1  
 2  const TradeResult = Union{Missing,Nothing,<:Trade,<:OrderError}
 3  
 4  @doc """ Selects an order type based on the strategy, order side, and position side
 5  
 6  $(TYPEDSIGNATURES)
 7  
 8  Selects an order type `os` based on the strategy `s` and the position side `p`. The order type is determined by the `ordertype` attribute of the strategy.
 9  """
10  function select_ordertype(s::Strategy, os::Type{<:OrderSide}, p::PositionSide=Long(); t=s.ordertype)
11      if p == Long()
12          if t == :market
13              MarketOrder{os}, t
14          elseif t == :ioc
15              IOCOrder{os}, t
16          elseif t == :fok
17              FOKOrder{os}, t
18          elseif t == :gtc
19              GTCOrder{os}, t
20          elseif t == :po
21              PostOnlyOrder{os}, t
22          else
23              error("Wrong order type $t")
24          end
25      else
26          if t == :market
27              ShortMarketOrder{os}, t
28          elseif t == :ioc
29              ShortIOCOrder{os}, t
30          elseif t == :fok
31              ShortFOKOrder{os}, t
32          elseif t == :gtc
33              ShortGTCOrder{os}, t
34          elseif t == :po
35              ShortPostOnlyOrder{os}, t
36          else
37              error("Wrong order type $t")
38          end
39      end
40  end
41  
42  function price_from_trades(ai)
43      h = trades(ai)
44      t = get(h, lastindex(h), missing)
45      if !ismissing(t)
46          t.price
47      else
48          missing
49      end
50  end
51  
52  @doc """ Select additional keyword arguments for `Buy` orders based on order type
53  
54  $(TYPEDSIGNATURES)
55  
56  Depending on the order type symbol, additional keyword arguments are selected to define order parameters like price. This method specifically handles the `Buy` side logic by adjusting price based on closing value.
57  """
58  function select_orderkwargs(otsym::Symbol, ::Type{Buy}, ai, ats; incr=(buy=1.02, sell=0.99))
59      price = @coalesce price_from_trades(ai) closeat(ai, ats)
60      if otsym in (:gtc, :po)
61          (; price=incr.buy * price)
62      else
63          (;)
64      end
65  end
66  
67  @doc """ Selects an order type based on the strategy, order side, and position side
68  
69  $(TYPEDSIGNATURES)
70  
71  Selects an order type `os` based on the strategy `s` and the position side `p`. The order type is determined by the `ordertype` attribute of the strategy.
72  """
73  function select_orderkwargs(otsym::Symbol, ::Type{Sell}, ai, ats; incr=(; buy=1.02, sell=0.99))
74      price = @coalesce price_from_trades(ai) closeat(ai, ats)
75      if otsym in (:gtc, :po)
76          (; price=incr.sell * price)
77      else
78          (;)
79      end
80  end
81  
82  @doc """ Checks if a trade was made recently
83  
84  $(TYPEDSIGNATURES)
85  
86  Checks if a trade was made recently by checking if the last trade time for the given asset instance is more recent than the current time frame. If no trades were made, it returns true.
87  """
88  function isrecenttrade(ai::AssetInstance, ats::DateTime, tf::TimeFrame; cd=tf)
89      ai_trades = trades(ai)
90      last_trade_date = isempty(ai_trades) ? DateTime(0) : ai_trades[end].date
91      if last_trade_date + cd > ats + tf
92          @debug "surge: skipping since recent trade" ai
93          true
94      else
95          false
96      end
97  end