Raise an error if a position has both short and long sides

core/lib/schemas/oanda_s.py

@@ -46,7 +46,18 @@ class OpenPositions(BaseModel):
     lastTransactionID: str
 
 
+def prevent_hedging(x):
+    """
+    Our implementation breaks if a position has both.
+    We implemented it this way in order to more easily support other exchanges.
+    The actual direction is put into the root object with Grom.
+    """
+    if float(x["long"]["units"]) > 0 and float(x["short"]["units"]) < 0:
+        raise ValueError("Hedging not allowed")
+
+
 def parse_prices(x):
+    prevent_hedging(x)
     if float(x["long"]["units"]) > 0:
         return x["long"]["averagePrice"]
     elif float(x["short"]["units"]) < 0:
@@ -56,6 +67,7 @@ def parse_prices(x):
 
 
 def parse_units(x):
+    prevent_hedging(x)
     if float(x["long"]["units"]) > 0:
         return x["long"]["units"]
     elif float(x["short"]["units"]) < 0:
@@ -65,6 +77,7 @@ def parse_units(x):
 
 
 def parse_value(x):
+    prevent_hedging(x)
     if float(x["long"]["units"]) > 0:
         return D(x["long"]["units"]) * D(x["long"]["averagePrice"])
     elif float(x["short"]["units"]) < 0:
@@ -74,6 +87,7 @@ def parse_value(x):
 
 
 def parse_side(x):
+    prevent_hedging(x)
     if float(x["long"]["units"]) > 0:
         return "long"
     elif float(x["short"]["units"]) < 0:
@@ -83,6 +97,7 @@ def parse_side(x):
 
 
 def parse_trade_ids(x, sum=0):
+    prevent_hedging(x)
     if float(x["long"]["units"]) > 0:
         return [str(int(y) + sum) for y in x["long"]["tradeIDs"]]
     elif float(x["short"]["units"]) < 0: