5259e6e039
New independent trading daemon (oanda_daemon.py) that places orders on an Oanda v20 practice account instead of sending Telegram alerts. Oanda-only market data (oanda_provider.py, mid candles + real bid/ask spread) through the unchanged signal pipeline; order execution and trade management via oanda_executor.py (raw requests, no new deps). Book parity with the backtester: no broker-side TP (exits = SL/TRAIL/ TIMEOUT only), bar-close-only trail ratchet with each closed bar processed exactly once, 5-bar per-TF entry cooldown, structural SL from the setup. Accepted divergence: one position total (skipped signals logged for book reconciliation). Safety/ops: fail-fast boot on rejected credentials (transient outages continue), market orders never retried (double-fill risk), entry lock against aligned-boundary races, restart recovery + adoption via oanda_state.json, hourly heartbeat, asyncio exception handler, every failure path logged. Prices formatted at instrument precision. Config: env OANDA_* -> config.json "oanda" section (validated in app_config). Tests: Module 15 (30 tests), suite 240 green. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01VUnCqjWBuvKRSjLwHeB9BJ
213 lines
8.5 KiB
Python
213 lines
8.5 KiB
Python
"""
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ForexBot2 — Oanda v20 Order Executor
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======================================
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Handles all Oanda account operations: market orders, trade queries,
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SL/TP modification, and trade closure. Uses raw ``requests`` against
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the Oanda v20 REST API — no extra dependencies.
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"""
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import logging
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import time
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from typing import Dict, List, Optional
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import requests
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logger = logging.getLogger(__name__)
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class OandaAPIError(Exception):
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"""Raised when an Oanda API call fails."""
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def __init__(self, message: str, status_code: int = 0, body: str = ""):
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super().__init__(message)
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self.status_code = status_code
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self.body = body
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class OandaExecutor:
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"""Oanda v20 order execution and trade management."""
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MAX_RETRIES = 1
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RETRY_DELAY = 2.0
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def __init__(
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self,
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account_id: str,
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api_token: str,
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base_url: str = "https://api-fxpractice.oanda.com",
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lot_size: int = 1,
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price_precision: int = 2,
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):
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self._account_id = account_id
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self._base_url = base_url.rstrip("/")
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self._lot_size = lot_size
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self._price_precision = price_precision
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self._session = requests.Session()
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self._session.headers.update({
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"Authorization": f"Bearer {api_token}",
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"Accept-Datetime-Format": "RFC3339",
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"Content-Type": "application/json",
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})
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# ── Order Placement ────────────────────────────────────────────
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def place_market_order(
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self,
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instrument: str,
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direction: str,
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stop_loss: float,
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take_profit: Optional[float] = None,
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units: Optional[int] = None,
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) -> Dict:
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if units is None:
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units = self._lot_size
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signed_units = str(units) if direction.upper() == "BUY" else str(-units)
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order_body = {
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"order": {
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"type": "MARKET",
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"instrument": instrument,
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"units": signed_units,
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"timeInForce": "FOK",
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"stopLossOnFill": {
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"price": self._fmt_price(stop_loss),
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},
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}
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}
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if take_profit is not None:
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order_body["order"]["takeProfitOnFill"] = {
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"price": self._fmt_price(take_profit),
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}
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url = f"{self._base_url}/v3/accounts/{self._account_id}/orders"
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# Never retry order placement: a timeout after the server already
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# filled would open a SECOND position on retry. Fail loudly instead;
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# the next candle boundary re-evaluates.
