fisk/core/exchanges/alpaca.py

from alpaca.common.exceptions import APIError
from alpaca.trading.client import TradingClient
from alpaca.trading.enums import OrderSide, TimeInForce
from alpaca.trading.requests import (
    GetAssetsRequest,
    LimitOrderRequest,
    MarketOrderRequest,
)

from core.exchanges import BaseExchange, ExchangeError, GenericAPIError, common


class AlpacaExchange(BaseExchange):
    def connect(self):
        self.client = TradingClient(
            self.account.api_key,
            self.account.api_secret,
            paper=self.account.sandbox,
            raw_data=True,
        )

    def get_account(self):
        return self.call("get_account")

    def get_instruments(self):
        request = GetAssetsRequest(status="active", asset_class="crypto")
        assets = self.call("get_all_assets", filter=request)
        return assets

    def get_currencies(self, currencies):
        pass  # TODO

    def get_supported_assets(self):
        assets = self.get_instruments()
        assets = assets["itemlist"]
        asset_list = [x["symbol"] for x in assets if "symbol" in x]

        return asset_list

    def get_balance(self):
        account_info = self.call("get_account")
        equity = account_info["equity"]
        try:
            balance = float(equity)
        except ValueError:
            raise GenericAPIError(f"Balance is not a float: {equity}")

        common.get_balance_hook(
            self.account.user.id,
            self.account.user.username,
            self.account.id,
            self.account.name,
            balance,
        )
        return balance

    def get_market_value(self, symbol):  # TODO: pydantic
        try:
            position = self.client.get_position(symbol)
        except APIError as e:
            self.log.error(f"Could not get market value for {symbol}: {e}")
            raise GenericAPIError(e)
        return float(position["market_value"])

    def post_trade(self, trade):  # TODO: pydantic
        # the trade is not placed yet
        if trade.direction == "buy":
            direction = OrderSide.BUY
        elif trade.direction == "sell":
            direction = OrderSide.SELL
        else:
            raise ExchangeError("Unknown direction")

        cast = {
            "symbol": trade.symbol,
            "side": direction,
            "time_in_force": TimeInForce.IOC,  # TODO
        }
        if trade.amount is not None:
            cast["qty"] = trade.amount
        if trade.amount_usd is not None:
            cast["notional"] = trade.amount_usd
        if not trade.amount and not trade.amount_usd:
            raise ExchangeError("No amount specified")
        if trade.take_profit:
            cast["take_profit"] = {"limit_price": trade.take_profit}
        if trade.stop_loss:
            stop_limit_price = trade.stop_loss - (trade.stop_loss * 0.005)
            cast["stop_loss"] = {
                "stop_price": trade.stop_loss,
                "limit_price": stop_limit_price,
            }
        if trade.type == "market":
            market_order_data = MarketOrderRequest(**cast)
            try:
                order = self.client.submit_order(order_data=market_order_data)
            except APIError as e:
                self.log.error(f"Error placing market order: {e}")
                trade.status = "error"
                trade.save()
                raise GenericAPIError(e)
        elif trade.type == "limit":
            if not trade.price:
                raise ExchangeError("No price specified for limit order")
            cast["limit_price"] = trade.price
            limit_order_data = LimitOrderRequest(**cast)
            try:
                order = self.client.submit_order(order_data=limit_order_data)
            except APIError as e:
                self.log.error(f"Error placing limit order: {e}")
                trade.status = "error"
                trade.save()
                raise GenericAPIError(e)

        else:
            raise ExchangeError("Unknown trade type")
        trade.response = order
        trade.status = "posted"
        trade.order_id = order["id"]
        trade.client_order_id = order["client_order_id"]
        trade.save()
        return order

    def get_trade(self, trade_id):
        pass  # TODO

    def update_trade(self, trade):
        pass

    def cancel_trade(self, trade_id):
        pass

    def get_position_info(self, symbol):
        position = self.call("get_open_position", symbol)
        return position  # TODO: check

    def get_all_positions(self):
        items = []
        response = self.call("get_all_positions")

        for item in response["itemlist"]:
            item["account"] = self.account.name
            item["account_id"] = self.account.id
            item["unrealized_pl"] = float(item["unrealized_pl"])
            items.append(item)
        return items

    def close_position(self, side, symbol):
        pass  # TODO

    def close_all_positions(self):
        pass  # TODO