fisk/core/exchanges/common.py

from decimal import Decimal as D

from core.lib.elastic import store_msg


def get_balance_hook(user_id, user_name, account_id, account_name, balance):
    """
    Called every time the balance is fetched on an account.
    Store this into Elasticsearch.
    """
    store_msg(
        "balances",
        {
            "user_id": user_id,
            "user_name": user_name,
            "account_id": account_id,
            "account_name": account_name,
            "balance": balance,
        },
    )


def tp_price_to_percent(tp_price, side, current_price, current_units, unrealised_pl):
    """
    Determine the percent change of the TP price from the initial price.
    Positive values indicate a profit, negative values indicate a loss.
    """
    pl_per_unit = D(unrealised_pl) / D(current_units)
    if side == "long":
        initial_price = D(current_price) - pl_per_unit
    else:
        initial_price = D(current_price) + pl_per_unit

    # Get the percent change of the TP price from the initial price.
    change_percent = ((initial_price - D(tp_price)) / initial_price) * 100

    if side == "long":
        if D(tp_price) < initial_price:
            loss = True
        else:
            loss = False
    else:
        if D(tp_price) > initial_price:
            loss = True
        else:
            loss = False

    # if we are in loss on the short side, we want to show a negative
    if loss:
        change_percent = 0 - abs(change_percent)
    else:
        change_percent = abs(change_percent)

    return round(change_percent, 5)


def sl_price_to_percent(sl_price, side, current_price, current_units, unrealised_pl):
    """
    Determine the percent change of the SL price from the initial price.
    Positive values indicate a loss, negative values indicate a profit.
    This may seem backwards, but it is important to note that by default,
    SL indicates a loss, and positive values should be expected.
    Negative values indicate a negative loss, so a profit.
    """
    pl_per_unit = D(unrealised_pl) / D(current_units)
    if side == "long":
        initial_price = D(current_price) - pl_per_unit
    else:
        initial_price = D(current_price) + pl_per_unit

    # initial_price = D(current_price) - pl_per_unit

    # Get the percent change of the SL price from the initial price.
    change_percent = ((initial_price - D(sl_price)) / initial_price) * 100

    # If the trade is long, the SL price will be higher than the initial price.
    # if side == "long":
    #     change_percent *= -1

    if side == "long":
        if D(sl_price) > initial_price:
            profit = True
        else:
            profit = False
    else:
        if D(sl_price) < initial_price:
            profit = True
        else:
            profit = False

    if profit:
        change_percent = 0 - abs(change_percent)
    else:
        change_percent = abs(change_percent)

    return round(change_percent, 5)


def convert_open_trades(open_trades):
    """
    Convert a list of open trades into a list of Trade-like objects.
    """
    trades = []
    for trade in open_trades:
        current_price = trade["price"]
        current_units = trade["currentUnits"]
        unrealised_pl = trade["unrealizedPL"]
        side = trade["side"]
        cast = {
            "id": trade["id"],
            "symbol": trade["symbol"],
            "amount": current_units,
            "side": side,
            "state": trade["state"],
            "price": current_price,
            "pl": unrealised_pl,
        }

        # Add some extra fields, sometimes we have already looked up the
        # prices and don't need to call convert_trades_to_usd
        if "take_profit_usd" in trade:
            cast["take_profit_usd"] = trade["take_profit_usd"]
        if "stop_loss_usd" in trade:
            cast["stop_loss_usd"] = trade["stop_loss_usd"]
        if "trailing_stop_loss_usd" in trade:
            cast["trailing_stop_loss_usd"] = trade["trailing_stop_loss_usd"]

        if "takeProfitOrder" in trade:
            if trade["takeProfitOrder"]:
                take_profit = trade["takeProfitOrder"]["price"]
                take_profit_percent = tp_price_to_percent(
                    take_profit, side, current_price, current_units, unrealised_pl
                )

                cast["take_profit"] = take_profit
                cast["take_profit_percent"] = take_profit_percent

        if "stopLossOrder" in trade:
            if trade["stopLossOrder"]:
                stop_loss = trade["stopLossOrder"]["price"]
                stop_loss_percent = sl_price_to_percent(
                    stop_loss, side, current_price, current_units, unrealised_pl
                )

                cast["stop_loss"] = stop_loss
                cast["stop_loss_percent"] = stop_loss_percent

        if "trailingStopLossOrder" in trade:
            if trade["trailingStopLossOrder"]:
                trailing_stop_loss = trade["trailingStopLossOrder"]["price"]
                trailing_stop_loss_percent = sl_price_to_percent(
                    trailing_stop_loss,
                    side,
                    current_price,
                    current_units,
                    unrealised_pl,
                )

                cast["trailing_stop_loss"] = trailing_stop_loss
                cast["trailing_stop_loss_percent"] = trailing_stop_loss_percent

        trades.append(cast)
    return trades