Begin implementing positions

2022-10-17 07:20:30 +01:00 · 2022-10-17 07:20:30 +01:00 · 1bdd49ee6a
parent 5279217324
commit 1bdd49ee6a
17 changed files with 452 additions and 28 deletions
--- a/app/urls.py
+++ b/app/urls.py
@ -21,7 +21,7 @@ from django.urls import include, path
 from django.views.generic import TemplateView
 from django_otp.forms import OTPAuthenticationForm

-from core.views import accounts, base, callbacks, hooks, trades
+from core.views import accounts, base, callbacks, hooks, trades, positions
 from core.views.stripe_callbacks import Callback

 urlpatterns = [
@ -115,4 +115,26 @@ urlpatterns = [
        trades.TradeAction.as_view(),
        name="trade_action",
    ),
+    path("positions/<str:type>/", positions.Positions.as_view(), name="positions"),
+    # path("trades/<str:type>/add/", trades.TradeAction.as_view(), name="trade_action"),
+    path(
+        "positions/<str:type>/<str:account_id>/",
+        positions.Positions.as_view(),
+        name="positions",
+    ),
+    # path(
+    #     "trades/<str:type>/add/<str:name>/",
+    #     trades.TradeAction.as_view(),
+    #     name="trade_action",
+    # ),
+    # path(
+    #     "trades/<str:type>/del/<str:trade_id>/",
+    #     trades.TradeAction.as_view(),
+    #     name="trade_action",
+    # ),
+    # path(
+    #     "trades/<str:type>/edit/<str:trade_id>/",
+    #     trades.TradeAction.as_view(),
+    #     name="trade_action",
+    # ),
 ] + static(settings.STATIC_URL, document_root=settings.STATIC_ROOT)
--- a/core/forms.py
+++ b/core/forms.py
@ -51,6 +51,7 @@ class AccountForm(ModelForm):
            "exchange",
            "api_key",
            "api_secret",
+            "sandbox",
        )


@ -65,4 +66,5 @@ class TradeForm(ModelForm):
            "price",
            "stop_loss",
            "take_profit",
+            "direction",
        )
--- a/core/lib/serde/ccxt_s.py
+++ b/core/lib/serde/ccxt_s.py
@ -0,0 +1,124 @@
+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())
--- a/core/lib/serde/drakdoo_s.py
+++ b/core/lib/serde/drakdoo_s.py
--- a/core/lib/trades.py
+++ b/core/lib/trades.py
@ -0,0 +1,4 @@
+# Trade handling
+
+def sync_trades_with_db(user):
+    pass
--- a/core/migrations/0011_alter_account_exchange.py
+++ b/core/migrations/0011_alter_account_exchange.py
@ -0,0 +1,18 @@
+# Generated by Django 4.1.2 on 2022-10-18 08:36
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0010_account_sandbox_trade_direction_trade_status_and_more'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='account',
+            name='exchange',
+            field=models.CharField(choices=[('binance', 'Binance'), ('alpaca', 'Alpaca')], max_length=255),
+        ),
+    ]
--- a/core/migrations/0012_rename_exchange_id_trade_client_order_id_and_more.py
+++ b/core/migrations/0012_rename_exchange_id_trade_client_order_id_and_more.py
@ -0,0 +1,33 @@
+# Generated by Django 4.1.2 on 2022-10-18 13:05
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0011_alter_account_exchange'),
+    ]
+
+    operations = [
+        migrations.RenameField(
+            model_name='trade',
+            old_name='exchange_id',
+            new_name='client_order_id',
+        ),
+        migrations.AddField(
+            model_name='trade',
+            name='order_id',
+            field=models.CharField(blank=True, max_length=255, null=True),
+        ),
+        migrations.AddField(
+            model_name='trade',
+            name='response',
+            field=models.JSONField(blank=True, null=True),
+        ),
+        migrations.AlterField(
+            model_name='trade',
+            name='symbol',
+            field=models.CharField(choices=[('BTC/USD', 'Bitcoin/US Dollar'), ('LTC/USD', 'Litecoin/US Dollar')], max_length=255),
+        ),
+    ]
--- a/core/migrations/0013_alter_trade_direction_alter_trade_price.py
+++ b/core/migrations/0013_alter_trade_direction_alter_trade_price.py
@ -0,0 +1,24 @@
+# Generated by Django 4.1.2 on 2022-10-18 13:14
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0012_rename_exchange_id_trade_client_order_id_and_more'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='trade',
+            name='direction',
+            field=models.CharField(choices=[('buy', 'Buy'), ('sell', 'Sell')], default='buy', max_length=255),
+            preserve_default=False,
+        ),
+        migrations.AlterField(
+            model_name='trade',
+            name='price',
+            field=models.FloatField(blank=True, null=True),
+        ),
+    ]
--- a/core/models.py
+++ b/core/models.py
@ -1,14 +1,15 @@
-import logging
-
 import ccxt
 import stripe
 from django.conf import settings
 from django.contrib.auth.models import AbstractUser
 from django.db import models
+from serde import ValidationError

