small changes to algo

Author: robcarver17

sysbrokers/IB/client/ib_orders_client.py

@@ -4,6 +4,7 @@
     LimitOrder as ibLimitOrder,
     Trade as ibTrade,
     Order as ibOrder,
+    StopOrder as ibStopOrder
 )
 
 from syscore.exceptions import missingContract
@@ -26,7 +27,7 @@
     snap_mkt_type,
     snap_mid_type,
     snap_prim_type,
-    adaptive_mkt_type,
+    adaptive_mkt_type, stop_loss_order_type,
 )
 
 from sysobjects.contracts import futuresContract
@@ -148,6 +149,9 @@ def _build_ib_order(
                 return missing_order
             else:
                 ib_order = ibLimitOrder(ib_BS_str, ib_qty, limit_price)
+        elif order_type == stop_loss_order_type:
+            ib_order =  ibStopOrder(ib_BS_str, ib_qty, limit_price)
+
         elif order_type is snap_mkt_type:
             ## auxPrice is the offset so this will submit an order buy at the best offer, etc
             ## Works like a market order but works for instruments with no streaming data

sysbrokers/IB/ib_orders.py

@@ -144,7 +144,7 @@ def get_list_of_broker_orders_with_account_id(
 
         :return: list of brokerOrder objects
         """
-        list_of_control_objects = self._get_list_of_broker_control_orders(
+        list_of_control_objects = self.get_list_of_broker_control_orders(
             account_id=account_id
         )
         order_list = [
@@ -158,7 +158,7 @@ def get_list_of_broker_orders_with_account_id(
     def _get_dict_of_broker_control_orders(
         self, account_id: str = arg_not_supplied
     ) -> dict:
-        control_order_list = self._get_list_of_broker_control_orders(
+        control_order_list = self.get_list_of_broker_control_orders(
             account_id=account_id
         )
         dict_of_control_orders = dict(
@@ -169,7 +169,7 @@ def _get_dict_of_broker_control_orders(
         )
         return dict_of_control_orders
 
-    def _get_list_of_broker_control_orders(
+    def get_list_of_broker_control_orders(
         self, account_id: str = arg_not_supplied
     ) -> list:
         """

sysexecution/algos/algo.py

@@ -12,7 +12,7 @@
     brokerOrderType,
     market_order_type,
     limit_order_type,
-    brokerOrder,
+    brokerOrder, stop_loss_order_type,
 )
 from sysexecution.tick_data import tickerObject
 from sysexecution.orders.contract_orders import contractOrder
@@ -105,7 +105,7 @@ def get_and_submit_broker_order_for_contract_order(
         ## We want to preserve these otherwise there is a danger they will dynamically change
         collected_prices = copy(collected_prices)
 
-        if order_type == limit_order_type:
+        if order_type == limit_order_type or order_type==stop_loss_order_type:
             limit_price = self.set_limit_price(
                 contract_order=contract_order,
                 collected_prices=collected_prices,
@@ -201,7 +201,6 @@ def set_limit_price(
         input_limit_price: float = None,
         limit_price_from: str = limit_price_from_input,
     ) -> float:
-        assert limit_price_from in sources_of_limit_price
 
         if limit_price_from == limit_price_from_input:
             assert input_limit_price is not None

sysexecution/algos/algo_limit_orders.py

@@ -1,5 +1,6 @@
 from sysexecution.algos.algo import Algo, limit_price_from_input, limit_order_type
 from sysexecution.order_stacks.broker_order_stack import orderWithControls
+from sysexecution.orders.broker_orders import stop_loss_order_type
 
 
 class algoLimit(Algo):
@@ -32,3 +33,28 @@ def manage_trade(
         self, broker_order_with_controls: orderWithControls
     ) -> orderWithControls:
         raise Exception("Limit order shouldn't be managed")
+
+
+
+
+class algoStopLoss(algoLimit):
+    """
+    Submit a limit order which is a stop loss
+    """
+
+    def submit_trade(self) -> orderWithControls:
+        contract_order = self.contract_order
+        self.data.log.debug(
+            "Submitting stop loss order for %s, limit price %f"
+            % (str(contract_order), contract_order.limit_price)
+        )
+        broker_order_with_controls = (
+            self.get_and_submit_broker_order_for_contract_order(
+                contract_order,
+                order_type=stop_loss_order_type,
+                input_limit_price=contract_order.limit_price,
+                limit_price_from=limit_price_from_input,
+            )
+        )
+
+        return broker_order_with_controls

sysexecution/orders/broker_orders.py

@@ -40,9 +40,10 @@ def allowed_types(self):
             "snap_mid",
             "snap_prim",
             "adaptive_mkt",
+            "stop_loss"
         ]
 
-
+stop_loss_order_type = brokerOrderType("stop loss")
 market_order_type = brokerOrderType("market")
 limit_order_type = brokerOrderType("limit")