diff --git a/core/exchanges/__init__.py b/core/exchanges/__init__.py
index 93bb8dc..64d2f6a 100644
--- a/core/exchanges/__init__.py
+++ b/core/exchanges/__init__.py
@@ -1,3 +1,5 @@
+from pydantic import ValidationError
+
from core.util import logs
@@ -8,11 +10,36 @@ class BaseExchange(object):
self.log = logs.get_logger(name)
self.client = None
+ self.set_schema()
self.connect()
+ def set_schema(self):
+ raise NotImplementedError
+
def connect(self):
raise NotImplementedError
+ def call(self, method, *args, **kwargs) -> (bool, dict):
+
+ if hasattr(self.client, method):
+ try:
+ response = getattr(self.client, method)(*args, **kwargs)
+ 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}")
+ return (True, self.schema[method](**response).dict())
+ except ValidationError as e:
+ self.log.error(f"Could not validate response: {e}")
+ return (False, e)
+ except Exception as e:
+ self.log.error(f"Error calling {method}: {e}")
+ return (False, e)
+ else:
+ return (False, "No such method")
+
def get_account(self):
raise NotImplementedError
diff --git a/core/exchanges/alpaca.py b/core/exchanges/alpaca.py
index 37cbbcd..a6c2ffd 100644
--- a/core/exchanges/alpaca.py
+++ b/core/exchanges/alpaca.py
@@ -8,9 +8,20 @@ from alpaca.trading.requests import (
)
from core.exchanges import BaseExchange
+from core.lib.schemas import alpaca_s
+
+ALPACA_SCHEMA_MAPPING = {
+ "get_account": alpaca_s.GetAccount,
+ "get_all_assets": alpaca_s.GetAllAssets,
+ "get_all_positions": alpaca_s.GetAllPositions,
+ "get_open_position": alpaca_s.GetOpenPosition,
+}
class AlpacaExchange(BaseExchange):
+ def set_schema(self):
+ self.schema = ALPACA_SCHEMA_MAPPING
+
def connect(self):
self.client = TradingClient(
self.account.api_key,
@@ -20,32 +31,31 @@ class AlpacaExchange(BaseExchange):
)
def get_account(self):
- return self.client.get_account()
+ return self.call("get_account")
def get_supported_assets(self):
- try:
- request = GetAssetsRequest(status="active", asset_class="crypto")
- assets = self.client.get_all_assets(filter=request)
- asset_list = [x["symbol"] for x in assets if "symbol" in x]
- print("Supported symbols", asset_list)
- except APIError as e:
- self.log.error(f"Could not get asset list: {e}")
- # return False
- return asset_list
+ request = GetAssetsRequest(status="active", asset_class="crypto")
+ success, assets = self.call("get_all_assets", filter=request)
+ # assets = self.client.get_all_assets(filter=request)
+ if not success:
+ return (success, assets)
+ assets = assets["itemlist"]
+ asset_list = [x["symbol"] for x in assets if "symbol" in x]
+ print("Supported symbols", asset_list)
+
+ return (True, asset_list)
def get_balance(self):
- try:
- account_info = self.client.get_account()
- except APIError as e:
- self.log.error(f"Could not get account balance: {e}")
- return False
+ success, account_info = self.call("get_account")
+ if not success:
+ return (success, account_info)
equity = account_info["equity"]
try:
balance = float(equity)
except ValueError:
- return False
+ return (False, "Invalid balance")
- return balance
+ return (True, balance)
def get_market_value(self, symbol):
try:
@@ -89,6 +99,8 @@ class AlpacaExchange(BaseExchange):
order = self.client.submit_order(order_data=market_order_data)
except APIError as e:
self.log.error(f"Error placing market order: {e}")
+ trade.status = "error"
+ trade.save()
return (False, e)
elif trade.type == "limit":
if not trade.price:
@@ -99,6 +111,8 @@ class AlpacaExchange(BaseExchange):
order = self.client.submit_order(order_data=limit_order_data)
except APIError as e:
self.log.error(f"Error placing limit order: {e}")
+ trade.status = "error"
+ trade.save()
return (False, e)
else:
@@ -120,19 +134,19 @@ class AlpacaExchange(BaseExchange):
pass
def get_position_info(self, asset_id):
- try:
- position = self.client.get_open_position(asset_id)
- except APIError as e:
- return (False, e)
+ success, position = self.call("get_open_position", asset_id)
+ if not success:
+ return (success, position)
return (True, position)
def get_all_positions(self):
items = []
- positions = self.client.get_all_positions()
