Refactor OANDA schemas and refactor existing ones to make use of more objects

core/lib/schemas/oanda_s.py

@@ -386,41 +386,6 @@ AccountInstrumentsSchema = {
 }
 
 
-class OrderTransaction(BaseModel):
-    id: str
-    accountID: str
-    userID: int
-    batchID: str
-    requestID: str
-    time: str
-    type: str
-    instrument: str
-    units: str
-    timeInForce: str
-    positionFill: str
-    reason: str
-
-
-class OrderCreate(BaseModel):
-    orderCreateTransaction: OrderTransaction
-
-
-OrderCreateSchema = {
-    "id": "orderCreateTransaction.id",
-    "accountID": "orderCreateTransaction.accountID",
-    "userID": "orderCreateTransaction.userID",
-    "batchID": "orderCreateTransaction.batchID",
-    "requestID": "orderCreateTransaction.requestID",
-    "time": "orderCreateTransaction.time",
-    "type": "orderCreateTransaction.type",
-    "symbol": "orderCreateTransaction.instrument",
-    "units": "orderCreateTransaction.units",
-    "timeInForce": "orderCreateTransaction.timeInForce",
-    "positionFill": "orderCreateTransaction.positionFill",
-    "reason": "orderCreateTransaction.reason",
-}
-
-
 class PriceBid(BaseModel):
     price: str
     liquidity: int
@@ -476,11 +441,6 @@ PricingInfoSchema = {
 }
 
 
-class LongPositionCloseout(BaseModel):
-    instrument: str
-    units: str
-
-
 class Trade(BaseModel):
     tradeID: str
     clientTradeID: str
@@ -498,30 +458,52 @@ class Trade(BaseModel):
     trailingStopLossOrder: dict | None
 
 
-{
+class SideCarOrder(BaseModel):
-    "trades": [
+    id: str
-        {
+    createTime: str
-            "id": "14480",
+    state: str
-            "instrument": "EUR_USD",
+    price: str | None
-            "price": "1.06345",
+    timeInForce: str
-            "openTime": "2022-12-22T08:57:10.459593310Z",
+    gtdTime: str | None
-            "initialUnits": "100",
+    clientExtensions: dict | None
-            "initialMarginRequired": "2.9226",
+    tradeID: str
-            "state": "OPEN",
+    clientTradeID: str | None
-            "currentUnits": "100",
+    type: str
-            "realizedPL": "0.0000",
+    time: str | None
-            "financing": "0.0000",
+    priceBound: str | None
-            "dividendAdjustment": "0.0000",
+    positionFill: str | None
-            "unrealizedPL": "-0.0158",
+    reason: str | None
-            "marginUsed": "2.9228",
+    orderFillTransactionID: str | None
-        }
+    tradeOpenedID: str | None
-    ],
+    tradeReducedID: str | None
-    "lastTransactionID": "14480",
+    tradeClosedIDs: list[str] | None
-}
+    cancellingTransactionID: str | None
+    replacesOrderID: str | None
+    replacedByOrderID: str | None
+
+
+class OpenTradesTrade(BaseModel):
+    id: str
+    instrument: str
+    price: str
+    openTime: str
+    initialUnits: str
+    initialMarginRequired: str
+    state: str
+    currentUnits: str
+    realizedPL: str
+    financing: str
+    dividendAdjustment: str
+    unrealizedPL: str
+    marginUsed: str
+    takeProfitOrder: SideCarOrder | None
+    stopLossOrder: SideCarOrder | None
+    trailingStopLossOrder: SideCarOrder | None
+    trailingStopValue: dict | None
 
 
 class OpenTrades(BaseModel):
-    trades: list[Trade]
+    trades: list[OpenTradesTrade]
     lastTransactionID: str
 
 
@@ -530,8 +512,8 @@ OpenTradesSchema = {
         "trades",
         [
             {
-                "id": "tradeID",
+                "id": "id",
-                "instrument": "instrument",
+                "symbol": "instrument",
                 "price": "price",
                 "openTime": "openTime",
                 "initialUnits": "initialUnits",
@@ -546,6 +528,7 @@ OpenTradesSchema = {
                 "takeProfitOrder": "takeProfitOrder",
                 "stopLossOrder": "stopLossOrder",
                 "trailingStopLossOrder": "trailingStopLossOrder",
+                "trailingStopValue": "trailingStopValue",
             }
         ],
     ),
@@ -560,6 +543,48 @@ class HomeConversionFactors(BaseModel):
     lossBaseHome: str
 
 
+class LongPositionCloseout(BaseModel):
+    instrument: str
+    units: str
+
+
+class OrderTransaction(BaseModel):
+    id: str
+    accountID: str
+    userID: int
+    batchID: str
+    requestID: str
+    time: str
+    type: str
+    instrument: str | None
+    units: str | None
+    timeInForce: str | None
+    positionFill: str | None
+    reason: str
+    longPositionCloseout: LongPositionCloseout | None
+    longOrderFillTransaction: dict | None
+
+
+class OrderCreate(BaseModel):
+    orderCreateTransaction: OrderTransaction
+
+
+OrderCreateSchema = {
+    "id": "orderCreateTransaction.id",
+    "accountID": "orderCreateTransaction.accountID",
+    "userID": "orderCreateTransaction.userID",
+    "batchID": "orderCreateTransaction.batchID",
+    "requestID": "orderCreateTransaction.requestID",
+    "time": "orderCreateTransaction.time",
+    "type": "orderCreateTransaction.type",
+    "symbol": "orderCreateTransaction.instrument",
+    "units": "orderCreateTransaction.units",
+    "timeInForce": "orderCreateTransaction.timeInForce",
+    "positionFill": "orderCreateTransaction.positionFill",
+    "reason": "orderCreateTransaction.reason",
+}
+
+
 class LongOrderFillTransaction(BaseModel):
     id: str
     accountID: str
@@ -592,23 +617,6 @@ class LongOrderFillTransaction(BaseModel):
     longPositionCloseout: LongPositionCloseout
 
 
-class OrderTransaction(BaseModel):
-    id: str
-    accountID: str
-    userID: int
-    batchID: str
-    requestID: str
-    time: str
-    type: str
-    instrument: str | None
-    units: str | None
-    timeInForce: str | None
-    positionFill: str | None
-    reason: str
-    longPositionCloseout: LongPositionCloseout | None
-    longOrderFillTransaction: dict | None
-
-
 class PositionClose(BaseModel):
     longOrderCreateTransaction: OrderTransaction | None
     longOrderFillTransaction: OrderTransaction | None
@@ -678,3 +686,25 @@ TradeDetailsSchema = {
     "clientExtensions": "trade.clientExtensions",
     "lastTransactionID": "lastTransactionID",
 }
+
+
+class TradeClose(BaseModel):
+    orderCreateTransaction: OrderTransaction
+
+
+TradeCloseSchema = {
+    "id": "orderCreateTransaction.id",
+    "accountID": "orderCreateTransaction.accountID",
+    "userID": "orderCreateTransaction.userID",
+    "batchID": "orderCreateTransaction.batchID",
+    "requestID": "orderCreateTransaction.requestID",
+    "time": "orderCreateTransaction.time",
+    "type": "orderCreateTransaction.type",
+    "symbol": "orderCreateTransaction.instrument",
+    "units": "orderCreateTransaction.units",
+    "timeInForce": "orderCreateTransaction.timeInForce",
+    "positionFill": "orderCreateTransaction.positionFill",
+    "reason": "orderCreateTransaction.reason",
+    "longPositionCloseout": "orderCreateTransaction.longPositionCloseout",
+    "longOrderFillTransaction": "orderCreateTransaction.longOrderFillTransaction",
+}