Refactor and ignore n/a exchange callbacks

core/lib/market.py

@@ -1,20 +1,20 @@
 from decimal import Decimal as D
 
-from alpaca.common.exceptions import APIError
-
+from core.exchanges import GenericAPIError
 from core.models import Strategy, Trade
 from core.util import logs
-from core.exchanges import GenericAPIError
 
 log = logs.get_logger(__name__)
 
-def to_usd(account, amount, from_currency):
-    if account.exchange == "alpaca":
-        separator = "/"
-    elif account.exchange == "oanda":
-        separator = "_"
-    symbol = f"{from_currency.upper()}{separator}{to_currency.upper()}"
-    prices = account.client.get_currencies([symbol])
+
+# def to_usd(account, amount, from_currency):
+#     if account.exchange == "alpaca":
+#         separator = "/"
+#     elif account.exchange == "oanda":
+#         separator = "_"
+#     symbol = f"{from_currency.upper()}{separator}{to_currency.upper()}"
+#     prices = account.client.get_currencies([symbol])
+
 
 def to_currency(direction, account, amount, from_currency, to_currency):
     if account.exchange == "alpaca":
@@ -41,6 +41,7 @@ def to_currency(direction, account, amount, from_currency, to_currency):
 
     return converted
 
+
 def get_pair(account, base, quote):
     if account.exchange == "alpaca":
         separator = "/"
@@ -52,17 +53,23 @@ def get_pair(account, base, quote):
         return False
     return symbol
 
-def get_trade_size_in_base(direction, account, strategy, cash_balance, price, base, precision):
+
+def get_trade_size_in_base(
+    direction, account, strategy, cash_balance, price, base, precision
+):
     trade_size_as_ratio = D(strategy.trade_size_percent) / D(100)
     log.debug(f"Trade size as ratio: {trade_size_as_ratio}")
     amount_fiat = D(trade_size_as_ratio) * D(cash_balance)
     log.debug(f"Trade size: {amount_fiat}")
     # We can do this because the quote IS in $ or equivalent
     # trade_size_in_base = D(amount_fiat) / D(price)
-    trade_size_in_base = to_currency(direction, account, amount_fiat, account.currency, base)
+    trade_size_in_base = to_currency(
+        direction, account, amount_fiat, account.currency, base
+    )
     log.debug(f"Trade size in base: {trade_size_in_base}")
     return trade_size_in_base
 
+
 def get_tp_sl(direction, strategy, price):
     stop_loss_as_ratio = D(strategy.stop_loss_percent) / D(100)
     take_profit_as_ratio = D(strategy.take_profit_percent) / D(100)
@@ -85,6 +92,7 @@ def get_tp_sl(direction, strategy, price):
     log.debug(f"Take profit: {take_profit}")
     return (stop_loss, take_profit)
 
+
 def get_price_bound(direction, strategy, price):
     price_slippage_as_ratio = D(strategy.price_slippage_percent) / D(100)
     log.debug(f"Price slippage as ratio: {price_slippage_as_ratio}")
@@ -146,7 +154,9 @@ def execute_strategy(callback, strategy):
     # type = "limit"
     type = "market"
 
-    trade_size_in_base = get_trade_size_in_base(direction, account, strategy, cash_balance, price, base, display_precision)
+    trade_size_in_base = get_trade_size_in_base(
+        direction, account, strategy, cash_balance, price, base, display_precision
+    )
     stop_loss, take_profit = get_tp_sl(direction, strategy, price)
 
     price_bound = round(get_price_bound(direction, strategy, price), display_precision)

core/lib/schemas/oanda_s.py

@@ -353,6 +353,7 @@ AccountInstrumentsSchema = {
     )
 }
 
+
 class OrderTransaction(BaseModel):
     id: str
     accountID: str
@@ -367,9 +368,11 @@ class OrderTransaction(BaseModel):
     positionFill: str
     reason: str
 
+
 class OrderCreate(BaseModel):
     orderCreateTransaction: OrderTransaction
 
+
 OrderCreateSchema = {
     "id": "orderCreateTransaction.id",
     "accountID": "orderCreateTransaction.accountID",
@@ -385,18 +388,22 @@ OrderCreateSchema = {
     "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
@@ -409,10 +416,12 @@ class Price(BaseModel):
     quoteHomeConversionFactors: PriceQuoteHomeConversionFactors
     instrument: str
 
+
 class PricingInfo(BaseModel):
     time: str
     prices: list[Price]
 
+
 PricingInfoSchema = {
     "time": "time",
     "prices": (

core/models.py

@@ -69,10 +69,7 @@ class User(AbstractUser):
 
 
 class Account(models.Model):
-    EXCHANGE_CHOICES = (
-        ("alpaca", "Alpaca"),
-        ("oanda", "OANDA")
-    )
+    EXCHANGE_CHOICES = (("alpaca", "Alpaca"), ("oanda", "OANDA"))
     user = models.ForeignKey(User, on_delete=models.CASCADE)
     name = models.CharField(max_length=255)
     exchange = models.CharField(choices=EXCHANGE_CHOICES, max_length=255)

core/templatetags/pretty.py

@@ -1,11 +1,9 @@
-from django import template
 import orjson
+from django import template
 
 register = template.Library()
 
 
 @register.filter
 def pretty(data):
-    return orjson.dumps(
-        data, option=orjson.OPT_INDENT_2
-    ).decode("utf-8")
+    return orjson.dumps(data, option=orjson.OPT_INDENT_2).decode("utf-8")

core/views/accounts.py

@@ -1,5 +1,5 @@
 import uuid
-import orjson
+
 from django.contrib.auth.mixins import LoginRequiredMixin
 from django.http import HttpResponseBadRequest
 from django.shortcuts import render

core/views/hooks.py

@@ -78,6 +78,9 @@ class HookAPI(APIView):
         except Hook.DoesNotExist:
             return HttpResponseBadRequest("Hook does not exist.")
 
+        if data["exchange"].lower() == "n/a":
+            log.debug("HookAPI callback: exchange is N/A, skipping")
+            return HttpResponse("OK")
         # Create the callback object
         callback = Callback.objects.create(hook=hook, **data)
         callback.save()