2022-11-02 18:25:34 +00:00
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from glom import glom
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2022-10-30 19:11:07 +00:00
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from pydantic import ValidationError
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2022-11-02 18:25:34 +00:00
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from core.lib import schemas
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2022-10-30 10:57:53 +00:00
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from core.util import logs
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2022-11-04 09:15:09 +00:00
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# Return error if the schema for the message type is not found
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2022-11-02 19:11:32 +00:00
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STRICT_VALIDATION = False
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2022-11-04 09:15:09 +00:00
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# Raise exception if the conversion schema is not found
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2022-11-04 07:20:55 +00:00
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STRICT_CONVERSION = False
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2022-11-02 19:11:32 +00:00
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2022-11-04 09:15:09 +00:00
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# TODO: Set them to True when all message types are implemented
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2022-10-30 10:57:53 +00:00
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2022-11-04 07:20:55 +00:00
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class NoSchema(Exception):
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"""
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Raised when:
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- The schema for the message type is not found
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- The conversion schema is not found
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- There is no schema library for the exchange
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"""
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pass
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class NoSuchMethod(Exception):
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"""
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Exchange library has no such method.
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"""
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pass
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class GenericAPIError(Exception):
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"""
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Generic API error.
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"""
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pass
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class ExchangeError(Exception):
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"""
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Exchange error.
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"""
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pass
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def is_camel_case(s):
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return s != s.lower() and s != s.upper() and "_" not in s
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def snake_to_camel(word):
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if is_camel_case(word):
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return word
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return "".join(x.capitalize() or "_" for x in word.split("_"))
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2022-10-30 10:57:53 +00:00
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class BaseExchange(object):
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def __init__(self, account):
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name = self.__class__.__name__
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2022-11-02 18:25:34 +00:00
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self.name = name.replace("Exchange", "").lower()
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2022-10-30 10:57:53 +00:00
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self.account = account
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2022-11-02 18:25:34 +00:00
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self.log = logs.get_logger(self.name)
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self.client = None
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self.connect()
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2022-10-30 19:11:07 +00:00
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def set_schema(self):
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raise NotImplementedError
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2022-10-30 10:57:53 +00:00
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def connect(self):
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raise NotImplementedError
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2022-11-04 07:20:55 +00:00
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@property
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def schema(self):
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"""
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Get the schema library for the exchange.
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"""
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2022-11-02 18:25:34 +00:00
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# Does the schemas library have a library for this exchange name?
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if hasattr(schemas, f"{self.name}_s"):
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schema_instance = getattr(schemas, f"{self.name}_s")
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else:
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2022-11-04 07:20:55 +00:00
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raise NoSchema(f"No schema for {self.name} in schema mapping")
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return schema_instance
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def get_schema(self, method, convert=False):
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if isinstance(method, str):
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to_camel = snake_to_camel(method)
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else:
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to_camel = snake_to_camel(method.__class__.__name__)
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if convert:
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to_camel += "Schema"
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# if hasattr(self.schema, method):
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# schema = getattr(self.schema, method)
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if hasattr(self.schema, to_camel):
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schema = getattr(self.schema, to_camel)
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2022-11-02 18:25:34 +00:00
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else:
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raise NoSchema
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return schema
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def call_method(self, method, *args, **kwargs):
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"""
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Get a method from the exchange library.
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"""
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if hasattr(self.client, method):
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response = getattr(self.client, method)(*args, **kwargs)
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if isinstance(response, list):
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response = {"itemlist": response}
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2022-11-02 18:25:34 +00:00
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return response
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else:
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raise NoSuchMethod
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def convert_spec(self, response, method):
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"""
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Convert an API response to the requested spec.
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:raises NoSchema: If the conversion schema is not found
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"""
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schema = self.get_schema(method, convert=True)
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2022-11-02 18:25:34 +00:00
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# Use glom to convert the response to the schema
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converted = glom(response, schema)
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2022-11-04 07:20:55 +00:00
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print(f"[{self.name}] Converted of {method}: {converted}")
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2022-11-02 18:25:34 +00:00
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return converted
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2022-11-04 07:20:55 +00:00
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def call(self, method, *args, **kwargs):
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"""
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Call the exchange API and validate the response
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:raises NoSchema: If the method is not in the schema mapping
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:raises ValidationError: If the response cannot be validated
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"""
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try:
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response = self.call_method(method, *args, **kwargs)
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try:
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2022-11-04 07:20:55 +00:00
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schema = self.get_schema(method)
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# Return a dict of the validated response
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response_valid = schema(**response).dict()
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except NoSchema:
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self.log.error(f"Method cannot be validated: {method}")
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self.log.debug(f"Response: {response}")
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if STRICT_VALIDATION:
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raise
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# Return the response as is
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response_valid = response
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# Convert the response to a format that we can use
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response_converted = self.convert_spec(response_valid, method)
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# return (True, response_converted)
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return response_converted
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except ValidationError as e:
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self.log.error(f"Could not validate response: {e}")
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raise
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except NoSuchMethod:
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self.log.error(f"Method not found: {method}")
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raise
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except Exception as e:
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self.log.error(f"Error calling method: {e}")
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raise GenericAPIError(e)
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2022-10-30 19:11:07 +00:00
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2022-10-30 11:21:48 +00:00
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def get_account(self):
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raise NotImplementedError
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2022-10-30 10:57:53 +00:00
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def get_supported_assets(self):
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raise NotImplementedError
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def get_balance(self):
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raise NotImplementedError
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def get_market_value(self, symbol):
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raise NotImplementedError
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def post_trade(self, trade):
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raise NotImplementedError
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def get_trade(self, trade_id):
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raise NotImplementedError
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def update_trade(self, trade):
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raise NotImplementedError
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def cancel_trade(self, trade_id):
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raise NotImplementedError
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2022-11-02 18:25:34 +00:00
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def get_position_info(self, symbol):
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raise NotImplementedError
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def get_all_positions(self):
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raise NotImplementedError
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