This tutorial is for Algomojo users who want to retrieve the realtime position book details (Trading Symbol, Unrealized Profits, Realized Profits, MtoM for the particular traded symbol).
Retriving the data from the position book is particularly useful for the Algotraders who want to do the following
1)To set Symbol level stop loss
2)To set Symbol level stop/target exit from portfolio
3)MTM PNL based target exit
4)To retrieve the NetQty from the Position Book to check whether the position exists or not before placing orders.
Login to Algomojo.com with your trading credentials. In case if you are new to algomojo check out the video tutorials here on Introduction to Algomojo
Algomojo Position Book
Enable Amibroker Tracelog
1)Extract the Amibroker Tracelog by going to the Amibroker Menu -> Window -> Log
2)Goto the Trace tab in the Log Window
3)Enable the tracelog by right click over the Log Window and enable Trace Output for both internal and external options as shown below
Sample Amibroker Tracelog
Amibroker AFL Code to Extract from the Position Book
// Algomojo Bridge Position Book Extract Test AFL
// Developer: Rajandran R (Founder - Marketcalls / Co-Founder - Algomojo)
// Date: 28-Oct-2020
// Website: algomojo.com / marketcalls.in
_SECTION_BEGIN("Algomojo Bridge Position Book Extract");
PlaceOrder = ParamTrigger("PlaceOrder","PRESS");
PositionBook = True; //Keep the Position Book Running in the Background
user_apikey = ParamStr("user_apikey","xxxxxxxxx"); //Enter your API key here
api_secret = ParamStr("api_secret","yyyyyyyyy"); //Enter your API secret key here
clnt_id = ParamStr("Client ID","TS2499");
s_prdt_ali = ParamList("s_prdt_ali","BO:BO|CNC:CNC|CO:CO|MIS:MIS|NRML:NRML",3); //Type of order
Tsym = ParamStr("Tsym","RELIANCE-EQ"); //Enter the symbol name here
exch = ParamList("Exchange","NFO|NSE|BSE|CDS|MCX|NCDEX|BFO|MCXSXFO|MCXSX",1);
Ret = ParamList("Ret","DAY|IOC",0);
Ttranstype = ParamList("Ttranstype","B|S",0);
prctyp = ParamList("prctyp","MKT|L|SL|SL-M",0);
Pcode = ParamList("Pcode","NRML|BO|CNC|CO|MIS",4);
Price = ParamList("Price","0");
TrigPrice = ParamList("TrigPrice","0");
qty = Param("Quatity",75,0,100000,1);
discqty = ParamList("discqty","0");
AMO = ParamList("AMO","NO|YES",0); //After market order
stgy_name = ParamStr("Strategy Name", "Test Strategy Chart");
//Initialization
flag = 0;
possym = "";
posNetqty =0;
posupnl = 0;
posrpnl =0;
posmtm =0;
if (PlaceOrder) {
algomojo=CreateObject("XLAMIBRIDGE.Main");
api_data ="{\"stgy_name\":\""+stgy_name+"\",\"s_prdt_ali\":\""+s_prdt_ali+"\",\"Tsym\":\""+Tsym+"\",\"exch\":\""+exch+"\",\"Ttranstype\":\""+Ttranstype+"\",\"Ret\":\""+Ret+"\",\"prctyp\":\""+prctyp+"\",\"qty\":\""+qty+"\",\"discqty\":\""+discqty+"\",\"MktPro\":\""+"NA"+"\",\"Price\":\""+Price+"\",\"TrigPrice\":\""+TrigPrice+"\",\"Pcode\":\""+Pcode+"\",\"AMO\":\""+AMO+"\"}";
resp=algomojo.AMDispatcher(user_apikey, api_secret,"PlaceOrder",api_data);
_TRACE("Order Response : " +resp);
}
if (PositionBook) {
ThreadSleep(200);
algomojo=CreateObject("XLAMIBRIDGE.Main");
api_data ="{\"uid\":\""+clnt_id+"\",\"actid\":\""+clnt_id+"\",\"type\":\""+"DAY"+"\",\"s_prdt_ali\":\""+s_prdt_ali+"\"}";
resp=algomojo.AMDispatcher(user_apikey, api_secret,"PositionBook",api_data);
_TRACE("Trace Start : ");
for( item = 0; ( sym = StrExtract( resp, item,'{' )) != ""; item++ )
{
sym = StrTrim(sym," ");
Tsym = StrTrim(Tsym," ");
if(Strfind(sym,Tsym) AND StrFind(sym,Pcode)) //Matches the symbol and //Matches the Order Type
{
flag = 1; //turn on the flag
