Convert API responses with Glom

app/urls.py

@@ -114,7 +114,7 @@ urlpatterns = [
         name="positions",
     ),
     path(
-        "positions/<str:type>/<str:account_id>/<str:asset_id>/",
+        "positions/<str:type>/<str:account_id>/<str:symbol>/",
         positions.PositionAction.as_view(),
         name="position_action",
     ),

core/exchanges/__init__.py

@@ -1,13 +1,16 @@
+from glom import glom
 from pydantic import ValidationError
 
+from core.lib import schemas
 from core.util import logs
 
 
 class BaseExchange(object):
     def __init__(self, account):
         name = self.__class__.__name__
+        self.name = name.replace("Exchange", "").lower()
         self.account = account
-        self.log = logs.get_logger(name)
+        self.log = logs.get_logger(self.name)
         self.client = None
 
         self.set_schema()
@@ -19,6 +22,26 @@ class BaseExchange(object):
     def connect(self):
         raise NotImplementedError
 
+    def convert_spec(self, response, msg_type):
+        # Does the schemas library have a library for this exchange name?
+        if hasattr(schemas, f"{self.name}_s"):
+            schema_instance = getattr(schemas, f"{self.name}_s")
+        else:
+            raise Exception(f"No schema for {self.name} in schema mapping")
+        # Does the message type have a conversion spec for this message type?
+        if hasattr(schema_instance, f"{msg_type}_schema"):
+            schema = getattr(schema_instance, f"{msg_type}_schema")
+        else:
+            # Let us know so we can implement it, but don't do anything with it
+            self.log.error(f"No schema for message: {msg_type} - {response}")
+            # raise Exception(f"No schema for {msg_type} in schema mapping")
+            return response
+
+        # Use glom to convert the response to the schema
+        converted = glom(response, schema)
+        print(f"[{self.name}] Converted of {msg_type}: {converted}")
+        return converted
+
     def call(self, method, *args, **kwargs) -> (bool, dict):
 
         if hasattr(self.client, method):
@@ -29,8 +52,13 @@ class BaseExchange(object):
                 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 (False, f"Method cannot be validated: {method}")
-                return (True, self.schema[method](**response).dict())
+                    return (True, response)
+                # Return a dict of the validated response
+                response_valid = self.schema[method](**response).dict()
+                # Convert the response to a format that we can use
+                response_converted = self.convert_spec(response_valid, method)
+                return (True, response_converted)
             except ValidationError as e:
                 self.log.error(f"Could not validate response: {e}")
                 return (False, e)
@@ -64,7 +92,7 @@ class BaseExchange(object):
     def cancel_trade(self, trade_id):
         raise NotImplementedError
 
-    def get_position_info(self, asset_id):
+    def get_position_info(self, symbol):
         raise NotImplementedError
 
     def get_all_positions(self):

core/exchanges/alpaca.py

@@ -133,19 +133,19 @@ class AlpacaExchange(BaseExchange):
     def cancel_trade(self, trade_id):
         pass
 
-    def get_position_info(self, asset_id):
+    def get_position_info(self, symbol):
-        success, position = self.call("get_open_position", asset_id)
+        success, position = self.call("get_open_position", symbol)
         if not success:
             return (success, position)
         return (True, position)
 
     def get_all_positions(self):
         items = []
-        success, positions = self.call("get_all_positions")
+        success, response = self.call("get_all_positions")
         if not success:
-            return (success, positions)
+            return (success, response)
 