 from core.lib.customers import get_or_create, update_customer_fields
+from core.lib.serde import ccxt_s
+from core.util import logs

-logger = logging.getLogger(__name__)
+log = logs.get_logger(__name__)


 class Plan(models.Model):
@ -59,7 +60,7 @@ class User(AbstractUser):
        if settings.STRIPE_ENABLED:
            if self.stripe_id:
                stripe.Customer.delete(self.stripe_id)
-                logger.info(f"Deleted Stripe customer {self.stripe_id}")
+                log.info(f"Deleted Stripe customer {self.stripe_id}")
        super().delete(*args, **kwargs)

    def has_plan(self, plan):
@ -96,7 +97,10 @@ class Hook(models.Model):


 class Trade(models.Model):
-    SYMBOL_CHOICES = (("BTCUSD", "Bitcoin/USD"),)
+    SYMBOL_CHOICES = (
+        ("BTC/USD", "Bitcoin/US Dollar"),
+        ("LTC/USD", "Litecoin/US Dollar"),
+    )
    TYPE_CHOICES = (
        ("market", "Market"),
        ("limit", "Limit"),
@ -110,15 +114,19 @@ class Trade(models.Model):
    symbol = models.CharField(choices=SYMBOL_CHOICES, max_length=255)
    type = models.CharField(choices=TYPE_CHOICES, max_length=255)
    amount = models.FloatField()
-    price = models.FloatField()
+    price = models.FloatField(null=True, blank=True)
    stop_loss = models.FloatField(null=True, blank=True)
    take_profit = models.FloatField(null=True, blank=True)
-    exchange_id = models.CharField(max_length=255, null=True, blank=True)
    status = models.CharField(max_length=255, null=True, blank=True)
    direction = models.CharField(
-        choices=DIRECTION_CHOICES, max_length=255, null=True, blank=True
+        choices=DIRECTION_CHOICES, max_length=255
    )

