from decimal import Decimal as D from pydantic import BaseModel class PositionLong(BaseModel): units: str averagePrice: str | None pl: str resettablePL: str financing: str dividendAdjustment: str guaranteedExecutionFees: str tradeIDs: list[str] | None unrealizedPL: str class PositionShort(BaseModel): units: str averagePrice: str | None pl: str resettablePL: str financing: str dividendAdjustment: str guaranteedExecutionFees: str tradeIDs: list[str] | None unrealizedPL: str class Position(BaseModel): instrument: str long: PositionLong short: PositionShort pl: str resettablePL: str financing: str commission: str dividendAdjustment: str guaranteedExecutionFees: str unrealizedPL: str marginUsed: str class OpenPositions(BaseModel): positions: list[Position] lastTransactionID: str def parse_prices(x): if float(x["long"]["units"]) > 0: return x["long"]["averagePrice"] elif float(x["short"]["units"]) < 0: return x["short"]["averagePrice"] else: return 0 def parse_units(x): if float(x["long"]["units"]) > 0: return x["long"]["units"] elif float(x["short"]["units"]) < 0: return x["short"]["units"] else: return 0 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: return D(x["short"]["units"]) * D(x["short"]["averagePrice"]) else: return 0 def parse_side(x): if float(x["long"]["units"]) > 0: return "long" elif float(x["short"]["units"]) < 0: return "short" else: return "unknown" def parse_trade_ids(x, sum=0): 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", [ { "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, "value": parse_value, } ], ) } class AccountDetailsNested(BaseModel): guaranteedStopLossOrderMode: str hedgingEnabled: bool id: str createdTime: str currency: str createdByUserID: int alias: str marginRate: str lastTransactionID: str balance: str openTradeCount: int openPositionCount: int pendingOrderCount: int pl: str resettablePL: str resettablePLTime: str financing: str commission: str dividendAdjustment: str guaranteedExecutionFees: str orders: list # Order positions: list # Position trades: list # Trade unrealizedPL: str NAV: str marginUsed: str marginAvailable: str positionValue: str marginCloseoutUnrealizedPL: str marginCloseoutNAV: str marginCloseoutMarginUsed: str marginCloseoutPositionValue: str marginCloseoutPercent: str withdrawalLimit: str marginCallMarginUsed: str marginCallPercent: str class AccountDetails(BaseModel): account: AccountDetailsNested lastTransactionID: str AccountDetailsSchema = { "guaranteedSLOM": "account.guaranteedStopLossOrderMode", "hedgingEnabled": "account.hedgingEnabled", "id": "account.id", "created_at": "account.createdTime", "currency": "account.currency", "createdByUserID": "account.createdByUserID", "alias": "account.alias", "marginRate": "account.marginRate", "lastTransactionID": "account.lastTransactionID", "balance": "account.balance", "openTradeCount": "account.openTradeCount", "openPositionCount": "account.openPositionCount", "pendingOrderCount": "account.pendingOrderCount", "pl": "account.pl", "resettablePL": "account.resettablePL", "resettablePLTime": "account.resettablePLTime", "financing": "account.financing", "commission": "account.commission", "dividendAdjustment": "account.dividendAdjustment", "guaranteedExecutionFees": "account.guaranteedExecutionFees", # "orders": "account.orders", # "positions": "account.positions", # "trades": "account.trades", "unrealizedPL": "account.unrealizedPL", "NAV": "account.NAV", "marginUsed": "account.marginUsed", "marginAvailable": "account.marginAvailable", "positionValue": "account.positionValue", "marginCloseoutUnrealizedPL": "account.marginCloseoutUnrealizedPL", "marginCloseoutNAV": "account.marginCloseoutNAV", "marginCloseoutMarginUsed": "account.marginCloseoutMarginUsed", "marginCloseoutPositionValue": "account.marginCloseoutPositionValue", "marginCloseoutPercent": "account.marginCloseoutPercent", "withdrawalLimit": "account.withdrawalLimit", "marginCallMarginUsed": "account.marginCallMarginUsed", "marginCallPercent": "account.marginCallPercent", } class