Improve posting trades to OANDA and make everything more robust

2022-11-10 19:27:46 +00:00
parent bf863f43b2
commit af9f874209
11 changed files with 267 additions and 30 deletions
--- a/core/lib/schemas/oanda_s.py
+++ b/core/lib/schemas/oanda_s.py
@@ -352,3 +352,84 @@ AccountInstrumentsSchema = {
        ],
    )
 }
+
+class OrderTransaction(BaseModel):
+    id: str
+    accountID: str
+    userID: int
+    batchID: str
+    requestID: str
+    time: str
+    type: str
+    instrument: str
+    units: str
+    timeInForce: str
+    positionFill: str
+    reason: str
+
+class OrderCreate(BaseModel):
+    orderCreateTransaction: OrderTransaction
+
+OrderCreateSchema = {
+    "id": "orderCreateTransaction.id",
+    "accountID": "orderCreateTransaction.accountID",
+    "userID": "orderCreateTransaction.userID",
+    "batchID": "orderCreateTransaction.batchID",
+    "requestID": "orderCreateTransaction.requestID",
+    "time": "orderCreateTransaction.time",
+    "type": "orderCreateTransaction.type",
+    "symbol": "orderCreateTransaction.instrument",
+    "units": "orderCreateTransaction.units",
+    "timeInForce": "orderCreateTransaction.timeInForce",
+    "positionFill": "orderCreateTransaction.positionFill",
+    "reason": "orderCreateTransaction.reason",
+}
+
+class PriceBid(BaseModel):
+    price: str
+    liquidity: int
+
+class PriceAsk(BaseModel):
+    price: str
+    liquidity: int
+
+class PriceQuoteHomeConversionFactors(BaseModel):
+    positiveUnits: str
+    negativeUnits: str
+
+class Price(BaseModel):
+    type: str
+    time: str
+    bids: list[PriceBid]
+    asks: list[PriceAsk]
+    closeoutBid: str
+    closeoutAsk: str
+    status: str
+    tradeable: bool
+    quoteHomeConversionFactors: PriceQuoteHomeConversionFactors
+    instrument: str
+
+class PricingInfo(BaseModel):
+    time: str
+    prices: list[Price]
+
+PricingInfoSchema = {
+    "time": "time",
+    "prices": (
+        "prices",
+        [
+            {
+                "type": "type",
+                "time": "time",
+                "bids": "bids",
+                "asks": "asks",
+                "closeoutBid": "closeoutBid",
+                "closeoutAsk": "closeoutAsk",
+                "status": "status",
+                "tradeable": "tradeable",
+                "quoteHomeConversionFactors": "quoteHomeConversionFactors",
+                "symbol": "instrument",
+            }
+        ],
+    ),
+}