Refactor market into two files

core/tests/lib/test_market.py

@@ -1,6 +1,6 @@
 from django.test import TestCase
 
-from core.lib.market import check_conflicting_position, check_existing_position
+from core.trading.crossfilter import check_conflicting_position, check_existing_position
 
 
 class MarketTestCase(TestCase):

core/trading/crossfilter.py

@@ -0,0 +1,161 @@
+from core.exchanges import GenericAPIError
+from core.util import logs
+
+log = logs.get_logger(__name__)
+
+
+def check_existing_position(
+    func: str,
+    position: dict,
+    open_side: str,
+    open_symbol: str,
+    open_units: str,
+    new_side: str,
+    new_symbol: str,
+    trade_side_opposite: str,
+):
+    # Check if we already have a position for the symbol
+    if open_symbol == new_symbol:
+        # If the live side is the inverse of what we want to do,
+        # we can't open a position
+        if open_side == trade_side_opposite:
+            # If there is a position open, we can't open a new one in the opposite
+            # direction
+            if open_units != "0":
+                # If we have a short on GBP/AUD, we can only place more shorts on
+                # GBP/AUD.
+                if func == "entry":
+                    log.debug(
+                        f"Refusing to open new {new_side} position on {new_symbol} due "
+                        f"to {open_side} position on {open_symbol}"
+                    )
+                    return {
+                        "action": "rejected",
+                        "positions": position,
+                    }
+                elif func == "exit":
+                    log.debug(
+                        (
+                            f"Found {open_units} units of "
+                            f"{open_symbol} on side {trade_side_opposite}"
+                        )
+                    )
+                    # Pass back opposing side so we can close it
+                    return {
+                        "action": "close",
+                        "side": trade_side_opposite,
+                        "positions": position,
+                    }
+    return False
+
+
+def check_conflicting_position(
+    func: str,
+    position: dict,
+    open_base: str,
+    open_quote: str,
+    open_side: str,
+    open_symbol: str,
+    open_units: str,
+    new_base: str,
+    new_quote: str,
+    new_side: str,
+    new_symbol: str,
+    trade_side_opposite: str,
+):
+    if open_base == new_quote or open_quote == new_base:
+        # If we have a long on GBP/AUD, we can only place shorts on XAU/GBP.
+        if open_side != trade_side_opposite:
+            if open_units != "0":
+                # Only do this for entries
+                if func == "entry":
+                    log.debug(
+                        f"Refusing to open {new_side} position on {new_symbol} due to "
+                        f"{open_side} position on {open_symbol}"
+                    )
+                    return {
+                        "action": "rejected",
+                        "positions": position,
+                    }
+
+
+def crossfilter(account, new_symbol, new_direction, func):
+    """
+    Determine if we are betting against ourselves.
+    Checks open positions for the account, rejecting the trade if there is one
+    with an opposite direction to this one.
+    :param account: Account object
+    :param symbol: Symbol
+    :param direction: Direction of the trade
+    :param func: Whether we are checking entries or exits
+    :return: dict of action and opposing position, or False
+    """
+    try:
+        # Only get the data we need
+        if func == "entry":
+            all_positions = account.client.get_all_positions()
+        else:
+            all_positions = [account.client.get_position_info(new_symbol)]
+    except GenericAPIError as e:
+        if "No position exists for the specified instrument" in str(e):
+            log.debug("No position exists for this symbol")
+            return False
+        else:
+            log.error(f"Error getting position info: {e}")
+            return None
+    if new_direction == "buy":
+        opposing_side = "short"
+        new_side = "long"
+    elif new_direction == "sell":
+        opposing_side = "long"
+        new_side = "short"
+
+    quotes = []
+    new_base, new_quote = new_symbol.split("_")
+    for position in all_positions:
+        # For Forex, get a list of all the quotes.
+        # This is to prevent betting against ourselves.
+        # Consider we have a long position open, EUR/USD, and we want to open a
+        # long position on USD/JPY. If the first goes up, the second one will go
+        # down just as much. We won't make any money.
+        if "_" in position["symbol"]:
+            open_base, open_quote = position["symbol"].split("_")
+            quotes.append(open_quote)
+
+        open_symbol = position["symbol"]
+        open_side = position["side"]
+        open_base, open_quote = open_symbol.split("_")
+
+        # Check if we already have a position
+        existing_position_check = check_existing_position(
+            func=func,
+            position=position,
+            open_side=open_side,
+            open_symbol=open_symbol,
+            open_units=position["units"],
+            new_side=new_side,
+            new_symbol=new_symbol,
+            trade_side_opposite=opposing_side,
+        )
+        if existing_position_check:
+            return existing_position_check
+
+        # Check if we are betting against ourselves
+        conflicting_position_check = check_conflicting_position(
+            func=func,
+            position=position,
+            open_base=open_base,
+            open_quote=open_quote,
+            open_side=open_side,
+            open_symbol=open_symbol,
+            open_units=position["units"],
+            new_base=new_base,
+            new_quote=new_quote,
+            new_side=new_side,
+            new_symbol=new_symbol,
+            trade_side_opposite=opposing_side,
+        )
+        if conflicting_position_check:
+            return conflicting_position_check
+
+    return False

core/trading/market.py

@@ -4,168 +4,12 @@ from decimal import Decimal as D
 from core.exchanges import GenericAPIError
 from core.lib.notify import sendmsg
 from core.models import Account, Strategy, Trade
+from core.trading.crossfilter import crossfilter
 from core.util import logs
 
 log = logs.get_logger(__name__)
 
