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100 lines
3.2 KiB
Python
100 lines
3.2 KiB
Python
from core.models import AssetRule
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def get_allowed(group, base, quote, side):
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"""
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Determine whether the trade is allowed according to the group.
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See tests for examples. The logic requires trading knowledge.
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:param group: The group to check
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:param base: The base currency
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:param quote: The quote currency
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:param side: The direction of the trade
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"""
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# If our base has allowed == False, we can only short it, or long the quote
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base_rule = AssetRule.objects.filter(group=group, asset=base).first()
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if base_rule:
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mapped_status = update_status_from_mappings(base_rule.status, group)
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if mapped_status == 6:
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# Always allow
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return True
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elif mapped_status == 7:
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# Always deny
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return False
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elif mapped_status == 3:
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if side == "long":
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return False
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elif mapped_status == 2:
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if side == "short":
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return False
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# If our quote has allowed == False, we can only long it, or short the base
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quote_rule = AssetRule.objects.filter(group=group, asset=quote).first()
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if quote_rule:
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mapped_status = update_status_from_mappings(quote_rule.status, group)
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if mapped_status == 6:
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# Always allow
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return True
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elif mapped_status == 7:
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# Always deny
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return False
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elif mapped_status == 3:
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if side == "short":
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return False
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elif mapped_status == 2:
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if side == "long":
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return False
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if not base_rule and not quote_rule:
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if group.when_no_data == 7:
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# Always deny
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return False
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elif group.when_no_data == 6:
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# Always allow
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return True
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return True
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def check_asset_aggregation(value, trigger_above, trigger_below):
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"""
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Check if the value is within the bounds of the aggregation.
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:param value: The value to check
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:param trigger_above: Only trigger if the value is above this
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:param trigger_below: Only trigger if the value is below this
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"""
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if trigger_below is not None:
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if value < trigger_below:
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# Prohibited
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return 3
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if trigger_above is not None:
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if value > trigger_above:
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# Permitted
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return 2
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# Neither is defined, so we match
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if not any(x is not None for x in [trigger_above, trigger_below]):
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# No aggregation
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return 4
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# Not in bounds
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return 5
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def update_status_from_mappings(status, asset_group):
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if status == 0:
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if asset_group.when_no_data > -1:
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return asset_group.when_no_data
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elif status == 1:
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if asset_group.when_no_match > -1:
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return asset_group.when_no_match
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elif status == 2:
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if asset_group.when_bullish > -1:
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return asset_group.when_bullish
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elif status == 3:
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if asset_group.when_bearish > -1:
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return asset_group.when_bearish
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elif status == 4:
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if asset_group.when_no_aggregation > -1:
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return asset_group.when_no_aggregation
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elif status == 5:
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if asset_group.when_not_in_bounds > -1:
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return asset_group.when_not_in_bounds
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return status
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