Make signals configurable

app/urls.py

@@ -28,6 +28,7 @@ from core.views import (
     hooks,
     limits,
     positions,
+    signals,
     strategies,
     trades,
 )
@@ -69,8 +70,24 @@ urlpatterns = [
     path(
         f"{settings.HOOK_PATH}/<str:hook_name>/", hooks.HookAPI.as_view(), name="hook"
     ),
+    path("signals/<str:type>/", signals.SignalList.as_view(), name="signals"),
     path(
-        "callbacks/<str:type>/<str:pk>/",
+        "signals/<str:type>/create/",
+        signals.SignalCreate.as_view(),
+        name="signal_create",
+    ),
+    path(
+        "signals/<str:type>/update/<str:pk>/",
+        signals.SignalUpdate.as_view(),
+        name="signal_update",
+    ),
+    path(
+        "signals/<str:type>/delete/<str:pk>/",
+        signals.SignalDelete.as_view(),
+        name="signal_delete",
+    ),
+    path(
+        "callbacks/<str:type>/<str:object_type>/<str:object_id>/",
         callbacks.Callbacks.as_view(),
         name="callbacks",
     ),

core/forms.py

@@ -3,7 +3,7 @@ from django.contrib.auth.forms import UserCreationForm
 from django.core.exceptions import FieldDoesNotExist
 from django.forms import ModelForm
 
-from .models import Account, Hook, Strategy, Trade, TradingTime, User
+from .models import Account, Hook, Signal, Strategy, Trade, TradingTime, User
 
 # flake8: noqa: E501
 
@@ -61,23 +61,36 @@ class CustomUserCreationForm(UserCreationForm):
         fields = "__all__"
 
 
-# All string/multiple choice fields
 class HookForm(RestrictedFormMixin, ModelForm):
     class Meta:
         model = Hook
         fields = (
             "name",
             "hook",
-            "direction",
         )
         help_texts = {
             "name": "Name of the hook. Informational only.",
             "hook": "The URL slug to use for the hook. Make it unique.",
-            "direction": "The direction of the hook. This is used to determine if the hook is a buy or sell.",
         }
 
 
-# All string/multiple choice fields
+class SignalForm(RestrictedFormMixin, ModelForm):
+    class Meta:
+        model = Signal
+        fields = (
+            "name",
+            "signal",
+            "hook",
+            "direction",
+        )
+        help_texts = {
+            "name": "Name of the signal. Informational only.",
+            "signal": "The name of the signal in Drakdoo. Copy it from there.",
+            "hook": "The hook this signal belongs to.",
+            "direction": "The direction of the signal. This is used to determine if the signal is a buy or sell.",
+        }
+
+
 class AccountForm(RestrictedFormMixin, ModelForm):
     class Meta:
         model = Account
@@ -97,7 +110,6 @@ class AccountForm(RestrictedFormMixin, ModelForm):
         }
 
 
-# Restricted mixin for account and hooks
 class StrategyForm(RestrictedFormMixin, ModelForm):
     class Meta:
         model = Strategy
@@ -108,7 +120,8 @@ class StrategyForm(RestrictedFormMixin, ModelForm):
             "trading_times",
             "order_type",
             "time_in_force",
-            "hooks",
+            "entry_signals",
+            "exit_signals",
             "enabled",
             "take_profit_percent",
             "stop_loss_percent",
@@ -125,7 +138,8 @@ class StrategyForm(RestrictedFormMixin, ModelForm):
             "trading_times": "When the strategy will place new trades.",
             "order_type": "Market: Buy/Sell at the current market price. Limit: Buy/Sell at a specified price. Limits protect you more against market slippage.",
             "time_in_force": "The time in force controls how the order is executed.",
-            "hooks": "The hooks to attach to this strategy. Callbacks received to these hooks will trigger a trade.",
+            "entry_signals": "The entry signals to attach to this strategy. Callbacks received to these signals will trigger a trade.",
+            "exit_signals": "The exit signals to attach to this strategy. Callbacks received to these signals will close all trades for the symbol on the account.",
             "enabled": "Whether the strategy is enabled.",
             "take_profit_percent": "The take profit will be set at this percentage above/below the entry price.",
             "stop_loss_percent": "The stop loss will be set at this percentage above/below the entry price.",
@@ -135,15 +149,23 @@ class StrategyForm(RestrictedFormMixin, ModelForm):
             "trade_size_percent": "Percentage of the account balance to use for each trade.",
         }
 
-    hooks = forms.ModelMultipleChoiceField(
-        queryset=Hook.objects.all(), widget=forms.CheckboxSelectMultiple
+    entry_signals = forms.ModelMultipleChoiceField(
+        queryset=Signal.objects.all(),
+        widget=forms.CheckboxSelectMultiple,
+        help_text=Meta.help_texts["entry_signals"],
+        required=False,
+    )
+    exit_signals = forms.ModelMultipleChoiceField(
+        queryset=Signal.objects.all(),
+        widget=forms.CheckboxSelectMultiple,
+        help_text=Meta.help_texts["exit_signals"],
+        required=False,
     )
     trading_times = forms.ModelMultipleChoiceField(
         queryset=TradingTime.objects.all(), widget=forms.CheckboxSelectMultiple
     )
 
 
-# Restricted mixin for account
 class TradeForm(RestrictedFormMixin, ModelForm):
     class Meta:
         model = Trade

core/migrations/0036_remove_hook_direction_alter_hook_name_signal.py

@@ -0,0 +1,37 @@
+# Generated by Django 4.1.3 on 2022-12-01 18:22
+
+from django.conf import settings
+from django.db import migrations, models
+import django.db.models.deletion
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0035_alter_tradingtime_end_day_and_more'),
+    ]
+
+    operations = [
+        migrations.RemoveField(
+            model_name='hook',
+            name='direction',
+        ),
+        migrations.AlterField(
+            model_name='hook',
+            name='name',
+            field=models.CharField(default='Unknown', max_length=1024),
+            preserve_default=False,
+        ),
+        migrations.CreateModel(
+            name='Signal',
+            fields=[
+                ('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
+                ('name', models.CharField(max_length=1024)),
+                ('signal', models.CharField(max_length=256)),
+                ('direction', models.CharField(choices=[('buy', 'Buy'), ('sell', 'Sell')], max_length=255)),
+                ('received', models.IntegerField(default=0)),
+                ('hook', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, to='core.hook')),
+                ('user', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, to=settings.AUTH_USER_MODEL)),
+            ],
+        ),
+    ]

core/migrations/0037_callback_signal.py

@@ -0,0 +1,20 @@
+# Generated by Django 4.1.3 on 2022-12-01 18:33
+
+from django.db import migrations, models
+import django.db.models.deletion
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0036_remove_hook_direction_alter_hook_name_signal'),
+    ]
+
+    operations = [
+        migrations.AddField(
+            model_name='callback',
+            name='signal',
+            field=models.ForeignKey(default=1, on_delete=django.db.models.deletion.CASCADE, to='core.signal'),
+            preserve_default=False,
+        ),
+    ]

core/migrations/0038_remove_strategy_hooks_strategy_entry_signals_and_more.py

@@ -0,0 +1,33 @@
+# Generated by Django 4.1.3 on 2022-12-01 18:40
+
+from django.db import migrations, models
+import django.db.models.deletion
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0037_callback_signal'),
+    ]
+
+    operations = [
+        migrations.RemoveField(
+            model_name='strategy',
+            name='hooks',
+        ),
+        migrations.AddField(
+            model_name='strategy',
+            name='entry_signals',
+            field=models.ManyToManyField(related_name='entry_strategies', to='core.signal'),
+        ),
+        migrations.AddField(
+            model_name='strategy',
+            name='exit_signals',
+            field=models.ManyToManyField(related_name='exit_signals', to='core.signal'),
+        ),
+        migrations.AddField(
+            model_name='trade',
+            name='signal',
+            field=models.ForeignKey(blank=True, null=True, on_delete=django.db.models.deletion.CASCADE, to='core.signal'),
+        ),
+    ]

core/migrations/0039_alter_strategy_exit_signals.py

@@ -0,0 +1,18 @@
+# Generated by Django 4.1.3 on 2022-12-01 18:42
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0038_remove_strategy_hooks_strategy_entry_signals_and_more'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='strategy',
+            name='exit_signals',
+            field=models.ManyToManyField(related_name='exit_strategies', to='core.signal'),
+        ),
+    ]

core/migrations/0040_alter_strategy_entry_signals_and_more.py

@@ -0,0 +1,23 @@
+# Generated by Django 4.1.3 on 2022-12-01 18:44
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0039_alter_strategy_exit_signals'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='strategy',
+            name='entry_signals',
+            field=models.ManyToManyField(blank=True, null=True, related_name='entry_strategies', to='core.signal'),
+        ),
+        migrations.AlterField(
+            model_name='strategy',
+            name='exit_signals',
+            field=models.ManyToManyField(blank=True, null=True, related_name='exit_strategies', to='core.signal'),
+        ),
+    ]

core/migrations/0041_alter_strategy_entry_signals_and_more.py

@@ -0,0 +1,23 @@
+# Generated by Django 4.1.3 on 2022-12-01 18:48
+
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0040_alter_strategy_entry_signals_and_more'),
+    ]
+
+    operations = [
+        migrations.AlterField(
+            model_name='strategy',
+            name='entry_signals',
+            field=models.ManyToManyField(blank=True, related_name='entry_strategies', to='core.signal'),
+        ),
+        migrations.AlterField(
+            model_name='strategy',
+            name='exit_signals',
+            field=models.ManyToManyField(blank=True, related_name='exit_strategies', to='core.signal'),
+        ),
+    ]

core/models.py

@@ -166,19 +166,31 @@ class Session(models.Model):
 
 class Hook(models.Model):
     user = models.ForeignKey(User, on_delete=models.CASCADE)
-    name = models.CharField(max_length=1024, null=True, blank=True, unique=True)
-    hook = models.CharField(max_length=255, unique=True)
-    direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)
+    name = models.CharField(max_length=1024)
+    hook = models.CharField(max_length=255, unique=True)  # hook URL
     received = models.IntegerField(default=0)
 
     def __str__(self):
         return f"{self.name} ({self.hook})"
 
 
+class Signal(models.Model):
+    user = models.ForeignKey(User, on_delete=models.CASCADE)
+    name = models.CharField(max_length=1024)
+    signal = models.CharField(max_length=256)  # signal name
+    hook = models.ForeignKey(Hook, on_delete=models.CASCADE)
+    direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)
+    received = models.IntegerField(default=0)
+
+    def __str__(self):
+        return f"{self.name} ({self.signal}) - {self.direction}"
+
+
 class Trade(models.Model):
     user = models.ForeignKey(User, on_delete=models.CASCADE)
     account = models.ForeignKey(Account, on_delete=models.CASCADE)
     hook = models.ForeignKey(Hook, on_delete=models.CASCADE, null=True, blank=True)
+    signal = models.ForeignKey(Signal, on_delete=models.CASCADE, null=True, blank=True)
     symbol = models.CharField(max_length=255)
     time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
     type = models.CharField(choices=TYPE_CHOICES, max_length=255)
@@ -224,6 +236,7 @@ class Trade(models.Model):
 
 class Callback(models.Model):
     hook = models.ForeignKey(Hook, on_delete=models.CASCADE)
+    signal = models.ForeignKey(Signal, on_delete=models.CASCADE)
     title = models.CharField(max_length=1024, null=True, blank=True)
     message = models.CharField(max_length=1024, null=True, blank=True)
     period = models.CharField(max_length=255, null=True, blank=True)
@@ -310,7 +323,12 @@ class Strategy(models.Model):
         choices=TYPE_CHOICES, max_length=255, default="market"
     )
     time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
-    hooks = models.ManyToManyField(Hook)
+    entry_signals = models.ManyToManyField(
+        Signal, related_name="entry_strategies", blank=True
+    )
+    exit_signals = models.ManyToManyField(
+        Signal, related_name="exit_strategies", blank=True
+    )
     enabled = models.BooleanField(default=False)
     take_profit_percent = models.FloatField(default=1.5)
     stop_loss_percent = models.FloatField(default=1.0)

core/templates/base.html

@@ -226,6 +226,9 @@
                 <a class="navbar-item" href="{% url 'hooks' type='page' %}">
                   Hooks
                 </a>
+                <a class="navbar-item" href="{% url 'signals' type='page' %}">
+                  Signals
+                </a>
                 <a class="navbar-item" href="{% url 'accounts' type='page' %}">
                   Accounts
                 </a>

core/templates/partials/hook-list.html

@@ -12,7 +12,6 @@
     <th>user</th>
     <th>name</th>
     <th>hook</th>
-    <th>direction</th>
     <th>received hooks</th>
     <th>actions</th>
   </thead>
@@ -22,7 +21,6 @@
       <td>{{ item.user }}</td>
       <td>{{ item.name }}</td>
       <td><code>{{settings.URL}}/{{settings.HOOK_PATH}}/{{ item.hook }}/</code></td>
-      <td>{{ item.direction }}</td>
       <td>{{ item.received }}</td>
       <td>
         <div class="buttons">
@@ -54,7 +52,7 @@
             </span>
           </button>
           {% if type == 'page' %}
-            <a href="{% url 'callbacks' type='page' pk=item.id %}"><button
+            <a href="{% url 'callbacks' type='page' object_type='hook' object_id=item.id %}"><button
               class="button is-success">
               <span class="icon-text">
                 <span class="icon">
@@ -66,7 +64,7 @@
           {% else %}
             <button
               hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
-              hx-get="{% url 'callbacks' type=type pk=item.id %}"
+              hx-get="{% url 'callbacks' type=type object_type='hook' object_id=item.id %}"
               hx-trigger="click"
               hx-target="#{{ type }}s-here"
               hx-swap="innerHTML"

core/templates/partials/signal-list.html

@@ -0,0 +1,96 @@
+{% include 'partials/notify.html' %}
+
+<table
+  class="table is-fullwidth is-hoverable"
+  hx-target="#{{ context_object_name }}-table"
+  id="{{ context_object_name }}-table"
+  hx-swap="outerHTML"
+  hx-trigger="{{ context_object_name_singular }}Event from:body"
+  hx-get="{{ list_url }}">
+  <thead>
+    <th>id</th>
+    <th>user</th>
+    <th>name</th>
+    <th>signal</th>
+    <th>hook</th>
+    <th>direction</th>
+    <th>received hooks</th>
+    <th>actions</th>
+  </thead>
+  {% for item in object_list %}
+    <tr>
+      <td>{{ item.id }}</td>
+      <td>{{ item.user }}</td>
+      <td>{{ item.name }}</td>
+      <td>{{ item.signal }}</td>
+      <td>
+        <a
+          hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+          hx-get="{% url 'hook_update' type=type pk=item.hook.id %}"
+          hx-trigger="click"
+          hx-target="#{{ type }}s-here"
+          hx-swap="innerHTML">{{ item.hook.name }}
+        </a>
+      </td>
+      <td>{{ item.direction }}</td>
+      <td>{{ item.received }}</td>
+      <td>
+        <div class="buttons">
+          <button
+            hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+            hx-get="{% url 'signal_update' type=type pk=item.id %}"
+            hx-trigger="click"
+            hx-target="#{{ type }}s-here"
+            hx-swap="innerHTML"
+            class="button is-info">
+            <span class="icon-text">
+              <span class="icon">
+                <i class="fa-solid fa-pencil"></i>
+              </span>
+            </span>
+          </button>
+          <button
+            hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+            hx-delete="{% url 'signal_delete' type=type pk=item.id %}"
+            hx-trigger="click"
+            hx-target="#modals-here"
+            hx-swap="innerHTML"
+            hx-confirm="Are you sure you wish to delete {{ item.name }}?"
+            class="button is-danger">
+            <span class="icon-text">
+              <span class="icon">
+                <i class="fa-solid fa-trash"></i>
+              </span>
+            </span>
+          </button>
+          {% if type == 'page' %}
+            <a href="{% url 'callbacks' type='page' object_type='signal' object_id=item.id %}"><button
+              class="button is-success">
+              <span class="icon-text">
+                <span class="icon">
+                  <i class="fa-solid fa-eye"></i>
+                </span>
+              </span>
+            </button>
+            </a>
+          {% else %}
+            <button
+              hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+              hx-get="{% url 'callbacks' type=type object_type='signal' object_id=item.id %}"
+              hx-trigger="click"
+              hx-target="#{{ type }}s-here"
+              hx-swap="innerHTML"
+              class="button is-success">
+              <span class="icon-text">
+                <span class="icon">
+                  <i class="fa-solid fa-eye"></i>
+                </span>
+              </span>
+            </button>
+          {% endif %}
+        </div>
+      </td>
+    </tr>
+  {% endfor %}
+
+</table>

