diff --git a/Base/Conditional.oanda b/Base/Conditional.oanda
index 5cf616f..2b19dd0 100755
--- a/Base/Conditional.oanda
+++ b/Base/Conditional.oanda
@@ -75,7 +75,7 @@ def GetOrderID(res):
# Calculate Price
-def CalculatePriceExit(order,ts,dir,price):
+def CalculatePriceExit(order,ts,dir,price,onePip):
# Figure out TakeProfit or Stoploss
if ts=='TakeProfit':
if '%' in order[ts]:
@@ -86,9 +86,9 @@ def CalculatePriceExit(order,ts,dir,price):
# Pips
elif 'p' in order[ts].lower():
if dir=='long':
- val=price+(float(order[ts].lower().replace('p','').strip())*0.0001)
+ val=price+(float(order[ts].lower().replace('p','').strip())*onePip)
else:
- val=price-(float(order[ts].lower().replace('p','').strip())*0.0001)
+ val=price-(float(order[ts].lower().replace('p','').strip())*onePip)
else:
val=float(order[ts])
elif ts=='StopLoss':
@@ -100,9 +100,9 @@ def CalculatePriceExit(order,ts,dir,price):
# Pips
elif 'p' in order[ts].lower():
if dir=='long':
- val=price-(float(order[ts].lower().replace('p','').strip())*0.0001)
+ val=price-(float(order[ts].lower().replace('p','').strip())*onePip)
else:
- val=price+(float(order[ts].lower().replace('p','').strip())*0.0001)
+ val=price+(float(order[ts].lower().replace('p','').strip())*onePip)
else:
val=float(order[ts])
@@ -199,11 +199,11 @@ def main():
if 'TakeProfit' not in relay.Order:
relay.Order['TakeProfit']='10p'
# Calculate Take Profit
- tp=round(CalculatePriceExit(relay.Order,'TakeProfit',dir,price),5)
+ tp=round(CalculatePriceExit(relay.Order,'TakeProfit',dir,price,relay.Broker.onePip),5)
# Figure out StopLoss, if there is one
if 'StopLoss' in relay.Order:
- sl=round(CalculatePriceExit(relay.Order,'StopLoss',dir,price),5)
+ sl=round(CalculatePriceExit(relay.Order,'StopLoss',dir,price,relay.Broker.onePip),5)
# find trade open time
parts=orderDetail[0]['time'].split('.')
diff --git a/Base/JackrabbitLocker b/Base/JackrabbitLocker
index 4eac076..1b4fe66 100755
--- a/Base/JackrabbitLocker
+++ b/Base/JackrabbitLocker
@@ -28,7 +28,7 @@ import json
import JRRsupport
-Version="0.0.0.1.455"
+Version="0.0.0.1.460"
BaseDirectory='/home/JackrabbitRelay2/Base'
ConfigDirectory='/home/JackrabbitRelay2/Config'
LogDirectory="/home/JackrabbitRelay2/Logs"
diff --git a/Base/JackrabbitOliverTwist b/Base/JackrabbitOliverTwist
index bd44a8d..1942be9 100755
--- a/Base/JackrabbitOliverTwist
+++ b/Base/JackrabbitOliverTwist
@@ -38,7 +38,7 @@ import subprocess
import JRRsupport
import JackrabbitRelay as JRR
-Version="0.0.0.1.455"
+Version="0.0.0.1.460"
BaseDirectory='/home/JackrabbitRelay2/Base'
DataDirectory='/home/JackrabbitRelay2/Data'
ConfigDirectory='/home/JackrabbitRelay2/Config'
diff --git a/Base/JackrabbitRelay b/Base/JackrabbitRelay
index 96ea918..39d20e8 100755
--- a/Base/JackrabbitRelay
+++ b/Base/JackrabbitRelay
@@ -16,7 +16,7 @@ import json
import JRRsupport
-Version="0.0.0.1.455"
+Version="0.0.0.1.460"
BaseDirectory='/home/JackrabbitRelay2/Base'
ConfigDirectory='/home/JackrabbitRelay2/Config'
LogDirectory="/home/JackrabbitRelay2/Logs"
diff --git a/Base/Library/JRRoanda.py b/Base/Library/JRRoanda.py
index e18626c..4e9ab56 100644
--- a/Base/Library/JRRoanda.py
+++ b/Base/Library/JRRoanda.py
@@ -68,6 +68,18 @@ def __init__(self,Exchange,Config,Active,DataDirectory=None):
self.Currency=None
self.Markets=self.GetMarkets()
+ self.onePip=None
+
+ # Set the value of one pip
+
+ def SetPipValue(self,asset):
+ # Value needed to calculate 1 pip for this pair
+ if self.onePip==None:
+ if abs(float(self.Markets[asset.replace('_','/')]['pipLocation']))==2:
+ self.onePip=0.01
+ else:
