Add CLI command to create limit orders

The command allows creating a limit order for a given price (in EUR/MWh)
and quantity (in MW). The market side is derived from the sign of the
quantity. For now only delivery periods of 15 min and delivery area
codes in EUROPE_EIC format are supported.

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 +57,39 @@ 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)
+def create_order(
+    # pylint: disable=too-many-arguments
+    url: str,
+    key: str,
+    *,
+    start: datetime,
+    gid: int,
+    quantity: str,
+    price: str,
+    area: str,
+) -> None:
+    """Create an order."""
+    asyncio.run(
+        run_create_order(
+            url=url,
+            key=key,
+            delivery_start=start,
+            gid=gid,
+            quantity_mw=quantity,
+            price_eur=price,
+            delivery_area=area,
+        )
+    )
+
+
 @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 +115,58 @@ 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_eur: str,
+    quantity_mw: str,
+) -> 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_eur: Price in EUR/MWh.
+        quantity_mw: Quantity in MW, positive for buy orders and negative for sell orders.
+    """
+    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)
+    delivery_period = DeliveryPeriod(
+        start=delivery_start,
+        duration=timedelta(minutes=15),
+    )
+    order_type = OrderType.LIMIT
+    price = Price(amount=Decimal(price_eur), currency=Currency.EUR)
+    del_area = DeliveryArea(
+        code=delivery_area, code_type=EnergyMarketCodeType.EUROPE_EIC
+    )
+
+    await client.create_gridpool_order(
+        gridpool_id=gid,
+        delivery_area=del_area,
+        delivery_period=delivery_period,
+        order_type=order_type,
+        side=side,
+        price=price,
+        quantity=quantity,
+    )
+
+
 def print_trade_header() -> None:
     """Print trade header in CSV format."""
     header = (