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Amend asset filter matching to be more explicit

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This commit is contained in:
Mark Veidemanis
2023-02-20 07:20:01 +00:00
parent 9e22abe057
commit 89ef8408e6
2 changed files with 201 additions and 48 deletions
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82
core/trading/assetfilter.py
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@@ -13,44 +13,66 @@ def get_allowed(group, base, quote, side):
# If our base has allowed == False, we can only short it, or long the quote
base_rule = AssetRule.objects.filter(group=group, asset=base).first()
if base_rule:
mapped_status = update_status_from_mappings(base_rule.status, group)
if mapped_status == 6:
# Always allow
return True
elif mapped_status == 7:
# Always deny
return False
elif mapped_status == 3:
if side == "long":
return False
elif mapped_status == 2:
if side == "short":
return False
# If our quote has allowed == False, we can only long it, or short the base
quote_rule = AssetRule.objects.filter(group=group, asset=quote).first()
if quote_rule:
mapped_status = update_status_from_mappings(quote_rule.status, group)
if mapped_status == 6:
# Always allow
return True
elif mapped_status == 7:
# Always deny
return False
elif mapped_status == 3:
if side == "short":
return False
elif mapped_status == 2:
if side == "long":
return False
if not base_rule and not quote_rule:
if all([x is None for x in [base_rule, quote_rule]]):
# Neither side has data, we can't check any group statuses
if group.when_no_data == 7:
# Always deny
return False
elif group.when_no_data == 6:
# Always allow
return True
# Translate statuses, depending on the group's definitions
if base_rule:
base_mapped_status = update_status_from_mappings(base_rule.status, group)
if quote_rule:
quote_mapped_status = update_status_from_mappings(quote_rule.status, group)
# Check for deny first
if base_rule:
if base_mapped_status == 7:
# Always deny
return False
elif base_mapped_status == 3:
if side == "long":
return False
elif base_mapped_status == 2:
if side == "short":
return False
if quote_rule:
if quote_mapped_status == 7:
# Always deny
return False
elif quote_mapped_status == 3:
if side == "short":
return False
elif quote_mapped_status == 2:
if side == "long":
return False
# Only one side does not have data
if any([x is None for x in [base_rule, quote_rule]]):
if group.when_no_data == 7:
# Always deny
return False
elif group.when_no_data == 6:
# Always allow
return True
# Check for explicit allow
if base_rule:
if base_mapped_status == 6:
# Always allow
return True
if quote_rule:
if quote_mapped_status == 6:
# Always allow
return True
return True