core/views/callbacks.py

@@ -5,14 +5,15 @@ from django.http import HttpResponseBadRequest
 from django.shortcuts import render
 from django.views import View
 
-from core.models import Callback, Hook
+from core.models import Callback, Hook, Signal
 
 
-def get_callbacks(user, hook=None):
+def get_callbacks(user, hook=None, signal=None):
     if hook:
-        callbacks = Callback.objects.filter(hook=hook, hook__user=user)
-    else:
-        callbacks = Callback.objects.filter(hook__user=user)
+        cast = {"hook": hook, "hook__user": user}
+    elif signal:
+        cast = {"signal": signal, "signal__user": user}
+    callbacks = Callback.objects.filter(**cast)
     return callbacks
 
 
@@ -22,15 +23,15 @@ class Callbacks(LoginRequiredMixin, View):
     list_template = "partials/callback-list.html"
     page_title = "List of received callbacks"
 
-    async def get(self, request, type, pk=None):
+    async def get(self, request, type, object_type, object_id):
         if type not in self.allowed_types:
             return HttpResponseBadRequest
         template_name = f"wm/{type}.html"
         unique = str(uuid.uuid4())[:8]
 
-        if pk:
+        if object_type == "hook":
             try:
-                hook = Hook.objects.get(id=pk, user=request.user)
+                hook = Hook.objects.get(id=object_id, user=request.user)
             except Hook.DoesNotExist:
                 message = "Hook does not exist."
                 message_class = "danger"
@@ -41,6 +42,19 @@ class Callbacks(LoginRequiredMixin, View):
                 }
                 return render(request, template_name, context)
             callbacks = get_callbacks(request.user, hook)
+        elif object_type == "signal":
+            try:
+                signal = Signal.objects.get(id=object_id, user=request.user)
+            except Signal.DoesNotExist:
+                message = "Signal does not exist."
+                message_class = "danger"
+                context = {
+                    "message": message,
+                    "class": message_class,
+                    "type": type,
+                }
+                return render(request, template_name, context)
+            callbacks = get_callbacks(request.user, signal=signal)
         else:
             callbacks = get_callbacks(request.user)
         if type == "page":

core/views/signals.py

@@ -0,0 +1,47 @@
+from django.contrib.auth.mixins import LoginRequiredMixin
+
+from core.forms import SignalForm
+from core.models import Signal
+from core.util import logs
+from core.views import ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate
+
+log = logs.get_logger(__name__)
+
+
+class SignalList(LoginRequiredMixin, ObjectList):
+    list_template = "partials/signal-list.html"
+    model = Signal
+    page_title = "List of signals. Linked to hooks and strategies."
+    page_subtitle = "Link signals you have defined in Drakdoo to their corresponding hooks."
+
+    list_url_name = "signals"
+    list_url_args = ["type"]
+
+    submit_url_name = "signal_create"
+
+
+class SignalCreate(LoginRequiredMixin, ObjectCreate):
+    model = Signal
+    form_class = SignalForm
+
+    list_url_name = "signals"
+    list_url_args = ["type"]
+
+    submit_url_name = "signal_create"
+
+
+class SignalUpdate(LoginRequiredMixin, ObjectUpdate):
+    model = Signal
+    form_class = SignalForm
+
+    list_url_name = "signals"
+    list_url_args = ["type"]
+
+    submit_url_name = "signal_update"
+
+
+class SignalDelete(LoginRequiredMixin, ObjectDelete):
+    model = Signal
+
+    list_url_name = "signals"
+    list_url_args = ["type"]