-        for item in positions["itemlist"]:
+        for item in response["itemlist"]:
             item["account_id"] = self.account.id
             item["unrealized_pl"] = float(item["unrealized_pl"])
             items.append(item)

core/exchanges/oanda.py

@@ -1,5 +1,6 @@
 from oandapyV20 import API
 from oandapyV20.endpoints import accounts, orders, positions, trades
+from pydantic import ValidationError
 
 from core.exchanges import BaseExchange
 from core.lib.schemas import oanda_s
@@ -18,7 +19,11 @@ class OANDAExchange(BaseExchange):
             self.log.debug(f"Response: {response}")
             return (False, f"Method cannot be validated: {method}")
         try:
-            return (True, self.schema[method](**response).dict())
+            # Return a dict of the validated response
+            response_valid = self.schema[method](**response).dict()
+            # Convert the response to a format that we can use
+            response_converted = self.convert_spec(response_valid, method)
+            return (True, response_converted)
         except ValidationError as e:
             self.log.error(f"Could not validate response: {e}")
             return (False, e)
@@ -66,16 +71,21 @@ class OANDAExchange(BaseExchange):
     def cancel_trade(self, trade_id):
         raise NotImplementedError
 
-    def get_position_info(self, asset_id):
+    def get_position_info(self, symbol):
-        r = positions.PositionDetails(self.account_id, asset_id)
+        r = positions.PositionDetails(self.account_id, symbol)
         self.client.request(r)
         return r.response
 
     def get_all_positions(self):
+        items = []
         r = positions.OpenPositions(accountID=self.account_id)
         success, response = self.call("OpenPositions", r)
         if not success:
             return (success, response)
 
         print("Positions", response)
-        return (True, [])
+        for item in response["itemlist"]:
+            item["account_id"] = self.account.id
+            item["unrealized_pl"] = float(item["unrealized_pl"])
+            items.append(item)
+        return (True, items)

core/lib/schemas/alpaca_s.py

@@ -72,6 +72,44 @@ class GetAllPositions(BaseModel):
     itemlist: list[Position]
 
 
+{
+    "itemlist": [
+        {
+            "asset_id": "64bbff51-59d6-4b3c-9351-13ad85e3c752",
+            "symbol": "BTCUSD",
+            "exchange": "FTXU",
+            "asset_class": "crypto",
+            "asset_marginable": False,
+            "qty": "0.009975",
+            "avg_entry_price": "20714",
+            "side": "long",
+            "market_value": "204.297975",
+            "cost_basis": "206.62215",
+            "unrealized_pl": "-2.324175",
+            "unrealized_plpc": "-0.0112484310128416",
+            "unrealized_intraday_pl": "-0.269325",
+            "unrealized_intraday_plpc": "-0.001316559391457",
+            "current_price": "20481",
+            "lastday_price": "20508",
+            "change_today": "-0.001316559391457",
+            "qty_available": "0.009975",
+        }
+    ]
+}
+
+get_all_positions_schema = {
+    "itemlist": (
+        "itemlist",
+        [
+            {
+                "symbol": "symbol",
+                "unrealized_pl": "unrealized_pl",
+                "price:": "current_price",
+            }
+        ],
+    )
+}
+
 # get_account
 class GetAccount(BaseModel):
     id: str
@@ -108,3 +146,6 @@ class GetAccount(BaseModel):
     sma: str
     daytrade_count: int
     balance_asof: str
+
+
+get_account_schema = {"": ""}

core/lib/schemas/oanda_s.py

@@ -77,3 +77,47 @@ class Position(BaseModel):
 class OpenPositions(BaseModel):
     positions: list[Position]
     lastTransactionID: str
+
+
+{
+    "positions": [
+        {
+            "instrument": "EUR_USD",
+            "long": {
+                "units": "1",
+                "averagePrice": "0.99361",
+                "pl": "-0.1014",
+                "resettablePL": "-0.1014",
+                "financing": "-0.0002",
+                "dividendAdjustment": "0.0000",
+                "guaranteedExecutionFees": "0.0000",
+                "tradeIDs": ["71"],
+                "unrealizedPL": "-0.0044",
+            },
+            "short": {
+                "units": "0",
+                "pl": "0.0932",
+                "resettablePL": "0.0932",
+                "financing": "0.0000",
+                "dividendAdjustment": "0.0000",
+                "guaranteedExecutionFees": "0.0000",
+                "unrealizedPL": "0.0000",
+            },
+            "pl": "-0.0082",
+            "resettablePL": "-0.0082",
+            "financing": "-0.0002",
+            "commission": "0.0000",
+            "dividendAdjustment": "0.0000",
+            "guaranteedExecutionFees": "0.0000",
+            "unrealizedPL": "-0.0044",
+            "marginUsed": "0.0287",
+        }
+    ],
+    "lastTransactionID": "73",
+}
+OpenPositions_schema = {
+    "itemlist": (
+        "positions",
+        [{"symbol": "instrument", "unrealized_pl": "unrealizedPL"}],
+    )
+}

