fisk/core/lib/market.py

114 lines
3.6 KiB
Python

from alpaca.common.exceptions import APIError
from core.models import Strategy, Trade
from core.util import logs
log = logs.get_logger(__name__)
def get_balance(account):
account_info = account.client.get_account()
cash = account_info["equity"]
try:
return float(cash)
except ValueError:
return False
def get_market_value(account, symbol):
try:
position = account.client.get_position(symbol)
return float(position["market_value"])
except APIError:
return False
def execute_strategy(callback, strategy):
cash_balance = strategy.account.client.get_balance()
log.debug(f"Cash balance: {cash_balance}")
user = strategy.user
account = strategy.account
hook = callback.hook
base = callback.base
quote = callback.quote
direction = hook.direction
if quote not in ["usd", "usdt", "usdc", "busd"]:
log.error(f"Quote not compatible with Dollar: {quote}")
return False
quote = "usd" # TODO: MASSIVE HACK
symbol = f"{base.upper()}/{quote.upper()}"
if symbol not in account.supported_symbols:
log.error(f"Symbol not supported by account: {symbol}")
return False
print(f"Identified pair from callback {symbol}")
# market_from_alpaca = get_market_value(account, symbol)
# change_percent = abs(((float(market_from_alpaca)-price)/price)*100)
# if change_percent > strategy.price_slippage_percent:
# log.error(f"Price slippage too high: {change_percent}")
# return False
# type = "limit"
type = "market"
trade_size_as_ratio = strategy.trade_size_percent / 100
log.debug(f"Trade size as ratio: {trade_size_as_ratio}")
amount_usd = trade_size_as_ratio * cash_balance
log.debug(f"Trade size: {amount_usd}")
price = callback.price
if not price:
return
log.debug(f"Extracted price of quote: {price}")
# We can do this because the quote IS in $ or equivalent
trade_size_in_quote = amount_usd / price
log.debug(f"Trade size in quote: {trade_size_in_quote}")
# calculate sl/tp
stop_loss_as_ratio = strategy.stop_loss_percent / 100
take_profit_as_ratio = strategy.take_profit_percent / 100
log.debug(f"Stop loss as ratio: {stop_loss_as_ratio}")
log.debug(f"Take profit as ratio: {take_profit_as_ratio}")
stop_loss_subtract = price * stop_loss_as_ratio
take_profit_add = price * take_profit_as_ratio
log.debug(f"Stop loss subtract: {stop_loss_subtract}")
log.debug(f"Take profit add: {take_profit_add}")
stop_loss = price - stop_loss_subtract
take_profit = price + take_profit_add
log.debug(f"Stop loss: {stop_loss}")
log.debug(f"Take profit: {take_profit}")
new_trade = Trade.objects.create(
user=user,
account=account,
hook=hook,
symbol=symbol,
type=type,
# amount_usd=amount_usd,
amount=trade_size_in_quote,
# price=price,
stop_loss=stop_loss,
take_profit=take_profit,
direction=direction,
)
new_trade.save()
info = new_trade.post()
log.debug(f"Posted trade: {posted} - {info}")
def process_callback(callback):
log.info(f"Received callback for {callback.hook}")
strategies = Strategy.objects.filter(hooks=callback.hook, enabled=True)
log.debug(f"Matched strategies: {strategies}")
for strategy in strategies:
log.debug(f"Executing strategy {strategy}")
if callback.hook.user != strategy.user:
log.error("Ownership differs between callback and strategy.")
return
execute_strategy(callback, strategy)