+ success, positions = self.call("get_all_positions")
+ if not success:
+ return (success, positions)
- for item in positions:
- item = dict(item)
+ for item in positions["itemlist"]:
item["account_id"] = self.account.id
item["unrealized_pl"] = float(item["unrealized_pl"])
items.append(item)
- return items
+ return (True, items)
diff --git a/core/exchanges/oanda.py b/core/exchanges/oanda.py
index b8fce68..6f284d1 100644
--- a/core/exchanges/oanda.py
+++ b/core/exchanges/oanda.py
@@ -2,9 +2,15 @@ from oandapyV20 import API
from oandapyV20.endpoints import accounts, orders, positions, trades
from core.exchanges import BaseExchange
+from core.lib.schemas import oanda_s
+
+OANDA_SCHEMA_MAPPING = {}
class OANDAExchange(BaseExchange):
+ def set_schema(self):
+ self.schema = OANDA_SCHEMA_MAPPING
+
def connect(self):
self.client = API(access_token=self.account.api_secret)
self.account_id = self.account.api_key
@@ -53,4 +59,4 @@ class OANDAExchange(BaseExchange):
def get_all_positions(self):
r = positions.OpenPositions(accountID=self.account_id)
self.client.request(r)
- return r.response["positions"]
+ return (True, [])
diff --git a/core/lib/market.py b/core/lib/market.py
index f187910..e804574 100644
--- a/core/lib/market.py
+++ b/core/lib/market.py
@@ -24,9 +24,9 @@ def get_market_value(account, symbol):
def execute_strategy(callback, strategy):
- cash_balance = get_balance(strategy.account)
+ success, cash_balance = strategy.account.client.get_balance()
log.debug(f"Cash balance: {cash_balance}")
- if not cash_balance:
+ if not success:
return None
user = strategy.user
@@ -41,7 +41,7 @@ def execute_strategy(callback, strategy):
quote = "usd" # TODO: MASSIVE HACK
symbol = f"{base.upper()}/{quote.upper()}"
- if symbol not in account.supported_assets:
+ if symbol not in account.supported_symbols:
log.error(f"Symbol not supported by account: {symbol}")
return False
diff --git a/core/lib/serde/__init__.py b/core/lib/schemas/__init__.py
similarity index 100%
rename from core/lib/serde/__init__.py
rename to core/lib/schemas/__init__.py
diff --git a/core/lib/schemas/alpaca_s.py b/core/lib/schemas/alpaca_s.py
new file mode 100644
index 0000000..a76e0d9
--- /dev/null
+++ b/core/lib/schemas/alpaca_s.py
@@ -0,0 +1,105 @@
+from pydantic import BaseModel, Field
+
+class Asset(BaseModel):
+ id: str
+ class_: str = Field(..., alias="class")
+ exchange: str
+ symbol: str
+ name: str
+ status: str
+ tradable: bool
+ marginable: bool
+ maintenance_margin_requirement: int
+ shortable: bool
+ easy_to_borrow: bool
+ fractionable: bool
+ min_order_size: str
+ 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
+ symbol: str
+ exchange: str
+ asset_class: str = Field(..., alias="asset_class")
+ asset_marginable: bool
+ qty: str
+ avg_entry_price: str
+ side: str
+ market_value: str
+ cost_basis: str
+ unrealized_pl: str
+ unrealized_plpc: str
+ unrealized_intraday_pl: str
+ unrealized_intraday_plpc: str
+ current_price: str
+ lastday_price: str
+ change_today: str
+ qty_available: str
+
+
+class Position(BaseModel):
+ asset_id: str
+ symbol: str
+ exchange: str
+ asset_class: str
+ asset_marginable: bool
+ qty: str
+ avg_entry_price: str
+ side: str
+ market_value: str
+ cost_basis: str
+ unrealized_pl: str
+ unrealized_plpc: str
+ unrealized_intraday_pl: str
+ unrealized_intraday_plpc: str
+ current_price: str
+ lastday_price: str
+ change_today: str
+ qty_available: str
+
+# get_all_positions
+class GetAllPositions(BaseModel):
+ itemlist: list[Position]
+
+# get_account
+class GetAccount(BaseModel):
+ id: str
+ account_number: str
+ status: str
+ crypto_status: str
+ currency: str
+ buying_power: str
+ regt_buying_power: str
+ daytrading_buying_power: str
+ effective_buying_power: str
+ non_marginable_buying_power: str
+ bod_dtbp: str
+ cash: str
+ accrued_fees: str
+ pending_transfer_in: str
+ portfolio_value: str
+ pattern_day_trader: bool
+ trading_blocked: bool
+ transfers_blocked: bool
+ account_blocked: bool
+ created_at: str
+ trade_suspended_by_user: bool
+ multiplier: str
+ shorting_enabled: bool
+ equity: str
+ last_equity: str
+ long_market_value: str
+ short_market_value: str
+ position_market_value: str
+ initial_margin: str
+ maintenance_margin: str
+ last_maintenance_margin: str
+ sma: str
+ daytrade_count: int
+ balance_asof: str
diff --git a/core/lib/schemas/drakdoo_s.py b/core/lib/schemas/drakdoo_s.py
new file mode 100644
index 0000000..34b51ea
--- /dev/null
+++ b/core/lib/schemas/drakdoo_s.py
@@ -0,0 +1,21 @@
+from pydantic import BaseModel
+
+
+class DrakdooMarket(BaseModel):
+ exchange: str
+ item: str
+ currency: str
+ contract: str
+
+
+class DrakdooTimestamp(BaseModel):
+ sent: int
+ trade: int
+
+
+class DrakdooCallback(BaseModel):
+ title: str
+ message: str
+ period: str
+ market: DrakdooMarket
+ timestamp: DrakdooTimestamp
diff --git a/core/lib/schemas/oanda_s.py b/core/lib/schemas/oanda_s.py
new file mode 100644
index 0000000..22145a4
--- /dev/null
+++ b/core/lib/schemas/oanda_s.py
@@ -0,0 +1 @@
+from pydantic import BaseModel
diff --git a/core/lib/serde/ccxt_s.py b/core/lib/serde/ccxt_s.py
deleted file mode 100644
index 9ea53d0..0000000
--- a/core/lib/serde/ccxt_s.py
+++ /dev/null
@@ -1,125 +0,0 @@
-from serde import Model, fields
-
-# {
-# "id": "92f0b26b-4c98-4553-9c74-cdafc7e037db",
-# "clientOrderId": "ccxt_26adcbf445674f01af38a66a15e6f5b5",
-# "timestamp": 1666096856515,
-# "datetime": "2022-10-18T12:40:56.515477181Z",
-# "lastTradeTimeStamp": null,
-# "status": "open",
-# "symbol": "BTC/USD",
-# "type": "market",
-# "timeInForce": "gtc",
-# "postOnly": null,
-# "side": "buy",
-# "price": null,
-# "stopPrice": null,
-# "cost": null,
-# "average": null,
-# "amount": 1.1,
-# "filled": 0.0,
-# "remaining": 1.1,
-# "trades": [],
-# "fee": null,
-# "info": {
-# "id": "92f0b26b-4c98-4553-9c74-cdafc7e037db",
-# "client_order_id": "ccxt_26adcbf445674f01af38a66a15e6f5b5",
-# "created_at": "2022-10-18T12:40:56.516095561Z",
-# "updated_at": "2022-10-18T12:40:56.516173841Z",
-# "submitted_at": "2022-10-18T12:40:56.515477181Z",
-# "filled_at": null,
-# "expired_at": null,
-# "canceled_at": null,
-# "failed_at": null,
-# "replaced_at": null,
-# "replaced_by": null,
-# "replaces": null,
-# "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
-# "symbol": "BTC/USD",
-# "asset_class": "crypto",
-# "notional": null,
-# "qty": "1.1",
-# "filled_qty": "0",
-# "filled_avg_price": null,
-# "order_class": "",
-# "order_type": "market",
-# "type": "market",
-# "side": "buy",
-# "time_in_force": "gtc",
-# "limit_price": null,
-# "stop_price": null,
-# "status": "pending_new",
-# "extended_hours": false,
-# "legs": null,
-# "trail_percent": null,
-# "trail_price": null,
-# "hwm": null,
-# "subtag": null,
-# "source": null
-# },
-# "fees": [],
-# "lastTradeTimestamp": null
-# }
-
-
-class CCXTInfo(Model):
- id = fields.Uuid()
- client_order_id = fields.Str()
- created_at = fields.Str()
- updated_at = fields.Str()
- submitted_at = fields.Str()
- filled_at = fields.Optional(fields.Str())
- expired_at = fields.Optional(fields.Str())
- canceled_at = fields.Optional(fields.Str())
- failed_at = fields.Optional(fields.Str())
- replaced_at = fields.Optional(fields.Str())
- replaced_by = fields.Optional(fields.Str())
- replaces = fields.Optional(fields.Str())
- asset_id = fields.Uuid()
- symbol = fields.Str()
- asset_class = fields.Str()
- notional = fields.Optional(fields.Str())
- qty = fields.Str()
- filled_qty = fields.Str()
- filled_avg_price = fields.Optional(fields.Str())
- order_class = fields.Str()
- order_type = fields.Str()
- type = fields.Str()
- side = fields.Str()
- time_in_force = fields.Str()
- limit_price = fields.Optional(fields.Str())
- stop_price = fields.Optional(fields.Str())
- status = fields.Str()
- extended_hours = fields.Bool()
- legs = fields.Optional(fields.List(fields.Nested("CCXTInfo")))
- trail_percent = fields.Optional(fields.Str())
- trail_price = fields.Optional(fields.Str())
- hwm = fields.Optional(fields.Str())
- subtag = fields.Optional(fields.Str())
- source = fields.Optional(fields.Str())
-
-
-class CCXTRoot(Model):
- id = fields.Uuid()
- clientOrderId = fields.Str()
- timestamp = fields.Int()
- datetime = fields.Str()
