Wrap API calls in helper and validate response

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
 

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)
+        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)
-        except APIError as e:
-            self.log.error(f"Could not get asset list: {e}")
-            # return False
-        return 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)

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, [])

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
 

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

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

core/lib/schemas/oanda_s.py

@@ -0,0 +1 @@
+from pydantic import BaseModel

core/lib/serde/ccxt_s.py

@@ -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())

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)
 

core/templates/window-content/account-info.html

@@ -1,3 +1,5 @@
+{% include 'partials/notify.html' %}
+
 <h1 class="title">Live information</h1>
 <table class="table is-fullwidth is-hoverable">
   <thead>

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

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)

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)

docker/prod/requirements.prod.txt

@@ -15,6 +15,6 @@ django-debug-toolbar-template-profiler
 orjson
 django-otp
 qrcode
-serde[ext]
+pydantic
 alpaca-py
 oandapyV20