package util import ( "errors" "git.beejay.kim/Gshopper/sentio" "math" ) func CreateOrder( m sentio.Market, s sentio.Strategy, t sentio.Side, probability *sentio.Probability, q map[string]sentio.Quote, sl map[string]float64, ) error { var ( symbol string account sentio.MarketAccount threshold float32 size uint ok bool err error ) if symbol, ok = s.PositionSymbols()[t]; !ok { return errors.New("`CreateOrder`: unknown Side for the current strategy") } // define threshold if threshold, ok = s.PositionProbabilities()[t]; !ok { return nil } // Prevent cases when order will be closed ASAP they were opened. // Also, Alpaca requires at least 0.01 gap against base_price if sentio.ToFixed(sl[symbol], 2) > sentio.ToFixed(q[symbol].BidPrice, 2)-0.01 { return sentio.ErrHighStoploss } if account, err = m.Account(); err != nil { return err } if account.GetCash() < q[symbol].BidPrice { return sentio.ErrTooSmallOrder } var ( stamp *sentio.Probability_Stamp next *sentio.Probability_Stamp ) if stamp, ok = probability.First(); !ok { return nil } if next, ok = probability.Next(1); !ok { return nil } if (sentio.LONG == t && stamp.Value > threshold && next.Value > threshold) || (sentio.SHORT == t && stamp.Value < threshold && next.Value < threshold) { // create a new order if size = uint(math.Floor(account.GetCash() * .8 / q[symbol].BidPrice)); size < 1 { return sentio.ErrTooSmallOrder } _, err = m.CreateOrder(symbol, size, sl[symbol]) return err } return nil } func CloseAllOrders(m sentio.Market, s sentio.Strategy) error { var ( symbols = Symbols(s) orders []sentio.Order err error ) if orders, err = m.Orders(sentio.OrderListCriteria{ Status: "open", Symbols: symbols, }); err != nil { return err } for i := range orders { if _, err = m.CloseOrder(orders[i]); err != nil { return err } } return nil }