Remove asset filter and begin implementing posting trades

app/local_settings.py

@@ -29,61 +29,6 @@ STRIPE_ADMIN_COUPON = getenv("STRIPE_ADMIN_COUPON", "")
 
 REGISTRATION_OPEN = getenv("REGISTRATION_OPEN", "false").lower() in trues
 
-ASSET_FILTER = [
-    "LINK/USDT",
-    "PAXG/USD",
-    "PAXG/USDT",
-    "SHIB/USD",
-    "TRX/USD",
-    "TRX/USDT",
-    "UNI/BTC",
-    "UNI/USD",
-    "UNI/USDT",
-    "USDT/USD",
-    "WBTC/USD",
-    "YFI/BTC",
-    "NEAR/USDT",
-    "SUSHI/USDT",
-    "DOGE/USDT",
-    "LINK/BTC",
-    "LINK/USD",
-    "GRT/USD",
-    "AVAX/BTC",
-    "AVAX/USD",
-    "AVAX/USDT",
-    "SOL/BTC",
-    "SOL/USD",
-    "SOL/USDT",
-    "BTC/USDT",
-    "SUSHI/BTC",
-    "SUSHI/USD",
-    "BCH/BTC",
-    "BCH/USD",
-    "YFI/USD",
-    "ETH/USD",
-    "ETH/USDT",
-    "YFI/USDT",
-    "AAVE/USD",
-    "AAVE/USDT",
-    "ALGO/USD",
-    "BAT/USD",
-    "DAI/USDT",
-    "ALGO/USDT",
-    "MATIC/BTC",
-    "MATIC/USD",
-    "DOGE/USD",
-    "MKR/USD",
-    "BTC/USD",
-    "DOGE/BTC",
-    "LTC/BTC",
-    "LTC/USD",
-    "LTC/USDT",
-    "ETH/BTC",
-    "BCH/USDT",
-    "DAI/USD",
-    "NEAR/USD",
-]
-
 # Hook URL, do not include leading or trailing slash
 HOOK_PATH = "hook"
 

core/exchanges/__init__.py

@@ -1,4 +1,6 @@
+from alpaca.common.exceptions import APIError
 from glom import glom
+from oandapyV20.exceptions import V20Error
 
 from core.lib import schemas
 from core.util import logs
@@ -135,7 +137,11 @@ class BaseExchange(object):
         :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 = 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:
@@ -147,6 +153,7 @@ class BaseExchange(object):
         except NoSchema as e:
             log.error(f"{e} - {response}")
             response_converted = response_valid
+
         # return (True, response_converted)
         return response_converted
 

core/exchanges/oanda.py

@@ -1,5 +1,5 @@
 from oandapyV20 import API
-from oandapyV20.endpoints import accounts, positions
+from oandapyV20.endpoints import accounts, orders, positions
 
 from core.exchanges import BaseExchange
 
@@ -26,16 +26,37 @@ class OANDAExchange(BaseExchange):
         return [x["name"] for x in response["itemlist"]]
 
     def get_balance(self):
-        raise NotImplementedError
+        r = accounts.AccountSummary(self.account_id)
+        response = self.call(r)
+        return float(response["balance"])
 
     def get_market_value(self, symbol):
         raise NotImplementedError
 
     def post_trade(self, trade):
-        raise NotImplementedError
-        # r = orders.OrderCreate(accountID, data=data)
-        # self.client.request(r)
-        # return r.response
+        if trade.direction == "sell":
+            amount = -trade.amount
+        else:
+            amount = trade.amount
+        data = {
+            "order": {
+                # "price": "1.5000", - added later
+                "stopLossOnFill": {"timeInForce": "GTC", "price": str(trade.stop_loss)},
+                "takeProfitOnFill": {"price": str(trade.take_profit)},
+                "timeInForce": "GTC",
+                "instrument": trade.symbol,
+                "units": str(amount),
+                "type": trade.type.upper(),
+                "positionFill": "DEFAULT",
+            }
+        }
+        print("SENDINGF ORDER", data)
+        if trade.type == "limit":
+            data["order"]["price"] = str(trade.price)
+        r = orders.OrderCreate(self.account_id, data=data)
+        response = self.call(r)
+        print("POSTED TRADE", response)
+        return response
 
     def get_trade(self, trade_id):
         r = accounts.TradeDetails(accountID=self.account_id, tradeID=trade_id)

core/lib/market.py

@@ -1,3 +1,5 @@
+from decimal import Decimal as D
+
 from alpaca.common.exceptions import APIError
 
