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feat: Extend Order API with commission_type #462

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feat: Extend Order API with commission_type #462

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b554eb8
feat: Extend Order API with commission_type
matebudai May 27, 2024
42bb97c
fix additional assertions in tests
matebudai May 28, 2024
203f770
reqmock json matcher
matebudai May 28, 2024
efc9a61
integer values for bps
matebudai May 28, 2024
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11 changes: 11 additions & 0 deletions alpaca/broker/enums.py
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Original file line number Diff line number Diff line change
Expand Up @@ -426,3 +426,14 @@ class JournalStatus(str, Enum):
REFUSED = "refused"
CORRECT = "correct"
DELETED = "deleted"


class CommissionType(str, Enum):
"""
Represents the available ways of charging commission. This determines how
the value in the commission field is interpreted.
"""

NOTIONAL = "notional"
BPS = "bps"
QTY = "qty"
12 changes: 12 additions & 0 deletions alpaca/broker/requests.py
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Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,7 @@
VisaType,
JournalEntryType,
JournalStatus,
CommissionType,
)
from alpaca.common.enums import Sort, SupportedCurrencies
from alpaca.trading.enums import ActivityType, AccountStatus, OrderType, AssetClass
Expand Down Expand Up @@ -662,6 +663,7 @@ class OrderRequest(BaseOrderRequest):
take_profit (Optional[TakeProfitRequest]): For orders with multiple legs, an order to exit a profitable trade.
stop_loss (Optional[StopLossRequest]): For orders with multiple legs, an order to exit a losing trade.
commission (Optional[float]): The dollar value commission you want to charge the end user.
commission_type (Optional[CommissionType]): An enum to select how to interpret the value provided in the commission field: notional, bps, qty.
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"""

commission: Optional[float] = None
Expand Down Expand Up @@ -705,9 +707,11 @@ class MarketOrderRequest(BaseMarketOrderRequest):
take_profit (Optional[TakeProfitRequest]): For orders with multiple legs, an order to exit a profitable trade.
stop_loss (Optional[StopLossRequest]): For orders with multiple legs, an order to exit a losing trade.
commission (Optional[float]): The dollar value commission you want to charge the end user.
commission_type (Optional[CommissionType]): An enum to select how to interpret the value provided in the commission field: notional, bps, qty.
"""

commission: Optional[float] = None
commission_type: Optional[CommissionType] = None


class LimitOrderRequest(BaseLimitOrderRequest):
Expand All @@ -729,9 +733,11 @@ class LimitOrderRequest(BaseLimitOrderRequest):
stop_loss (Optional[StopLossRequest]): For orders with multiple legs, an order to exit a losing trade.
limit_price (float): The worst fill price for a limit or stop limit order.
commission (Optional[float]): The dollar value commission you want to charge the end user.
commission_type (Optional[CommissionType]): An enum to select how to interpret the value provided in the commission field: notional, bps, qty.
"""

commission: Optional[float] = None
commission_type: Optional[CommissionType] = None


class StopOrderRequest(BaseStopOrderRequest):
Expand All @@ -754,9 +760,11 @@ class StopOrderRequest(BaseStopOrderRequest):
stop_price (float): The price at which the stop order is converted to a market order or a stop limit
order is converted to a limit order.
commission (Optional[float]): The dollar value commission you want to charge the end user.
commission_type (Optional[CommissionType]): An enum to select how to interpret the value provided in the commission field: notional, bps, qty.
"""

commission: Optional[float] = None
commission_type: Optional[CommissionType] = None


class StopLimitOrderRequest(BaseStopLimitOrderRequest):
Expand All @@ -780,9 +788,11 @@ class StopLimitOrderRequest(BaseStopLimitOrderRequest):
order is converted to a limit order.
limit_price (float): The worst fill price for a limit or stop limit order.
commission (Optional[float]): The dollar value commission you want to charge the end user
commission_type (Optional[CommissionType]): An enum to select how to interpret the value provided in the commission field: notional, bps, qty.
"""

commission: Optional[float] = None
commission_type: Optional[CommissionType] = None


class TrailingStopOrderRequest(BaseTrailingStopOrderRequest):
Expand All @@ -805,9 +815,11 @@ class TrailingStopOrderRequest(BaseTrailingStopOrderRequest):
trail_price (Optional[float]): The absolute price difference by which the trailing stop will trail.
trail_percent (Optional[float]): The percent price difference by which the trailing stop will trail.
commission (Optional[float]): The dollar value commission you want to charge the end user.
commission_type (Optional[CommissionType]): An enum to select how to interpret the value provided in the commission field: notional, bps, qty.
"""

commission: Optional[float] = None
commission_type: Optional[CommissionType] = None


class CancelOrderResponse(BaseCancelOrderResponse):
Expand Down
5 changes: 5 additions & 0 deletions docs/api_reference/broker/enums.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -136,3 +136,8 @@ JournalStatus
-------------

.. autoenum:: alpaca.broker.enums.JournalStatus

CommissionType
----------------------

.. autoenum:: alpaca.broker.enums.CommissionType
51 changes: 26 additions & 25 deletions poetry.lock
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182 changes: 182 additions & 0 deletions tests/broker/broker_client/test_order_commission_routes.py
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@@ -0,0 +1,182 @@
from alpaca.broker.client import BrokerClient
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Nice!

from alpaca.common.enums import BaseURL
from alpaca.broker.enums import CommissionType
from alpaca.trading.enums import OrderSide, OrderStatus, TimeInForce
from alpaca.broker.requests import (
MarketOrderRequest,
)


def test_order_commission_type(reqmock, client: BrokerClient):
account_id = "0d969814-40d6-4b2b-99ac-2e37427f1ad2"

# 1. commission_type notional per order
reqmock.post(
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f"{BaseURL.BROKER_SANDBOX.value}/v1/trading/accounts/{account_id}/orders",
text="""
{
"id": "61e69015-8549-4bfd-b9c3-01e75843f47d",
"client_order_id": "eb9e2aaa-f71a-4f51-b5b4-52a6c565dad4",
"created_at": "2021-03-16T18:38:01.942282Z",
"updated_at": "2021-03-16T18:38:01.942282Z",
"submitted_at": "2021-03-16T18:38:01.937734Z",
"filled_at": null,
"expired_at": null,
"canceled_at": null,
"failed_at": null,
"replaced_at": null,
"replaced_by": null,
"replaces": null,
"asset_id": "b4695157-0d1d-4da0-8f9e-5c53149389e4",
"symbol": "SPY`",
"asset_class": "us_equity",
"notional": null,
"qty": 1,
"filled_qty": "0",
"filled_avg_price": null,
"order_class": "simple",
"order_type": "market",
"type": "market",
"side": "buy",
"time_in_force": "day",
"limit_price": null,
"stop_price": null,
"status": "accepted",
"extended_hours": false,
"legs": null,
"trail_percent": null,
"trail_price": null,
"hwm": null,
"commission": 1.25,
"commission_type": "notional"
}
""",
)

mo = MarketOrderRequest(
symbol="SPY",
side=OrderSide.BUY,
time_in_force=TimeInForce.DAY,
qty=1,
commission_type=CommissionType.NOTIONAL,
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)

assert mo.commission_type == CommissionType.NOTIONAL

mo_response = client.submit_order_for_account(account_id, mo)

assert mo_response.status == OrderStatus.ACCEPTED
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# 2. commission_type bps
reqmock.post(
f"{BaseURL.BROKER_SANDBOX.value}/v1/trading/accounts/{account_id}/orders",
text="""
{
"id": "61e69015-8549-4bfd-b9c3-01e75843f47d",
"client_order_id": "eb9e2aaa-f71a-4f51-b5b4-52a6c565dad4",
"created_at": "2021-03-16T18:38:01.942282Z",
"updated_at": "2021-03-16T18:38:01.942282Z",
"submitted_at": "2021-03-16T18:38:01.937734Z",
"filled_at": null,
"expired_at": null,
"canceled_at": null,
"failed_at": null,
"replaced_at": null,
"replaced_by": null,
"replaces": null,
"asset_id": "b4695157-0d1d-4da0-8f9e-5c53149389e4",
"symbol": "SPY`",
"asset_class": "us_equity",
"notional": null,
"qty": 1,
"filled_qty": "0",
"filled_avg_price": null,
"order_class": "simple",
"order_type": "market",
"type": "market",
"side": "buy",
"time_in_force": "day",
"limit_price": null,
"stop_price": null,
"status": "accepted",
"extended_hours": false,
"legs": null,
"trail_percent": null,
"trail_price": null,
"hwm": null,
"commission": 1.25,
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"commission_type": "bps"
}
""",
)

mo = MarketOrderRequest(
symbol="SPY",
side=OrderSide.BUY,
time_in_force=TimeInForce.DAY,
qty=1,
commission_type=CommissionType.BPS,
)

assert mo.commission_type == CommissionType.BPS

mo_response = client.submit_order_for_account(account_id, mo)

assert mo_response.status == OrderStatus.ACCEPTED

# 3. commission_type per qty
reqmock.post(
f"{BaseURL.BROKER_SANDBOX.value}/v1/trading/accounts/{account_id}/orders",
text="""
{
"id": "61e69015-8549-4bfd-b9c3-01e75843f47d",
"client_order_id": "eb9e2aaa-f71a-4f51-b5b4-52a6c565dad4",
"created_at": "2021-03-16T18:38:01.942282Z",
"updated_at": "2021-03-16T18:38:01.942282Z",
"submitted_at": "2021-03-16T18:38:01.937734Z",
"filled_at": null,
"expired_at": null,
"canceled_at": null,
"failed_at": null,
"replaced_at": null,
"replaced_by": null,
"replaces": null,
"asset_id": "b4695157-0d1d-4da0-8f9e-5c53149389e4",
"symbol": "SPY`",
"asset_class": "us_equity",
"notional": null,
"qty": 3,
"filled_qty": "0",
"filled_avg_price": null,
"order_class": "simple",
"order_type": "market",
"type": "market",
"side": "buy",
"time_in_force": "day",
"limit_price": null,
"stop_price": null,
"status": "accepted",
"extended_hours": false,
"legs": null,
"trail_percent": null,
"trail_price": null,
"hwm": null,
"commission": 1.25,
"commission_type": "bps"
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}
""",
)

mo = MarketOrderRequest(
symbol="SPY",
side=OrderSide.BUY,
time_in_force=TimeInForce.DAY,
qty=1,
commission_type=CommissionType.QTY,
)

assert mo.commission_type == CommissionType.QTY

mo_response = client.submit_order_for_account(account_id, mo)

assert mo_response.status == OrderStatus.ACCEPTED
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