introduce optional take_profit and stop_loss fields for Order

Author: rbeeli

src/order.jl

@@ -6,6 +6,8 @@ mutable struct Order{OData,IData}
     const date::DateTime
     const price::Price
     const quantity::Quantity   # negative = short selling
+    take_profit::Price
+    stop_loss::Price
     metadata::OData
 
     function Order(
@@ -15,9 +17,20 @@ mutable struct Order{OData,IData}
         price::Price,
         quantity::Quantity
         ;
+        take_profit::Price=Price(NaN),
+        stop_loss::Price=Price(NaN),
         metadata::OData=nothing
     ) where {OData,IData}
-        new{OData,IData}(oid, inst, date, price, quantity, metadata)
+        new{OData,IData}(
+            oid,
+            inst,
+            date,
+            price,
+            quantity,
+            take_profit,
+            stop_loss,
+            metadata,
+        )
     end
 end
 
@@ -27,10 +40,14 @@ end
 
 function Base.show(io::IO, o::Order{O,I}) where {O,I}
     date_formatter = x -> Dates.format(x, "yyyy-mm-dd HH:MM:SS")
+    tp_str = isnan(o.take_profit) ? "—" : "$(format_quote(o.inst, o.take_profit)) $(o.inst.quote_symbol)"
+    sl_str = isnan(o.stop_loss) ? "—" : "$(format_quote(o.inst, o.stop_loss)) $(o.inst.quote_symbol)"
     print(io, "[Order] $(o.inst.symbol) " *
               "date=$(date_formatter(o.date)) " *
               "price=$(format_quote(o.inst, o.price)) $(o.inst.quote_symbol) " *
-              "quantity=$(format_base(o.inst, o.quantity)) $(o.inst.base_symbol) ")
+              "quantity=$(format_base(o.inst, o.quantity)) $(o.inst.base_symbol) " *
+              "tp=$(tp_str) " *
+              "sl=$(sl_str)")
 end
 
 Base.show(order::Order{O,I}) where {O,I} = Base.show(stdout, order)

src/print.jl

@@ -28,6 +28,8 @@ function print_trades(
         Dict(:name => "Filled", :val => t -> t.fill_qty, :fmt => (t, v) -> format_base(t.order.inst, v)),
         # Dict(:name => "Remain. qty", :val => t -> t.remaining_qty, :fmt => (t, v) -> format_base(t.order.inst, v)),
         Dict(:name => "Price", :val => t -> t.fill_price, :fmt => (t, v) -> isnan(v) ? "—" : format_quote(t.order.inst, v)),
+        Dict(:name => "TP", :val => t -> t.order.take_profit, :fmt => (t, v) -> isnan(v) ? "—" : format_quote(t.order.inst, v)),
+        Dict(:name => "SL", :val => t -> t.order.stop_loss, :fmt => (t, v) -> isnan(v) ? "—" : format_quote(t.order.inst, v)),
         Dict(:name => "Ccy", :val => t -> t.order.inst.quote_symbol, :fmt => (t, v) -> v),
         Dict(:name => "P&L", :val => t -> t.realized_pnl, :fmt => (t, v) -> isnan(v) ? "—" : format_quote(t.order.inst, v)),
         Dict(:name => "Return", :val => t -> realized_return(t), :fmt => (t, v) -> @sprintf("%.2f%%", 100v)),