Write live open/close and list trades tests

core/exchanges/__init__.py

@@ -3,6 +3,7 @@ from abc import ABC, abstractmethod
 from alpaca.common.exceptions import APIError
 from glom import glom
 from oandapyV20.exceptions import V20Error
+from pydantic.error_wrappers import ValidationError
 
 from core.lib import schemas
 from core.util import logs
@@ -131,7 +132,12 @@ class BaseExchange(ABC):
     def validate_response(self, response, method):
         schema = self.get_schema(method)
         # Return a dict of the validated response
+        try:
             response_valid = schema(**response).dict()
+        except ValidationError as e:
+            log.error(f"Error validating {method} response: {response}")
+            log.error(f"Errors: {e}")
+            raise GenericAPIError("Error validating response")
         return response_valid
 
     def call(self, method, *args, **kwargs):
@@ -198,6 +204,10 @@ class BaseExchange(ABC):
     def post_trade(self, trade):
         pass
 
+    @abstractmethod
+    def close_trade(self, trade_id):
+        pass
+
     @abstractmethod
     def get_trade(self, trade_id):
         pass

core/exchanges/alpaca.py

@@ -121,6 +121,11 @@ class AlpacaExchange(BaseExchange):
         trade.save()
         return order
 
+    def close_trade(self, trade_id):  # TODO
+        """
+        Close a trade
+        """
+
     def get_trade(self, trade_id):
         pass  # TODO
 

core/exchanges/oanda.py

@@ -94,6 +94,13 @@ class OANDAExchange(BaseExchange):
         trade.save()
         return response
 
+    def close_trade(self, trade_id):
+        """
+        Close a trade.
+        """
+        r = trades.TradeClose(accountID=self.account_id, tradeID=trade_id)
+        return self.call(r)
+
     def get_trade(self, trade_id):
         # OANDA is off by one...
         r = trades.TradeDetails(accountID=self.account_id, tradeID=trade_id)

core/lib/schemas/oanda_s.py

@@ -386,41 +386,6 @@ AccountInstrumentsSchema = {
 }
 
 
-class OrderTransaction(BaseModel):
-    id: str
-    accountID: str
-    userID: int
-    batchID: str
-    requestID: str
-    time: str
-    type: str
-    instrument: str
-    units: str
-    timeInForce: str
-    positionFill: str
-    reason: str
-
-
-class OrderCreate(BaseModel):
-    orderCreateTransaction: OrderTransaction
-
-
-OrderCreateSchema = {
-    "id": "orderCreateTransaction.id",
-    "accountID": "orderCreateTransaction.accountID",
-    "userID": "orderCreateTransaction.userID",
-    "batchID": "orderCreateTransaction.batchID",
-    "requestID": "orderCreateTransaction.requestID",
-    "time": "orderCreateTransaction.time",
-    "type": "orderCreateTransaction.type",
-    "symbol": "orderCreateTransaction.instrument",
-    "units": "orderCreateTransaction.units",
-    "timeInForce": "orderCreateTransaction.timeInForce",
-    "positionFill": "orderCreateTransaction.positionFill",
-    "reason": "orderCreateTransaction.reason",
-}
-
-
 class PriceBid(BaseModel):
     price: str
     liquidity: int
@@ -476,11 +441,6 @@ PricingInfoSchema = {
 }
 
 
-class LongPositionCloseout(BaseModel):
-    instrument: str
-    units: str
-
-
 class Trade(BaseModel):
     tradeID: str
     clientTradeID: str
@@ -498,30 +458,52 @@ class Trade(BaseModel):
     trailingStopLossOrder: dict | None
 