core/lib/trades.py

@@ -73,10 +73,10 @@ def close_trade(trade):
     pass
 
 
-def get_position_info(account, asset_id):
+def get_position_info(account, symbol):
     trading_client = account.get_client()
     try:
-        position = trading_client.get_open_position(asset_id)
+        position = trading_client.get_open_position(symbol)
     except APIError as e:
         return (False, e)
     return (True, position)

core/templates/partials/position-list.html

@@ -16,9 +16,9 @@
       {% if item.unrealized_pl > 0 %}has-background-success-light
       {% elif item.unrealized_pl < 0 %}has-background-danger-light
       {% endif %}">
-      <td>{{ item.account_id }}</td>
+      <td>{{ item.account }}</td>
       <td>{{ item.symbol }}</td>
-      <td>{{ item.current_price }}</td>
+      <td>{{ item.price }}</td>
       <td>{{ item.qty }}</td>
       <td>{{ item.market_value }}</td>
       <td>{{ item.unrealized_pl }}</td>
@@ -51,7 +51,7 @@
             </span>
           </button>
           {% if type == 'page' %}
-            <a href="{% url 'position_action' type=type account_id=item.account_id asset_id=item.asset_id %}">
+            <a href="{% url 'position_action' type=type account_id=item.account_id symbol=item.symbol %}">
               <button
                 class="button is-success">
                 <span class="icon-text">
@@ -64,7 +64,7 @@
           {% else %}
             <button
               hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
-              hx-get="{% url 'position_action' type=type account_id=item.account_id asset_id=item.asset_id %}"
+              hx-get="{% url 'position_action' type=type account_id=item.account_id symbol=item.symbol %}"
               hx-trigger="click"
               hx-target="#{{ type }}s-here"
               hx-swap="innerHTML"

core/views/positions.py

@@ -21,6 +21,8 @@ def get_positions(user, account_id=None):
         if not success:
             items.append({"name": account.name, "status": "error"})
             continue
+        for position in positions:
+            position["account"] = account.name
 
         for item in positions:
             items.append(item)
@@ -40,6 +42,7 @@ class Positions(LoginRequiredMixin, View):
         template_name = f"wm/{type}.html"
         unique = str(uuid.uuid4())[:8]
         items = get_positions(request.user, account_id)
+        print("ITEMS", items)
         if type == "page":
             type = "modal"
         context = {
@@ -60,7 +63,7 @@ class PositionAction(LoginRequiredMixin, View):
     window_content = "window-content/view-position.html"
     parser_classes = [FormParser]
 
-    async def get(self, request, type, account_id, asset_id):
+    async def get(self, request, type, account_id, symbol):
         """
         Get live information for a trade.
         """
@@ -70,7 +73,8 @@ class PositionAction(LoginRequiredMixin, View):
         unique = str(uuid.uuid4())[:8]
 
         account = Account.get_by_id(account_id, request.user)
-        success, info = account.client.get_position_info(asset_id)
+        success, info = account.client.get_position_info(symbol)
+        print("ACCT INFO", info)
         if not success:
             message = "Position does not exist"
             message_class = "danger"

docker/prod/requirements.prod.txt

@@ -18,3 +18,4 @@ qrcode
 pydantic
 alpaca-py
 oandapyV20
+glom