 from core.models import Strategy, Trade
@@ -33,11 +35,14 @@ def execute_strategy(callback, strategy):
     base = callback.base
     quote = callback.quote
     direction = hook.direction
-    if quote not in ["usd", "usdt", "usdc", "busd"]:
-        log.error(f"Quote not compatible with Dollar: {quote}")
-        return False
-    quote = "usd"  # TODO: MASSIVE HACK
-    symbol = f"{base.upper()}/{quote.upper()}"
+    if account.exchange == "alpaca":
+        if quote not in ["usd", "usdt", "usdc", "busd"]:
+            log.error(f"Quote not compatible with Dollar: {quote}")
+            return False
+        quote = "usd"  # TODO: MASSIVE HACK
+        symbol = f"{base.upper()}/{quote.upper()}"
+    elif account.exchange == "oanda":
+        symbol = f"{base.upper()}_{quote.upper()}"
 
     if symbol not in account.supported_symbols:
         log.error(f"Symbol not supported by account: {symbol}")
@@ -53,32 +58,32 @@ def execute_strategy(callback, strategy):
 
     # type = "limit"
     type = "market"
-    trade_size_as_ratio = strategy.trade_size_percent / 100
+    trade_size_as_ratio = D(strategy.trade_size_percent) / D(100)
     log.debug(f"Trade size as ratio: {trade_size_as_ratio}")
-    amount_usd = trade_size_as_ratio * cash_balance
+    amount_usd = D(trade_size_as_ratio) * D(cash_balance)
     log.debug(f"Trade size: {amount_usd}")
-    price = callback.price
+    price = round(D(callback.price), 8)
     if not price:
         return
     log.debug(f"Extracted price of quote: {price}")
 
     # We can do this because the quote IS in $ or equivalent
-    trade_size_in_quote = amount_usd / price
+    trade_size_in_quote = D(amount_usd) / D(price)
     log.debug(f"Trade size in quote: {trade_size_in_quote}")
 
     # calculate sl/tp
-    stop_loss_as_ratio = strategy.stop_loss_percent / 100
-    take_profit_as_ratio = strategy.take_profit_percent / 100
+    stop_loss_as_ratio = D(strategy.stop_loss_percent) / D(100)
+    take_profit_as_ratio = D(strategy.take_profit_percent) / D(100)
     log.debug(f"Stop loss as ratio: {stop_loss_as_ratio}")
     log.debug(f"Take profit as ratio: {take_profit_as_ratio}")
 
-    stop_loss_subtract = price * stop_loss_as_ratio
-    take_profit_add = price * take_profit_as_ratio
+    stop_loss_subtract = D(price) * D(stop_loss_as_ratio)
+    take_profit_add = D(price) * D(take_profit_as_ratio)
     log.debug(f"Stop loss subtract: {stop_loss_subtract}")
     log.debug(f"Take profit add: {take_profit_add}")
 
-    stop_loss = price - stop_loss_subtract
-    take_profit = price + take_profit_add
+    stop_loss = D(price) - D(stop_loss_subtract)
+    take_profit = D(price) + D(take_profit_add)
 
     log.debug(f"Stop loss: {stop_loss}")
     log.debug(f"Take profit: {take_profit}")
@@ -90,15 +95,15 @@ def execute_strategy(callback, strategy):
         symbol=symbol,
         type=type,
         # amount_usd=amount_usd,
-        amount=trade_size_in_quote,
+        amount=float(round(trade_size_in_quote, 2)),
         # price=price,
-        stop_loss=stop_loss,
-        take_profit=take_profit,
+        stop_loss=float(round(stop_loss, 2)),
+        take_profit=float(round(take_profit, 2)),
         direction=direction,
     )
     new_trade.save()
     info = new_trade.post()
-    log.debug(f"Posted trade: {posted} - {info}")
+    log.debug(f"Posted trade: {info}")
 
 
 def process_callback(callback):