 
-{
+class SideCarOrder(BaseModel):
-    "trades": [
+    id: str
-        {
+    createTime: str
-            "id": "14480",
+    state: str
-            "instrument": "EUR_USD",
+    price: str | None
-            "price": "1.06345",
+    timeInForce: str
-            "openTime": "2022-12-22T08:57:10.459593310Z",
+    gtdTime: str | None
-            "initialUnits": "100",
+    clientExtensions: dict | None
-            "initialMarginRequired": "2.9226",
+    tradeID: str
-            "state": "OPEN",
+    clientTradeID: str | None
-            "currentUnits": "100",
+    type: str
-            "realizedPL": "0.0000",
+    time: str | None
-            "financing": "0.0000",
+    priceBound: str | None
-            "dividendAdjustment": "0.0000",
+    positionFill: str | None
-            "unrealizedPL": "-0.0158",
+    reason: str | None
-            "marginUsed": "2.9228",
+    orderFillTransactionID: str | None
-        }
+    tradeOpenedID: str | None
-    ],
+    tradeReducedID: str | None
-    "lastTransactionID": "14480",
+    tradeClosedIDs: list[str] | None
-}
+    cancellingTransactionID: str | None
+    replacesOrderID: str | None
+    replacedByOrderID: str | None
+
+
+class OpenTradesTrade(BaseModel):
+    id: str
+    instrument: str
+    price: str
+    openTime: str
+    initialUnits: str
+    initialMarginRequired: str
+    state: str
+    currentUnits: str
+    realizedPL: str
+    financing: str
+    dividendAdjustment: str
+    unrealizedPL: str
+    marginUsed: str
+    takeProfitOrder: SideCarOrder | None
+    stopLossOrder: SideCarOrder | None
+    trailingStopLossOrder: SideCarOrder | None
+    trailingStopValue: dict | None
 
 
 class OpenTrades(BaseModel):
-    trades: list[Trade]
+    trades: list[OpenTradesTrade]
     lastTransactionID: str
 
 
@@ -530,8 +512,8 @@ OpenTradesSchema = {
         "trades",
         [
             {
-                "id": "tradeID",
+                "id": "id",
-                "instrument": "instrument",
+                "symbol": "instrument",
                 "price": "price",
                 "openTime": "openTime",
                 "initialUnits": "initialUnits",
@@ -546,6 +528,7 @@ OpenTradesSchema = {
                 "takeProfitOrder": "takeProfitOrder",
                 "stopLossOrder": "stopLossOrder",
                 "trailingStopLossOrder": "trailingStopLossOrder",
+                "trailingStopValue": "trailingStopValue",
             }
         ],
     ),
@@ -560,6 +543,48 @@ class HomeConversionFactors(BaseModel):
     lossBaseHome: str
 
 
+class LongPositionCloseout(BaseModel):
+    instrument: str
+    units: str
+
+
+class OrderTransaction(BaseModel):
+    id: str
+    accountID: str
+    userID: int
+    batchID: str
+    requestID: str
+    time: str
+    type: str
+    instrument: str | None
+    units: str | None
+    timeInForce: str | None
+    positionFill: str | None
+    reason: str
+    longPositionCloseout: LongPositionCloseout | None
+    longOrderFillTransaction: dict | None
+
+
+class OrderCreate(BaseModel):
+    orderCreateTransaction: OrderTransaction
+
+
+OrderCreateSchema = {
+    "id": "orderCreateTransaction.id",
+    "accountID": "orderCreateTransaction.accountID",
+    "userID": "orderCreateTransaction.userID",
+    "batchID": "orderCreateTransaction.batchID",
+    "requestID": "orderCreateTransaction.requestID",
+    "time": "orderCreateTransaction.time",
+    "type": "orderCreateTransaction.type",
+    "symbol": "orderCreateTransaction.instrument",
+    "units": "orderCreateTransaction.units",
+    "timeInForce": "orderCreateTransaction.timeInForce",
+    "positionFill": "orderCreateTransaction.positionFill",
+    "reason": "orderCreateTransaction.reason",
+}
+
+
 class LongOrderFillTransaction(BaseModel):
     id: str
     accountID: str
@@ -592,23 +617,6 @@ class LongOrderFillTransaction(BaseModel):
     longPositionCloseout: LongPositionCloseout
 