+    # To populate from the trade
+    order_id = models.CharField(max_length=255, null=True, blank=True)
+    client_order_id = models.CharField(max_length=255, null=True, blank=True)
+    response = models.JSONField(null=True, blank=True)
+
    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        self._original = self
@ -127,7 +135,7 @@ class Trade(models.Model):
        """
        Override the save function to place the trade.
        """
-        if self.exchange_id is None:
+        if self.response is None:
            # the trade is not placed yet
            if self.account.exchange == "alpaca":
                account = ccxt.alpaca(
@ -149,7 +157,15 @@ class Trade(models.Model):
                        self.price,
                        params,
                    )
-                self.status = "filled"
+
+                print("ORDER", order)
+                try:
+                    parsed = ccxt_s.CCXTRoot.from_dict(order)
+                except ValidationError as e:
+                    log.error(f"Error creating trade: {e}")
+                    return False
+                self.status = parsed.status
+                self.response = order
        else:
            # there is a trade open
            # get trade
--- a/core/templates/base.html
+++ b/core/templates/base.html
@ -201,6 +201,11 @@
          <a class="navbar-item" href="{% url 'home' %}">
            Home
          </a>
+          {% if user.is_authenticated %}
+            <a class="navbar-item" href="{% url 'positions' type='page' %}">
+              Positions
+            </a>
+          {% endif %}
          {% if user.is_authenticated %}
            <a class="navbar-item" href="{% url 'accounts' type='page' %}">
              Accounts
@ -208,7 +213,7 @@
          {% endif %}
          {% if user.is_authenticated %}
            <a class="navbar-item" href="{% url 'trades' type='page' %}">
-              Trades
+              Bot Trades
            </a>
          {% endif %}
          {% if user.is_authenticated %}
--- a/core/templates/partials/account-list.html
+++ b/core/templates/partials/account-list.html
@ -7,6 +7,7 @@
    <th>name</th>
    <th>exchange</th>
    <th>API key</th>
+    <th>sandbox</th>
    <th>actions</th>
  </thead>
  {% for item in items %}
@ -15,7 +16,18 @@
      <td>{{ item.user }}</td>
      <td>{{ item.name }}</td>
      <td>{{ item.exchange }}</td>
-      <td>{{ item.api_jey }}</td>
+      <td>{{ item.api_key }}</td>
+      <td>
+        {% if item.sandbox %}
+          <span class="icon">
+            <i class="fa-solid fa-check"></i>
+          </span>
+        {% else %}
+          <span class="icon">
+            <i class="fa-solid fa-xmark"></i>
+          </span>
+        {% endif %}
+      </td>
      <td>
        <div class="buttons">
          <button
--- a/core/templates/partials/position-list.html
+++ b/core/templates/partials/position-list.html
@ -0,0 +1,86 @@
+{% include 'partials/notify.html' %}
+
+<table class="table is-fullwidth is-hoverable" id="accounts-table">
+  <thead>
+    <th>id</th>
+    <th>user</th>
+    <th>name</th>
+    <th>exchange</th>
+    <th>API key</th>
+    <th>sandbox</th>
+    <th>actions</th>
+  </thead>
+  {% for item in items %}
+    <tr>
+      <td>{{ item.id }}</td>
+      <td>{{ item.user }}</td>
+      <td>{{ item.name }}</td>
+      <td>{{ item.exchange }}</td>
+      <td>{{ item.api_key }}</td>
+      <td>
+        {% if item.sandbox %}
+          <span class="icon">
+            <i class="fa-solid fa-check"></i>
+          </span>
+        {% else %}
+          <span class="icon">
+            <i class="fa-solid fa-xmark"></i>
+          </span>
+        {% endif %}
+      </td>
+      <td>
+        <div class="buttons">
+          <button
+            hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+            hx-get="{% url 'position_action' type=type order_id=item.id %}"
+            hx-trigger="click"
+            hx-target="#{{ type }}s-here"
+            class="button is-info">
+            <span class="icon-text">
+              <span class="icon">
+                <i class="fa-solid fa-pencil"></i>
+              </span>
+            </span>
+          </button>
+          <button
+            hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+            hx-delete="{% url 'position_action' type=type order_id=item.id %}"
+            hx-trigger="click"
+            hx-target="#positions-table"
+            class="button is-danger">
+            <span class="icon-text">
+              <span class="icon" data-tooltip="Close">
+                <i class="fa-solid fa-trash"></i>
+              </span>
+            </span>
+          </button>
+          {% if type == 'page' %}
+            <a href="{% url 'position_action' type=type account_id=item.id %}"><button
+              class="button is-success">
+              <span class="icon-text">
+                <span class="icon">
+                  <i class="fa-solid fa-eye"></i>
+                </span>
+              </span>
+            </button>
+            </a>
+          {% else %}
+            <button
+              hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+              hx-get="{% url 'trades' type=type account_id=item.id %}"
+              hx-trigger="click"
+              hx-target="#{{ type }}s-here"
+              class="button is-success">
+              <span class="icon-text">
+                <span class="icon">
+                  <i class="fa-solid fa-eye"></i>
+                </span>
+              </span>
+            </button>
+          {% endif %}
+        </div>
+      </td>
+    </tr>
+  {% endfor %}
+
+</table>
--- a/core/templates/window-content/positions.html
+++ b/core/templates/window-content/positions.html
@ -0,0 +1,20 @@
+<div class="buttons">
+    <button
+      hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+      hx-get="#"
+      hx-trigger="click"
+      hx-target="#modals-here"
+      class="button is-info">
+      <span class="icon-text">
+        <span class="icon">
+          <i class="fa-solid fa-plus"></i>
+        </span>
+        <span>Trade</span>
+      </span>
+    </button>
+  </div>
+  
+  {% include 'partials/notify.html' %}
+  {% include 'partials/position-list.html' %}
+  
+  
--- a/core/views/accounts.py
+++ b/core/views/accounts.py
@ -1,17 +1,14 @@
 import uuid

