97 lines
2.9 KiB
Python
97 lines
2.9 KiB
Python
from decimal import Decimal as D
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from core.exchanges import GenericAPIError
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from core.lib.elastic import store_msg
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from core.util import logs
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log = logs.get_logger(__name__)
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def get_balance_hook(user_id, user_name, account_id, account_name, balance):
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"""
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Called every time the balance is fetched on an account.
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Store this into Elasticsearch.
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"""
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store_msg(
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"balances",
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{
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"user_id": user_id,
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"user_name": user_name,
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"account_id": account_id,
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"account_name": account_name,
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"balance": balance,
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},
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)
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def get_pair(account, base, quote, invert=False):
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"""
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Get the pair for the given account and currencies.
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:param account: Account object
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:param base: Base currency
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:param quote: Quote currency
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:param invert: Invert the pair
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:return: currency symbol, e.g. BTC_USD, BTC/USD, etc.
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"""
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# Currently we only have two exchanges with different pair separators
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if account.exchange == "alpaca":
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separator = "/"
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elif account.exchange == "oanda":
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separator = "_"
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# Flip the pair if needed
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if invert:
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symbol = f"{quote.upper()}{separator}{base.upper()}"
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else:
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symbol = f"{base.upper()}{separator}{quote.upper()}"
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# Check it exists
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if symbol not in account.supported_symbols:
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return False
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return symbol
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def to_currency(direction, account, amount, from_currency, to_currency):
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"""
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Convert an amount from one currency to another.
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:param direction: Direction of the trade
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:param account: Account object
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:param amount: Amount to convert
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:param from_currency: Currency to convert from
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:param to_currency: Currency to convert to
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:return: Converted amount
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"""
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# If we're converting to the same currency, just return the amount
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if from_currency == to_currency:
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return amount
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inverted = False
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# This is needed because OANDA has different values for bid and ask
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if direction == "buy":
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price_index = "bids"
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elif direction == "sell":
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price_index = "asks"
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symbol = get_pair(account, from_currency, to_currency)
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if not symbol:
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symbol = get_pair(account, from_currency, to_currency, invert=True)
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inverted = True
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# Bit of a hack but it works
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if not symbol:
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log.error(f"Could not find symbol for {from_currency} -> {to_currency}")
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raise Exception("Could not find symbol")
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try:
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prices = account.client.get_currencies([symbol])
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except GenericAPIError as e:
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log.error(f"Error getting currencies and inverted currencies: {e}")
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return None
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price = D(prices["prices"][0][price_index][0]["price"])
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# If we had to flip base and quote, we need to use the reciprocal of the price
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if inverted:
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price = D(1.0) / price
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# Convert the amount to the destination currency
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converted = D(amount) * price
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return converted
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