fisk/core/exchanges/__init__.py

from abc import ABC, abstractmethod

from alpaca.common.exceptions import APIError
from glom import glom
from oandapyV20.exceptions import V20Error
from pydantic.error_wrappers import ValidationError

from core.lib import schemas
from core.util import logs

# Return error if the schema for the message type is not found
STRICT_VALIDATION = False

# Raise exception if the conversion schema is not found
STRICT_CONVERSION = False

# TODO: Set them to True when all message types are implemented

log = logs.get_logger("exchanges")


class NoSchema(Exception):
    """
    Raised when:
    - The schema for the message type is not found
    - The conversion schema is not found
    - There is no schema library for the exchange
    """

    pass


class NoSuchMethod(Exception):
    """
    Exchange library has no such method.
    """

    pass


class GenericAPIError(Exception):
    """
    Generic API error.
    """

    pass


class ExchangeError(Exception):
    """
    Exchange error.
    """

    pass


def is_camel_case(s):
    return s != s.lower() and s != s.upper() and "_" not in s


def snake_to_camel(word):
    if is_camel_case(word):
        return word
    return "".join(x.capitalize() or "_" for x in word.split("_"))


class BaseExchange(ABC):
    def __init__(self, account):
        name = self.__class__.__name__
        self.name = name.replace("Exchange", "").lower()
        self.account = account
        self.client = None

        self.connect()

    @abstractmethod
    def connect(self):
        pass

    @property
    def schema(self):
        """
        Get the schema library for the exchange.
        """
        # Does the schemas library have a library for this exchange name?
        if hasattr(schemas, f"{self.name}_s"):
            schema_instance = getattr(schemas, f"{self.name}_s")
        else:
            log.error(f"No schema library for {self.name}")
            raise Exception(f"No schema library for exchange {self.name}")

        return schema_instance

    def get_schema(self, method, convert=False):
        if isinstance(method, str):
            to_camel = snake_to_camel(method)
        else:
            to_camel = snake_to_camel(method.__class__.__name__)
        if convert:
            to_camel = f"{to_camel}Schema"
        # if hasattr(self.schema, method):
        #     schema = getattr(self.schema, method)
        if hasattr(self.schema, to_camel):
            schema = getattr(self.schema, to_camel)
        else:
            raise NoSchema(f"Could not get schema: {to_camel}")
        return schema

    def call_method(self, method, *args, **kwargs):
        """
        Get a method from the exchange library.
        """
        if hasattr(self.client, method):
            response = getattr(self.client, method)(*args, **kwargs)
            if isinstance(response, list):
                response = {"itemlist": response}
            return response
        else:
            raise NoSuchMethod

    def convert_spec(self, response, method):
        """
        Convert an API response to the requested spec.
        :raises NoSchema: If the conversion schema is not found
        """
        schema = self.get_schema(method, convert=True)

        # Use glom to convert the response to the schema
        converted = glom(response, schema)
        return converted

    def validate_response(self, response, method):
        schema = self.get_schema(method)
        # Return a dict of the validated response
        try:
            response_valid = schema(**response).dict()
        except ValidationError as e:
            log.error(f"Error validating {method} response: {response}")
            log.error(f"Errors: {e}")
            raise GenericAPIError("Error validating response")
        return response_valid

    def call(self, method, *args, **kwargs):
        """
        Call the exchange API and validate the response
        :raises NoSchema: If the method is not in the schema mapping
        :raises ValidationError: If the response cannot be validated
        """
        try:
            response = self.call_method(method, *args, **kwargs)
        except (APIError, V20Error) as e:
            log.error(f"Error calling method {method}: {e}")
            raise GenericAPIError(e)
        try:
            response_valid = self.validate_response(response, method)
        except NoSchema as e:
            log.error(f"{e} - {response}")
            response_valid = response
        # Convert the response to a format that we can use
        try:
            response_converted = self.convert_spec(response_valid, method)
        except NoSchema as e:
            log.error(f"{e} - {response}")
            response_converted = response_valid

        # return (True, response_converted)
        return response_converted

        # except Exception as e:
        #     log.error(f"Error calling method: {e}")
        #     raise GenericAPIError(e)

    @abstractmethod
    def get_account(self):
        pass

    def extract_instrument(self, instruments, instrument):
        for x in instruments["itemlist"]:
            if x["name"] == instrument:
                return x
        return None

    @abstractmethod
    def get_currencies(self, symbols):
        pass

    @abstractmethod
    def get_instruments(self):
        pass

    @abstractmethod
    def get_supported_assets(self):
        pass

    @abstractmethod
    def get_balance(self):
        pass

    @abstractmethod
    def get_market_value(self, symbol):
        pass

    @abstractmethod
    def post_trade(self, trade):
        pass

    @abstractmethod
    def close_trade(self, trade_id, units=None):
        pass

    @abstractmethod
    def get_trade(self, trade_id):
        pass

    @abstractmethod
    def update_trade(self, trade):
        pass

    @abstractmethod
    def cancel_trade(self, trade_id):
        pass

    @abstractmethod
    def get_position_info(self, symbol):
        pass

    @abstractmethod
    def get_all_positions(self):
        pass

    @abstractmethod
    def get_all_open_trades(self):
        pass

    @abstractmethod
    def close_position(self, side, symbol):
        pass

    @abstractmethod
    def close_all_positions(self):
        pass