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Improve navigating trades and positions by cross-linking

This commit is contained in:
Mark Veidemanis 2022-11-29 07:20:39 +00:00
parent 4e1b574921
commit f240c4b381
Signed by: m
GPG Key ID: 5ACFCEED46C0904F
13 changed files with 236 additions and 34 deletions
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5
app/urls.py
View File

@ -105,6 +105,11 @@ urlpatterns = [
trades.TradeUpdate.as_view(),
name="trade_update",
),
path(
"trades/<str:type>/view/<str:trade_id>/",
trades.TradeAction.as_view(),
name="trade_action",
),
path(
"trades/<str:type>/delete/<str:pk>/",
trades.TradeDelete.as_view(),

1
core/exchanges/__init__.py
View File

@ -131,7 +131,6 @@ class BaseExchange(ABC):
def validate_response(self, response, method):
schema = self.get_schema(method)
# Return a dict of the validated response
print("RESP", response)
response_valid = schema(**response).dict()
return response_valid

16
core/exchanges/oanda.py
View File

@ -1,5 +1,5 @@
from oandapyV20 import API
from oandapyV20.endpoints import accounts, orders, positions, pricing
from oandapyV20.endpoints import accounts, orders, positions, pricing, trades
from core.exchanges import BaseExchange
@ -52,8 +52,6 @@ class OANDAExchange(BaseExchange):
data = {
"order": {
# "price": "1.5000", - added later
"stopLossOnFill": {"timeInForce": "GTC", "price": str(trade.stop_loss)},
"takeProfitOnFill": {"price": str(trade.take_profit)},
"timeInForce": trade.time_in_force.upper(),
"instrument": trade.symbol,
"units": str(amount),
@ -61,6 +59,13 @@ class OANDAExchange(BaseExchange):
"positionFill": "DEFAULT",
}
}
if trade.stop_loss is not None:
data["order"]["stopLossOnFill"] = {
"timeInForce": "GTC",
"price": str(trade.stop_loss),
}
if trade.take_profit is not None:
data["order"]["takeProfitOnFill"] = {"price": str(trade.take_profit)}
if trade.price is not None:
if trade.type == "limit":
data["order"]["price"] = str(trade.price)
@ -75,13 +80,14 @@ class OANDAExchange(BaseExchange):
response = self.call(r)
trade.response = response
trade.status = "posted"
trade.order_id = response["id"]
trade.order_id = str(int(response["id"]) + 1)
trade.client_order_id = response["requestID"]
trade.save()
return response
def get_trade(self, trade_id):
r = accounts.TradeDetails(accountID=self.account_id, tradeID=trade_id)
# OANDA is off by one...
r = trades.TradeDetails(accountID=self.account_id, tradeID=trade_id)
return self.call(r)
def update_trade(self, trade):

21
core/lib/schemas/oanda_s.py
View File

@ -49,7 +49,7 @@ class OpenPositions(BaseModel):
def parse_prices(x):
if float(x["long"]["units"]) > 0:
return x["long"]["averagePrice"]
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return x["short"]["averagePrice"]
else:
return 0
@ -58,7 +58,7 @@ def parse_prices(x):
def parse_units(x):
if float(x["long"]["units"]) > 0:
return x["long"]["units"]
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return x["short"]["units"]
else:
return 0
@ -67,7 +67,7 @@ def parse_units(x):
def parse_value(x):
if float(x["long"]["units"]) > 0:
return D(x["long"]["units"]) * D(x["long"]["averagePrice"])
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return D(x["short"]["units"]) * D(x["short"]["averagePrice"])
else:
return 0
@ -76,12 +76,21 @@ def parse_value(x):
def parse_side(x):
if float(x["long"]["units"]) > 0:
return "long"
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return "short"
else:
return "unknown"
def parse_trade_ids(x, sum=-1):
if float(x["long"]["units"]) > 0:
return [str(int(y) + sum) for y in x["long"]["tradeIDs"]]
elif float(x["short"]["units"]) < 0:
return [str(int(y) + sum) for y in x["short"]["tradeIDs"]]
else:
return "unknown"
OpenPositionsSchema = {
"itemlist": (
"positions",
@ -89,6 +98,7 @@ OpenPositionsSchema = {
{
"symbol": "instrument",
"unrealized_pl": "unrealizedPL",
"trade_ids": parse_trade_ids, # actual value is lower by 1
"price": parse_prices,
"units": parse_units,
"side": parse_side,
@ -284,6 +294,9 @@ PositionDetailsSchema = {
"units": lambda x: parse_units(x["position"]),
"side": lambda x: parse_side(x["position"]),
"value": lambda x: parse_value(x["position"]),
"trade_ids": lambda x: parse_trade_ids(
x["position"], sum=0
), # this value is correct
}

