51 lines
1.6 KiB
Python
51 lines
1.6 KiB
Python
from enum import Enum
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import requests
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# import aiohttp
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from cvttpy_tools.base import NamedObject
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from cvttpy_tools.config import Config
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from cvttpy_tools.logger import Log
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# ---
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from cvttpy_trading.trading.trading_instructions import TradingInstructions
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# ---
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from pairs_trading.lib.live.rest_client import RESTSender
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from pairs_trading.apps.pair_trader import PairTrader
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class TradingInstructionsSender(NamedObject):
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config_: Config
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sender_: RESTSender
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pairs_trader_: PairTrader
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class TradingInstType(str, Enum):
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TARGET_POSITION = "TARGET_POSITION"
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DIRECT_ORDER = "DIRECT_ORDER"
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MARKET_MAKING = "MARKET_MAKING"
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NONE = "NONE"
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def __init__(self, config: Config, pairs_trader: PairTrader) -> None:
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self.config_ = config
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base_url = self.config_.get_value("cvtt_base_url", default="")
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assert base_url
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self.sender_ = RESTSender(base_url=base_url)
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self.pairs_trader_ = pairs_trader
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self.book_id_ = self.pairs_trader_.book_id_
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assert self.book_id_, "book_id is required"
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self.strategy_id_ = config.get_value("strategy_id", "")
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assert self.strategy_id_, "strategy_id is required"
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async def send_trading_instructions(self, ti: TradingInstructions) -> None:
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Log.info(f"{self.fname()}: sending {ti=}")
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response: requests.Response = self.sender_.send_post(
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endpoint="trading_instructions", post_body=ti.to_dict()
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)
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if response.status_code not in (200, 201):
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Log.error(
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f"{self.fname()}: Received error: {response.status_code} - {response.text}"
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)
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