from datetime import timedelta import stripe from django.conf import settings from django.contrib.auth.models import AbstractUser from django.db import models from core.exchanges.alpaca import AlpacaExchange from core.exchanges.oanda import OANDAExchange from core.lib.customers import get_or_create, update_customer_fields from core.util import logs log = logs.get_logger(__name__) EXCHANGE_MAP = {"alpaca": AlpacaExchange, "oanda": OANDAExchange} TYPE_CHOICES = ( ("market", "Market"), ("limit", "Limit"), ) DIRECTION_CHOICES = ( ("buy", "Buy"), ("sell", "Sell"), ) TIF_CHOICES = ( ("gtc", "GTC (Good Til Cancelled)"), ("gfd", "GFD (Good For Day)"), ("fok", "FOK (Fill Or Kill)"), ("ioc", "IOC (Immediate Or Cancel)"), ) DAY_CHOICES = ( (1, "Monday"), (2, "Tuesday"), (3, "Wednesday"), (4, "Thursday"), (5, "Friday"), (6, "Saturday"), (7, "Sunday"), ) SIGNAL_TYPE_CHOICES = ( ("entry", "Entry"), ("exit", "Exit"), ("trend", "Trend"), ) class Plan(models.Model): name = models.CharField(max_length=255, unique=True) description = models.CharField(max_length=1024, null=True, blank=True) cost = models.IntegerField() product_id = models.CharField(max_length=255, unique=True, null=True, blank=True) image = models.CharField(max_length=1024, null=True, blank=True) def __str__(self): return f"{self.name} (£{self.cost})" class User(AbstractUser): # Stripe customer ID stripe_id = models.CharField(max_length=255, null=True, blank=True) last_payment = models.DateTimeField(null=True, blank=True) plans = models.ManyToManyField(Plan, blank=True) email = models.EmailField(unique=True) def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self._original = self def save(self, *args, **kwargs): """ Override the save function to create a Stripe customer. """ if settings.STRIPE_ENABLED: if not self.stripe_id: # stripe ID not stored self.stripe_id = get_or_create( self.email, self.first_name, self.last_name ) to_update = {} if self.email != self._original.email: to_update["email"] = self.email if self.first_name != self._original.first_name: to_update["first_name"] = self.first_name if self.last_name != self._original.last_name: to_update["last_name"] = self.last_name update_customer_fields(self.stripe_id, **to_update) super().save(*args, **kwargs) def delete(self, *args, **kwargs): if settings.STRIPE_ENABLED: if self.stripe_id: stripe.Customer.delete(self.stripe_id) log.info(f"Deleted Stripe customer {self.stripe_id}") super().delete(*args, **kwargs) def has_plan(self, plan): plan_list = [plan.name for plan in self.plans.all()] return plan in plan_list def get_notification_settings(self): return NotificationSettings.objects.get_or_create(user=self)[0] class Account(models.Model): EXCHANGE_CHOICES = (("alpaca", "Alpaca"), ("oanda", "OANDA")) user = models.ForeignKey(User, on_delete=models.CASCADE) name = models.CharField(max_length=255) exchange = models.CharField(choices=EXCHANGE_CHOICES, max_length=255) api_key = models.CharField(max_length=255) api_secret = models.CharField(max_length=255) sandbox = models.BooleanField(default=False) supported_symbols = models.JSONField(default=list) instruments = models.JSONField(default=list) currency = models.CharField(max_length=255, null=True, blank=True) risk_model = models.ForeignKey( "core.RiskModel", on_delete=models.SET_NULL, null=True, blank=True ) def __str__(self): name = f"{self.name} ({self.exchange})" if self.sandbox: name += " (sandbox)" return name def update_info(self, save=True): client = self.get_client() if client: response = client.get_instruments() supported_symbols = client.get_supported_assets(response) currency = client.get_account()["currency"] log.debug(f"Supported symbols for {self.name}: {supported_symbols}") self.supported_symbols = supported_symbols self.instruments = response self.currency = currency if save: self.save() def save(self, *args, **kwargs): """ Override the save function to update supported symbols. """ self.update_info(save=False) super().save(*args, **kwargs) def get_client(self): if self.exchange in EXCHANGE_MAP: return EXCHANGE_MAP[self.exchange](self) else: raise Exception(f"Exchange not supported : {self.exchange}") @property def client(self): """ Convenience property for one-off API calls. """ return self.get_client() @property def rawclient(self): """ Convenience property for one-off API calls. """ return self.get_client().client @classmethod def get_by_id(cls, account_id, user): return cls.objects.get(id=account_id, user=user) class Session(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) request = models.CharField(max_length=255, null=True, blank=True) session = models.CharField(max_length=255, null=True, blank=True) subscription_id = models.CharField(max_length=255, null=True, blank=True) plan = models.ForeignKey(Plan, null=True, blank=True, on_delete=models.CASCADE) class Hook(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) name = models.CharField(max_length=1024) hook = models.CharField(max_length=255, unique=True) # hook URL received = models.IntegerField(default=0) def __str__(self): return f"{self.name} ({self.hook})" class Signal(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) name = models.CharField(max_length=1024) signal = models.CharField(max_length=256) # signal name hook = models.ForeignKey(Hook, on_delete=models.CASCADE) direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255) received = models.IntegerField(default=0) type = models.CharField(choices=SIGNAL_TYPE_CHOICES, max_length=255) def __str__(self): return f"{self.name} ({self.hook.name}) - {self.direction}" class Trade(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) account = models.ForeignKey(Account, on_delete=models.CASCADE) hook = models.ForeignKey(Hook, on_delete=models.CASCADE, null=True, blank=True) signal = models.ForeignKey(Signal, on_delete=models.CASCADE, null=True, blank=True) symbol = models.CharField(max_length=255) time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc") type = models.CharField(choices=TYPE_CHOICES, max_length=255) amount = models.FloatField(null=True, blank=True) amount_usd = models.FloatField(null=True, blank=True) price = models.FloatField(null=True, blank=True) stop_loss = models.FloatField(null=True, blank=True) trailing_stop_loss = models.FloatField(null=True, blank=True) take_profit = models.FloatField(null=True, blank=True) status = models.CharField(max_length=255, null=True, blank=True) information = models.JSONField(null=True, blank=True) direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255) # To populate from the trade order_id = models.CharField(max_length=255, null=True, blank=True) client_order_id = models.CharField(max_length=255, null=True, blank=True) response = models.JSONField(null=True, blank=True) def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self._original = self def post(self): if self.status in ["rejected", "close"]: log.debug(f"Trade {self.id} rejected. Not posting.") log.debug(f"Trade {self.id} information: {self.information}") else: return self.account.client.post_trade(self) def delete(self, *args, **kwargs): # 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, account_id, user): try: account = Account.objects.get(id=account_id, user=user) except Account.DoesNotExist: return None try: return cls.objects.get(id=trade_id, account=account, user=user) except cls.DoesNotExist: try: return cls.objects.get(order_id=trade_id, account=account, user=user) except cls.DoesNotExist: return None class Callback(models.Model): hook = models.ForeignKey(Hook, on_delete=models.CASCADE) signal = models.ForeignKey(Signal, on_delete=models.CASCADE) title = models.CharField(max_length=1024, null=True, blank=True) message = models.CharField(max_length=1024, null=True, blank=True) period = models.CharField(max_length=255, null=True, blank=True) sent = models.BigIntegerField(null=True, blank=True) trade = models.BigIntegerField(null=True, blank=True) exchange = models.CharField(max_length=255, null=True, blank=True) base = models.CharField(max_length=255, null=True, blank=True) quote = models.CharField(max_length=255, null=True, blank=True) contract = models.CharField(max_length=255, null=True, blank=True) price = models.FloatField(null=True, blank=True) symbol = models.CharField(max_length=255) class TradingTime(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) name = models.CharField(max_length=255) description = models.TextField(null=True, blank=True) start_day = models.IntegerField(choices=DAY_CHOICES) end_day = models.IntegerField(choices=DAY_CHOICES) start_time = models.TimeField() end_time = models.TimeField() def within_range(self, ts): """ Check if the specified time is within the configured trading times. :param ts: Timestamp :type ts: datetime :return: whether or not the time is within the trading range :rtype: bool """ start_day = self.start_day end_day = self.end_day # Check the day is between the start and end day if not start_day <= ts.weekday() + 1 <= end_day: return False start_time = self.start_time end_time = self.end_time # Get what the start time would be this week ts_monday = ts - timedelta(days=ts.weekday()) # Now we need to add our day of week to monday # Let's set the offset now since it's off by one offset_start = start_day - 1 # Datetime: monday=0, tuesday=1, us: monday=1, tuesday=2, so we need to subtract # one from ours to not be off by one offset_end = end_day - 1 # Now we can add the offset to the monday start = ts_monday + timedelta(days=offset_start) start = start.replace( hour=start_time.hour, minute=start_time.minute, second=start_time.second, microsecond=start_time.microsecond, ) end = ts_monday + timedelta(days=offset_end) end = end.replace( hour=end_time.hour, minute=end_time.minute, second=end_time.second, microsecond=end_time.microsecond, ) # Check if the ts is between the start and end times # ts must be more than start and less than end return ts >= start and ts <= end return True def __str__(self): return ( f"{self.name} ({self.get_start_day_display()} at {self.start_time} - " f"{self.get_end_day_display()} at {self.end_time})" ) class Strategy(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) name = models.CharField(max_length=255) description = models.TextField(null=True, blank=True) account = models.ForeignKey(Account, on_delete=models.CASCADE) trading_times = models.ManyToManyField(TradingTime) order_type = models.CharField( choices=TYPE_CHOICES, max_length=255, default="market" ) time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc") entry_signals = models.ManyToManyField( Signal, related_name="entry_strategies", blank=True ) exit_signals = models.ManyToManyField( Signal, related_name="exit_strategies", blank=True ) trend_signals = models.ManyToManyField( Signal, related_name="trend_strategies", blank=True ) enabled = models.BooleanField(default=False) take_profit_percent = models.FloatField(default=1.5) stop_loss_percent = models.FloatField(default=1.0) trailing_stop_loss_percent = models.FloatField(default=1.0, null=True, blank=True) price_slippage_percent = models.FloatField(default=2.5) callback_price_deviation_percent = models.FloatField(default=0.5) trade_size_percent = models.FloatField(default=0.5) trends = models.JSONField(null=True, blank=True) class Meta: verbose_name_plural = "strategies" def __str__(self): return self.name class NotificationSettings(models.Model): user = models.OneToOneField(User, on_delete=models.CASCADE) ntfy_topic = models.CharField(max_length=255, null=True, blank=True) ntfy_url = models.CharField(max_length=255, null=True, blank=True) def __str__(self): return f"Notification settings for {self.user}" class RiskModel(models.Model): user = models.ForeignKey(User, on_delete=models.CASCADE) name = models.CharField(max_length=255) description = models.TextField(null=True, blank=True) # Maximum amount of money to have lost from the initial balance to stop trading max_loss_percent = models.FloatField(default=0.05) # Maximum amount of money to risk on all open trades max_risk_percent = models.FloatField(default=0.05) # Maximum number of trades max_open_trades = models.IntegerField(default=10) # Maximum number of trades per symbol max_open_trades_per_symbol = models.IntegerField(default=2) def __str__(self): return self.name