You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
332 lines
12 KiB
Python
332 lines
12 KiB
Python
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"),
|
|
)
|
|
|
|
|
|
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
|
|
|
|
|
|
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)
|
|
|
|
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, null=True, blank=True, unique=True)
|
|
hook = models.CharField(max_length=255, unique=True)
|
|
direction = models.CharField(choices=DIRECTION_CHOICES, max_length=255)
|
|
received = models.IntegerField(default=0)
|
|
|
|
def __str__(self):
|
|
return f"{self.name} ({self.hook})"
|
|
|
|
|
|
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)
|
|
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)
|
|
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):
|
|
return self.account.client.post_trade(self)
|
|
|
|
def delete(self, *args, **kwargs):
|
|
# close the trade
|
|
super().delete(*args, **kwargs)
|
|
|
|
|
|
class Callback(models.Model):
|
|
hook = models.ForeignKey(Hook, 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")
|
|
hooks = models.ManyToManyField(Hook)
|
|
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)
|
|
|
|
class Meta:
|
|
verbose_name_plural = "strategies"
|
|
|
|
def __str__(self):
|
|
return self.name
|
|
|
|
|
|
# class Perms(models.Model):
|
|
# class Meta:
|
|
# permissions = (
|
|
# ("bypass_hashing", "Can bypass field hashing"), #
|
|
# ("bypass_blacklist", "Can bypass the blacklist"), #
|
|
# ("bypass_encryption", "Can bypass field encryption"), #
|
|
# ("bypass_obfuscation", "Can bypass field obfuscation"), #
|
|
# ("bypass_delay", "Can bypass data delay"), #
|
|
# ("bypass_randomisation", "Can bypass data randomisation"), #
|
|
# ("post_irc", "Can post to IRC"),
|
|
# ("post_discord", "Can post to Discord"),
|
|
# ("query_search", "Can search with query strings"), #
|
|
# ("use_insights", "Can use the Insights page"),
|
|
# ("index_int", "Can use the internal index"),
|
|
# ("index_meta", "Can use the meta index"),
|
|
# ("restricted_sources", "Can access restricted sources"),
|
|
# )
|