-import orjson
 from django.contrib.auth.mixins import LoginRequiredMixin
-from django.http import HttpResponse, HttpResponseBadRequest
+from django.http import HttpResponseBadRequest
 from django.shortcuts import render
 from django.views import View
-from rest_framework.parsers import FormParser, JSONParser
+from rest_framework.parsers import FormParser
 from rest_framework.views import APIView
-from serde import ValidationError

 from core.forms import AccountForm
-from core.lib.serde import drakdoo
-from core.models import Account, Callback
+from core.models import Account
 from core.util import logs

 log = logs.get_logger(__name__)
@ -100,7 +97,7 @@ class AccountAction(LoginRequiredMixin, APIView):
                form = AccountForm(
                    request.data, instance=Account.objects.get(id=account_id)
                )
-            except account.DoesNotExist:
+            except Account.DoesNotExist:
                message = "Account does not exist"
                message_class = "danger"
                context = {
--- a/core/views/hooks.py
+++ b/core/views/hooks.py
@ -10,7 +10,7 @@ from rest_framework.views import APIView
 from serde import ValidationError

 from core.forms import HookForm
-from core.lib.serde import drakdoo
+from core.lib.serde import drakdoo_s
 from core.models import Callback, Hook
 from core.util import logs

@ -36,7 +36,7 @@ class HookAPI(APIView):

        # Try validating the JSON
        try:
-            hook_resp = drakdoo.BaseDrakdoo.from_dict(request.data)
+            hook_resp = drakdoo_s.BaseDrakdoo.from_dict(request.data)
        except ValidationError as e:
            log.error(f"HookAPI POST: {e}")
            return HttpResponseBadRequest(e)
--- a/core/views/positions.py
+++ b/core/views/positions.py
@ -0,0 +1,62 @@
+import uuid
+
+import orjson
+from django.contrib.auth.mixins import LoginRequiredMixin
+from django.http import HttpResponse, HttpResponseBadRequest
+from django.shortcuts import render
+from django.views import View
+from rest_framework.parsers import FormParser, JSONParser
+from rest_framework.views import APIView
+from serde import ValidationError
+
+from core.forms import HookForm
+from core.lib.serde import drakdoo_s
+from core.models import Callback, Hook, Account
+from core.util import logs
+import ccxt
+from ccxt.base.errors import NotSupported
+log = logs.get_logger(__name__)
+
+
+def get_positions(user, account_id=None):
+    items = []
+    accounts = Account.objects.filter(user=user)
+    for account in accounts:
+        if hasattr(ccxt, account.exchange):
+            instance = getattr(ccxt, account.exchange)({"apiKey": account.api_key, "secret": account.api_secret})
+            if account.sandbox:
+                instance.set_sandbox_mode(True)
+            try:
+                positions = instance.fetch_positions()
+            except NotSupported:
+                positions = [{"account": account.exchange, "error": "Not supported"}]
+            print("POSITIONS", positions)
+            # try:
+            #     parsed = ccxt_s.CCXTRoot.from_dict(order)
+            # except ValidationError as e:
+            #     log.error(f"Error creating trade: {e}")
+            #     return False
+            # self.status = parsed.status
+            # self.response = order
+
+
+class Positions(LoginRequiredMixin, View):
+    allowed_types = ["modal", "widget", "window", "page"]
+    window_content = "window-content/positions.html"
+
+    async def get(self, request, type, account_id=None):
+        if type not in self.allowed_types:
+            return HttpResponseBadRequest
+        template_name = f"wm/{type}.html"
+        unique = str(uuid.uuid4())[:8]
+        items = get_positions(request.user, account_id)
+        if type == "page":
+            type = "modal"
+        context = {
+            "title": f"Hooks ({type})",
+            "unique": unique,
+            "window_content": self.window_content,
+            "items": items,
+            "type": type,
+        }
+        return render(request, template_name, context)
--- a/core/views/trades.py
+++ b/core/views/trades.py
@ -1,17 +1,14 @@
 import uuid

-import orjson
 from django.contrib.auth.mixins import LoginRequiredMixin
-from django.http import HttpResponse, HttpResponseBadRequest
+from django.http import HttpResponseBadRequest
 from django.shortcuts import render
 from django.views import View
-from rest_framework.parsers import FormParser, JSONParser
+from rest_framework.parsers import FormParser
 from rest_framework.views import APIView
-from serde import ValidationError

 from core.forms import TradeForm
-from core.lib.serde import drakdoo
-from core.models import Account, Callback, Trade
+from core.models import Account, Trade
 from core.util import logs

 log = logs.get_logger(__name__)
@ -127,7 +124,9 @@ class TradeAction(LoginRequiredMixin, APIView):
            form = TradeForm(request.data)
        if form.is_valid():
            trade = form.save(commit=False)
+            print("PRESAVE TRADE", trade)
            trade.save()
+            print("SAVED TRADE", trade)
            if trade_id:
                message = f"Trade {trade_id} edited successfully"
            else: