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Merge pull request jmfernandes#178 from vvksh/add-trailing-buy-sell
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Add trailing stop buy and sell feature
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@jmfernandes
jmfernandes authored Nov 13, 2020
2 parents 0adb8a4 + 722f32e commit 06bd919
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Showing 2 changed files with 89 additions and 63 deletions.
2 changes: 2 additions & 0 deletions robin_stocks/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -101,12 +101,14 @@
order_buy_limit, \
order_buy_stop_loss, \
order_buy_stop_limit, \
order_buy_trailing_stop, \
order_sell_market, \
order_sell_fractional_by_quantity, \
order_sell_fractional_by_price, \
order_sell_limit, \
order_sell_stop_loss, \
order_sell_stop_limit, \
order_sell_trailing_stop, \
order_buy_option_stop_limit, \
order_sell_option_stop_limit, \
order_buy_option_limit, \
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150 changes: 87 additions & 63 deletions robin_stocks/orders.py
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Original file line number Diff line number Diff line change
Expand Up @@ -605,69 +605,9 @@ def order_buy_stop_limit(symbol, quantity, limitPrice, stopPrice, timeInForce='g

return(data)

# @helper.login_required
# def order_buy_trailing_stop(symbol, quantity, trailAmount, trailType='percentage', timeInForce='gtc', extendedHours=False):
# """Submits a stop order to be turned into a limit order once a certain stop price is reached.
#
# :returns: Dictionary that contains information regarding the purchase of stocks, \
# such as the order id, the state of order (queued, confired, filled, failed, canceled, etc.), \
# the price, and the quantity.
#
# """
# try:
# symbol = symbol.upper().strip()
# trailAmount = float(trailAmount)
# except AttributeError as message:
# print(message)
# return None
#
# stock_price = helper.round_price(stocks.get_latest_price(symbol, extendedHours)[0])
# percentage = 0
#
# print('stock price is ', stock_price)
#
# try:
# if trailType == 'amount':
# stopPrice = stock_price + trailAmount
# else:
# stopPrice = stock_price + (stock_price * trailAmount * 0.01)
# percentage = trailAmount
# except Exception as e:
# print('ERROR: {}'.format(e))
# stopPrice = 0
#
# stopPrice = helper.round_price(stopPrice)
# print('percentage is ', percentage)
# print('stop price is ', stopPrice)
#
# payload = {
# 'account': profiles.load_account_profile(info='url'),
# 'instrument': stocks.get_instruments_by_symbols(symbol, info='url')[0],
# 'symbol': symbol,
# 'price': stock_price,
# 'quantity': quantity,
# 'ref_id': str(uuid4()),
# 'type': 'market',
# 'stop_price': stopPrice,
# 'time_in_force': timeInForce,
# 'trigger': 'stop',
# 'side': 'buy',
# 'extended_hours': extendedHours
# }
#
# if trailType == 'amount':
# payload['trailing_peg'] = {'type': 'price', 'price': {'amount': trailAmount, 'currency_code': 'USD'}}
# else:
# payload['trailing_peg'] = {'type': 'percentage', 'percentage': str(percentage) }
#
# for item, key in payload.items():
# print(item, key)
#
# url = urls.orders()
# data = helper.request_post(url, payload)
#
# return(data)

@helper.login_required
def order_buy_trailing_stop(symbol, quantity, trailAmount, trailType='percentage', timeInForce='gtc', extendedHours=False):
return order_trailing_stop(symbol, quantity, "buy", trailAmount, trailType, timeInForce, extendedHours)

@helper.login_required
def order_sell_market(symbol, quantity, timeInForce='gtc', priceType='bid_price', extendedHours=False):
Expand Down Expand Up @@ -919,6 +859,90 @@ def order_sell_stop_loss(symbol, quantity, stopPrice, timeInForce='gtc', extende

return(data)

@helper.login_required
def order_sell_trailing_stop(symbol, quantity, trailAmount, trailType='percentage', timeInForce='gtc', extendedHours=False):
return order_trailing_stop(symbol, quantity, "sell", trailAmount, trailType, timeInForce, extendedHours)

@helper.login_required
def order_trailing_stop(symbol, quantity, side, trailAmount, trailType='percentage', timeInForce='gtc',
extendedHours=False):
"""Submits a trailing stop sell order to be turned into a market order when traling stop price reached.
:param symbol: The stock ticker of the stock to sell.
:type symbol: str
:param quantity: The number of stocks to sell.
:type quantity: int
:param side: buy or sell
:type side: str
:param trailAmount: how much to trail by; could be percentage or dollar value depending on trailType
:type trailAmount: float
:param trailType: could be "amount" or "percentage"
:type trailType: str
:param timeInForce: Changes how long the order will be in effect for. 'gtc' = good until cancelled. \
'gfd' = good for the day. 'ioc' = immediate or cancel. 'opg' execute at opening.
:type timeInForce: Optional[str]
:param extendedHours: Premium users only. Allows trading during extended hours. Should be true or false.
:type extendedHours: Optional[str]
:returns: Dictionary that contains information regarding the selling of stocks, \
such as the order id, the state of order (queued, confired, filled, failed, canceled, etc.), \
the price, and the quantity.
:returns: Dictionary that contains information regarding the purchase of stocks, \
such as the order id, the state of order (queued, confired, filled, failed, canceled, etc.), \
the price, and the quantity.
"""
try:
symbol = symbol.upper().strip()
trailAmount = float(trailAmount)
except AttributeError as message:
print(message)
return None

stock_price = helper.round_price(stocks.get_latest_price(symbol, extendedHours)[0])

# find stop price based on whether trailType is "amount" or "percentage" and whether its buy or sell
percentage = 0
try:
if trailType == 'amount':
margin = trailAmount
else:
margin = stock_price * trailAmount * 0.01
percentage = trailAmount
except Exception as e:
print('ERROR: {}'.format(e))
return None

stopPrice = stock_price + margin if side == "buy" else stock_price - margin
stopPrice = helper.round_price(stopPrice)

payload = {
'account': profiles.load_account_profile(info='url'),
'instrument': stocks.get_instruments_by_symbols(symbol, info='url')[0],
'symbol': symbol,
'quantity': quantity,
'ref_id': str(uuid4()),
'type': 'market',
'stop_price': stopPrice,
'time_in_force': timeInForce,
'trigger': 'stop',
'side': side,
'extended_hours': extendedHours
}

if side == "buy":
# price should be greater than stopPrice, adding a 5% threshold
payload['price'] = helper.round_price(stopPrice * 1.05)

if trailType == 'amount':
payload['trailing_peg'] = {'type': 'price', 'price': {'amount': trailAmount, 'currency_code': 'USD'}}
else:
payload['trailing_peg'] = {'type': 'percentage', 'percentage': str(percentage)}

url = urls.orders()
data = helper.request_post(url, payload, json=True)

return (data)

@helper.login_required
def order_sell_stop_limit(symbol, quantity, limitPrice, stopPrice, timeInForce='gtc', extendedHours=False):
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