data = sym;
_TRACE(" Position Book : " +data);
for( jitem = 0; ( posdetails = StrExtract( data, jitem,',' )) != ""; jitem++ )
{
if(Strfind(posdetails,"Tsym"))
{
posdetails1 = StrExtract(posdetails,1,':');
possym = StrTrim(posdetails1,"\"");
_TRACE("\nSymbol : "+possym);
}
if(Strfind(posdetails,"Netqty"))
{
posdetails = StrExtract(posdetails,1,':');
posNetqty = StrToNum(StrTrim(posdetails,"\""));
_TRACE("\nNetQty : "+posNetqty);
}
if(Strfind(posdetails,"unrealisedprofitloss"))
{
posdetails = StrExtract(posdetails,1,':');
posupnl = StrTrim(posdetails,"\"");
_TRACE("\nUnRealized PNL : "+posupnl);
}
if(Strfind(posdetails,"realisedprofitloss"))
{
posdetails = StrExtract(posdetails,1,':');
posrpnl = StrToNum(StrTrim(posdetails,"\""));
_TRACE("\n Realized PNL : "+posrpnl);
}
if(Strfind(posdetails,"MtoM"))
{
posdetails = StrExtract(posdetails,1,':');
posmtm = StrToNum(StrTrim(posdetails,"\""));
_TRACE("\nMTM PNL : "+posmtm);
}
} //end of for loop
}
}//end of for loop
if(flag==0)
{
_TRACE("\nTrading Symbol Not Found");
}
}//end of position book loop
//Plot Correlation and CoIntegration in a Dashboard
GfxSetBkMode( 0 );
GfxSelectFont( "Tahoma", 13, 100 );
GfxSetTextColor( colorWhite );
GfxSelectPen( colorGreen, 2 );
GfxSelectSolidBrush( colorgreen );
GfxRectangle( 10, 20, 250, 250 );
GfxTextOut( "Position Book",23,23);
GfxTextOut( "Symbol: " + possym,23,48);
GfxTextOut( "Net Qty : " + NumToStr(posNetqty,1.2,separator=false),23,73);
GfxTextOut( "Unrealized Profits: " + posupnl,23,98);
GfxTextOut( "Realized : " + NumToStr(posrpnl,1.2,separator=false),23,123);
GfxTextOut( "MTM PNL : " + NumToStr(posmtm,1.2),23,148);
_SECTION_END();
_SECTION_BEGIN("Price1");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
Retrieving the Position Book Log from Algomojo
Now Apply the AFL code. Set the correct trading parameters from the parameter option by right-clicking over the charts
Log Window Output
If the symbol that you mentioned in the parameter box is present then automaitcally you will be able to see the position details from the log window as shown below
Position Book Response : [{"unrealisedprofitloss":"0.00","Fillsellqty":"10","PriceNumerator":"1","realisedprofitloss":"0.00","Type":"DAY1","Fillbuyqty":"0","BLQty":1,"s_NetQtyPosConv":"N","Sellavgprc":"28.20","Exchangeseg":"nse_cm","Opttype":"XX","Bqty":"0","Exchange":"NSE","Fillsellamt":"282.00","actid":"TS2499","GeneralDenomenator":"1","discQty":"10","Instname":"NA","Netqty":"-10","sSqrflg":"Y","LTP":"28.20","Tsym":"20MICRONS-EQ","Expdate":"NA","Buyavgprc":"0.00","Netamt":"282.00","Token":"16921","GeneralNumerator":"1","companyname":"20 MICRONS LTD","stat":"Ok","Sqty":"10","PriceDenomenator":"1","MtoM":"0.00","Symbol":"20MICRONS","posflag":"true","Series":"EQ","BEP":"28.20","Stikeprc":"0","Pcode":"MIS","Fillbuyamt":"0.00"},{"unrealisedprofitloss":"0.60","Fillsellqty":"0","PriceNumerator":"1","realisedprofitloss":"0.00","Type":"DAY1","Fillbuyqty":"2","BLQty":1,"s_NetQtyPosConv":"N","Sellavgprc":"0.00","Exchangeseg":"nse_cm","Opttype":"XX","Bqty":"2","Exchange":"NSE","Fillsellamt":"0.00","actid":"TS2499","Gen13:22:29.87
MTM PNL : -0.3 Formulas\Algomojo\Algomojo Position Book.afl 97 33 13:22:29.87
Symbol : YESBANK-EQ Formulas\Algomojo\Algomojo Position Book.afl 71 32 13:22:29.87
NetQty : 6 Formulas\Algomojo\Algomojo Position Book.afl 78 34 13:22:29.87
Realized PNL : 0 Formulas\Algomojo\Algomojo Position Book.afl 90 40 13:22:29.87
UnRealized PNL : -0.30 Formulas\Algomojo\Algomojo Position Book.afl 84 41 13:22:29.87
