or more preflight checks failed
E illegal_buy_and_sell_on_same_symbol: Cannot buy and sell against the same symbol.
Using a MARKET order is possible, but only during market hours, and will buy the stock
To test the OCO you need to have the stock
I tested it with buying stock and it works. However, buying in automated testing is not ideal for obvious reasons
I need to test cancelling orders, because that I might have overseen.

Graeme22 · 2023-11-28T18:17:00Z

It seems impossible to test the complex orders.

Testing in the certification environment is not possible

Testing with a LIMIT order gives the error that it's not allowed
E tastytrade.utils.TastytradeError: preflight_check_failure: One or more preflight checks failed
E illegal_buy_and_sell_on_same_symbol: Cannot buy and sell against the same symbol.

Using a MARKET order is possible, but only during market hours, and will buy the stock

To test the OCO you need to have the stock

I tested it with buying stock and it works. However, buying in automated testing is not ideal for obvious reasons

I need to test cancelling orders, because that I might have overseen.

I was able to test successfully in a certification account!

Graeme22 · 2023-11-28T18:21:55Z

Thanks for this, I went ahead and merged! For a OCO order, you create a NewComplexOrder and pass in two NewOrders to the orders argument; for an OTOCO order, it's the same but you also add another NewOrder as the trigger_order argument, this makes it pretty straightforward.

Appreciate the contributions!

Quenos · 2023-11-28T18:24:38Z

You're most welcome. Always fun to contribute to this kind of projects.
Also good to know that it's running in the certification environment. Need to have a look where I went wrong.

kaidaniel82 · 2023-11-28T18:50:03Z

Hi Graeme,

i was trying several times using the certification account class. I was not able to place a simpel order. Could you pls provide a code snippet for this.

My API Sandbox account is up and running.

Graeme22 · 2023-11-28T19:22:36Z

Hi Graeme,

i was trying several times using the certification account class. I was not able to place a simpel order. Could you pls provide a code snippet for this.

My API Sandbox account is up and running.

Is the code example in #63 not working for you?

kaidaniel82 · 2023-11-28T19:38:21Z

The general usage of the certification class.

Graeme22 · 2023-11-28T19:42:22Z

The general usage of the certification class.

Just make a certification session, here's the docs on that: https://tastyworks-api.readthedocs.io/en/latest/sessions.html

kaidaniel82 · 2023-11-30T17:56:35Z

Its working as expected. I was running into an Issue because I never got filled due to using a realistic! market price on a symbol.

Sandbox Environment
The base url for all sandbox api endpoints is api.cert.tastyworks.com
The websocket url for account streamer updates is streamer.cert.tastyworks.com
Orders in the sandbox environment all remain within the sandbox system. They never go to a real market.
Orders statuses in the sandbox system are all determined by the order type and order price. The logic is as follows:
Market orders will be Live and never fill.
Day orders with a price <= $3 will fill immediately.
Day orders with a price between >= $3 will be Live and never fill.
You are logged in as xyz

Quenos mentioned this pull request Nov 27, 2023

Missing feature: Bracket Orders #63

Closed

Graeme22 requested changes Nov 27, 2023

View reviewed changes

Quenos and others added 6 commits November 27, 2023 18:10

Rebased to roll back changes

dd88001

Complex orders added

09b3428

update tests (#106)

f891ee8

* streamers use async context managers; prod session in testing * fix lint * Update CONTRIBUTING.md * no tests on main branch * update tests

Make additional market metrics optional (#105)

5b48f54

* Make market metrics optional * Enable manual workflow triggering

updated by fork

6a86faf

isorted

57d7b83

lint errors fixed

cb45c9c

add tests

dc339ef

Graeme22 approved these changes Nov 28, 2023

View reviewed changes

Graeme22 merged commit 77a0fc5 into tastyware:master Nov 28, 2023
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Complex orders #107

Complex orders #107

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Complex orders #107

Complex orders #107

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Quenos commented Nov 27, 2023 • edited by Graeme22 Loading

Description

Related issue(s)

Pre-merge checklist

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