fisk/core/exchanges/alpaca.py

125 lines
4.3 KiB
Python

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