- lastTradeTimeStamp = fields.Optional(fields.Str())
- status = fields.Str()
- symbol = fields.Str()
- type = fields.Str()
- timeInForce = fields.Str()
- postOnly = fields.Optional(fields.Str())
- side = fields.Str()
- price = fields.Optional(fields.Float())
- stopPrice = fields.Optional(fields.Float())
- cost = fields.Optional(fields.Float())
- average = fields.Optional(fields.Float())
- amount = fields.Float()
- filled = fields.Float()
- remaining = fields.Float()
- trades = fields.Optional(fields.List(fields.Dict()))
- fee = fields.Optional(fields.Float())
- info = fields.Nested(CCXTInfo)
- fees = fields.Optional(fields.List(fields.Dict()))
- lastTradeTimestamp = fields.Optional(fields.Str())
diff --git a/core/models.py b/core/models.py
index a4cd6b8..0ff1ac0 100644
--- a/core/models.py
+++ b/core/models.py
@@ -91,8 +91,8 @@ class Account(models.Model):
"""
client = self.get_client()
if client:
- supported_symbols = client.get_supported_assets()
- if supported_symbols:
+ success, supported_symbols = client.get_supported_assets()
+ if success:
self.supported_symbols = supported_symbols
super().save(*args, **kwargs)
diff --git a/core/templates/window-content/account-info.html b/core/templates/window-content/account-info.html
index d072ed7..8641214 100644
--- a/core/templates/window-content/account-info.html
+++ b/core/templates/window-content/account-info.html
@@ -1,3 +1,5 @@
+{% include 'partials/notify.html' %}
+
Live information
diff --git a/core/views/accounts.py b/core/views/accounts.py
index da795c6..d651596 100644
--- a/core/views/accounts.py
+++ b/core/views/accounts.py
@@ -39,7 +39,15 @@ class AccountInfo(LoginRequiredMixin, View):
}
return render(request, template_name, context)
- live_info = dict(account.client.get_account())
+ success, live_info = account.client.get_account()
+ if not success:
+ context = {
+ "message": "Could not get account info",
+ "class": "danger",
+ "window_content": self.window_content,
+ }
+ return render(request, template_name, context)
+ live_info = live_info
account_info = account.__dict__
account_info = {
k: v for k, v in account_info.items() if k in self.VIEWABLE_FIELDS_MODEL
diff --git a/core/views/hooks.py b/core/views/hooks.py
index b5553d3..280a168 100644
--- a/core/views/hooks.py
+++ b/core/views/hooks.py
@@ -4,13 +4,13 @@ import orjson
from django.conf import settings
from django.contrib.auth.mixins import LoginRequiredMixin
from django.http import HttpResponse, HttpResponseBadRequest
+from pydantic import ValidationError
from rest_framework.parsers import JSONParser
from rest_framework.views import APIView
-from serde import ValidationError
from core.forms import HookForm
from core.lib import market
-from core.lib.serde import drakdoo_s
+from core.lib.schemas.drakdoo_s import DrakdooCallback
from core.models import Callback, Hook
from core.util import logs
from core.views import ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate
@@ -44,7 +44,7 @@ class HookAPI(APIView):
# Try validating the JSON
try:
- hook_resp = drakdoo_s.BaseDrakdoo.from_dict(request.data)
+ hook_resp = DrakdooCallback(**request.data)
except ValidationError as e:
log.error(f"HookAPI POST: {e}")
return HttpResponseBadRequest(e)
diff --git a/core/views/positions.py b/core/views/positions.py
index 4a04242..372bd5b 100644
--- a/core/views/positions.py
+++ b/core/views/positions.py
@@ -17,8 +17,10 @@ def get_positions(user, account_id=None):
items = []
accounts = Account.objects.filter(user=user)
for account in accounts:
- positions = account.client.get_all_positions()
- print("positions", positions)
+ success, positions = account.client.get_all_positions()
+ if not success:
+ items.append({"name": account.name, "status": "error"})
+ continue
for item in positions:
items.append(item)
diff --git a/docker/prod/requirements.prod.txt b/docker/prod/requirements.prod.txt
index 41c8898..dd802da 100644
--- a/docker/prod/requirements.prod.txt
+++ b/docker/prod/requirements.prod.txt
@@ -15,6 +15,6 @@ django-debug-toolbar-template-profiler
orjson
django-otp
qrcode
-serde[ext]
+pydantic
alpaca-py
oandapyV20