core/lib/schemas/oanda_s.py

@@ -179,6 +179,106 @@ AccountDetailsSchema = {
 }
 
 
+{
+    "account": {
+        "marginCloseoutNAV": "35454.4740",
+        "marginUsed": "10581.5000",
+        "currency": "EUR",
+        "resettablePL": "-13840.3525",
+        "NAV": "35454.4740",
+        "marginCloseoutMarginUsed": "10581.5000",
+        "marginCloseoutPositionValue": "211630.0000",
+        "openTradeCount": 2,
+        "id": "101-004-1435156-001",
+        "hedgingEnabled": False,
+        "marginCloseoutPercent": "0.14923",
+        "marginCallMarginUsed": "10581.5000",
+        "openPositionCount": 1,
+        "positionValue": "211630.0000",
+        "pl": "-13840.3525",
+        "lastTransactionID": "2123",
+        "marginAvailable": "24872.9740",
+        "marginRate": "0.05",
+        "marginCallPercent": "0.29845",
+        "pendingOrderCount": 0,
+        "withdrawalLimit": "24872.9740",
+        "unrealizedPL": "0.0000",
+        "alias": "hootnotv20",
+        "createdByUserID": 1435156,
+        "marginCloseoutUnrealizedPL": "0.0000",
+        "createdTime": "2016-06-24T21:03:50.914647476Z",
+        "balance": "35454.4740",
+    },
+    "lastTransactionID": "2123",
+}
+
+
+class AccountSummaryNested(BaseModel):
+    marginCloseoutNAV: str
+    marginUsed: str
+    currency: str
+    resettablePL: str
+    NAV: str
+    marginCloseoutMarginUsed: str
+    marginCloseoutPositionValue: str
+    openTradeCount: int
+    id: str
+    hedgingEnabled: bool
+    marginCloseoutPercent: str
+    marginCallMarginUsed: str
+    openPositionCount: int
+    positionValue: str
+    pl: str
+    lastTransactionID: str
+    marginAvailable: str
+    marginRate: str
+    marginCallPercent: str
+    pendingOrderCount: int
+    withdrawalLimit: str
+    unrealizedPL: str
+    alias: str
+    createdByUserID: int
+    marginCloseoutUnrealizedPL: str
+    createdTime: str
+    balance: str
+
+
+class AccountSummary(BaseModel):
+    account: AccountSummaryNested
+    lastTransactionID: str
+
+
+AccountSummarySchema = {
+    "marginCloseoutNAV": "account.marginCloseoutNAV",
+    "marginUsed": "account.marginUsed",
+    "currency": "account.currency",
+    "resettablePL": "account.resettablePL",
+    "NAV": "account.NAV",
+    "marginCloseoutMarginUsed": "account.marginCloseoutMarginUsed",
+    "marginCloseoutPositionValue": "account.marginCloseoutPositionValue",
+    "openTradeCount": "account.openTradeCount",
+    "id": "account.id",
+    "hedgingEnabled": "account.hedgingEnabled",
+    "marginCloseoutPercent": "account.marginCloseoutPercent",
+    "marginCallMarginUsed": "account.marginCallMarginUsed",
+    "openPositionCount": "account.openPositionCount",
+    "positionValue": "account.positionValue",
+    "pl": "account.pl",
+    "lastTransactionID": "account.lastTransactionID",
+    "marginAvailable": "account.marginAvailable",
+    "marginRate": "account.marginRate",
+    "marginCallPercent": "account.marginCallPercent",
+    "pendingOrderCount": "account.pendingOrderCount",
+    "withdrawalLimit": "account.withdrawalLimit",
+    "unrealizedPL": "account.unrealizedPL",
+    "alias": "account.alias",
+    "createdByUserID": "account.createdByUserID",
+    "marginCloseoutUnrealizedPL": "account.marginCloseoutUnrealizedPL",
+    "createdTime": "account.createdTime",
+    "balance": "account.balance",
+}
+
+
 class PositionDetailsNested(BaseModel):
     instrument: str
     long: PositionLong

core/views/hooks.py

@@ -1,7 +1,6 @@
 import re
 
 import orjson
-from django.conf import settings
 from django.contrib.auth.mixins import LoginRequiredMixin
 from django.http import HttpResponse, HttpResponseBadRequest
 from pydantic import ValidationError
@@ -56,9 +55,6 @@ class HookAPI(APIView):
         base = hook_resp.market.item
         quote = hook_resp.market.currency
         symbol = f"{base.upper()}/{quote.upper()}"
-        if symbol not in settings.ASSET_FILTER:
-            log.debug(f"Skipping {symbol} because it is not in the asset filter")
-            return HttpResponseBadRequest("Invalid symbol")
 
         data = {
             "title": hook_resp.title,

core/views/positions.py

@@ -6,6 +6,7 @@ from django.shortcuts import render
 from django.views import View
 from rest_framework.parsers import FormParser
 
+from core.exchanges import GenericAPIError
 from core.models import Account
 from core.util import logs
 
@@ -16,7 +17,10 @@ def get_positions(user, account_id=None):
     items = []
     accounts = Account.objects.filter(user=user)
     for account in accounts:
-        positions = account.client.get_all_positions()
+        try:
+            positions = account.client.get_all_positions()
+        except GenericAPIError:
+            continue
 
         for item in positions:
             items.append(item)