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Implement more validation and conversion

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This commit is contained in:
Mark Veidemanis
2022-11-04 07:20:14 +00:00
parent d34ac39d68
commit 60979652d9
8 changed files with 294 additions and 158 deletions
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268
core/lib/schemas/oanda_s.py
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@@ -1,42 +1,5 @@
from pydantic import BaseModel
a = {
"positions": [
{
"instrument": "EUR_USD",
"long": {
"units": "1",
"averagePrice": "0.99361",
"pl": "-0.1014",
"resettablePL": "-0.1014",
"financing": "0.0000",
"dividendAdjustment": "0.0000",
"guaranteedExecutionFees": "0.0000",
"tradeIDs": ["71"],
"unrealizedPL": "-0.0002",
},
"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": "0.0000",
"commission": "0.0000",
"dividendAdjustment": "0.0000",
"guaranteedExecutionFees": "0.0000",
"unrealizedPL": "-0.0002",
"marginUsed": "0.0286",
}
],
"lastTransactionID": "71",
}
class PositionLong(BaseModel):
units: str
@@ -79,44 +42,6 @@ class OpenPositions(BaseModel):
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",
}
def parse_prices(x):
if float(x["long"]["units"]) > 0:
return x["long"]["averagePrice"]
@@ -168,3 +93,196 @@ OpenPositionsSchema = {
],
)
}
class AccountDetailsNested(BaseModel):
guaranteedStopLossOrderMode: str
hedgingEnabled: bool
id: str
createdTime: str
currency: str
createdByUserID: int
alias: str
marginRate: str
lastTransactionID: str
balance: str
openTradeCount: int
openPositionCount: int
pendingOrderCount: int
pl: str
resettablePL: str
resettablePLTime: str
financing: str
commission: str
dividendAdjustment: str
guaranteedExecutionFees: str
orders: list # Order
positions: list # Position
trades: list # Trade
unrealizedPL: str
NAV: str
marginUsed: str
marginAvailable: str
positionValue: str
marginCloseoutUnrealizedPL: str
marginCloseoutNAV: str
marginCloseoutMarginUsed: str
marginCloseoutPositionValue: str
marginCloseoutPercent: str
withdrawalLimit: str
marginCallMarginUsed: str
marginCallPercent: str
class AccountDetails(BaseModel):
account: AccountDetailsNested
lastTransactionID: str
AccountDetailsSchema = {
"guaranteedSLOM": "account.guaranteedStopLossOrderMode",
"hedgingEnabled": "account.hedgingEnabled",
"id": "account.id",
"created_at": "account.createdTime",
"currency": "account.currency",
"createdByUserID": "account.createdByUserID",
"alias": "account.alias",
"marginRate": "account.marginRate",
"lastTransactionID": "account.lastTransactionID",
"balance": "account.balance",
"openTradeCount": "account.openTradeCount",
"openPositionCount": "account.openPositionCount",
"pendingOrderCount": "account.pendingOrderCount",
"pl": "account.pl",
"resettablePL": "account.resettablePL",
"resettablePLTime": "account.resettablePLTime",
"financing": "account.financing",
"commission": "account.commission",
"dividendAdjustment": "account.dividendAdjustment",
"guaranteedExecutionFees": "account.guaranteedExecutionFees",
# "orders": "account.orders",
# "positions": "account.positions",
# "trades": "account.trades",
"unrealizedPL": "account.unrealizedPL",
"NAV": "account.NAV",
"marginUsed": "account.marginUsed",
"marginAvailable": "account.marginAvailable",
"positionValue": "account.positionValue",
"marginCloseoutUnrealizedPL": "account.marginCloseoutUnrealizedPL",
"marginCloseoutNAV": "account.marginCloseoutNAV",
"marginCloseoutMarginUsed": "account.marginCloseoutMarginUsed",
"marginCloseoutPositionValue": "account.marginCloseoutPositionValue",
"marginCloseoutPercent": "account.marginCloseoutPercent",
"withdrawalLimit": "account.withdrawalLimit",
"marginCallMarginUsed": "account.marginCallMarginUsed",
"marginCallPercent": "account.marginCallPercent",
}
class PositionDetailsNested(BaseModel):
instrument: str
long: PositionLong
short: PositionShort
pl: str
resettablePL: str
financing: str
commission: str
dividendAdjustment: str
guaranteedExecutionFees: str
unrealizedPL: str
marginUsed: str
class PositionDetails(BaseModel):
position: PositionDetailsNested
lastTransactionID: str
PositionDetailsSchema = {
"symbol": "position.instrument",
"long": "position.long",
"short": "position.short",
"pl": "position.pl",
"resettablePL": "position.resettablePL",
"financing": "position.financing",
"commission": "position.commission",
"dividendAdjustment": "position.dividendAdjustment",
"guaranteedExecutionFees": "position.guaranteedExecutionFees",
"unrealizedPL": "position.unrealizedPL",
"marginUsed": "position.marginUsed",
"price": lambda x: parse_prices(x["position"]),
"units": lambda x: parse_units(x["position"]),
"side": lambda x: parse_side(x["position"]),
"value": lambda x: parse_value(x["position"]),
}
class InstrumentTag(BaseModel):
type: str
name: str
class InstrumentFinancingDaysOfWeek(BaseModel):
dayOfWeek: str
daysCharged: int
class InstrumentFinancing(BaseModel):
longRate: str
shortRate: str
financingDaysOfWeek: list[InstrumentFinancingDaysOfWeek]
class InstrumentGuaranteedRestriction(BaseModel):
volume: str
priceRange: str
class Instrument(BaseModel):
name: str
type: str
displayName: str
pipLocation: int
displayPrecision: int
tradeUnitsPrecision: int
minimumTradeSize: str
maximumTrailingStopDistance: str
minimumTrailingStopDistance: str
maximumPositionSize: str
maximumOrderUnits: str
marginRate: str
guaranteedStopLossOrderMode: str
tags: list[InstrumentTag]
financing: InstrumentFinancing
guaranteedStopLossOrderLevelRestriction: InstrumentGuaranteedRestriction | None
class AccountInstruments(BaseModel):
instruments: list[Instrument]
AccountInstrumentsSchema = {
"itemlist": (
"instruments",
[
{
"name": "name",
"type": "type",
"displayName": "displayName",
"pipLocation": "pipLocation",
"displayPrecision": "displayPrecision",
"tradeUnitsPrecision": "tradeUnitsPrecision",
"minimumTradeSize": "minimumTradeSize",
"maximumTrailingStopDistance": "maximumTrailingStopDistance",
"minimumTrailingStopDistance": "minimumTrailingStopDistance",
"maximumPositionSize": "maximumPositionSize",
"maximumOrderUnits": "maximumOrderUnits",
"marginRate": "marginRate",
"guaranteedSLOM": "guaranteedStopLossOrderMode",
"tags": "tags",
"financing": "financing",
"guaranteedSLOLR": "guaranteedStopLossOrderLevelRestriction",
}
],
)
}