fisk/core/exchanges/__init__.py

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from glom import glom
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from core.lib import schemas
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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
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STRICT_CONVERSION = False
# TODO: Set them to True when all message types are implemented
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log = logs.get_logger("exchanges")
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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("_"))
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class BaseExchange(object):
def __init__(self, account):
name = self.__class__.__name__
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self.name = name.replace("Exchange", "").lower()
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self.account = account
self.client = None
self.connect()
def connect(self):
raise NotImplementedError
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@property
def schema(self):
"""
Get the schema library for the exchange.
"""
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# 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}")
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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"
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# if hasattr(self.schema, method):
# schema = getattr(self.schema, method)
if hasattr(self.schema, to_camel):
schema = getattr(self.schema, to_camel)
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else:
raise NoSchema(f"Could not get schema: {to_camel}")
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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}
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return response
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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)
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# 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
response_valid = schema(**response).dict()
return response_valid
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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
"""
response = self.call_method(method, *args, **kwargs)
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
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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)
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def get_account(self):
raise NotImplementedError
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def get_supported_assets(self):
raise NotImplementedError
def get_balance(self):
raise NotImplementedError
def get_market_value(self, symbol):
raise NotImplementedError
def post_trade(self, trade):
raise NotImplementedError
def get_trade(self, trade_id):
raise NotImplementedError
def update_trade(self, trade):
raise NotImplementedError
def cancel_trade(self, trade_id):
raise NotImplementedError
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def get_position_info(self, symbol):
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raise NotImplementedError
def get_all_positions(self):
raise NotImplementedError