139 lines
4.4 KiB
Python
139 lines
4.4 KiB
Python
from alpaca.common.exceptions import APIError
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from alpaca.trading.client import TradingClient
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from alpaca.trading.enums import OrderSide, TimeInForce
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from alpaca.trading.requests import (
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GetAssetsRequest,
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LimitOrderRequest,
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MarketOrderRequest,
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)
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from core.exchanges import BaseExchange
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class AlpacaExchange(BaseExchange):
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def connect(self):
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self.client = TradingClient(
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self.account.api_key,
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self.account.api_secret,
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paper=self.account.sandbox,
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raw_data=True,
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)
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def get_account(self):
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return self.client.get_account()
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def get_supported_assets(self):
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try:
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request = GetAssetsRequest(status="active", asset_class="crypto")
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assets = self.client.get_all_assets(filter=request)
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asset_list = [x["symbol"] for x in assets if "symbol" in x]
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print("Supported symbols", asset_list)
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except APIError as e:
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self.log.error(f"Could not get asset list: {e}")
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# return False
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return asset_list
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def get_balance(self):
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try:
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account_info = self.client.get_account()
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except APIError as e:
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self.log.error(f"Could not get account balance: {e}")
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return False
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equity = account_info["equity"]
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try:
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balance = float(equity)
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except ValueError:
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return False
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return balance
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def get_market_value(self, symbol):
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try:
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position = self.client.get_position(symbol)
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except APIError as e:
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self.log.error(f"Could not get market value for {symbol}: {e}")
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return False
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return float(position["market_value"])
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def post_trade(self, trade):
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# the trade is not placed yet
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if trade.direction == "buy":
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direction = OrderSide.BUY
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elif trade.direction == "sell":
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direction = OrderSide.SELL
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else:
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raise Exception("Unknown direction")
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cast = {
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"symbol": trade.symbol,
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"side": direction,
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"time_in_force": TimeInForce.IOC,
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}
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if trade.amount is not None:
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cast["qty"] = trade.amount
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if trade.amount_usd is not None:
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cast["notional"] = trade.amount_usd
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if not trade.amount and not trade.amount_usd:
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return (False, "No amount specified")
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if trade.take_profit:
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cast["take_profit"] = {"limit_price": trade.take_profit}
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if trade.stop_loss:
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stop_limit_price = trade.stop_loss - (trade.stop_loss * 0.005)
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cast["stop_loss"] = {
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"stop_price": trade.stop_loss,
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"limit_price": stop_limit_price,
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}
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if trade.type == "market":
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market_order_data = MarketOrderRequest(**cast)
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try:
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order = self.client.submit_order(order_data=market_order_data)
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except APIError as e:
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self.log.error(f"Error placing market order: {e}")
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return (False, e)
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elif trade.type == "limit":
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if not trade.price:
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return (False, "Limit order with no price")
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cast["limit_price"] = trade.price
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limit_order_data = LimitOrderRequest(**cast)
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try:
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order = self.client.submit_order(order_data=limit_order_data)
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except APIError as e:
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self.log.error(f"Error placing limit order: {e}")
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return (False, e)
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else:
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raise Exception("Unknown trade type")
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trade.response = order
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trade.status = "posted"
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trade.order_id = order["id"]
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trade.client_order_id = order["client_order_id"]
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trade.save()
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return (True, order)
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def get_trade(self, trade_id):
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pass
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def update_trade(self, trade):
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pass
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def cancel_trade(self, trade_id):
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pass
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def get_position_info(self, asset_id):
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try:
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position = self.client.get_open_position(asset_id)
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except APIError as e:
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return (False, e)
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return (True, position)
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def get_all_positions(self):
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items = []
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positions = self.client.get_all_positions()
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for item in positions:
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item = dict(item)
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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 items
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