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feat: iceberg & ttl orders support #60

Merged
merged 6 commits into from
Sep 13, 2023
Merged

feat: iceberg & ttl orders support #60

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dd7e06b
test: update mocks to 02d0831
bhumitattarde Feb 5, 2023
95a61db
feat: ttl & iceberg order support
bhumitattarde Feb 8, 2023
5684d7d
Merge branch 'main' into feat-iceberg-ttl-orders
bhumitattarde Feb 8, 2023
2c61814
fix: typo in a user constant
bhumitattarde Feb 8, 2023
862ff0f
Merge branch 'main' into feat-iceberg-ttl-orders
bhumitattarde Aug 29, 2023
c955877
Merge branch 'main' into feat-iceberg-ttl-orders
bhumitattarde Sep 13, 2023
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3 changes: 3 additions & 0 deletions include/kitepp/kite/order.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,9 @@ inline string kite::placeOrder(const placeOrderParams& params) {
utils::addParam(bodyParams, params.squareOff, "squareoff");
utils::addParam(bodyParams, params.stopLoss, "stoploss");
utils::addParam(bodyParams, params.trailingStopLoss, "trailing_stoploss");
utils::addParam(bodyParams, params.icebergLegs, "iceberg_legs");
utils::addParam(bodyParams, params.icebergQuantity, "iceberg_quantity");
utils::addParam(bodyParams, params.validityTtl, "validity_ttl");
utils::addParam(bodyParams, params.tag, "tag");

return callApi<string, utils::json::JsonObject, true>("order.place",
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11 changes: 10 additions & 1 deletion include/kitepp/responses/order.hpp
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Expand Up @@ -44,6 +44,10 @@ struct placeOrderParams {
GENERATE_FLUENT_METHOD(placeOrderParams, int, quantity, Quantity);
GENERATE_FLUENT_METHOD(
placeOrderParams, int, disclosedQuantity, DisclosedQuantity);
GENERATE_FLUENT_METHOD(placeOrderParams, int, validityTtl, ValidityTtl);
GENERATE_FLUENT_METHOD(placeOrderParams, int, icebergLegs, IcebergLegs);
GENERATE_FLUENT_METHOD(
placeOrderParams, int, icebergQuantity, IcebergQuantity);
GENERATE_FLUENT_METHOD(placeOrderParams, double, price, Price);
GENERATE_FLUENT_METHOD(
placeOrderParams, double, triggerPrice, TriggerPrice);
Expand All @@ -64,7 +68,10 @@ struct placeOrderParams {

int quantity;
std::optional<int> disclosedQuantity;
std::optional<int> price;
std::optional<int> validityTtl;
std::optional<int> icebergLegs;
std::optional<int> icebergQuantity;
std::optional<double> price;
std::optional<double> triggerPrice;
std::optional<double> squareOff;
std::optional<double> stopLoss;
Expand Down Expand Up @@ -135,6 +142,7 @@ struct order {
product = utils::json::get<string>(val, "product");
quantity = utils::json::get<int>(val, "quantity");
disclosedQuantity = utils::json::get<int>(val, "disclosed_quantity");
validityTtl = utils::json::get<int>(val, "validity_ttl");
price = utils::json::get<double>(val, "price");
triggerPrice = utils::json::get<double>(val, "trigger_price");
averagePrice = utils::json::get<double>(val, "average_price");
Expand All @@ -149,6 +157,7 @@ struct order {
int filledQuantity = -1;
int pendingQuantity = -1;
int cancelledQuantity = -1;
int validityTtl = -1;
double price = -1.0;
double triggerPrice = -1.0;
double averagePrice = -1.0;
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2 changes: 2 additions & 0 deletions include/kitepp/userconstants.hpp
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Expand Up @@ -55,6 +55,7 @@ const string VARIETY_REGULAR = "regular";
const string VARIETY_BO = "bo";
const string VARIETY_CO = "co";
const string VARIETY_AMO = "amo";
const string VERIETY_ICEBERG = "iceberg";
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This might be a typo

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Also, I think the commit (dd7e06b) is showing up so the branch might need to be rebased.

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Fixed the typo.

That commit is showing up because I had created this branch from previous PR branch (because I needed those changes here). It doesn't matter because I intend to squash the commits.


// Transaction type
const string TRANSACTION_TYPE_BUY = "BUY";
Expand All @@ -63,6 +64,7 @@ const string TRANSACTION_TYPE_SELL = "SELL";
// Validity
const string VALIDITY_DAY = "DAY";
const string VALIDITY_IOC = "IOC";
const string VALIDITY_TTL = "TTL";

// Exchanges
const string EXCHANGE_NSE = "NSE";
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33 changes: 33 additions & 0 deletions tests/unit/kite/order.cpp
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Expand Up @@ -183,6 +183,39 @@ TEST(kiteTest, ordersTest) {
EXPECT_EQ(order1.filledQuantity, 0);
EXPECT_EQ(order1.pendingQuantity, 1);
EXPECT_EQ(order1.cancelledQuantity, 1);
EXPECT_EQ(order1.validityTtl, 0);

const kc::order order4 = Orders[3];
EXPECT_EQ(order4.accountID, "");
EXPECT_EQ(order4.placedBy, "XXXXXX");
EXPECT_EQ(order4.orderID, "220524001859672");
EXPECT_EQ(order4.exchangeOrderID, "");
EXPECT_EQ(order4.parentOrderID, "");
EXPECT_EQ(order4.status, "REJECTED");
EXPECT_EQ(order4.statusMessage,
"Insufficient funds. Required margin is 95417.84 but available margin "
"is 74251.80. Check the orderbook for open orders.");
EXPECT_EQ(order4.orderTimestamp, "2022-05-24 12:26:52");
EXPECT_EQ(order4.exchangeUpdateTimestamp, "");
EXPECT_EQ(order4.exchangeTimestamp, "");
EXPECT_EQ(order4.rejectedBy, "");
EXPECT_EQ(order4.variety, "iceberg");
EXPECT_EQ(order4.exchange, "NSE");
EXPECT_EQ(order4.tradingsymbol, "SBIN");
EXPECT_EQ(order4.instrumentToken, 779521);
EXPECT_EQ(order4.orderType, "LIMIT");
EXPECT_EQ(order4.transactionType, "BUY");
EXPECT_EQ(order4.validity, "TTL");
EXPECT_EQ(order4.product, "CNC");
EXPECT_EQ(order4.quantity, 200);
EXPECT_EQ(order4.disclosedQuantity, 0);
EXPECT_DOUBLE_EQ(order4.price, 463);
EXPECT_DOUBLE_EQ(order4.triggerPrice, 0);
EXPECT_DOUBLE_EQ(order4.averagePrice, 0);
EXPECT_EQ(order4.filledQuantity, 0);
EXPECT_EQ(order4.pendingQuantity, 0);
EXPECT_EQ(order4.cancelledQuantity, 0);
EXPECT_EQ(order4.validityTtl, 2);
}

TEST(kiteTest, orderHistoryTest) {
Expand Down