Firetron's PlaceSpreadOrder
stableDescription
Creates a spread of orders.
Custom Command Dependencies:
None
Test Script:
if not Load('done', false) then
local currentPrice = CurrentPrice()[1]
-- Test Long Spread
Log('==================================================')
Log('Testing Long Spread, CurrentPrice: '..currentPrice)
Log('==================================================')
local p = {
amountList = {1, 2, 3},
direction = 'GoLong',
orderOptions = {
market = PriceMarket(),
type = NoTimeOutOrderType,
note = 'Long Spread',
},
priceList = {currentPrice, SubPercentage(currentPrice, 1), SubPercentage(currentPrice, 1)},
}
local longOrders = CC_PlaceSpreadOrder(p)
for i = 1, #longOrders do
Log('Long Order ID: '..longOrders[i])
end
-- Test Short Spread
Log('==================================================')
Log('Testing Short Spread, CurrentPrice: '..currentPrice)
Log('==================================================')
p.direction = 'GoShort'
p.orderOptions.note = 'Short Spread'
p.priceList = {currentPrice, AddPercentage(currentPrice, 1), AddPercentage(currentPrice, 1)}
local shortOrders = CC_PlaceSpreadOrder(p)
for i = 1, #shortOrders do
Log('Short Order ID: '..shortOrders[i])
end
Save('done', true)
end
HaasScript
-- ============================================================================
-- Firetron's PlaceSpreadOrder
--
-- Creates a spread of orders.
--
-- Custom Command Dependencies:
-- None
--
-- Discord: @FiretronP75
-- ============================================================================
-- ========================================================
-- Variables
-- ========================================================
-- ------------------------------------
-- Definition
-- ------------------------------------
local defaultValue
local description
local inputSuggestions
local isRequired
local name
local output
local outputSuggestions
local type
-- ------------------------------------
-- Parameter
-- ------------------------------------
local pAmountList
local pDirection
local pListDynamic
local pOrderOptions
local pPriceList
-- ========================================================
-- Command Definition
-- ========================================================
name = 'PlaceSpreadOrder'
description = 'Creates a spread of orders.'
DefineCommand(name, description)
-- ========================================================
-- Parameter Definition
-- ========================================================
type = ListDynamicType
name = 'listDynamic'
description = 'Set this to the ListDynamicType returned by InputPriceSpread. Will override all other parameters.'
isRequired = false
defaultValue = false
inputSuggestions = 'InputPriceSpread'
pListDynamic = DefineParameter(type, name, description, isRequired, defaultValue, inputSuggestions)
type = ListDynamicType
name = 'amountList'
description = 'List of amounts to use.'
isRequired = false
defaultValue = {1, 2, 3}
inputSuggestions = 'CC_GetAmountSpread'
pAmountList = DefineParameter(type, name, description, isRequired, defaultValue, inputSuggestions)
type = StringType
name = 'direction'
description = 'Buy, Sell, GoLong, ExitLong, GoShort, ExitShort.'
isRequired = false
defaultValue = 'Buy'
inputSuggestions = 'Input'
pDirection = DefineParameter(type, name, description, isRequired, defaultValue, inputSuggestions)
type = ListDynamicType
name = 'orderOptions'
description = 'Parameters to give each order, other than price and amount. See PlaceGoLongOrder or PlaceGoShortOrder for help.'
isRequired = false
defaultValue = {market = PriceMarket()}
inputSuggestions = ''
pOrderOptions = DefineParameter(type, name, description, isRequired, defaultValue, inputSuggestions)
type = ListDynamicType
name = 'priceList'
description = 'List of prices to use.'
isRequired = false
defaultValue = {1, 2, 3}
inputSuggestions = 'CC_GetPriceSpread'
pPriceList = DefineParameter(type, name, description, isRequired, defaultValue, inputSuggestions)
if not (pListDynamic == false) then
pAmountList = pListDynamic.amountList
pDirection = pListDynamic.direction
pOrderOptions = pListDynamic.orderOptions
pPriceList = pListDynamic.priceList
end
-- ========================================================
-- Functions
-- ========================================================
local PlaceOrder = function (orderPrice, orderAmount, orderOptions)
if pDirection == 'Buy' then
return PlaceBuyOrder(orderPrice, orderAmount, orderOptions)
elseif pDirection == 'Sell' then
return PlaceSellOrder(orderPrice, orderAmount, orderOptions)
elseif pDirection == 'GoLong' then
return PlaceGoLongOrder(orderPrice, orderAmount, orderOptions)
elseif pDirection == 'GoShort' then
return PlaceGoShortOrder(orderPrice, orderAmount, orderOptions)
elseif pDirection == 'ExitLong' then
return PlaceExitLongOrder(orderPrice, orderAmount, orderOptions)
elseif pDirection == 'ExitShort' then
return PlaceExitShortOrder(orderPrice, orderAmount, orderOptions)
else
LogError('CC_PlaceSpreadOrder has invalid direction parameter.')
end
end
-- ========================================================
-- Execution
-- ========================================================
output = {}
if not (#pAmountList == #pPriceList) then
LogError('CC_PlaceSpreadOrder amountList and priceList are not the same length.')
end
local orderOptions = {
market = pOrderOptions.market,
type = pOrderOptions.type,
note = pOrderOptions.note,
positionId = pOrderOptions.positionId,
timeout = pOrderOptions.timeout,
triggerPrice = pOrderOptions.triggerPrice,
}
for i = 1, #pAmountList do
local orderAmount = pAmountList[i]
local orderPrice = pPriceList[i]
local orderId = PlaceOrder(orderPrice, orderAmount, orderOptions)
output[i] = orderId
end
-- ========================================================
-- Output Definitions
-- ========================================================
description = 'List of Order IDs'
outputSuggestions = 'Order'
DefineOutput(ListDynamicType, output, description, outputSuggestions)0 Comments
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