fisk/core/exchanges/alpaca.py

from alpaca.common.exceptions import APIError
from alpaca.trading.client import TradingClient
from alpaca.trading.enums import OrderSide, TimeInForce
from alpaca.trading.requests import (
    GetAssetsRequest,
    LimitOrderRequest,
    MarketOrderRequest,
)

from core.exchanges import BaseExchange
from core.lib.schemas import alpaca_s

ALPACA_SCHEMA_MAPPING = {
    "get_account": alpaca_s.GetAccount,
    "get_all_assets": alpaca_s.GetAllAssets,
    "get_all_positions": alpaca_s.GetAllPositions,
    "get_open_position": alpaca_s.GetOpenPosition,
}


class AlpacaExchange(BaseExchange):
    def set_schema(self):
        self.schema = ALPACA_SCHEMA_MAPPING

    def connect(self):
        self.client = TradingClient(
            self.account.api_key,
            self.account.api_secret,
            paper=self.account.sandbox,
            raw_data=True,
        )

    def get_account(self):
        return self.call("get_account")

    def get_supported_assets(self):
        request = GetAssetsRequest(status="active", asset_class="crypto")
        success, assets = self.call("get_all_assets", filter=request)
        # assets = self.client.get_all_assets(filter=request)
        if not success:
            return (success, assets)
        assets = assets["itemlist"]
        asset_list = [x["symbol"] for x in assets if "symbol" in x]
        print("Supported symbols", asset_list)

        return (True, asset_list)

    def get_balance(self):
        success, account_info = self.call("get_account")
        if not success:
            return (success, account_info)
        equity = account_info["equity"]
        try:
            balance = float(equity)
        except ValueError:
            return (False, "Invalid balance")

        return (True, balance)

    def get_market_value(self, symbol):  # TODO: pydantic
        try:
            position = self.client.get_position(symbol)
        except APIError as e:
            self.log.error(f"Could not get market value for {symbol}: {e}")
            return False
        return float(position["market_value"])

    def post_trade(self, trade):  # TODO: pydantic
        # the trade is not placed yet
        if trade.direction == "buy":
            direction = OrderSide.BUY
        elif trade.direction == "sell":
            direction = OrderSide.SELL
        else:
            raise Exception("Unknown direction")

        cast = {
            "symbol": trade.symbol,
            "side": direction,
            "time_in_force": TimeInForce.IOC,
        }
        if trade.amount is not None:
            cast["qty"] = trade.amount
        if trade.amount_usd is not None:
            cast["notional"] = trade.amount_usd
        if not trade.amount and not trade.amount_usd:
            return (False, "No amount specified")
        if trade.take_profit:
            cast["take_profit"] = {"limit_price": trade.take_profit}
        if trade.stop_loss:
            stop_limit_price = trade.stop_loss - (trade.stop_loss * 0.005)
            cast["stop_loss"] = {
                "stop_price": trade.stop_loss,
                "limit_price": stop_limit_price,
            }
        if trade.type == "market":
            market_order_data = MarketOrderRequest(**cast)
            try:
                order = self.client.submit_order(order_data=market_order_data)
            except APIError as e:
                self.log.error(f"Error placing market order: {e}")
                trade.status = "error"
                trade.save()
                return (False, e)
        elif trade.type == "limit":
            if not trade.price:
                return (False, "Limit order with no price")
            cast["limit_price"] = trade.price
            limit_order_data = LimitOrderRequest(**cast)
            try:
                order = self.client.submit_order(order_data=limit_order_data)
            except APIError as e:
                self.log.error(f"Error placing limit order: {e}")
                trade.status = "error"
                trade.save()
                return (False, e)

        else:
            raise Exception("Unknown trade type")
        trade.response = order
        trade.status = "posted"
        trade.order_id = order["id"]
        trade.client_order_id = order["client_order_id"]
        trade.save()
        return (True, order)

    def get_trade(self, trade_id):
        pass

    def update_trade(self, trade):
        pass

    def cancel_trade(self, trade_id):
        pass

    def get_position_info(self, symbol):
        success, position = self.call("get_open_position", symbol)
        if not success:
            return (success, position)
        return (True, position)

    def get_all_positions(self):
        items = []
        success, response = self.call("get_all_positions")
        if not success:
            return (success, response)

        for item in response["itemlist"]:
            item["account_id"] = self.account.id
            item["unrealized_pl"] = float(item["unrealized_pl"])
            items.append(item)
        return (True, items)