Begin implementing pydantic validation for OANDA

core/exchanges/alpaca.py

@@ -57,7 +57,7 @@ class AlpacaExchange(BaseExchange):
 
         return (True, balance)
 
-    def get_market_value(self, symbol):
+    def get_market_value(self, symbol):  # TODO: pydantic
         try:
             position = self.client.get_position(symbol)
         except APIError as e:
@@ -65,7 +65,7 @@ class AlpacaExchange(BaseExchange):
             return False
         return float(position["market_value"])
 
-    def post_trade(self, trade):
+    def post_trade(self, trade):  # TODO: pydantic
         # the trade is not placed yet
         if trade.direction == "buy":
             direction = OrderSide.BUY

core/exchanges/oanda.py

@@ -4,10 +4,25 @@ from oandapyV20.endpoints import accounts, orders, positions, trades
 from core.exchanges import BaseExchange
 from core.lib.schemas import oanda_s
 
-OANDA_SCHEMA_MAPPING = {}
+OANDA_SCHEMA_MAPPING = {"OpenPositions": oanda_s.OpenPositions}
 
 
 class OANDAExchange(BaseExchange):
+    def call(self, method, request):
+        self.client.request(request)
+        response = request.response
+        if isinstance(response, list):
+            response = {"itemlist": response}
+        if method not in self.schema:
+            self.log.error(f"Method cannot be validated: {method}")
+            self.log.debug(f"Response: {response}")
+            return (False, f"Method cannot be validated: {method}")
+        try:
+            return (True, self.schema[method](**response).dict())
+        except ValidationError as e:
+            self.log.error(f"Could not validate response: {e}")
+            return (False, e)
+
     def set_schema(self):
         self.schema = OANDA_SCHEMA_MAPPING
 
@@ -58,5 +73,9 @@ class OANDAExchange(BaseExchange):
 
     def get_all_positions(self):
         r = positions.OpenPositions(accountID=self.account_id)
-        self.client.request(r)
+        success, response = self.call("OpenPositions", r)
+        if not success:
+            return (success, response)
+
+        print("Positions", response)
         return (True, [])

core/lib/schemas/alpaca_s.py

@@ -1,5 +1,6 @@
 from pydantic import BaseModel, Field
 
+
 class Asset(BaseModel):
     id: str
     class_: str = Field(..., alias="class")
@@ -17,10 +18,12 @@ class Asset(BaseModel):
     min_trade_increment: str
     price_increment: str
 
+
 # get_all_assets
 class GetAllAssets(BaseModel):
     itemlist: list[Asset]
 
+
 # get_open_position
 class GetOpenPosition(BaseModel):
     asset_id: str
@@ -63,10 +66,12 @@ class Position(BaseModel):
     change_today: str
     qty_available: str
 
+
 # get_all_positions
 class GetAllPositions(BaseModel):
     itemlist: list[Position]
 
+
 # get_account
 class GetAccount(BaseModel):
     id: str

core/lib/schemas/oanda_s.py

@@ -1 +1,79 @@
 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
+    averagePrice: str
+    pl: str
+    resettablePL: str
+    financing: str
+    dividendAdjustment: str
+    guaranteedExecutionFees: str
+    tradeIDs: list[str]
+    unrealizedPL: str
+
+
+class PositionShort(BaseModel):
+    units: str
+    pl: str
+    resettablePL: str
+    financing: str
+    dividendAdjustment: str
+    guaranteedExecutionFees: str
+    unrealizedPL: str
+
+
+class Position(BaseModel):
+    instrument: str
+    long: PositionLong
+    short: PositionShort
+    pl: str
+    resettablePL: str
+    financing: str
+    commission: str
+    dividendAdjustment: str
+    guaranteedExecutionFees: str
+    unrealizedPL: str
+    marginUsed: str
+
+
+class OpenPositions(BaseModel):
+    positions: list[Position]
+    lastTransactionID: str