[Modes] reduce_only chained orders when trading futures

Drakkar-Software · Dec 27, 2024 · c53e8d9 · c53e8d9
1 parent ef8fb8f
commit c53e8d9
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Showing 2 changed files with 10 additions and 4 deletions.
diff --git a/Trading/Mode/daily_trading_mode/daily_trading.py b/Trading/Mode/daily_trading_mode/daily_trading.py
@@ -499,6 +499,8 @@ async def _create_order(
         chained_orders = []
         is_long = current_order.side is trading_enums.TradeOrderSide.BUY
         exit_side = trading_enums.TradeOrderSide.SELL if is_long else trading_enums.TradeOrderSide.BUY
+        # tag chained orders as reduce_only when trading futures
+        reduce_only_chained_orders = self.exchange_manager.is_future
         if use_stop_loss_orders:
             if len(stop_loss_details) > 1:
                 self.logger.error(f"Multiple stop loss orders is not supported.")
@@ -509,7 +511,8 @@ async def _create_order(
                 )
             ) if (not stop_loss_details or stop_loss_details[0].price.is_nan()) else stop_loss_details[0].price
             param_update, chained_order = await self.register_chained_order(
-                current_order, stop_price, trading_enums.TraderOrderType.STOP_LOSS, exit_side, tag=tag
+                current_order, stop_price, trading_enums.TraderOrderType.STOP_LOSS, exit_side,
+                tag=tag, reduce_only=reduce_only_chained_orders
             )
             params.update(param_update)
             chained_orders.append(chained_order)
@@ -536,7 +539,7 @@ async def _create_order(
                 )
                 param_update, chained_order = await self.register_chained_order(
                     current_order, take_profit_price, order_type, exit_side,
-                    quantity=take_profits_detail.quantity, tag=tag
+                    quantity=take_profits_detail.quantity, tag=tag, reduce_only=reduce_only_chained_orders
                 )
                 params.update(param_update)
                 chained_orders.append(chained_order)

diff --git a/Trading/Mode/dca_trading_mode/dca_trading.py b/Trading/Mode/dca_trading_mode/dca_trading.py
@@ -367,14 +367,16 @@ async def _create_entry_with_chained_exit_orders(self, entry_order, entry_price,
             symbol_market
         )
         can_bundle_exit_orders = len(exit_quantities) == 1
+        reduce_only_chained_orders = self.exchange_manager.is_future
         for i, exit_quantity in exit_quantities:
             order_couple = []
             # stop loss
             if self.trading_mode.use_stop_loss:
                 stop_price = trading_personal_data.decimal_adapt_price(symbol_market, stop_price)
                 param_update, chained_order = await self.register_chained_order(
                     entry_order, stop_price, trading_enums.TraderOrderType.STOP_LOSS, exit_side,
-                    quantity=exit_quantity, allow_bundling=can_bundle_exit_orders
+                    quantity=exit_quantity, allow_bundling=can_bundle_exit_orders,
+                    reduce_only=reduce_only_chained_orders
                 )
                 params.update(param_update)
                 order_couple.append(chained_order)
@@ -399,7 +401,8 @@ async def _create_entry_with_chained_exit_orders(self, entry_order, entry_price,
                 )
                 param_update, chained_order = await self.register_chained_order(
                     entry_order, take_profit_price, take_profit_order_type, None,
-                    quantity=exit_quantity, allow_bundling=can_bundle_exit_orders
+                    quantity=exit_quantity, allow_bundling=can_bundle_exit_orders,
+                    reduce_only=reduce_only_chained_orders
                 )
                 params.update(param_update)
                 order_couple.append(chained_order)