Added feature for Oanda to use MARGIN based percentages as well as balance based

rapmd73 · rapmd73 · commit 8442986f0083 · 2025-07-01T16:47:19.000Z
percentages. using a unit percentage of %% or %m will calculate the percentage
on the margin available.

Bug fixes in multiple areas... Typos.

Version Updated.

Changes to be committed:
	modified:   Base/JackrabbitLocker
	modified:   Base/JackrabbitOliverTwist
	modified:   Base/JackrabbitRelay
	modified:   Base/Library/JRRmimic.py
	modified:   Base/Library/JackrabbitProxy.py
	modified:   Base/Library/JackrabbitRelay.py
	modified:   Base/OANDA-PlaceOrder
	modified:   Extras/AnalyzeAsset
diff --git a/Base/JackrabbitLocker b/Base/JackrabbitLocker
@@ -28,7 +28,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.1075"
+Version="0.0.0.1.1080"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"
diff --git a/Base/JackrabbitOliverTwist b/Base/JackrabbitOliverTwist
@@ -67,7 +67,7 @@ import subprocess
 import JRRsupport
 import JackrabbitRelay as JRR
 
-Version="0.0.0.1.1075"
+Version="0.0.0.1.1080"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 DataDirectory='/home/JackrabbitRelay2/Data'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
diff --git a/Base/JackrabbitRelay b/Base/JackrabbitRelay
@@ -16,7 +16,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.1075"
+Version="0.0.0.1.1080"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"
diff --git a/Base/Library/JRRmimic.py b/Base/Library/JRRmimic.py
@@ -48,7 +48,7 @@ class mimic:
     #   released at exit.
 
     def __init__(self,Exchange,Config,Active,DataDirectory=None):
-        self.Version="0.0.0.1.1075"
+        self.Version="0.0.0.1.1080"
 
         self.StableCoinUSD=['USDT','USDC','BUSD','UST','DAI','FRAX','TUSD', \
                 'USDP','LUSD','USDN','HUSD','FEI','TRIBE','RSR','OUSD','XSGD', \
diff --git a/Base/Library/JackrabbitProxy.py b/Base/Library/JackrabbitProxy.py
@@ -50,7 +50,7 @@
 class JackrabbitProxy:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,Usage=None):
         # All the default locations
-        self.Version="0.0.0.1.1075"
+        self.Version="0.0.0.1.1080"
         self.BaseDirectory='/home/JackrabbitRelay2/Base'
         self.ConfigDirectory='/home/JackrabbitRelay2/Config'
         self.DataDirectory="/home/JackrabbitRelay2/Data"
diff --git a/Base/Library/JackrabbitRelay.py b/Base/Library/JackrabbitRelay.py
@@ -110,7 +110,7 @@ def Success(self,f,s):
 class JackrabbitRelay:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,secondary=None,NoIdentityVerification=False,Usage=None,RaiseError=False):
         # All the default locations
-        self.Version="0.0.0.1.1075"
+        self.Version="0.0.0.1.1080"
         self.NOhtml='<html><title>NO!</title><body style="background-color:#ffff00;display:flex;weight:100vw;height:100vh;align-items:center;justify-content:center"><h1 style="color:#ff0000;font-weight:1000;font-size:10rem">NO!</h1></body></html>'
         self.Directories={}
         self.Directories['Base']='/home/JackrabbitRelay2/Base'
diff --git a/Base/OANDA-PlaceOrder b/Base/OANDA-PlaceOrder
@@ -35,15 +35,19 @@ def GetPCTvalue(pct,close,bal,mr):
     amount=round((volume/close)/mr,8)
     return amount,volume
 
-def GetPCTamount(relay,close):
+def GetPCTamount(relay,close,margin=False):
     fn=relay.Directories['Data']+'/'+relay.Exchange+'.'+relay.Account+'.PCTtable'
     PCTtable=JRRsupport.TimedList("PCTtable",fn,Log=relay.JRLog)
-    if relay.Order['Action'].lower()=='close' or relay.Order['Action'].lower()=='flip':
+    if relay.Order['Action'].lower()=='close':
         expire=0
     else:
         expire=(3650*86400)
 
-    bal=relay.GetBalance()
+    # If margin base sizing not set, use balance
+    if not margin:
+        bal=relay.GetBalance()
+    else: # get percentage based on margin available
+        bal=float(relay.Broker.Summary['account']['marginAvailable'])
     mr=float(relay.Markets[relay.Asset]['marginRate'])
 
     # OverridePCTtable should probably be the default state for OliverTwist, since each trade is
@@ -274,9 +278,12 @@ def main():
         relay.JRLog.Write(f'|- Minimum Amount: {minimum:.8f}')
         relay.JRLog.Write(f'|- Minimum Cost:   {mincost:.8f}')
     else:
-        if '%' in relay.Order['Units']:
+        if '%' in relay.Order['Units'] or '%b' in relay.Order['Units']:
             price=(ticker['Ask']+ticker['Bid'])/2
             amount=int(GetPCTamount(relay,price))
+        elif '%%' in relay.Order['Units'] or '%m' in relay.Order['Units']:
+            price=(ticker['Ask']+ticker['Bid'])/2
+            amount=int(GetPCTamount(relay,price,margin=True))
         else:
             amount=int(relay.Order['Units'].split('.')[0])
 
diff --git a/Extras/AnalyzeAsset b/Extras/AnalyzeAsset
@@ -40,9 +40,9 @@ else:
 
 # Figure out worst case price based upon 5000 candles on the monthly time frame.
 
+mh=float('-inf')
+ml=float('inf')
 wcp=0
-mh=0
-ml=9999999
 mms=0
 maxMonth=[]
 spList=[]
@@ -181,4 +181,28 @@ lsp=len(spList)
 print(f"Total {relay.Timeframes[tf]}s analyzed: {lsp}")
 print(f"{relay.Timeframes[tf]}s above average:  {maa} ({(maa/lsp)*100:.2f}%)")
 
+#
+# Find average spread of candles
+#
+
+tfl=len(relay.Timeframes)
+avg=[]
+for tf in range(0,tfl):
+    mh=float('-inf')
+    ml=float('inf')
+    spList=[]
+    ohlcv=relay.GetOHLCV(symbol=asset,timeframe=relay.Timeframes[tf],limit=5000)
+
+    for slice in ohlcv:
+        cs=0
+        for i in range(1,5):
+            mh=max(slice[i],mh)
+            ml=min(slice[i],ml)
+            spList.append(mh-ml)
+
+    avgsp=sum(spList)/len(spList)
+    avg.append(avgsp)
+#    print(f"{relay.Timeframes[tf]:3} {avgsp:.4f}")
 
+avgsp=sum(avg)/len(avg)
+print(f"\nAverage pip spread/all TF: {avgsp:.4f}")
