fisk/core/exchanges/__init__.py

109 lines
3.7 KiB
Python

from glom import glom
from pydantic import ValidationError
from core.lib import schemas
from core.util import logs
# Return error if the schema for the message type is not found
STRICT_VALIDATION = False
# Raise exception if the conversion schema is not found
STRICT_CONVERSTION = False
# TODO: Set them to True when all message types are implemented
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(self.name)
self.client = None
self.set_schema()
self.connect()
def set_schema(self):
raise NotImplementedError
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}")
if STRICT_CONVERSION:
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):
try:
response = getattr(self.client, method)(*args, **kwargs)
if isinstance(response, list):
response = {"itemlist": response}
if method not in self.schema:
self.log.error(f"Method cannot be validated: {method}")
self.log.debug(f"Response: {response}")
if STRICT_VALIDATION:
return (False, f"Method cannot be validated: {method}")
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)
except Exception as e:
self.log.error(f"Error calling {method}: {e}")
return (False, e)
else:
return (False, "No such method")
def get_account(self):
raise NotImplementedError
def get_supported_assets(self):
raise NotImplementedError
def get_balance(self):
raise NotImplementedError
def get_market_value(self, symbol):
raise NotImplementedError
def post_trade(self, trade):
raise NotImplementedError
def get_trade(self, trade_id):
raise NotImplementedError
def update_trade(self, trade):
raise NotImplementedError
def cancel_trade(self, trade_id):
raise NotImplementedError
def get_position_info(self, symbol):
raise NotImplementedError
def get_all_positions(self):
raise NotImplementedError