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letsberich/ig/forms.py

@@ -1,6 +1,6 @@
 from django import forms
 
-from letsberich.ig.models import Position
+from letsberich.ig.models import Position, Autotrade
 
 
 class OpenPositionForm(forms.ModelForm):
@@ -11,3 +11,13 @@ def __init__(self, *args, **kwargs):
     class Meta:
         model = Position
         exclude = ("created_by",)
+
+
+class AutoTradeForm(forms.ModelForm):
+
+    def __init__(self, *args, **kwargs):
+        super(AutoTradeForm, self).__init__(*args, **kwargs)
+
+    class Meta:
+        model = Autotrade
+        fields = ['status']

letsberich/ig/ig_services.py

@@ -141,15 +141,17 @@ def get_node_list(self, node_id) -> dict:
         else:
             raise IGServiceError
 
-    def get_prices(self):
-        # TODO
-
+    def get_instrument_characteristics(self, epic: str):
         self.get_token()
-
-        url = self._get_endpoint('PRICES').format('KA.D.VOD.CASH.IP')
-
+        url = self._get_endpoint('GET_INSTRUMENT_CHARACTERISTICS').format(epic)
         response = self._make_request(url, version='3')
 
+        if response.status_code < 300:
+            response_dict = json.loads(response.content.decode('utf-8'))
+            return response_dict
+        else:
+            raise IGServiceError
+
     def get_account_useful_data(self):
         self.get_token()
         url = self._get_endpoint('ACCOUNT_USEFUL_DATA')
@@ -222,6 +224,29 @@ def open_position_wrapper(self, payload: dict):
         open_position_data = self.open_position(deal_id)
         return open_position_data
 
+    def get_instrument_list(self) -> dict:
+        self.get_token()
+        url = self._get_endpoint('SPECIFIC_WATCHLIST').format('12047692') #weekend_watch is 12047692; pm_watchlist id is 11899563. ftse_watchlist is 11899563
+        response = self._make_request(url, version='1')
+
+        if response.status_code < 300:
+            response_dict = json.loads(response.content.decode('utf-8'))
+            return response_dict['markets']
+        raise IGServiceError("Error getting watchlist: {}".format(response.content))
+
+    def get_past_price(self, instrument: dict, data_points: int):
+        self.get_token()
+        url = self._get_endpoint('GET_HISTORICAL_PRICES').format(instrument['epic'], 'MINUTE', data_points)
+        response = self._make_request(url, version='2')
+
+        if response.status_code < 300:
+            response_dict = json.loads(response.content.decode('utf-8'))
+            return response_dict['prices']
+
+        raise IGServiceError("Error getting past price: {}".format(response.content))
+
+    def close_position_wrapper(self): #TODO
+        return 1
 
 def get_ig_api() -> IGService:
     return IGService()

letsberich/ig/models.py

@@ -41,3 +41,9 @@ class Position(models.Model):
     )
 
 
+class Autotrade(models.Model):
+    status = models.CharField(
+        max_length=7,
+        help_text="This activates the Auto Trade tool",
+        choices=(("ON", "TURN ON"), ("OFF", "TURN OFF"), ("STATUS", "STATUS")),
+    )

letsberich/ig/strategy.py

@@ -0,0 +1,126 @@
+from letsberich.ig.ig_services import get_ig_api
+from time import time, sleep
+import pandas as pd
+import numpy as np
+import random
+
+
+# This method manages strategy and returns strategy status
+class StrategyOne(object):
+
+    def __init__(self):
+        self.status = 'OFF'
+        self.account_statistics ={}
+        self.previous_position_meets_criteria = [{'epic': 'CS.D.BITCOIN.TODAY.IP', 'status': 'false'},
+                                                 {'epic': 'CS.D.LTCUSD.TODAY.IP', 'status': 'false'},
+                                                 {'epic': 'CS.D.BCHXBT.TODAY.IP', 'status': 'true'}]
+        self.position_meets_criteria = []
+        self.transaction_history = []
+
+    def get_status(self, status_request='CHECK'):
+        ig_api = get_ig_api()
+    # This starts monitoring and buys when signals are right
+
+        if status_request == 'ON':
+        # Firstly, select instrument of complete FTSE, DOW30 and S&P to trade automatically depending on parameters
+        # Need to find a way to keep the while loop running in the background so that we can stop it whenever we want
+            self.status = status_request
+            end_time = time() + 30
+            price_feed = []
+
+            while time() < end_time:
+                instrument_list = ig_api.get_instrument_list()
+
+                for instrument in instrument_list:
+                    price_feed_dict = {}
+                    price_feed_dict.update({'epic': instrument['epic']})
+                    price_feed_dict.update({'currentPrice': instrument['offer']})    # offer is buy price ['EPIC1': ] data_feed is a time series that contains all relevant data for the instrument_list
+                    parse_data = ig_api.get_past_price(instrument, data_points=200)  # time series containing past price data. For now we will get this from the API but it could be more efficient to have this info in our DB?
+                    parse_data_closePrice = [parse_data_element.get('closePrice').get('ask') for parse_data_element in parse_data]
+                    # import ipdb; ipdb.set_trace()
+                    # parse_data is a list and needs to be accessed element by element.
+                    price_feed_dict.update({'pastClosePrice': parse_data_closePrice})
+                    price_feed.append(price_feed_dict)
+
+                self.position_meets_criteria = self._strategy_200movingaverage(price_feed,
+                                                            self.previous_position_meets_criteria)    # position_meets_criteria will be a dict of boolean values with True=open trade or False=Close trade and EPIC
+
+                if self.previous_position_meets_criteria[0]['epic'] != "":  #skip if it iś initial iteration#
+
+                    for position in self.position_meets_criteria:
+                        #this for loop execute buy or sell depending on what strat is telling
+                        pos_st = position['status']
+                        prev_pos_st = next((element['status'] for element in self.previous_position_meets_criteria
+                                            if element['epic'] == position['epic']), None)
+                        instrument = ig_api.get_instrument_characteristics(position['epic'])
+
+                        if pos_st == 'true' and pos_st != prev_pos_st:
+                            data_for_position = {
+                                'currency_code': 'GBP',
+                                'deal_reference': 'TESTPos' + str(random.randint(1,100)),
+                                'direction': 'BUY',
+                                'epic': position['epic'],
+                                'expiry': 'DFB',
+                                'force_open': 'True',
+                                'guaranteed_stop': 'False',
+                                'order_type': 'MARKET',
+                                'size': '0.5',
+                                'stop_level': str(next((element['currentPrice'] for element in price_feed if element['epic']
+                                                   == position['epic'])) * 0.97)
+                                }
+                            open_position_details = ig_api.open_position_wrapper(data_for_position)
+                            self.transaction_history.append(open_position_details)
+
+                        if pos_st == 'false' and pos_st != prev_pos_st:
+                            closed_position_details = ig_api.close_position_wrapper(position['epic'])
+                            self.transaction_history.append(closed_position_details)
+
+                self.previous_position_meets_criteria = self.position_meets_criteria
+                sleep(10)
+            return {'transactions': self.transaction_history, 'status': self.status}
+
+        if status_request == 'OFF':
+        # This closes all positions and stops monitoring.
+            response_dict = ig_api.close_position_wrapper()
+            self.status = response_dict['status']
+            return {'transactions': self.transaction_history, 'status': self.status}
+
+        if status_request == 'CHECK':
+            response_dict = ig_api.get_account_useful_data()
+            return {'transactions': response_dict, 'status': self.status}
+
+    def _strategy_200movingaverage(self, price_feed: list, previous_position_meets_criteria: list):
+        # this method contains the strategy. I have split this from main method to facilitate changing or plugging in a different strategy
+        #
+        # /// HERE: code strategy that will come up with update list of boolean to decide whether to buy or sell.
+        # strategy example: Calculate average over past 100 prices and if current price in data_feed goes through
+        # downwards, then sell (boolean set to false). If goes through upwards, then buy (blooean set to true).
+        # Finally, return dict with boole to buy or sell/
+        position_meets_criteria = []
+
+        for instrument in price_feed:
+            pos_meet_cri_dict = {}
+            pos_meet_cri_dict.update({'epic': instrument['epic']})
+
+            past_data_feed_numpy = np.array(instrument['pastClosePrice'])
+            moving_avg_200 = np.sum(past_data_feed_numpy[1:200])/200  #pandas rolling method could do this
+            if previous_position_meets_criteria[0]['epic'] != '':
+                prev_pos_elem_status = next((element['status'] for element in previous_position_meets_criteria
+                                             if element['epic'] == instrument['epic']), None)
+                #prev_pos_elem_status = [element.get('epic', instrument['epic']).get('status') for element in previous_position_meets_criteria]
+            else:
+                prev_pos_elem_status = ''
+
+            if instrument['currentPrice'] >= moving_avg_200 and (prev_pos_elem_status != 'true' or prev_pos_elem_status != '' ):
+                pos_meet_cri_dict.update({'status': 'true'})
+                position_meets_criteria.append(pos_meet_cri_dict)
+
+            if instrument['currentPrice'] < moving_avg_200 and ( prev_pos_elem_status != 'false' or prev_pos_elem_status != '' ):
+                pos_meet_cri_dict.update({'status': 'false'})
+                position_meets_criteria.append(pos_meet_cri_dict)
+
+        return position_meets_criteria
+
+
+def get_strategy() -> StrategyOne:
+    return StrategyOne()