 
-class OrderTransaction(BaseModel):
-    id: str
-    accountID: str
-    userID: int
-    batchID: str
-    requestID: str
-    time: str
-    type: str
-    instrument: str | None
-    units: str | None
-    timeInForce: str | None
-    positionFill: str | None
-    reason: str
-    longPositionCloseout: LongPositionCloseout | None
-    longOrderFillTransaction: dict | None
-
-
 class PositionClose(BaseModel):
     longOrderCreateTransaction: OrderTransaction | None
     longOrderFillTransaction: OrderTransaction | None
@@ -678,3 +686,25 @@ TradeDetailsSchema = {
     "clientExtensions": "trade.clientExtensions",
     "lastTransactionID": "lastTransactionID",
 }
+
+
+class TradeClose(BaseModel):
+    orderCreateTransaction: OrderTransaction
+
+
+TradeCloseSchema = {
+    "id": "orderCreateTransaction.id",
+    "accountID": "orderCreateTransaction.accountID",
+    "userID": "orderCreateTransaction.userID",
+    "batchID": "orderCreateTransaction.batchID",
+    "requestID": "orderCreateTransaction.requestID",
+    "time": "orderCreateTransaction.time",
+    "type": "orderCreateTransaction.type",
+    "symbol": "orderCreateTransaction.instrument",
+    "units": "orderCreateTransaction.units",
+    "timeInForce": "orderCreateTransaction.timeInForce",
+    "positionFill": "orderCreateTransaction.positionFill",
+    "reason": "orderCreateTransaction.reason",
+    "longPositionCloseout": "orderCreateTransaction.longPositionCloseout",
+    "longOrderFillTransaction": "orderCreateTransaction.longOrderFillTransaction",
+}

core/tests/trading/test_live.py

@@ -1,12 +1,80 @@
 from django.test import TestCase
 
+from core.models import Trade
 from core.tests.helpers import ElasticMock, LiveBase
 
 
 class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
+    def setUp(self):
+        super(LiveTradingTestCase, self).setUp()
+        self.trade = Trade.objects.create(
+            user=self.user,
+            account=self.account,
+            symbol="EUR_USD",
+            time_in_force="FOK",
+            type="market",
+            amount=10,
+            direction="buy",
+        )
+
     def test_account_functional(self):
         """
         Test that the account is functional.
         """
         balance = self.account.client.get_balance()
-        self.assertTrue(balance > 0)
+        # We need some money to place trades
+        self.assertTrue(balance > 1000)
+
+    def open_trade(self):
+        posted = self.trade.post()
+        # Check the opened trade
+        self.assertEqual(posted["type"], "MARKET_ORDER")
+        self.assertEqual(posted["symbol"], "EUR_USD")
+        self.assertEqual(posted["units"], "10")
+        self.assertEqual(posted["timeInForce"], "FOK")
+
+        return posted
+
+    def close_trade(self):
+        # refresh the trade to get the trade id
+        self.trade.refresh_from_db()
+        closed = self.account.client.close_trade(self.trade.order_id)
+
+        # Check the feedback from closing the trade
+        self.assertEqual(closed["type"], "MARKET_ORDER")
+        self.assertEqual(closed["symbol"], "EUR_USD")
+        self.assertEqual(closed["units"], "-10")
+        self.assertEqual(closed["timeInForce"], "FOK")
+        self.assertEqual(closed["reason"], "TRADE_CLOSE")
+
+        return closed
+
+    def test_place_close_trade(self):
+        """
+        Test placing a trade.
+        """
+        self.open_trade()
+        self.close_trade()
+
+    def test_get_all_open_trades(self):
+        """
+        Test getting all open trades.
+        """
+
+        self.open_trade()
+
+        trades = self.account.client.get_all_open_trades()
+        self.trade.refresh_from_db()
+        found = False
+        for trade in trades["itemlist"]:
+            if trade["id"] == self.trade.order_id:
+                self.assertEqual(trade["symbol"], "EUR_USD")
+                self.assertEqual(trade["currentUnits"], "10")
+                self.assertEqual(trade["initialUnits"], "10")
+                self.assertEqual(trade["state"], "OPEN")
+                found = True
+                break
+        self.close_trade()
+
+        if not found:
+            self.fail("Could not find the trade in the list of open trades")