fisk/core/lib/schemas/oanda_s.py

from pydantic import BaseModel

a = {
    "positions": [
        {
            "instrument": "EUR_USD",
            "long": {
                "units": "1",
                "averagePrice": "0.99361",
                "pl": "-0.1014",
                "resettablePL": "-0.1014",
                "financing": "0.0000",
                "dividendAdjustment": "0.0000",
                "guaranteedExecutionFees": "0.0000",
                "tradeIDs": ["71"],
                "unrealizedPL": "-0.0002",
            },
            "short": {
                "units": "0",
                "pl": "0.0932",
                "resettablePL": "0.0932",
                "financing": "0.0000",
                "dividendAdjustment": "0.0000",
                "guaranteedExecutionFees": "0.0000",
                "unrealizedPL": "0.0000",
            },
            "pl": "-0.0082",
            "resettablePL": "-0.0082",
            "financing": "0.0000",
            "commission": "0.0000",
            "dividendAdjustment": "0.0000",
            "guaranteedExecutionFees": "0.0000",
            "unrealizedPL": "-0.0002",
            "marginUsed": "0.0286",
        }
    ],
    "lastTransactionID": "71",
}


class PositionLong(BaseModel):
    units: str
    averagePrice: str
    pl: str
    resettablePL: str
    financing: str
    dividendAdjustment: str
    guaranteedExecutionFees: str
    tradeIDs: list[str]
    unrealizedPL: str


class PositionShort(BaseModel):
    units: str
    pl: str
    resettablePL: str
    financing: str
    dividendAdjustment: str
    guaranteedExecutionFees: str
    unrealizedPL: str


class Position(BaseModel):
    instrument: str
    long: PositionLong
    short: PositionShort
    pl: str
    resettablePL: str
    financing: str
    commission: str
    dividendAdjustment: str
    guaranteedExecutionFees: str
    unrealizedPL: str
    marginUsed: str


class OpenPositions(BaseModel):
    positions: list[Position]
    lastTransactionID: str


{
    "positions": [
        {
            "instrument": "EUR_USD",
            "long": {
                "units": "1",
                "averagePrice": "0.99361",
                "pl": "-0.1014",
                "resettablePL": "-0.1014",
                "financing": "-0.0002",
                "dividendAdjustment": "0.0000",
                "guaranteedExecutionFees": "0.0000",
                "tradeIDs": ["71"],
                "unrealizedPL": "-0.0044",
            },
            "short": {
                "units": "0",
                "pl": "0.0932",
                "resettablePL": "0.0932",
                "financing": "0.0000",
                "dividendAdjustment": "0.0000",
                "guaranteedExecutionFees": "0.0000",
                "unrealizedPL": "0.0000",
            },
            "pl": "-0.0082",
            "resettablePL": "-0.0082",
            "financing": "-0.0002",
            "commission": "0.0000",
            "dividendAdjustment": "0.0000",
            "guaranteedExecutionFees": "0.0000",
            "unrealizedPL": "-0.0044",
            "marginUsed": "0.0287",
        }
    ],
    "lastTransactionID": "73",
}


def parse_prices(x):
    if float(x["long"]["units"]) > 0:
        return x["long"]["averagePrice"]
    elif float(x["short"]["units"]) > 0:
        return x["short"]["averagePrice"]
    else:
        return 0


def parse_units(x):
    if float(x["long"]["units"]) > 0:
        return x["long"]["units"]
    elif float(x["short"]["units"]) > 0:
        return x["short"]["units"]
    else:
        return 0


def parse_value(x):
    if float(x["long"]["units"]) > 0:
        return float(x["long"]["units"]) * float(x["long"]["averagePrice"])
    elif float(x["short"]["units"]) > 0:
        return float(x["short"]["units"]) * float(x["short"]["averagePrice"])
    else:
        return 0


def parse_side(x):
    if float(x["long"]["units"]) > 0:
        return "long"
    elif float(x["short"]["units"]) > 0:
        return "short"
    else:
        return "unknown"


OpenPositionsSchema = {
    "itemlist": (
        "positions",
        [
            {
                "symbol": "instrument",
                "unrealized_pl": "unrealizedPL",
                "price": parse_prices,
                "units": parse_units,
                "side": parse_side,
                "value": parse_value,
            }
        ],
    )
}