14
core/models.py
View File

@ -207,6 +207,20 @@ class Trade(models.Model):
# close the trade
super().delete(*args, **kwargs)
@classmethod
def get_by_id(cls, trade_id, user):
return cls.objects.get(id=trade_id, user=user)
@classmethod
def get_by_id_or_order(cls, trade_id, user):
try:
return cls.objects.get(id=trade_id, user=user)
except cls.DoesNotExist:
try:
return cls.objects.get(order_id=trade_id, user=user)
except cls.DoesNotExist:
return None
class Callback(models.Model):
hook = models.ForeignKey(Hook, on_delete=models.CASCADE)

5
core/templates/partials/error.html Normal file
View File

@ -0,0 +1,5 @@
{% extends 'base.html' %}
{% block content %}
{% include 'partials/notify.html' %}
{% endblock %}

18
core/templates/partials/position-list.html
View File

@ -4,10 +4,11 @@
<th>account</th>
<th>asset</th>
<th>price</th>
<th>value in base</th>
<th>value in quote</th>
<th>units</th>
<th>quote</th>
<th>P/L</th>
<th>side</th>
<th>stored</th>
<th>actions</th>
</thead>
{% for item in items %}
@ -21,7 +22,18 @@
<td>{{ item.units }}</td>
<td>{{ item.value }}</td>
<td>{{ item.unrealized_pl }}</td>
<td>{{ item.side }}</td>
<td>
{% if item.side == 'long' %}
<span class="icon has-text-success" data-tooltip="long">
<i class="fa-solid fa-up"></i>
</span>
{% elif item.side == 'short' %}
<span class="icon has-text-danger" data-tooltip="short">
<i class="fa-solid fa-down"></i>
</span>
{% endif %}
</td>
<td>{{ item.trades|length }}</td>
<td>
<div class="buttons">
<button

5
core/templates/partials/trade-list.html
View File

@ -59,7 +59,8 @@
</span>
</button>
{% if type == 'page' %}
<a href="#"><button
<a href="{% url 'trade_action' type=type trade_id=item.id %}">
<button
class="button is-success">
<span class="icon-text">
<span class="icon">
@ -71,7 +72,7 @@
{% else %}
<button
hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
hx-get="#"
hx-get="{% url 'trade_action' type=type trade_id=item.id %}"
hx-trigger="click"
hx-target="#{{ type }}s-here"
hx-swap="innerHTML"

56
core/templates/window-content/trade.html
View File

@ -1,3 +1,53 @@
TRADE DETAILS
{{ items }}
{{ status }}
{% load pretty %}
{% include 'partials/notify.html' %}
<h1 class="title">Live information</h1>
<table class="table is-fullwidth is-hoverable">
<thead>
<th>attribute</th>
<th>value</th>
</thead>
<tbody>
{% for key, item in live_info.items %}
<tr>
<th>{{ key }}</th>
<td>
{% if item is not None %}
{{ item }}
{% endif %}
</td>
</tr>
{% endfor %}
</tbody>
</table>
<h1 class="title">Stored information</h1>
<table class="table is-fullwidth is-hoverable">
<thead>
<th>attribute</th>
<th>value</th>
</thead>
<tbody>
{% for key, item in db_info.items %}
{% if key == 'instruments' %}
<tr>
<th>{{ key }}</th>
<td>
{% if item is not None %}
<pre>{{ item|pretty }}</pre>
{% endif %}
</td>
</tr>
{% else %}
<tr>
<th>{{ key }}</th>
<td>
{% if item is not None %}
{{ item }}
{% endif %}
</td>
</tr>
{% endif %}
{% endfor %}
</tbody>
</table>

20
core/templates/window-content/view-position.html
View File

@ -1,5 +1,6 @@
{% include 'partials/notify.html' %}
<h1 class="title">Live information</h1>
{{ valid_trade_ids }}
<table class="table is-fullwidth is-hoverable">
<thead>
<th>attribute</th>
@ -8,12 +9,31 @@
<tbody>
{% for key, item in items.items %}
<tr>
{% if key == 'trade_ids' %}
<th>{{ key }}</th>
<td>
{% if item is not None %}
{% for trade_id in item %}
<button
hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
hx-get="{% url 'trade_action' type=type trade_id=trade_id %}"
hx-trigger="click"
hx-target="#modals-here"
hx-swap="innerHTML"
class="button is-small {% if trade_id in valid_trade_ids %}is-primary{% else %}is-warning{% endif %}">
{{ trade_id }}
</button>
{% endfor %}
{% endif %}
</td>
{% else %}
<th>{{ key }}</th>
<td>
{% if item is not None %}
{{ item }}
{% endif %}
</td>
{% endif %}
</tr>
{% endfor %}
</tbody>

