Trading

# Create
class OrderCreate:
    def __init__(self, accountID: str, data: dict): ...
    # POST /v3/accounts/{accountID}/orders

# List
class OrderList:
    def __init__(self, accountID: str, params: dict = None): ...
    # params: ids, state (PENDING|FILLED|TRIGGERED|CANCELLED|ALL), instrument, count, beforeID

class OrdersPending:
    def __init__(self, accountID: str): ...

# Details
class OrderDetails:
    def __init__(self, accountID: str, orderID: str): ...

# Modify
class OrderReplace:
    def __init__(self, accountID: str, orderID: str, data: dict): ...

class OrderCancel:
    def __init__(self, accountID: str, orderID: str): ...

class OrderClientExtensions:
    def __init__(self, accountID: str, orderID: str, data: dict): ...

from oandapyV20.endpoints.orders import OrderCreate
from oandapyV20.contrib.requests import (
    MarketOrderRequest, LimitOrderRequest, StopOrderRequest,
    TakeProfitDetails, StopLossDetails, TrailingStopLossDetails
)

# Market order
order = MarketOrderRequest(instrument="EUR_USD", units=1000).data
api.request(OrderCreate(accountID=account_id, data=order))

# Market with TP/SL
order = MarketOrderRequest(
    instrument="EUR_USD",
    units=1000,
    takeProfitOnFill=TakeProfitDetails(price=1.1200).data,
    stopLossOnFill=StopLossDetails(price=1.0900).data
).data

# Limit order
order = LimitOrderRequest(
    instrument="EUR_USD",
    units=1000,
    price=1.1000,
    timeInForce="GTC"
).data

# Stop order
order = StopOrderRequest(
    instrument="EUR_USD",
    units=1000,
    price=1.1200
).data

# With trailing stop loss
order = LimitOrderRequest(
    instrument="EUR_USD",
    units=1000,
    price=1.1000,
    trailingStopLossOnFill=TrailingStopLossDetails(distance=0.0050).data
).data

# List
class TradesList:
    def __init__(self, accountID: str, params: dict = None): ...
    # params: ids, state (OPEN|CLOSED|CLOSE_WHEN_TRADEABLE|ALL), instrument, count, beforeID

class OpenTrades:
    def __init__(self, accountID: str): ...

# Details
class TradeDetails:
    def __init__(self, accountID: str, tradeID: str): ...

# Close
class TradeClose:
    def __init__(self, accountID: str, tradeID: str, data: dict = None): ...
    # data: {"units": "ALL" | number}

# Modify
class TradeClientExtensions:
    def __init__(self, accountID: str, tradeID: str, data: dict = None): ...

class TradeCRCDO:
    """Create/Replace/Cancel Dependent Orders on trade."""
    def __init__(self, accountID: str, tradeID: str, data: dict): ...
    # data: {"takeProfit": {...}, "stopLoss": {...}, "trailingStopLoss": {...}}

from oandapyV20.endpoints.trades import OpenTrades, TradeClose, TradeCRCDO
from oandapyV20.contrib.requests import TradeCloseRequest, TakeProfitDetails, StopLossDetails

# List open trades
trades = api.request(OpenTrades(accountID=account_id))['trades']

# Close trade fully
close_data = TradeCloseRequest(units="ALL").data
api.request(TradeClose(accountID=account_id, tradeID=trade_id, data=close_data))

# Close partially
close_data = TradeCloseRequest(units="500").data
api.request(TradeClose(accountID=account_id, tradeID=trade_id, data=close_data))

# Add TP/SL to existing trade
dependent_orders = {
    "takeProfit": TakeProfitDetails(price=1.1200).data,
    "stopLoss": StopLossDetails(price=1.0900).data
}
api.request(TradeCRCDO(accountID=account_id, tradeID=trade_id, data=dependent_orders))

# List
class PositionList:
    def __init__(self, accountID: str): ...

class OpenPositions:
    def __init__(self, accountID: str): ...

# Details
class PositionDetails:
    def __init__(self, accountID: str, instrument: str): ...

# Close
class PositionClose:
    def __init__(self, accountID: str, instrument: str, data: dict): ...
    # data: {"longUnits": "ALL" | number, "shortUnits": "ALL" | number}

from oandapyV20.endpoints.positions import OpenPositions, PositionDetails, PositionClose
from oandapyV20.contrib.requests import PositionCloseRequest

# List positions
positions = api.request(OpenPositions(accountID=account_id))['positions']
for pos in positions:
    print(f"{pos['instrument']}: Long={pos['long']['units']}, Short={pos['short']['units']}, P/L={pos['unrealizedPL']}")

# Get specific position
position = api.request(PositionDetails(accountID=account_id, instrument="EUR_USD"))['position']

# Close long side
close_data = PositionCloseRequest(longUnits="ALL").data
api.request(PositionClose(accountID=account_id, instrument="EUR_USD", data=close_data))

# Close both sides
close_data = PositionCloseRequest(longUnits="ALL", shortUnits="ALL").data
api.request(PositionClose(accountID=account_id, instrument="EUR_USD", data=close_data))

from oandapyV20.contrib.requests import ClientExtensions

extensions = ClientExtensions(
    clientID="trade-001",
    clientTag="momentum-strategy",
    clientComment="Breakout entry"
).data

# Use in order
order = MarketOrderRequest(
    instrument="EUR_USD",
    units=1000,
    clientExtensions=extensions
).data

from oandapyV20.endpoints.trades import OpenTrades, TradeClose
from oandapyV20.contrib.requests import TradeCloseRequest

trades = api.request(OpenTrades(accountID=account_id))['trades']
for trade in trades:
    close_data = TradeCloseRequest(units="ALL").data
    api.request(TradeClose(accountID=account_id, tradeID=trade['id'], data=close_data))

from oandapyV20.endpoints.positions import OpenPositions, PositionClose
from oandapyV20.contrib.requests import PositionCloseRequest

positions = api.request(OpenPositions(accountID=account_id))['positions']
for pos in positions:
    long_units = "ALL" if float(pos['long']['units']) != 0 else None
    short_units = "ALL" if float(pos['short']['units']) != 0 else None
    close_data = PositionCloseRequest(longUnits=long_units, shortUnits=short_units).data
    api.request(PositionClose(accountID=account_id, instrument=pos['instrument'], data=close_data))

from oandapyV20.endpoints.orders import OrdersPending, OrderCancel

orders = api.request(OrdersPending(accountID=account_id))['orders']
for order in orders:
    api.request(OrderCancel(accountID=account_id, orderID=order['id']))