+ self.onePip=0.0001
+
# Handle the retry functionality and send the request to the broker.
def API(self,function,**kwargs):
@@ -169,6 +181,7 @@ def GetPositions(self,**kwargs):
for pos in self.Results['positions']:
asset=pos['instrument'].replace('_','/')
if symbol==asset:
+ self.SetPipValue(symbol)
if 'averagePrice' in pos['long']:
units=int(pos['long']['units'])
position=float(pos['long']['averagePrice'])*units
@@ -189,6 +202,7 @@ def GetOHLCV(self,**kwargs):
limit=str(kwargs.get('limit'))
params={"granularity":timeframe.upper(), "count":limit }
candles=[]
+ self.SetPipValue(symbol)
res=v20Instruments.InstrumentsCandles(instrument=symbol,params=params)
self.Results=self.API("GetOHLCV",request=res)
@@ -208,6 +222,7 @@ def GetOHLCV(self,**kwargs):
def GetTicker(self,**kwargs):
symbol=kwargs.get('symbol').replace('/','_')
params={"instruments":symbol }
+ self.SetPipValue(symbol)
res=v20Pricing.PricingInfo(accountID=self.AccountID,params=params)
self.Results=self.API("GetTicker",request=res)
@@ -230,6 +245,7 @@ def GetTicker(self,**kwargs):
def GetOrderBook(self,**kwargs):
symbol=kwargs.get('symbol').replace('/','_')
+ self.SetPipValue(symbol)
req=v20Instruments.InstrumentsOrderBook(instrument=symbol,params={})
self.Results=self.API("GetOrderBook",request=req,noError=True)
@@ -255,6 +271,7 @@ def GetOpenOrders(self,**kwargs):
if symbol==order['instrument']:
oList.append(order)
+ self.SetPipValue(symbol)
return oList
# As references in GetPosition, a position may consist of one or more actual
@@ -263,6 +280,7 @@ def GetOpenOrders(self,**kwargs):
def GetOpenTrades(self,**kwargs):
symbol=kwargs.get('symbol').replace('/','_')
params={"instrument":symbol }
+ self.SetPipValue(symbol)
req=v20Trades.TradesList(accountID=self.AccountID,params=params)
self.Results=self.API("GetOpenTrades",request=req)
@@ -420,6 +438,7 @@ def PlaceOrder(self,**kwargs):
def GetMinimum(self,**kwargs):
symbol=kwargs.get('symbol')
+ self.SetPipValue(symbol)
minimum=1
mincost=self.GetTicker(symbol=symbol)['Ask']
diff --git a/Base/Library/JackrabbitRelay.py b/Base/Library/JackrabbitRelay.py
index 680728f..9f37e24 100755
--- a/Base/Library/JackrabbitRelay.py
+++ b/Base/Library/JackrabbitRelay.py
@@ -104,7 +104,7 @@ def Success(self,f,s):
class JackrabbitRelay:
def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,secondary=None,NoIdentityVerification=False,Usage=None):
# All the default locations
- self.Version="0.0.0.1.455"
+ self.Version="0.0.0.1.460"
self.NOhtml='NO!NO!
'
self.BaseDirectory='/home/JackrabbitRelay2/Base'
self.ConfigDirectory='/home/JackrabbitRelay2/Config'
diff --git a/Base/OANDA-PlaceOrder b/Base/OANDA-PlaceOrder
index c45f60f..6dd6c9a 100755
--- a/Base/OANDA-PlaceOrder
+++ b/Base/OANDA-PlaceOrder
@@ -94,6 +94,33 @@ def GetTicket(relay,asset,tid,amount):
return amount
+# We don't want any order "over-stacking", unless Clustering is set to yes, so we
+# verify that an order isn't within range of anothwer order. Its a lazy way of
+# creating an "unbounded" grid.
+
+def AlreadyBought(relay,asset,price,pipDistance):
+ openTrades=relay.GetOpenTrades(symbol=asset)
+ roundedPrice=round(price,5)
+ for trade in openTrades:
+ buyPrice=round(float(trade['price']),5)
+ if roundedPrice>=(buyPrice-pipDistance) and roundedPrice<=(buyPrice+pipDistance):
+ return True
+ return False
+
+# Convert a percebtage of pips to a number
+
+def ConvertPctPips2Value(relay,str):
+ # Percentage
+ if '%' in str:
+ val=float(str.replace('%','').strip())/100
+ # Pips
+ elif 'p' in str.lower():
+ val=float(str.lower().replace('p','').strip())*relay.Broker.onePip
+ else:
+ val=float(str)
+
+ return val
+
###
### Main code base. Place order on exchange
###
@@ -213,6 +240,14 @@ def main():
else:
amount=-minimum
+ # Check if this payload has a deviation. If so, validate it.
+ # AlreadyBought(relay,asset,price,pipDistance)
+
+ if 'Deviation' in relay.Order:
+ devPips=ConvertPctPips2Value(relay,relay.Order['Deviation'])
+ if AlreadyBought(relay,relay.Order['Asset'],ticker['Bid'],devPips):
+ relay.JRLog.Error("Deviation", f"{relay.Order['Deviation']}: Required condition not met")
+
# Check and manage FIFO rule
if 'EnforceFIFO' in relay.Active or 'EnforceFIFO' in relay.Order:
if 'Step' in relay.Order:
diff --git a/Extras/CodeProofs/oandaOpenTrades b/Extras/CodeProofs/oandaOpenTrades
index 1abe8c1..5c29797 100755
--- a/Extras/CodeProofs/oandaOpenTrades
+++ b/Extras/CodeProofs/oandaOpenTrades
@@ -27,6 +27,7 @@ oo=relay.GetOpenTrades(symbol=asset)
tpnl=0
for o in oo:
+ print(o)
iu=int(o['currentUnits'])
price=float(o['price'])
upl=float(o['unrealizedPL'])