letsberich/ig/templates/ig/auto_trade_launch_interface.html

@@ -0,0 +1,73 @@
+{% extends 'ig/base.html' %}
+{% load crispy_forms_tags %}
+
+{% block title %}Operate Auto Trade Tool{% endblock %}
+
+{% block content %}
+    <div class="col-12 p-5">
+        <div>
+            {% if api_error %}
+                <div class="alert alert-danger" role="alert">
+                    {{ api_error }}
+                </div>
+            {% endif %}
+        </div>
+        <div class="row">
+            <a href="{% url 'start-auto-trade' %}">
+                <button type="submit" class="btn btn-success">Start Auto Trade</button>
+            </a>
+        </div>
+        <div class="row">
+            <a href="{% url 'pause-auto-trade' %}">
+                <button type="submit" class="btn btn-success">Pause Auto Trade</button>
+            </a>
+        </div>
+        <div class="row">
+            <a href="{% url 'status-auto-trade' %}">
+                <button type="submit" class="btn btn-success">Strategy Status</button>
+            </a>
+        </div>
+    </div>
+    <table style="border: 1px solid black">
+        <thead>
+            <tr>
+                <th>Status</th>
+            </tr>
+        </thead>
+        <tbody>
+            <tr>
+                <td>{{ status }}</td>
+            </tr>
+        </tbody>
+    </table>
+
+    <table style="border: 3px solid blue">
+        <thead>
+            <tr>
+                <th>Instrument</th>
+                <th>Epic</th>
+                <th>Size</th>
+                <th>Buy Price</th>
+                <th>Limit Level</th>
+                <th>Date</th>
+                <th>Deal ID (IG)</th>
+                <th>Deal Ref (ours)</th>
+
+            </tr>
+        </thead>
+        <tbody>
+            {% for transaction in transactions %}
+                <tr>
+                    <td>{{ transaction.market.instrumentName }}</td>
+                    <td>{{ transaction.market.epic }}</td>
+                    <td>{{ transaction.position.size }}</td>
+                    <td>{{ transaction.position.level }}</td>
+                    <td>{{ transaction.position.limitLevel }}</td>
+                    <td>{{ transaction.position.createdDate }}</td>
+                    <td>{{ transaction.position.dealId }}</td>
+                    <td>{{ transaction.position.dealReference }}</td>
+                </tr>
+            {% endfor %}
+        </tbody>
+    </table>
+{% endblock %}

letsberich/ig/templates/ig/ig_popular_markets.html

@@ -7,7 +7,7 @@
         {% if api_error %}
             <div>{{ api_error }}</div>
         {% endif %}
-        <form action="{% url 'ig-popular_markets' %}" method="post">
+        <form action="{% url 'ig-popular-markets' %}" method="post">
             {% csrf_token %}
             <button type="submit">Show Popular Markets</button>
         </form>

letsberich/ig/urls.py

@@ -22,5 +22,8 @@
         name='node-navigation'
     ),
     path('account_summary/', views.IGAccountSummary.as_view(), name='account-summary'),
-    path('open_position/', views.IGOpenPosition.as_view(), name='open-position')
+    path('open_position/', views.IGOpenPosition.as_view(), name='open-position'),
+    path('start_auto_trade/', views.IGAutoTradeStart.as_view(), name='start-auto-trade'),
+    path('pause_auto_trade/', views.IGAutoTradePause.as_view(), name='pause-auto-trade'),
+    path('status_auto_trade/', views.IGAutoTradeStatus.as_view(), name='status-auto-trade')
 ]

letsberich/ig/views.py

@@ -3,6 +3,7 @@
 
 from letsberich.ig.exceptions import IGServiceError
 from letsberich.ig.ig_services import get_ig_api
+from letsberich.ig.strategy import get_strategy
 
 from letsberich.ig.forms import OpenPositionForm
 
@@ -121,3 +122,33 @@ def post(self, request):
                 context['created_position_data'] = created_position_data
 
         return render(request, 'ig/open_position.html', context)
+
+
+class IGAutoTradeStart(generic.View):
+
+    def get(self, request):
+        day_strat = get_strategy()
+        context = {}
+        context['data'] = day_strat.get_status('ON')
+        return render(request, 'ig/auto_trade_launch_interface.html', {'transactions': context['data']['transactions'],
+                                                                       'status': context['data']['status']})
+
+class IGAutoTradePause(generic.View):
+
+    def get(self, request):
+        context = {}
+        day_strat = get_strategy()
+        context['data'] = day_strat.get_status('OFF')
+        return render(request, 'ig/auto_trade_launch_interface.html', {'transactions': context['data']['transactions'],
+                                                                       'status': context['data']['status']})
+
+
+class IGAutoTradeStatus(generic.View):
+    ig_api = get_ig_api()
+
+    def get(self, request):
+        context = {}
+        day_strat = get_strategy()
+        context['data'] = day_strat.get_status()
+        return render(request, 'ig/auto_trade_launch_interface.html', {'transactions': context['data']['transactions'],
+                                                                       'status': context['data']['status']})

letsberich/settings.py

@@ -143,7 +143,9 @@
         'ACCOUNT_USEFUL_DATA': '/positions',
         'CREATE_POSITION': '/positions/otc',
         'CONFIRM_POSITION': '/confirms/{}',
-        'OPEN_POSITION': '/positions/{}'
+        'OPEN_POSITION': '/positions/{}',
+        'GET_HISTORICAL_PRICES': '/prices/{}/{}/{}',
+        'GET_INSTRUMENT_CHARACTERISTICS': '/markets/{}'
     }
 }