AccountSummaryNested(BaseModel): marginCloseoutNAV: str marginUsed: str currency: str resettablePL: str NAV: str marginCloseoutMarginUsed: str marginCloseoutPositionValue: str openTradeCount: int id: str hedgingEnabled: bool marginCloseoutPercent: str marginCallMarginUsed: str openPositionCount: int positionValue: str pl: str lastTransactionID: str marginAvailable: str marginRate: str marginCallPercent: str pendingOrderCount: int withdrawalLimit: str unrealizedPL: str alias: str createdByUserID: int marginCloseoutUnrealizedPL: str createdTime: str balance: str class AccountSummary(BaseModel): account: AccountSummaryNested lastTransactionID: str AccountSummarySchema = { "marginCloseoutNAV": "account.marginCloseoutNAV", "marginUsed": "account.marginUsed", "currency": "account.currency", "resettablePL": "account.resettablePL", "NAV": "account.NAV", "marginCloseoutMarginUsed": "account.marginCloseoutMarginUsed", "marginCloseoutPositionValue": "account.marginCloseoutPositionValue", "openTradeCount": "account.openTradeCount", "id": "account.id", "hedgingEnabled": "account.hedgingEnabled", "marginCloseoutPercent": "account.marginCloseoutPercent", "marginCallMarginUsed": "account.marginCallMarginUsed", "openPositionCount": "account.openPositionCount", "positionValue": "account.positionValue", "pl": "account.pl", "lastTransactionID": "account.lastTransactionID", "marginAvailable": "account.marginAvailable", "marginRate": "account.marginRate", "marginCallPercent": "account.marginCallPercent", "pendingOrderCount": "account.pendingOrderCount", "withdrawalLimit": "account.withdrawalLimit", "unrealizedPL": "account.unrealizedPL", "alias": "account.alias", "createdByUserID": "account.createdByUserID", "marginCloseoutUnrealizedPL": "account.marginCloseoutUnrealizedPL", "createdTime": "account.createdTime", "balance": "account.balance", } class PositionDetailsNested(BaseModel): instrument: str long: PositionLong short: PositionShort pl: str resettablePL: str financing: str commission: str dividendAdjustment: str guaranteedExecutionFees: str unrealizedPL: str marginUsed: str | None class PositionDetails(BaseModel): position: PositionDetailsNested lastTransactionID: str PositionDetailsSchema = { "symbol": "position.instrument", "long": "position.long", "short": "position.short", "pl": "position.pl", "resettablePL": "position.resettablePL", "financing": "position.financing", "commission": "position.commission", "dividendAdjustment": "position.dividendAdjustment", "guaranteedExecutionFees": "position.guaranteedExecutionFees", "unrealizedPL": "position.unrealizedPL", "marginUsed": "position.marginUsed", "price": lambda x: parse_prices(x["position"]), "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 } class InstrumentTag(BaseModel): type: str name: str class InstrumentFinancingDaysOfWeek(BaseModel): dayOfWeek: str daysCharged: int class InstrumentFinancing(BaseModel): longRate: str shortRate: str financingDaysOfWeek: list[InstrumentFinancingDaysOfWeek] class InstrumentGuaranteedRestriction(BaseModel): volume: str priceRange: str class Instrument(BaseModel): name: str type: str displayName: str pipLocation: int displayPrecision: int tradeUnitsPrecision: int minimumTradeSize: str maximumTrailingStopDistance: str minimumTrailingStopDistance: str maximumPositionSize: str maximumOrderUnits: str marginRate: str guaranteedStopLossOrderMode: str tags: list[InstrumentTag] financing: InstrumentFinancing guaranteedStopLossOrderLevelRestriction: InstrumentGuaranteedRestriction | None class AccountInstruments(BaseModel): instruments: list[Instrument] AccountInstrumentsSchema = { "itemlist": ( "instruments", [ { "name": "name", "type": "type", "displayName": "displayName", "pipLocation": "pipLocation", "displayPrecision": "displayPrecision", "tradeUnitsPrecision": "tradeUnitsPrecision", "minimumTradeSize": "minimumTradeSize", "maximumTrailingStopDistance": "maximumTrailingStopDistance", "minimumTrailingStopDistance": "minimumTrailingStopDistance", "maximumPositionSize": "maximumPositionSize", "maximumOrderUnits": "maximumOrderUnits", "marginRate": "marginRate", "guaranteedSLOM": "guaranteedStopLossOrderMode", "tags": "tags", "financing": "financing", "guaranteedSLOLR": "guaranteedStopLossOrderLevelRestriction", } ], ) } 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 class PriceAsk(BaseModel): price: str liquidity: int class PriceQuoteHomeConversionFactors(BaseModel): positiveUnits: str negativeUnits: str class Price(BaseModel): type: str time: str bids: list[PriceBid] asks: list[PriceAsk] closeoutBid: str closeoutAsk: str status: str tradeable: bool quoteHomeConversionFactors: PriceQuoteHomeConversionFactors instrument: str class PricingInfo(BaseModel): time: str prices: list[Price] PricingInfoSchema = { "time": "time", "prices": ( "prices", [ { "type": "type", "time": "time", "bids": "bids", "asks": "asks", "closeoutBid": "closeoutBid", "closeoutAsk": "closeoutAsk", "status": "status", "tradeable": "tradeable", "quoteHomeConversionFactors": "quoteHomeConversionFactors", "symbol": "instrument", } ], ), } class LongPositionCloseout(BaseModel): instrument: str units: str class Trade(BaseModel): tradeID: str clientTradeID: str units: str realizedPL: str financing: str baseFinancing: str price: str guaranteedExecutionFee: str quoteGuaranteedExecutionFee: str halfSpreadCost: str class HomeConversionFactors(BaseModel): gainQuoteHome: str lossQuoteHome: str gainBaseHome: str lossBaseHome: str class LongOrderFillTransaction(BaseModel): id: str accountID: str userID: int batchID: str requestID: str time: str type: str orderID: str instrument: str units: str requestedUnits: str price: str pl: str quotePL: str financing: str baseFinancing: str commission: str accountBalance: str gainQuoteHomeConversionFactor: str lossQuoteHomeConversionFactor: str guaranteedExecutionFee: str quoteGuaranteedExecutionFee: str halfSpreadCost: str fullVWAP: str reason: str tradesClosed: list[Trade] fullPrice: Price homeConversionFactors: HomeConversionFactors longPositionCloseout: LongPositionCloseout class OrderTransation(BaseModel): id: str accountID: str userID: int batchID: str requestID: str time: str type: str instrument: str units: str timeInForce: str | None positionFill: str | None reason: str longPositionCloseout: LongPositionCloseout longOrderFillTransaction: dict class PositionClose(BaseModel): longOrderCreateTransaction: OrderTransaction | None longOrderFillTransaction: OrderTransaction | None longOrderCancelTransaction: OrderTransaction | None shortOrderCreateTransaction: OrderTransaction | None shortOrderFillTransaction: OrderTransaction | None shortOrderCancelTransaction: OrderTransaction | None relatedTransactionIDs: list[str] lastTransactionID: str PositionCloseSchema = { "longOrderCreateTransaction": "longOrderCreateTransaction", "longOrderFillTransaction": "longOrderFillTransaction", "longOrderCancelTransaction": "longOrderCancelTransaction", "shortOrderCreateTransaction": "shortOrderCreateTransaction", "shortOrderFillTransaction": "shortOrderFillTransaction", "shortOrderCancelTransaction": "shortOrderCancelTransaction", "relatedTransactionIDs": "relatedTransactionIDs", "lastTransactionID": "lastTransactionID", } class ClientExtensions(BaseModel): id: str tag: str class TradeDetailsTrade(BaseModel): id: str instrument: str price: str openTime: str initialUnits: str initialMarginRequired: str state: str currentUnits: str realizedPL: str closingTransactionIDs: list[str] financing: str dividendAdjustment: str closeTime: str averageClosePrice: str clientExtensions: ClientExtensions class TradeDetails(BaseModel): trade: TradeDetailsTrade lastTransactionID: str TradeDetailsSchema = { "trade": "trade", "lastTransactionID": "lastTransactionID", }