8. The fxcmpy_order Class

This section introduces the fxcmpy_order class which is created by different operations.

In [1]:

import fxcmpy
import pandas as pd
import datetime as dt
con = fxcmpy.fxcmpy(config_file='fxcm.cfg')

The methods fxcmpy.create_entry_order(), fxcmpy.create_market_sell_order(), fxcmpy.create_market_buy_order() and fxcmpy.open_trade() return an instance of the fxcmpy_order class. Existing orders are stored in the attribute orders, canceled or executed orders are stored in the attribute old_orders, both as instance of the fxcmpy_order class.

8.1. Order Ids

In [2]:

order = con.create_entry_order(symbol='USD/JPY', is_buy=True,
                               amount=300, limit=112,
                               is_in_pips = False,
                               time_in_force='GTC', rate=110,
                               stop=None, trailing_step=None)

The ids of existing orders are returned by con.get_order_ids():

In [3]:

order_ids = con.get_order_ids()
print(order_ids)

[404809369]

The last order id:

In [4]:

order_id = order_ids[-1]

fxcmpy.orders is a dict object with the order ids as keys and the order object as value.

In [5]:

con.orders

Out[5]:

{404809369: <fxcmpy.fxcmpy_order.fxcmpy_order at 0x7ff2d5a52240>}

8.2. Order Objects

To get an existing order object, one can use con.get_order().

In [6]:

order = con.get_order(order_id)

In [7]:

print(order)

accountId:        2815291
accountName:      02815291
amountK:          300
buy:              110
currency:         USD/JPY
currencyPoint:    27.2726
isBuy:            True
isELSOrder:       False
isEntryOrder:     True
isLimitOrder:     True
isNetQuantity:    False
isStopOrder:      False
limit:            112
limitPegBaseType: -1
limitRate:        112
ocoBulkId:        0
orderId:          404809369
range:            0
sell:             0
status:           Waiting
stop:             0
stopMove:         0
stopPegBaseType:  -1
stopRate:         0
time:             2018-06-07 13:52:30.579000
timeInForce:      GTC
type:             LE

8.3. Get and Set

The fxcmpy_order class has get methods for all attributes, for example:

In [8]:

order.get_amount()

Out[8]:

300

In [9]:

order.get_isBuy()

Out[9]:

True

In [10]:

order.get_sell()

Out[10]:

0

Moreover, the class has set methods for the following attributes:

  • amount: set_amount()
  • limit: set_limit_rate()
  • range: set_range()
  • rate: set_rate()
  • stop: set_stop_rate()
  • trailing_step: set_trailing_step()
In [11]:

order.set_amount(600)

In [13]:

order.set_stop_rate(108, is_in_pips=False)

In [14]:

con.get_orders().T

Out[14]:
0
accountId 2815291
accountName 02815291
amountK 600
buy 110
currency USD/JPY
currencyPoint 54.5303
expireDate
isBuy True
isELSOrder False
isEntryOrder True
isLimitOrder True
isNetQuantity False
isStopOrder False
limit 0
limitPegBaseType -1
limitRate 112
ocoBulkId 0
orderId 404809369
range 0
ratePrecision 3
sell 0
status 1
stop 108
stopMove 0
stopPegBaseType -1
stopRate 108
t 3
time 06072018135425810
timeInForce GTC
tradeId 178168067
type LE

8.4. Status and Deletion

A fxcmpy_order object has its own delete method.

In [15]:

order.get_status()

Out[15]:

'Waiting'

In [16]:

order.delete()

In [17]:

order.get_status()

Out[17]:

'Canceled'

8.5. Canceled Orders

The canceled order can still be found in the old_orders attribute.

In [18]:

con.old_orders

Out[18]:

{404809369: <fxcmpy.fxcmpy_order.fxcmpy_order at 0x7ff2d5a52240>,
 404809502: <fxcmpy.fxcmpy_order.fxcmpy_order at 0x7ff2d5a52ac8>}

In [19]:

con.close()