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resp = self._request_with_retry("POST", url, json=order_body, retries=0)
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data = self._parse_json(resp)
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fill_tx = data.get("orderFillTransaction")
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if fill_tx:
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trade_id = fill_tx.get("tradeOpened", {}).get("tradeID", "unknown")
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fill_price = float(fill_tx.get("price", 0))
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logger.info(
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"ORDER FILLED: %s %s %s units @ %.2f — trade %s, SL %.2f%s",
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direction.upper(), instrument, signed_units, fill_price,
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trade_id, stop_loss,
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f", TP {take_profit:.2f}" if take_profit else "")
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else:
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cancel_tx = data.get("orderCancelTransaction", {})
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reason = cancel_tx.get("reason", "unknown")
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logger.warning(
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"ORDER NOT FILLED: %s %s — reason: %s",
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direction.upper(), instrument, reason)
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return data
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# ── Trade Queries ──────────────────────────────────────────────
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def get_open_trades(self, instrument: Optional[str] = None) -> List[Dict]:
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url = f"{self._base_url}/v3/accounts/{self._account_id}/openTrades"
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resp = self._request_with_retry("GET", url)
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trades = self._parse_json(resp).get("trades", [])
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if instrument:
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trades = [t for t in trades if t.get("instrument") == instrument]
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return trades
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def get_trade(self, trade_id: str) -> Dict:
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url = (f"{self._base_url}/v3/accounts/{self._account_id}"
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f"/trades/{trade_id}")
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resp = self._request_with_retry("GET", url)
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return self._parse_json(resp).get("trade", {})
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def get_account_summary(self) -> Dict:
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url = f"{self._base_url}/v3/accounts/{self._account_id}/summary"
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resp = self._request_with_retry("GET", url)
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account = self._parse_json(resp).get("account", {})
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logger.info(
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"Account: balance=%.2f, NAV=%.2f, unrealizedPL=%.2f, openTrades=%s",
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float(account.get("balance", 0)),
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float(account.get("NAV", 0)),
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float(account.get("unrealizedPL", 0)),
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account.get("openTradeCount", 0))
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return account
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# ── Trade Modification ─────────────────────────────────────────
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def modify_trade_sl(self, trade_id: str, new_sl: float) -> Dict:
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url = (f"{self._base_url}/v3/accounts/{self._account_id}"
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f"/trades/{trade_id}/orders")
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body = {"stopLoss": {"price": self._fmt_price(new_sl)}}
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resp = self._request_with_retry("PUT", url, json=body)
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logger.info(
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"TRAIL UPDATE: trade %s — new SL %.2f", trade_id, new_sl)
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return self._parse_json(resp)
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def modify_trade_tp(self, trade_id: str, new_tp: float) -> Dict:
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url = (f"{self._base_url}/v3/accounts/{self._account_id}"
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f"/trades/{trade_id}/orders")
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body = {"takeProfit": {"price": self._fmt_price(new_tp)}}
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resp = self._request_with_retry("PUT", url, json=body)
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logger.info("TP UPDATE: trade %s — new TP %.2f", trade_id, new_tp)
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return self._parse_json(resp)
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def close_trade(self, trade_id: str) -> Dict:
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url = (f"{self._base_url}/v3/accounts/{self._account_id}"
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f"/trades/{trade_id}/close")
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resp = self._request_with_retry("PUT", url, json={"units": "ALL"})
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data = self._parse_json(resp)
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close_tx = data.get("orderFillTransaction", {})
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close_price = float(close_tx.get("price", 0))
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pl = float(close_tx.get("pl", 0))
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logger.info(
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"TRADE CLOSED: trade %s @ %.2f — PL %.2f",
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trade_id, close_price, pl)
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return data
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# ── Internals ──────────────────────────────────────────────────
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@staticmethod
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def _parse_json(resp: requests.Response) -> Dict:
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try:
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return resp.json()
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except ValueError as e:
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raise OandaAPIError(
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f"Oanda returned a non-JSON response (HTTP {resp.status_code})",
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resp.status_code, resp.text[:300]) from e
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def _fmt_price(self, price: float) -> str:
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# Oanda rejects prices with more decimals than the instrument's
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# displayPrecision (XAU_USD: sub-cent precision is invalid).
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return f"{price:.{self._price_precision}f}"
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def _request_with_retry(
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self, method: str, url: str, retries: Optional[int] = None, **kwargs
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) -> requests.Response:
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if retries is None:
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retries = self.MAX_RETRIES
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last_err = None
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for attempt in range(1 + retries):
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try:
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resp = self._session.request(method, url, timeout=15, **kwargs)
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if resp.status_code >= 500:
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raise OandaAPIError(
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f"Oanda server error {resp.status_code}",
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resp.status_code, resp.text)
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if resp.status_code >= 400:
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raise OandaAPIError(
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f"Oanda API error {resp.status_code}: {resp.text}",
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resp.status_code, resp.text)
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return resp
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except (requests.ConnectionError, requests.Timeout,
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OandaAPIError) as e:
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last_err = e
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if isinstance(e, OandaAPIError) and 400 <= e.status_code < 500:
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raise
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if attempt < retries:
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logger.warning(
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"Oanda request failed (attempt %d/%d): %s — retrying in %.0fs",
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attempt + 1, 1 + retries, e,
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self.RETRY_DELAY)
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time.sleep(self.RETRY_DELAY)
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raise OandaAPIError(f"Oanda request failed after retries: {last_err}")
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