 
-def check_existing_position(
-    func: str,
-    position: dict,
-    open_side: str,
-    open_symbol: str,
-    open_units: str,
-    new_side: str,
-    new_symbol: str,
-    trade_side_opposite: str,
-):
-    # Check if we already have a position for the symbol
-    if open_symbol == new_symbol:
-        # If the live side is the inverse of what we want to do,
-        # we can't open a position
-        if open_side == trade_side_opposite:
-            # If there is a position open, we can't open a new one in the opposite
-            # direction
-            if open_units != "0":
-                # If we have a short on GBP/AUD, we can only place more shorts on
-                # GBP/AUD.
-                if func == "entry":
-                    log.debug(
-                        f"Refusing to open new {new_side} position on {new_symbol} due "
-                        f"to {open_side} position on {open_symbol}"
-                    )
-                    return {
-                        "action": "rejected",
-                        "positions": position,
-                    }
-                elif func == "exit":
-                    log.debug(
-                        (
-                            f"Found {open_units} units of "
-                            f"{open_symbol} on side {trade_side_opposite}"
-                        )
-                    )
-                    # Pass back opposing side so we can close it
-                    return {
-                        "action": "close",
-                        "side": trade_side_opposite,
-                        "positions": position,
-                    }
-    return False
-
-
-def check_conflicting_position(
-    func: str,
-    position: dict,
-    open_base: str,
-    open_quote: str,
-    open_side: str,
-    open_symbol: str,
-    open_units: str,
-    new_base: str,
-    new_quote: str,
-    new_side: str,
-    new_symbol: str,
-    trade_side_opposite: str,
-):
-    if open_base == new_quote or open_quote == new_base:
-        # If we have a long on GBP/AUD, we can only place shorts on XAU/GBP.
-        if open_side != trade_side_opposite:
-            if open_units != "0":
-                # Only do this for entries
-                if func == "entry":
-                    log.debug(
-                        f"Refusing to open {new_side} position on {new_symbol} due to "
-                        f"{open_side} position on {open_symbol}"
-                    )
-                    return {
-                        "action": "rejected",
-                        "positions": position,
-                    }
-
-
-def crossfilter(account, new_symbol, new_direction, func):
-    """
-    Determine if we are betting against ourselves.
-    Checks open positions for the account, rejecting the trade if there is one
-    with an opposite direction to this one.
-    :param account: Account object
-    :param symbol: Symbol
-    :param direction: Direction of the trade
-    :param func: Whether we are checking entries or exits
-    :return: dict of action and opposing position, or False
-    """
-    try:
-        # Only get the data we need
-        if func == "entry":
-            all_positions = account.client.get_all_positions()
-        else:
-            all_positions = [account.client.get_position_info(new_symbol)]
-    except GenericAPIError as e:
-        if "No position exists for the specified instrument" in str(e):
-            log.debug("No position exists for this symbol")
-            return False
-        else:
-            log.error(f"Error getting position info: {e}")
-            return None
-    if new_direction == "buy":
-        opposing_side = "short"
-        new_side = "long"
-    elif new_direction == "sell":
-        opposing_side = "long"
-        new_side = "short"
-
-    quotes = []
-    new_base, new_quote = new_symbol.split("_")
-    for position in all_positions:
-        # For Forex, get a list of all the quotes.
-        # This is to prevent betting against ourselves.
-        # Consider we have a long position open, EUR/USD, and we want to open a
-        # long position on USD/JPY. If the first goes up, the second one will go
-        # down just as much. We won't make any money.
-        if "_" in position["symbol"]:
-            open_base, open_quote = position["symbol"].split("_")
-            quotes.append(open_quote)
-
-        open_symbol = position["symbol"]
-        open_side = position["side"]
-        open_base, open_quote = open_symbol.split("_")
-
-        # Check if we already have a position
-        existing_position_check = check_existing_position(
-            func=func,
-            position=position,
-            open_side=open_side,
-            open_symbol=open_symbol,
-            open_units=position["units"],
-            new_side=new_side,
-            new_symbol=new_symbol,
-            trade_side_opposite=opposing_side,
-        )
-        if existing_position_check:
-            return existing_position_check
-
-        # Check if we are betting against ourselves
-        conflicting_position_check = check_conflicting_position(
-            func=func,
-            position=position,
-            open_base=open_base,
-            open_quote=open_quote,
-            open_side=open_side,
-            open_symbol=open_symbol,
-            open_units=position["units"],
-            new_base=new_base,
-            new_quote=new_quote,
-            new_side=new_side,
-            new_symbol=new_symbol,
-            trade_side_opposite=opposing_side,
-        )
-        if conflicting_position_check:
-            return conflicting_position_check
-
-    return False
-
-
 def get_pair(account, base, quote, invert=False):
     """
     Get the pair for the given account and currencies.

core/views/hooks.py

@@ -9,9 +9,9 @@ from rest_framework.parsers import JSONParser
 from rest_framework.views import APIView
 
 from core.forms import HookForm
-from core.lib import market
 from core.lib.schemas.drakdoo_s import DrakdooCallback
 from core.models import Callback, Hook, Signal
+from core.trading import market
 from core.util import logs
 from core.views import ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate