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Convert API responses with Glom

This commit is contained in:
Mark Veidemanis 2022-11-02 18:25:34 +00:00
parent 396d838416
commit 5cb7d08614
Signed by: m
GPG Key ID: 5ACFCEED46C0904F
8 changed files with 140 additions and 16 deletions
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2
app/urls.py
View File

@ -114,7 +114,7 @@ urlpatterns = [
name="positions",
),
path(
"positions/<str:type>/<str:account_id>/<str:asset_id>/",
"positions/<str:type>/<str:account_id>/<str:symbol>/",
positions.PositionAction.as_view(),
name="position_action",
),

36
core/exchanges/__init__.py
View File

@ -1,13 +1,16 @@
from glom import glom
from pydantic import ValidationError
from core.lib import schemas
from core.util import logs
class BaseExchange(object):
def __init__(self, account):
name = self.__class__.__name__
self.name = name.replace("Exchange", "").lower()
self.account = account
self.log = logs.get_logger(name)
self.log = logs.get_logger(self.name)
self.client = None
self.set_schema()
@ -19,6 +22,26 @@ class BaseExchange(object):
def connect(self):
raise NotImplementedError
def convert_spec(self, response, msg_type):
# 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:
raise Exception(f"No schema for {self.name} in schema mapping")
# Does the message type have a conversion spec for this message type?
if hasattr(schema_instance, f"{msg_type}_schema"):
schema = getattr(schema_instance, f"{msg_type}_schema")
else:
# Let us know so we can implement it, but don't do anything with it
self.log.error(f"No schema for message: {msg_type} - {response}")
# raise Exception(f"No schema for {msg_type} in schema mapping")
return response
# Use glom to convert the response to the schema
converted = glom(response, schema)
print(f"[{self.name}] Converted of {msg_type}: {converted}")
return converted
def call(self, method, *args, **kwargs) -> (bool, dict):
if hasattr(self.client, method):
@ -29,8 +52,13 @@ class BaseExchange(object):
if method not in self.schema:
self.log.error(f"Method cannot be validated: {method}")
self.log.debug(f"Response: {response}")
return (False, f"Method cannot be validated: {method}")
return (True, self.schema[method](**response).dict())
# return (False, f"Method cannot be validated: {method}")
return (True, response)
# Return a dict of the validated response
response_valid = self.schema[method](**response).dict()
# Convert the response to a format that we can use
response_converted = self.convert_spec(response_valid, method)
return (True, response_converted)
except ValidationError as e:
self.log.error(f"Could not validate response: {e}")
return (False, e)
@ -64,7 +92,7 @@ class BaseExchange(object):
def cancel_trade(self, trade_id):
raise NotImplementedError
def get_position_info(self, asset_id):
def get_position_info(self, symbol):
raise NotImplementedError
def get_all_positions(self):

10
core/exchanges/alpaca.py
View File

@ -133,19 +133,19 @@ class AlpacaExchange(BaseExchange):
def cancel_trade(self, trade_id):
pass
def get_position_info(self, asset_id):
success, position = self.call("get_open_position", asset_id)
def get_position_info(self, symbol):
success, position = self.call("get_open_position", symbol)
if not success:
return (success, position)
return (True, position)
def get_all_positions(self):
items = []
success, positions = self.call("get_all_positions")
success, response = self.call("get_all_positions")
if not success:
return (success, positions)
return (success, response)
for item in positions["itemlist"]:
for item in response["itemlist"]:
item["account_id"] = self.account.id
item["unrealized_pl"] = float(item["unrealized_pl"])
items.append(item)

18
core/exchanges/oanda.py
View File

@ -1,5 +1,6 @@
from oandapyV20 import API
from oandapyV20.endpoints import accounts, orders, positions, trades
from pydantic import ValidationError
from core.exchanges import BaseExchange
from core.lib.schemas import oanda_s
@ -18,7 +19,11 @@ class OANDAExchange(BaseExchange):
self.log.debug(f"Response: {response}")
return (False, f"Method cannot be validated: {method}")
try:
return (True, self.schema[method](**response).dict())
# Return a dict of the validated response
response_valid = self.schema[method](**response).dict()
# Convert the response to a format that we can use
response_converted = self.convert_spec(response_valid, method)
return (True, response_converted)
except ValidationError as e:
self.log.error(f"Could not validate response: {e}")
return (False, e)
@ -66,16 +71,21 @@ class OANDAExchange(BaseExchange):
def cancel_trade(self, trade_id):
raise NotImplementedError
def get_position_info(self, asset_id):
r = positions.PositionDetails(self.account_id, asset_id)
def get_position_info(self, symbol):
r = positions.PositionDetails(self.account_id, symbol)
self.client.request(r)
return r.response
def get_all_positions(self):
items = []
r = positions.OpenPositions(accountID=self.account_id)
success, response = self.call("OpenPositions", r)
if not success:
return (success, response)
print("Positions", response)
return (True, [])
for item in response["itemlist"]:
item["account_id"] = self.account.id
item["unrealized_pl"] = float(item["unrealized_pl"])
items.append(item)
return (True, items)

41
core/lib/schemas/alpaca_s.py
View File

@ -72,6 +72,44 @@ class GetAllPositions(BaseModel):
itemlist: list[Position]
{
"itemlist": [
{
"asset_id": "64bbff51-59d6-4b3c-9351-13ad85e3c752",
"symbol": "BTCUSD",
"exchange": "FTXU",
"asset_class": "crypto",
"asset_marginable": False,
"qty": "0.009975",
"avg_entry_price": "20714",
"side": "long",
"market_value": "204.297975",
"cost_basis": "206.62215",
"unrealized_pl": "-2.324175",
"unrealized_plpc": "-0.0112484310128416",
"unrealized_intraday_pl": "-0.269325",
"unrealized_intraday_plpc": "-0.001316559391457",
"current_price": "20481",
"lastday_price": "20508",
"change_today": "-0.001316559391457",
"qty_available": "0.009975",
}
]
}
get_all_positions_schema = {
"itemlist": (
"itemlist",
[
{
"symbol": "symbol",
"unrealized_pl": "unrealized_pl",
"price:": "current_price",
}
],
)
}
# get_account
class GetAccount(BaseModel):
id: str
@ -108,3 +146,6 @@ class GetAccount(BaseModel):
sma: str
daytrade_count: int
balance_asof: str
get_account_schema = {"": ""}

44
core/lib/schemas/oanda_s.py
View File

@ -77,3 +77,47 @@ class Position(BaseModel):
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",
}
OpenPositions_schema = {
"itemlist": (
"positions",
[{"symbol": "instrument", "unrealized_pl": "unrealizedPL"}],
)
}

4
core/lib/trades.py
View File

@ -73,10 +73,10 @@ def close_trade(trade):
pass
def get_position_info(account, asset_id):
def get_position_info(account, symbol):
trading_client = account.get_client()
try:
position = trading_client.get_open_position(asset_id)
position = trading_client.get_open_position(symbol)
except APIError as e:
return (False, e)
return (True, position)

1
docker/prod/requirements.prod.txt
View File

@ -18,3 +18,4 @@ qrcode
pydantic
alpaca-py
oandapyV20
glom