Files
ForexBot2/oanda_executor.py
T
Harwinder Sekhon c9829a2a67 audit: harden Oanda execution lifecycle (close-fill, netting, races, fail-closed config)
2026-08-04 Fable 5 QA audit, Batch A. All fixes are execution-robustness
only — no signal code touched (git diff scope: daemon/executor/tests).
Findings verified by runnable repros before fixing (h3 harness):

- close_trade: a 200 whose close order was created but NOT filled (e.g.
  MARKET_HALTED during the settlement pause) now raises instead of
  returning; the daemon's timeout path keeps tracking and retries. The
  old path popped state and orphaned a live position forever
  (reconciliation was boot-only).
- place_market_order: positionFill=OPEN_ONLY — on a netting account an
  opposite-side order can no longer silently close an untracked
  position; the divergence surfaces as an order cancel.
- _execute_trade: a fill without tradeOpened (netting close/reduce) and
  any placement OandaAPIError (server may have filled before a network
  timeout) now trigger _reconcile_positions instead of silent return.
- _discover_existing_positions → lock-guarded _reconcile_positions,
  callable mid-run; adoption of a position with NO broker stop now
  screams (CRITICAL + per-bar warning) instead of computing sl=entry,
  risk=0 and silently never trailing.
- _manage_trailing: snapshot deep-copies per-trade dicts (no mutation of
  live state outside the lock); write-back skips trades popped by
  _check_closed_trades mid-iteration (no ghost resurrection).
- Fail-closed config: unknown OANDA_QUALITY_GATE refuses to start
  (previously a typo silently became the most permissive gate "C");
  non-integer OANDA_LOT_SIZE/MAX_HOLD_BARS exit with a clear message.

Suite: 302 → 312 tests (Module 21), all green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
2026-08-04 19:46:37 -04:00

