upd

YieldsLabs · Apr 9, 2024 · 890195d · 890195d
1 parent 32da36c
commit 890195d
Showing 1 changed file with 17 additions and 12 deletions.
diff --git a/executor/_paper_order_actor.py b/executor/_paper_order_actor.py
@@ -115,21 +115,26 @@ async def _adjust_position(self, event: RiskAdjustRequested):
         size = current_position.size + current_position.size
         fill_price = total_value / size
 
-        order = Order(
-            status=OrderStatus.EXECUTED,
-            type=OrderType.PAPER,
-            fee=fill_price * size * current_position.signal.symbol.taker_fee,
-            price=fill_price,
-            size=size,
-        )
+        if (
+            current_position.side == PositionSide.LONG and current_position.stop_loss_price > current_position.take_profit_price
+        ) or (
+            current_position.side == PositionSide.SHORT and current_position.stop_loss_price < current_position.take_profit_price
+        ):
+            logger.error(f"Wrong Adjust: {current_position}")
+            return
+        else:
+            order = Order(
+                status=OrderStatus.EXECUTED,
+                type=OrderType.PAPER,
+                fee=fill_price * size * current_position.signal.symbol.taker_fee,
+                price=fill_price,
+                size=size,
+            )
 
-        current_position = current_position.add_order(order)
+            current_position = current_position.add_order(order)
 
-        logger.info(f"Adjusted Position: {current_position}")
+            logger.info(f"Adjusted Position: {current_position}")
 
-        if current_position.closed:
-            await self.tell(BrokerPositionClosed(current_position))
-        else:
             await self.tell(BrokerPositionAdjusted(current_position))
 
     async def _close_position(self, event: PositionCloseRequested):