Refactor OANDA schemas and refactor existing ones to make use of more objects
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9835219e51
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5ACFCEED46C0904F
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@ -386,41 +386,6 @@ AccountInstrumentsSchema = {
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}
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class OrderTransaction(BaseModel):
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id: str
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accountID: str
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userID: int
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batchID: str
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requestID: str
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time: str
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type: str
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instrument: str
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units: str
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timeInForce: str
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positionFill: str
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reason: str
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class OrderCreate(BaseModel):
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orderCreateTransaction: OrderTransaction
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OrderCreateSchema = {
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"id": "orderCreateTransaction.id",
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"accountID": "orderCreateTransaction.accountID",
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"userID": "orderCreateTransaction.userID",
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"batchID": "orderCreateTransaction.batchID",
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"requestID": "orderCreateTransaction.requestID",
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"time": "orderCreateTransaction.time",
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"type": "orderCreateTransaction.type",
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"symbol": "orderCreateTransaction.instrument",
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"units": "orderCreateTransaction.units",
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"timeInForce": "orderCreateTransaction.timeInForce",
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"positionFill": "orderCreateTransaction.positionFill",
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"reason": "orderCreateTransaction.reason",
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}
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class PriceBid(BaseModel):
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price: str
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liquidity: int
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@ -476,11 +441,6 @@ PricingInfoSchema = {
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}
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class LongPositionCloseout(BaseModel):
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instrument: str
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units: str
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class Trade(BaseModel):
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tradeID: str
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clientTradeID: str
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@ -498,30 +458,52 @@ class Trade(BaseModel):
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trailingStopLossOrder: dict | None
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{
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"trades": [
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{
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"id": "14480",
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"instrument": "EUR_USD",
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"price": "1.06345",
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"openTime": "2022-12-22T08:57:10.459593310Z",
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"initialUnits": "100",
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"initialMarginRequired": "2.9226",
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"state": "OPEN",
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"currentUnits": "100",
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"realizedPL": "0.0000",
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"financing": "0.0000",
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"dividendAdjustment": "0.0000",
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"unrealizedPL": "-0.0158",
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"marginUsed": "2.9228",
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}
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],
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"lastTransactionID": "14480",
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}
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class SideCarOrder(BaseModel):
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id: str
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createTime: str
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state: str
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price: str | None
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timeInForce: str
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gtdTime: str | None
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clientExtensions: dict | None
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tradeID: str
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clientTradeID: str | None
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type: str
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time: str | None
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priceBound: str | None
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positionFill: str | None
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reason: str | None
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orderFillTransactionID: str | None
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tradeOpenedID: str | None
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tradeReducedID: str | None
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tradeClosedIDs: list[str] | None
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cancellingTransactionID: str | None
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replacesOrderID: str | None
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replacedByOrderID: str | None
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class OpenTradesTrade(BaseModel):
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id: str
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instrument: str
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price: str
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openTime: str
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initialUnits: str
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initialMarginRequired: str
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state: str
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currentUnits: str
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realizedPL: str
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financing: str
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dividendAdjustment: str
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unrealizedPL: str
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marginUsed: str
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takeProfitOrder: SideCarOrder | None
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stopLossOrder: SideCarOrder | None
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trailingStopLossOrder: SideCarOrder | None
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trailingStopValue: dict | None
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class OpenTrades(BaseModel):
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trades: list[Trade]
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trades: list[OpenTradesTrade]
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lastTransactionID: str
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@ -530,8 +512,8 @@ OpenTradesSchema = {
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"trades",
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[
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{
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"id": "tradeID",
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"instrument": "instrument",
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"id": "id",
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"symbol": "instrument",
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"price": "price",
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"openTime": "openTime",
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"initialUnits": "initialUnits",
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@ -546,6 +528,7 @@ OpenTradesSchema = {
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"takeProfitOrder": "takeProfitOrder",
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"stopLossOrder": "stopLossOrder",
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"trailingStopLossOrder": "trailingStopLossOrder",
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"trailingStopValue": "trailingStopValue",
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}
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],
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),
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@ -560,6 +543,48 @@ class HomeConversionFactors(BaseModel):
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lossBaseHome: str
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class LongPositionCloseout(BaseModel):
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instrument: str
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units: str
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class OrderTransaction(BaseModel):
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id: str
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accountID: str
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userID: int
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batchID: str
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requestID: str
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time: str
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type: str
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instrument: str | None
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units: str | None
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timeInForce: str | None
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positionFill: str | None
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reason: str
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longPositionCloseout: LongPositionCloseout | None
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longOrderFillTransaction: dict | None
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class OrderCreate(BaseModel):
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orderCreateTransaction: OrderTransaction
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OrderCreateSchema = {
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"id": "orderCreateTransaction.id",
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"accountID": "orderCreateTransaction.accountID",
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"userID": "orderCreateTransaction.userID",
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"batchID": "orderCreateTransaction.batchID",
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"requestID": "orderCreateTransaction.requestID",
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"time": "orderCreateTransaction.time",
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"type": "orderCreateTransaction.type",
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"symbol": "orderCreateTransaction.instrument",
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"units": "orderCreateTransaction.units",
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"timeInForce": "orderCreateTransaction.timeInForce",
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"positionFill": "orderCreateTransaction.positionFill",
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"reason": "orderCreateTransaction.reason",
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}
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class LongOrderFillTransaction(BaseModel):
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id: str
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accountID: str
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@ -592,23 +617,6 @@ class LongOrderFillTransaction(BaseModel):
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longPositionCloseout: LongPositionCloseout
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class OrderTransaction(BaseModel):
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id: str
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accountID: str
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userID: int
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batchID: str
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requestID: str
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time: str
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type: str
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instrument: str | None
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units: str | None
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timeInForce: str | None
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positionFill: str | None
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reason: str
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longPositionCloseout: LongPositionCloseout | None
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longOrderFillTransaction: dict | None
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class PositionClose(BaseModel):
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longOrderCreateTransaction: OrderTransaction | None
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longOrderFillTransaction: OrderTransaction | None
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@ -678,3 +686,25 @@ TradeDetailsSchema = {
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"clientExtensions": "trade.clientExtensions",
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"lastTransactionID": "lastTransactionID",
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}
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class TradeClose(BaseModel):
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orderCreateTransaction: OrderTransaction
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TradeCloseSchema = {
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"id": "orderCreateTransaction.id",
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"accountID": "orderCreateTransaction.accountID",
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"userID": "orderCreateTransaction.userID",
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"batchID": "orderCreateTransaction.batchID",
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"requestID": "orderCreateTransaction.requestID",
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"time": "orderCreateTransaction.time",
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"type": "orderCreateTransaction.type",
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"symbol": "orderCreateTransaction.instrument",
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"units": "orderCreateTransaction.units",
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"timeInForce": "orderCreateTransaction.timeInForce",
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"positionFill": "orderCreateTransaction.positionFill",
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"reason": "orderCreateTransaction.reason",
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"longPositionCloseout": "orderCreateTransaction.longPositionCloseout",
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"longOrderFillTransaction": "orderCreateTransaction.longOrderFillTransaction",
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}
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