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Mastering Python for Finance - Second Edition
book

Mastering Python for Finance - Second Edition

by James Ma Weiming
April 2019
Intermediate to advanced
426 pages
11h 13m
English
Packt Publishing
Content preview from Mastering Python for Finance - Second Edition

Implementing the method for sending market orders

Add the following send_market_order() method in the OandaBroker class, which will send a market order to your broker:

def send_market_order(self, symbol, quantity, is_buy):
    response = self.api.order.market(
        self.accountid,
        units=abs(quantity) * (1 if is_buy else -1),
        instrument=symbol,
        type='MARKET',
    )
    if response.status != 201:
        self.on_order_event(symbol, quantity, is_buy, None, 'NOT_FILLED')
        return

    body = response.body    if 'orderCancelTransaction' in body:        self.on_order_event(symbol, quantity, is_buy, None, 'NOT_FILLED')        return    transaction_id = body.get('lastTransactionID', None)     self.on_order_event(symbol, quantity, is_buy, transaction_id, 'FILLED')

When the market() method of the v20 ...

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Publisher Resources

ISBN: 9781789346466Supplemental Content