257 lines
9.6 KiB
Python
257 lines
9.6 KiB
Python
import stripe
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from django.conf import settings
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from django.contrib.auth.models import AbstractUser
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from django.db import models
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from core.exchanges.alpaca import AlpacaExchange
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from core.exchanges.oanda import OANDAExchange
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from core.lib.customers import get_or_create, update_customer_fields
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from core.util import logs
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log = logs.get_logger(__name__)
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EXCHANGE_MAP = {"alpaca": AlpacaExchange, "oanda": OANDAExchange}
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TYPE_CHOICES = (
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("market", "Market"),
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("limit", "Limit"),
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)
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DIRECTION_CHOICES = (
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("buy", "Buy"),
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("sell", "Sell"),
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)
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TIF_CHOICES = (
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("gtc", "GTC (Good Til Cancelled)"),
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("gfd", "GFD (Good For Day)"),
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("fok", "FOK (Fill Or Kill)"),
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("ioc", "IOC (Immediate Or Cancel)"),
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)
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class Plan(models.Model):
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name = models.CharField(max_length=255, unique=True)
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description = models.CharField(max_length=1024, null=True, blank=True)
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cost = models.IntegerField()
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product_id = models.CharField(max_length=255, unique=True, null=True, blank=True)
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image = models.CharField(max_length=1024, null=True, blank=True)
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def __str__(self):
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return f"{self.name} (£{self.cost})"
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class User(AbstractUser):
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# Stripe customer ID
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stripe_id = models.CharField(max_length=255, null=True, blank=True)
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last_payment = models.DateTimeField(null=True, blank=True)
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plans = models.ManyToManyField(Plan, blank=True)
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email = models.EmailField(unique=True)
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def __init__(self, *args, **kwargs):
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super().__init__(*args, **kwargs)
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self._original = self
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def save(self, *args, **kwargs):
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"""
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Override the save function to create a Stripe customer.
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"""
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if settings.STRIPE_ENABLED:
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if not self.stripe_id: # stripe ID not stored
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self.stripe_id = get_or_create(
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self.email, self.first_name, self.last_name
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)
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to_update = {}
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if self.email != self._original.email:
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to_update["email"] = self.email
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if self.first_name != self._original.first_name:
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to_update["first_name"] = self.first_name
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if self.last_name != self._original.last_name:
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to_update["last_name"] = self.last_name
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update_customer_fields(self.stripe_id, **to_update)
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super().save(*args, **kwargs)
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def delete(self, *args, **kwargs):
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if settings.STRIPE_ENABLED:
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if self.stripe_id:
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stripe.Customer.delete(self.stripe_id)
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log.info(f"Deleted Stripe customer {self.stripe_id}")
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super().delete(*args, **kwargs)
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def has_plan(self, plan):
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plan_list = [plan.name for plan in self.plans.all()]
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return plan in plan_list
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class Account(models.Model):
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EXCHANGE_CHOICES = (("alpaca", "Alpaca"), ("oanda", "OANDA"))
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user = models.ForeignKey(User, on_delete=models.CASCADE)
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name = models.CharField(max_length=255)
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exchange = models.CharField(choices=EXCHANGE_CHOICES, max_length=255)
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api_key = models.CharField(max_length=255)
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api_secret = models.CharField(max_length=255)
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sandbox = models.BooleanField(default=False)
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supported_symbols = models.JSONField(default=list)
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instruments = models.JSONField(default=list)
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currency = models.CharField(max_length=255, null=True, blank=True)
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def __str__(self):
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name = f"{self.name} ({self.exchange})"
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if self.sandbox:
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name += " (sandbox)"
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return name
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def update_info(self, save=True):
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client = self.get_client()
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if client:
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response = client.get_instruments()
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supported_symbols = client.get_supported_assets(response)
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currency = client.get_account()["currency"]
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log.debug(f"Supported symbols for {self.name}: {supported_symbols}")
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self.supported_symbols = supported_symbols
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self.instruments = response
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self.currency = currency
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if save:
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self.save()
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def save(self, *args, **kwargs):
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"""
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Override the save function to update supported symbols.
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"""
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self.update_info(save=False)
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super().save(*args, **kwargs)
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def get_client(self):
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if self.exchange in EXCHANGE_MAP:
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return EXCHANGE_MAP[self.exchange](self)
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else:
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raise Exception(f"Exchange not supported : {self.exchange}")
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@property
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def client(self):
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"""
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Convenience property for one-off API calls.
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"""
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return self.get_client()
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@property
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def rawclient(self):
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"""
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Convenience property for one-off API calls.
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"""
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return self.get_client().client
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@classmethod
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def get_by_id(cls, account_id, user):
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return cls.objects.get(id=account_id, user=user)
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class Session(models.Model):
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user = models.ForeignKey(User, on_delete=models.CASCADE)
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request = models.CharField(max_length=255, null=True, blank=True)
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session = models.CharField(max_length=255, null=True, blank=True)
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subscription_id = models.CharField(max_length=255, null=True, blank=True)
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plan = models.ForeignKey(Plan, null=True, blank=True, on_delete=models.CASCADE)
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class Hook(models.Model):
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user = models.ForeignKey(User, on_delete=models.CASCADE)
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name = models.CharField(max_length=1024, null=True, blank=True, unique=True)
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hook = models.CharField(max_length=255, unique=True)
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direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)
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received = models.IntegerField(default=0)
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def __str__(self):
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return f"{self.name} ({self.hook})"
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class Trade(models.Model):
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user = models.ForeignKey(User, on_delete=models.CASCADE)
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account = models.ForeignKey(Account, on_delete=models.CASCADE)
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hook = models.ForeignKey(Hook, on_delete=models.CASCADE, null=True, blank=True)
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symbol = models.CharField(max_length=255)
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time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
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type = models.CharField(choices=TYPE_CHOICES, max_length=255)
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amount = models.FloatField(null=True, blank=True)
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amount_usd = models.FloatField(null=True, blank=True)
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price = models.FloatField(null=True, blank=True)
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stop_loss = models.FloatField(null=True, blank=True)
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trailing_stop_loss = models.FloatField(null=True, blank=True)
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take_profit = models.FloatField(null=True, blank=True)
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status = models.CharField(max_length=255, null=True, blank=True)
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direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)
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# To populate from the trade
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order_id = models.CharField(max_length=255, null=True, blank=True)
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client_order_id = models.CharField(max_length=255, null=True, blank=True)
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response = models.JSONField(null=True, blank=True)
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def __init__(self, *args, **kwargs):
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super().__init__(*args, **kwargs)
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self._original = self
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def post(self):
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return self.account.client.post_trade(self)
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def delete(self, *args, **kwargs):
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# close the trade
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super().delete(*args, **kwargs)
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class Callback(models.Model):
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hook = models.ForeignKey(Hook, on_delete=models.CASCADE)
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title = models.CharField(max_length=1024, null=True, blank=True)
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message = models.CharField(max_length=1024, null=True, blank=True)
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period = models.CharField(max_length=255, null=True, blank=True)
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sent = models.BigIntegerField(null=True, blank=True)
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trade = models.BigIntegerField(null=True, blank=True)
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exchange = models.CharField(max_length=255, null=True, blank=True)
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base = models.CharField(max_length=255, null=True, blank=True)
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quote = models.CharField(max_length=255, null=True, blank=True)
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contract = models.CharField(max_length=255, null=True, blank=True)
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price = models.FloatField(null=True, blank=True)
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symbol = models.CharField(max_length=255)
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class Strategy(models.Model):
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user = models.ForeignKey(User, on_delete=models.CASCADE)
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name = models.CharField(max_length=255)
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description = models.TextField(null=True, blank=True)
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account = models.ForeignKey(Account, on_delete=models.CASCADE)
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order_type = models.CharField(
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choices=TYPE_CHOICES, max_length=255, default="market"
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)
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time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
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hooks = models.ManyToManyField(Hook)
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enabled = models.BooleanField(default=False)
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take_profit_percent = models.FloatField(default=1.5)
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stop_loss_percent = models.FloatField(default=1.0)
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trailing_stop_loss_percent = models.FloatField(default=1.0, null=True, blank=True)
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price_slippage_percent = models.FloatField(default=2.5)
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callback_price_deviation_percent = models.FloatField(default=0.5)
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trade_size_percent = models.FloatField(default=0.5)
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class Meta:
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verbose_name_plural = "strategies"
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def __str__(self):
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return self.name
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# class Perms(models.Model):
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# class Meta:
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# permissions = (
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# ("bypass_hashing", "Can bypass field hashing"), #
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# ("bypass_blacklist", "Can bypass the blacklist"), #
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# ("bypass_encryption", "Can bypass field encryption"), #
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# ("bypass_obfuscation", "Can bypass field obfuscation"), #
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# ("bypass_delay", "Can bypass data delay"), #
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# ("bypass_randomisation", "Can bypass data randomisation"), #
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# ("post_irc", "Can post to IRC"),
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# ("post_discord", "Can post to Discord"),
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# ("query_search", "Can search with query strings"), #
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# ("use_insights", "Can use the Insights page"),
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# ("index_int", "Can use the internal index"),
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# ("index_meta", "Can use the meta index"),
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# ("restricted_sources", "Can access restricted sources"),
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# )
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