fisk/core/lib/serde/ccxt_s.py

from serde import Model, fields

# {
#   "id": "92f0b26b-4c98-4553-9c74-cdafc7e037db",
#   "clientOrderId": "ccxt_26adcbf445674f01af38a66a15e6f5b5",
#   "timestamp": 1666096856515,
#   "datetime": "2022-10-18T12:40:56.515477181Z",
#   "lastTradeTimeStamp": null,
#   "status": "open",
#   "symbol": "BTC/USD",
#   "type": "market",
#   "timeInForce": "gtc",
#   "postOnly": null,
#   "side": "buy",
#   "price": null,
#   "stopPrice": null,
#   "cost": null,
#   "average": null,
#   "amount": 1.1,
#   "filled": 0.0,
#   "remaining": 1.1,
#   "trades": [],
#   "fee": null,
#   "info": {
#     "id": "92f0b26b-4c98-4553-9c74-cdafc7e037db",
#     "client_order_id": "ccxt_26adcbf445674f01af38a66a15e6f5b5",
#     "created_at": "2022-10-18T12:40:56.516095561Z",
#     "updated_at": "2022-10-18T12:40:56.516173841Z",
#     "submitted_at": "2022-10-18T12:40:56.515477181Z",
#     "filled_at": null,
#     "expired_at": null,
#     "canceled_at": null,
#     "failed_at": null,
#     "replaced_at": null,
#     "replaced_by": null,
#     "replaces": null,
#     "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
#     "symbol": "BTC/USD",
#     "asset_class": "crypto",
#     "notional": null,
#     "qty": "1.1",
#     "filled_qty": "0",
#     "filled_avg_price": null,
#     "order_class": "",
#     "order_type": "market",
#     "type": "market",
#     "side": "buy",
#     "time_in_force": "gtc",
#     "limit_price": null,
#     "stop_price": null,
#     "status": "pending_new",
#     "extended_hours": false,
#     "legs": null,
#     "trail_percent": null,
#     "trail_price": null,
#     "hwm": null,
#     "subtag": null,
#     "source": null
#   },
#   "fees": [],
#   "lastTradeTimestamp": null
# }


class CCXTInfo(Model):
    id = fields.Uuid()
    client_order_id = fields.Str()
    created_at = fields.Str()
    updated_at = fields.Str()
    submitted_at = fields.Str()
    filled_at = fields.Optional(fields.Str())
    expired_at = fields.Optional(fields.Str())
    canceled_at = fields.Optional(fields.Str())
    failed_at = fields.Optional(fields.Str())
    replaced_at = fields.Optional(fields.Str())
    replaced_by = fields.Optional(fields.Str())
    replaces = fields.Optional(fields.Str())
    asset_id = fields.Uuid()
    symbol = fields.Str()
    asset_class = fields.Str()
    notional = fields.Optional(fields.Str())
    qty = fields.Str()
    filled_qty = fields.Str()
    filled_avg_price = fields.Optional(fields.Str())
    order_class = fields.Str()
    order_type = fields.Str()
    type = fields.Str()
    side = fields.Str()
    time_in_force = fields.Str()
    limit_price = fields.Optional(fields.Str())
    stop_price = fields.Optional(fields.Str())
    status = fields.Str()
    extended_hours = fields.Bool()
    legs = fields.Optional(fields.List(fields.Nested("CCXTInfo")))
    trail_percent = fields.Optional(fields.Str())
    trail_price = fields.Optional(fields.Str())
    hwm = fields.Optional(fields.Str())
    subtag = fields.Optional(fields.Str())
    source = fields.Optional(fields.Str())


class CCXTRoot(Model):
    id = fields.Uuid()
    clientOrderId = fields.Str()
    timestamp = fields.Int()
    datetime = fields.Str()
    lastTradeTimeStamp = fields.Optional(fields.Str())
    status = fields.Str()
    symbol = fields.Str()
    type = fields.Str()
    timeInForce = fields.Str()
    postOnly = fields.Optional(fields.Str())
    side = fields.Str()
    price = fields.Optional(fields.Float())
    stopPrice = fields.Optional(fields.Float())
    cost = fields.Optional(fields.Float())
    average = fields.Optional(fields.Float())
    amount = fields.Float()
    filled = fields.Float()
    remaining = fields.Float()
    trades = fields.Optional(fields.List(fields.Dict()))
    fee = fields.Optional(fields.Float())
    info = fields.Nested(CCXTInfo)
    fees = fields.Optional(fields.List(fields.Dict()))
    lastTradeTimestamp = fields.Optional(fields.Str())