8
core/views/__init__.py
View File

@ -227,7 +227,9 @@ class ObjectCreate(RestrictedViewMixin, ObjectNameMixin, CreateView):
context["submit_url"] = submit_url
context["list_url"] = list_url
context["type"] = type
return self.render_to_response(context)
response = self.render_to_response(context)
# response["HX-Trigger"] = f"{self.context_object_name_singular}Event"
return response
def post(self, request, *args, **kwargs):
self.request = request
@ -298,7 +300,9 @@ class ObjectUpdate(RestrictedViewMixin, ObjectNameMixin, UpdateView):
context["context_object_name_singular"] = self.context_object_name_singular
context["submit_url"] = submit_url
context["type"] = type
return self.render_to_response(context)
response = self.render_to_response(context)
# response["HX-Trigger"] = f"{self.context_object_name_singular}Event"
return response
def post(self, request, *args, **kwargs):
self.request = request

35
core/views/positions.py
View File

@ -8,7 +8,7 @@ from rest_framework.parsers import FormParser
from two_factor.views.mixins import OTPRequiredMixin
from core.exchanges import GenericAPIError
from core.models import Account
from core.models import Account, Trade
from core.util import logs
log = logs.get_logger(__name__)
@ -28,6 +28,32 @@ def get_positions(user, account_id=None):
return items
def annotate_positions(positions, user, return_order_ids=False):
"""
Annotate positions with trade information.
If return_order_ids is True, yield a list of order_ids instead of a list of trades.
:param positions: list of positions
:param user: user
:param return_order_ids: whether to return a generator of order_ids
:return: None or list of order_ids
:rtype: None or generator
"""
for item in positions:
try:
if "trade_ids" in item:
if return_order_ids:
for trade_id in Trade.objects.filter(
user=user, order_id__in=item["trade_ids"]
):
yield trade_id.order_id
else:
item["trades"] = Trade.objects.filter(
user=user, order_id__in=item["trade_ids"]
)
except Trade.DoesNotExist:
pass
class Positions(LoginRequiredMixin, OTPRequiredMixin, View):
allowed_types = ["modal", "widget", "window", "page"]
window_content = "window-content/objects.html"
@ -41,6 +67,7 @@ class Positions(LoginRequiredMixin, OTPRequiredMixin, View):
template_name = f"wm/{type}.html"
unique = str(uuid.uuid4())[:8]
items = get_positions(request.user, account_id)
annotate_positions(items, request.user, return_order_ids=False)
if type == "page":
type = "modal"
context = {
@ -66,12 +93,15 @@ class PositionAction(LoginRequiredMixin, OTPRequiredMixin, View):
Get live information for a trade.
"""
if type not in self.allowed_types:
return HttpResponseBadRequest
return HttpResponseBadRequest()
template_name = f"wm/{type}.html"
unique = str(uuid.uuid4())[:8]
account = Account.get_by_id(account_id, request.user)
info = account.client.get_position_info(symbol)
valid_trade_ids = list(
annotate_positions([info], request.user, return_order_ids=True)
)
if type == "page":
type = "modal"
@ -81,6 +111,7 @@ class PositionAction(LoginRequiredMixin, OTPRequiredMixin, View):
"window_content": self.window_content,
"type": type,
"items": info,
"valid_trade_ids": valid_trade_ids,
}
return render(request, template_name, context)

42
core/views/trades.py
View File

@ -1,8 +1,12 @@
import uuid
from django.contrib.auth.mixins import LoginRequiredMixin
from django.http import HttpResponseBadRequest
from django.shortcuts import render
from django.views import View
from two_factor.views.mixins import OTPRequiredMixin
from core.exchanges import GenericAPIError
from core.forms import TradeForm
from core.models import Trade
from core.util import logs
@ -17,6 +21,44 @@ from core.views import (
log = logs.get_logger(__name__)
class TradeAction(LoginRequiredMixin, OTPRequiredMixin, View):
allowed_types = ["modal", "widget", "window", "page"]
window_content = "window-content/trade.html"
def get(self, request, type, trade_id):
"""
Get live information for a trade.
"""
if type not in self.allowed_types:
return HttpResponseBadRequest()
template_name = f"wm/{type}.html"
unique = str(uuid.uuid4())[:8]
db_info = Trade.get_by_id_or_order(trade_id, request.user)
if db_info is None:
return HttpResponseBadRequest("Trade not found.")
if db_info.order_id is not None:
try:
live_info = db_info.account.client.get_trade(db_info.order_id)
except GenericAPIError as e:
live_info = {"error": e}
else:
live_info = {}
if type == "page":
type = "modal"
context = {
"title": f"Trade info ({type})",
"unique": unique,
"window_content": self.window_content,
"type": type,
"db_info": db_info.__dict__,
"live_info": live_info,
}
return render(request, template_name, context)
class TradeList(LoginRequiredMixin, OTPRequiredMixin, ObjectList):
list_template = "partials/trade-list.html"
model = Trade