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92 lines
3.0 KiB
Python
92 lines
3.0 KiB
Python
from oandapyV20 import API
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from oandapyV20.endpoints import accounts, orders, positions, trades
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from pydantic import ValidationError
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from core.exchanges import BaseExchange
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from core.lib.schemas import oanda_s
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OANDA_SCHEMA_MAPPING = {"OpenPositions": oanda_s.OpenPositions}
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class OANDAExchange(BaseExchange):
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def call(self, method, request):
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self.client.request(request)
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response = request.response
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if isinstance(response, list):
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response = {"itemlist": response}
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if method not in self.schema:
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self.log.error(f"Method cannot be validated: {method}")
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self.log.debug(f"Response: {response}")
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return (False, f"Method cannot be validated: {method}")
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try:
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# Return a dict of the validated response
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response_valid = self.schema[method](**response).dict()
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# Convert the response to a format that we can use
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response_converted = self.convert_spec(response_valid, method)
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return (True, response_converted)
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except ValidationError as e:
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self.log.error(f"Could not validate response: {e}")
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return (False, e)
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def set_schema(self):
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self.schema = OANDA_SCHEMA_MAPPING
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def connect(self):
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self.client = API(access_token=self.account.api_secret)
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self.account_id = self.account.api_key
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def get_account(self):
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r = accounts.AccountDetails(self.account_id)
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self.client.request(r)
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return r.response
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def get_supported_assets(self):
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return False
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def get_balance(self):
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raise NotImplementedError
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def get_market_value(self, symbol):
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raise NotImplementedError
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def post_trade(self, trade):
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raise NotImplementedError
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r = orders.OrderCreate(accountID, data=data)
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self.client.request(r)
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return r.response
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def get_trade(self, trade_id):
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r = accounts.TradeDetails(accountID=self.account_id, tradeID=trade_id)
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self.client.request(r)
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return r.response
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def update_trade(self, trade):
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raise NotImplementedError
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r = orders.OrderReplace(
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accountID=self.account_id, orderID=trade.order_id, data=data
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)
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self.client.request(r)
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return r.response
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def cancel_trade(self, trade_id):
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raise NotImplementedError
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def get_position_info(self, symbol):
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r = positions.PositionDetails(self.account_id, symbol)
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self.client.request(r)
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return r.response
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def get_all_positions(self):
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items = []
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r = positions.OpenPositions(accountID=self.account_id)
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success, response = self.call("OpenPositions", r)
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if not success:
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return (success, response)
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print("Positions", response)
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for item in response["itemlist"]:
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item["account_id"] = self.account.id
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item["unrealized_pl"] = float(item["unrealized_pl"])
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items.append(item)
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return (True, items)
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