Add CLI command to create limit orders

The command allows creating a limit order on a testing instance, which
is identified by containing the string "test" in its URL. The market
side is derived from the sign of the quantity. For now only delivery
area codes in EUROPE_EIC format are supported.

Signed-off-by: cwasicki <[email protected]>

fu create

Signed-off-by: cwasicki <[email protected]>

Author: cwasicki

src/frequenz/client/electricity_trading/cli/__main__.py

@@ -10,6 +10,9 @@
 import click
 
 from frequenz.client.electricity_trading.cli.day_ahead import list_day_ahead_prices
+from frequenz.client.electricity_trading.cli.etrading import (
+    create_order as run_create_order,
+)
 from frequenz.client.electricity_trading.cli.etrading import (
     list_orders as run_list_orders,
 )
@@ -54,6 +57,51 @@ def list_orders(url: str, key: str, *, start: datetime, gid: int) -> None:
     asyncio.run(run_list_orders(url=url, key=key, delivery_start=start, gid=gid))
 
 
+@cli.command()
+@click.option("--url", required=True, type=str)
+@click.option("--key", required=True, type=str)
+@click.option("--start", required=True, type=iso)
+@click.option("--gid", required=True, type=int)
+@click.option("--quantity", required=True, type=str)
+@click.option("--price", required=True, type=str)
+@click.option("--area", required=True, type=str)
+@click.option("--currency", default="EUR", type=str)
+@click.option("--duration", default=900, type=int)
+def create_order(
+    # pylint: disable=too-many-arguments
+    url: str,
+    key: str,
+    *,
+    start: datetime,
+    gid: int,
+    quantity: str,
+    price: str,
+    area: str,
+    currency: str,
+    duration: int,
+) -> None:
+    """Create an order.
+
+    This is only allowed in test instances.
+    """
+    if "test" not in url:
+        raise ValueError("Creating orders is only allowed in test instances.")
+
+    asyncio.run(
+        run_create_order(
+            url=url,
+            key=key,
+            delivery_start=start,
+            gid=gid,
+            quantity_mw=quantity,
+            price=price,
+            delivery_area=area,
+            currency=currency,
+            duration=timedelta(seconds=duration),
+        )
+    )
+
+
 @cli.command()
 @click.option("--entsoe-key", required=True, type=str)
 @click.option("--start", default=midnight(), type=iso)

src/frequenz/client/electricity_trading/cli/etrading.py

@@ -4,12 +4,20 @@
 """CLI tool to interact with the trading API."""
 
 from datetime import datetime, timedelta, timezone
+from decimal import Decimal
 from enum import Enum
 
 from frequenz.client.electricity_trading import (
     Client,
+    Currency,
+    DeliveryArea,
     DeliveryPeriod,
+    EnergyMarketCodeType,
+    MarketSide,
     OrderDetail,
+    OrderType,
+    Power,
+    Price,
     PublicTrade,
 )
 
@@ -107,6 +115,63 @@ async def list_orders(
         print_order(order)
 
 
+# pylint: disable=too-many-arguments
+async def create_order(
+    url: str,
+    key: str,
+    *,
+    gid: int,
+    delivery_start: datetime,
+    delivery_area: str,
+    price: str,
+    quantity_mw: str,
+    currency: str,
+    duration: timedelta,
+) -> None:
+    """Create a limit order for a given price (in EUR/MWh) and quantity (in MW).
+
+    The market side is determined by the sign of the quantity, positive for buy orders
+    and negative for sell orders. The delivery period is 15 minutes starting at
+    `delivery_start`. The delivery area code is expected to be in EUROPE_EIC format.
+
+    Args:
+        url: URL of the trading API.
+        key: API key.
+        gid: Gridpool ID.
+        delivery_start: Start of the delivery period.
+        delivery_area: Delivery area code.
+        price: Price of the order.
+        quantity_mw: Quantity in MW, positive for buy orders and negative for sell orders.
+        currency: Currency of the price.
+        duration: Duration of the delivery period.
+    """
+    client = Client(server_url=url, auth_key=key)
+
+    side = MarketSide.SELL if quantity_mw[0] == "-" else MarketSide.BUY
+    quantity = Power(mw=Decimal(quantity_mw.lstrip("-")))
+    check_delivery_start(delivery_start)
+    order = await client.create_gridpool_order(
+        gridpool_id=gid,
+        delivery_area=DeliveryArea(
+            code=delivery_area,
+            code_type=EnergyMarketCodeType.EUROPE_EIC,
+        ),
+        delivery_period=DeliveryPeriod(
+            start=delivery_start,
+            duration=duration,
+        ),
+        order_type=OrderType.LIMIT,
+        side=side,
+        price=Price(
+            amount=Decimal(price),
+            currency=Currency[currency],
+        ),
+        quantity=quantity,
+    )
+
+    print_order(order)
+
+
 def print_trade_header() -> None:
     """Print trade header in CSV format."""
     header = (