231 lines
9.6 KiB
Python

"""
ForexBot2 — Oanda v20 Order Executor
======================================
Handles all Oanda account operations: market orders, trade queries,
SL/TP modification, and trade closure. Uses raw ``requests`` against
the Oanda v20 REST API — no extra dependencies.
"""
import logging
import time
from typing import Dict, List, Optional
import requests
logger = logging.getLogger(__name__)
class OandaAPIError(Exception):
"""Raised when an Oanda API call fails."""
def __init__(self, message: str, status_code: int = 0, body: str = ""):
super().__init__(message)
self.status_code = status_code
self.body = body
class OandaExecutor:
"""Oanda v20 order execution and trade management."""
MAX_RETRIES = 1
RETRY_DELAY = 2.0
def __init__(
self,
account_id: str,
api_token: str,
base_url: str = "https://api-fxpractice.oanda.com",
lot_size: int = 1,
price_precision: int = 2,
):
self._account_id = account_id
self._base_url = base_url.rstrip("/")
self._lot_size = lot_size
self._price_precision = price_precision
self._session = requests.Session()
self._session.headers.update({
"Authorization": f"Bearer {api_token}",
"Accept-Datetime-Format": "RFC3339",
"Content-Type": "application/json",
})
# ── Order Placement ────────────────────────────────────────────
def place_market_order(
self,
instrument: str,
direction: str,
stop_loss: float,
take_profit: Optional[float] = None,
units: Optional[int] = None,
) -> Dict:
if units is None:
units = self._lot_size
signed_units = str(units) if direction.upper() == "BUY" else str(-units)
order_body = {
"order": {
"type": "MARKET",
"instrument": instrument,
"units": signed_units,
"timeInForce": "FOK",
# The book model is one position total; on a netting
# account an opposite-side order would silently CLOSE an
# existing (possibly untracked) position instead of opening
# the signal trade. OPEN_ONLY makes that case fail loudly
# (order cancelled) so the divergence surfaces instead of
# executing an unintended close.
"positionFill": "OPEN_ONLY",
"stopLossOnFill": {
"price": self._fmt_price(stop_loss),
},
}
}
if take_profit is not None:
order_body["order"]["takeProfitOnFill"] = {
"price": self._fmt_price(take_profit),
}
url = f"{self._base_url}/v3/accounts/{self._account_id}/orders"
# Never retry order placement: a timeout after the server already
# filled would open a SECOND position on retry. Fail loudly instead;
# the next candle boundary re-evaluates.
resp = self._request_with_retry("POST", url, json=order_body, retries=0)
data = self._parse_json(resp)
fill_tx = data.get("orderFillTransaction")
if fill_tx:
trade_id = fill_tx.get("tradeOpened", {}).get("tradeID", "unknown")
fill_price = float(fill_tx.get("price", 0))
logger.info(
"ORDER FILLED: %s %s %s units @ %.2f — trade %s, SL %.2f%s",
direction.upper(), instrument, signed_units, fill_price,
trade_id, stop_loss,
f", TP {take_profit:.2f}" if take_profit else "")
else:
cancel_tx = data.get("orderCancelTransaction", {})
reason = cancel_tx.get("reason", "unknown")
logger.warning(
"ORDER NOT FILLED: %s %s — reason: %s",
direction.upper(), instrument, reason)
return data
# ── Trade Queries ──────────────────────────────────────────────
def get_open_trades(self, instrument: Optional[str] = None) -> List[Dict]:
url = f"{self._base_url}/v3/accounts/{self._account_id}/openTrades"
resp = self._request_with_retry("GET", url)
trades = self._parse_json(resp).get("trades", [])
if instrument:
trades = [t for t in trades if t.get("instrument") == instrument]
return trades
def get_trade(self, trade_id: str) -> Dict:
url = (f"{self._base_url}/v3/accounts/{self._account_id}"
f"/trades/{trade_id}")
resp = self._request_with_retry("GET", url)
return self._parse_json(resp).get("trade", {})
def get_account_summary(self) -> Dict:
url = f"{self._base_url}/v3/accounts/{self._account_id}/summary"
resp = self._request_with_retry("GET", url)
account = self._parse_json(resp).get("account", {})
logger.info(
"Account: balance=%.2f, NAV=%.2f, unrealizedPL=%.2f, openTrades=%s",
float(account.get("balance", 0)),
float(account.get("NAV", 0)),
float(account.get("unrealizedPL", 0)),
account.get("openTradeCount", 0))
return account
# ── Trade Modification ─────────────────────────────────────────
def modify_trade_sl(self, trade_id: str, new_sl: float) -> Dict:
url = (f"{self._base_url}/v3/accounts/{self._account_id}"
f"/trades/{trade_id}/orders")
body = {"stopLoss": {"price": self._fmt_price(new_sl)}}
resp = self._request_with_retry("PUT", url, json=body)
logger.info(
"TRAIL UPDATE: trade %s — new SL %.2f", trade_id, new_sl)
return self._parse_json(resp)
def modify_trade_tp(self, trade_id: str, new_tp: float) -> Dict:
url = (f"{self._base_url}/v3/accounts/{self._account_id}"
f"/trades/{trade_id}/orders")
body = {"takeProfit": {"price": self._fmt_price(new_tp)}}
resp = self._request_with_retry("PUT", url, json=body)
logger.info("TP UPDATE: trade %s — new TP %.2f", trade_id, new_tp)
return self._parse_json(resp)
def close_trade(self, trade_id: str) -> Dict:
url = (f"{self._base_url}/v3/accounts/{self._account_id}"
f"/trades/{trade_id}/close")
resp = self._request_with_retry("PUT", url, json={"units": "ALL"})
data = self._parse_json(resp)
close_tx = data.get("orderFillTransaction")
if not close_tx:
# A 200 whose close order was created but NOT filled (e.g.
# cancelled with MARKET_HALTED during the settlement pause)
# means the position is STILL OPEN. Raising keeps the caller
# tracking it and retrying — silently returning here would
# orphan a live position.
reason = data.get("orderCancelTransaction", {}).get(
"reason", "no orderFillTransaction in response")
raise OandaAPIError(
f"Close of trade {trade_id} did not fill: {reason}",
resp.status_code, str(data)[:300])
close_price = float(close_tx.get("price", 0))
pl = float(close_tx.get("pl", 0))
logger.info(
"TRADE CLOSED: trade %s @ %.2f — PL %.2f",
trade_id, close_price, pl)
return data
# ── Internals ──────────────────────────────────────────────────
@staticmethod
def _parse_json(resp: requests.Response) -> Dict:
try:
return resp.json()
except ValueError as e:
raise OandaAPIError(
f"Oanda returned a non-JSON response (HTTP {resp.status_code})",
resp.status_code, resp.text[:300]) from e
def _fmt_price(self, price: float) -> str:
# Oanda rejects prices with more decimals than the instrument's
# displayPrecision (XAU_USD: sub-cent precision is invalid).
return f"{price:.{self._price_precision}f}"
def _request_with_retry(
self, method: str, url: str, retries: Optional[int] = None, **kwargs
) -> requests.Response:
if retries is None:
retries = self.MAX_RETRIES
last_err = None
for attempt in range(1 + retries):
try:
resp = self._session.request(method, url, timeout=15, **kwargs)
if resp.status_code >= 500:
raise OandaAPIError(
f"Oanda server error {resp.status_code}",
resp.status_code, resp.text)
if resp.status_code >= 400:
raise OandaAPIError(
f"Oanda API error {resp.status_code}: {resp.text}",
resp.status_code, resp.text)
return resp
except (requests.ConnectionError, requests.Timeout,
OandaAPIError) as e:
last_err = e
if isinstance(e, OandaAPIError) and 400 <= e.status_code < 500:
raise
if attempt < retries:
logger.warning(
"Oanda request failed (attempt %d/%d): %s — retrying in %.0fs",
attempt + 1, 1 + retries, e,
self.RETRY_DELAY)
time.sleep(self.RETRY_DELAY)
raise OandaAPIError(f"Oanda request failed after retries: {last_err}")