Remove asset filter and begin implementing posting trades

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