finterion-investing-algorithm-framework 0.10.5__py3-none-any.whl → 0.10.7__py3-none-any.whl

finterion_investing_algorithm_framework/create_app.py

@@ -17,18 +17,17 @@ def create_app(
     config={},
     stateless=False,
     web=False,
-    initialize=True,
     base_url=None,
 ) -> App:
     client = Finterion(api_key=api_key, base_url=base_url)
     client.ping()
     model = client.get_algorithm_model()
     portfolio_configuration = FinterionPortfolioConfiguration(
-        api_key=api_key, trading_symbol=model['profile']['trading_symbol']
-    )
-    app = framework_create_app(
-        config=config, web=web, stateless=stateless, initialize=initialize
+        api_key=api_key,
+        trading_symbol=model['profile']['trading_symbol'],
+        market_data_markets=model['profile']['markets'],
     )
+    app = framework_create_app(config=config, web=web, stateless=stateless)
     app.container.market_service.override(
         FinterionMarketService(api_key=api_key, base_url=base_url)
     )
@@ -39,7 +38,7 @@ def create_app(
         time_unit = TimeUnit.MINUTE
 
         def run(self, algorithm):
-            logger.info("Pinging Finterion platform")
+            logger.debug("Pinging Finterion platform")
             client.ping()
 
     app.add_task(PingTask)

finterion_investing_algorithm_framework/market_service.py

@@ -1,30 +1,60 @@
 from datetime import datetime
+import ccxt
+from dateutil import parser
+from decimal import Decimal
 
 from investing_algorithm_framework.infrastructure.services import MarketService
 from investing_algorithm_framework import Order
+from investing_algorithm_framework.domain import OperationalException, \
+    parse_decimal_to_string
 from finterion import Finterion
 
 
 class FinterionMarketService(MarketService):
 
-    def __init__(self, api_key, base_url=None):
+    def __init__(self, api_key, base_url=None, initialize=True):
         self._api_key = api_key
+        self._market = "finterion"
 
-        if base_url is not None:
-            self._finterion = Finterion(api_key, base_url=base_url)
-        else:
-            self._finterion = Finterion(api_key)
+        if initialize:
+            if base_url is not None:
+                self._finterion = Finterion(api_key, base_url=base_url)
+            else:
+                self._finterion = Finterion(api_key)
+
+    @property
+    def market(self):
+        return self._market
+
+    @market.setter
+    def market(self, value):
+
+        if not isinstance(value, str):
+            raise OperationalException("Market must be a string")
+
+        if value == "finterion":
+            return
+
+        self._market = value.lower()
+
+        if not hasattr(ccxt, self._market):
+            raise OperationalException(
+                f"No market service found for market id {self._market}"
+            )
+
+        self.exchange_class = getattr(ccxt, self._market)
+        self.exchange = self.exchange_class()
 
     def initialize(self, portfolio_configuration):
         pass
 
     def get_order(self, order):
         order = self._finterion.get_order(order.external_id)
-        return self._conver_order(order)
+        return self._convert_order(order)
 
     def get_orders(self, symbol, since: datetime = None):
-        orders = self._finterion.get_orders(symbol=symbol)
-        return [self._conver_order(order) for order in orders]
+        orders = self._finterion.get_orders(target_symbol=symbol)
+        return [self._convert_order(order) for order in orders]
 
     def get_balance(self):
         positions = self._finterion.get_positions()
@@ -32,7 +62,7 @@ class FinterionMarketService(MarketService):
 
         for position in positions:
             entries[position["symbol"]] = {
-                "free": position["amount"],
+                "free": Decimal(position["amount"]),
             }
 
         return entries
@@ -45,25 +75,25 @@ class FinterionMarketService(MarketService):
     ):
         order = self._finterion.create_market_order(
             order_side="sell",
-            amount=amount,
+            amount=str(amount),
             target_symbol=target_symbol,
         )
-        return self._conver_order(order)
+        return self._convert_order(order)
 
     def create_limit_sell_order(
         self,
         target_symbol: str,
         trading_symbol: str,
-        amount: float,
-        price: float
+        amount,
+        price
     ):
         order = self._finterion.create_limit_order(
             order_side="sell",
-            amount=amount,
+            amount=parse_decimal_to_string(amount),
             target_symbol=target_symbol,
             price=price
         )
-        return self._conver_order(order)
+        return self._convert_order(order)
 
     def create_limit_buy_order(
         self,
@@ -74,28 +104,39 @@ class FinterionMarketService(MarketService):
     ):
         order = self._finterion.create_limit_order(
             order_side="buy",
-            amount=amount,
+            amount=str(amount),
             target_symbol=target_symbol,
-            price=price
+            price=str(price)
         )
-        return self._conver_order(order)
+        return self._convert_order(order)
 
-    def _conver_order(self, finterion_order):
-        return Order(
+    def _convert_order(self, finterion_order):
+        order = Order(
             external_id=finterion_order.get("id"),
-            type=finterion_order.get("order_type"),
+            order_type=finterion_order.get("order_type"),
             side=finterion_order.get("order_side"),
             status=finterion_order.get("status"),
             amount=finterion_order.get("amount"),
             target_symbol=finterion_order.get("target_symbol"),
             trading_symbol=finterion_order.get("trading_symbol"),
             price=finterion_order.get("price"),
-            created_at=finterion_order.get("created_at"),
-            updated_at=finterion_order.get("updated_at"),
-            trade_closed_at=finterion_order.get("trade_closed_at"),
             trade_closed_price=finterion_order.get("trade_closed_price"),
-            filled_amount=finterion_order.get("filled_amount"),
-            remaining_amount=finterion_order.get("remaining_amount"),
+            filled_amount=finterion_order.get("filled"),
+            remaining_amount=finterion_order.get("remaining"),
             cost=finterion_order.get("cost"),
-            fee=finterion_order.get("fee"),
         )
+
+        if finterion_order.get("trade_closed_at") is not None:
+            order.trade_closed_at = parser.parse(
+                finterion_order.get("trade_closed_at")
+            )
+
+        if finterion_order.get("created_at") is not None:
+            order.created_at = parser.parse(finterion_order.get("created_at"))
+
+        if finterion_order.get("updated_at") is not None:
+            order.updated_at = parser.parse(finterion_order.get("updated_at"))
+
+        return order
+
+

finterion_investing_algorithm_framework/models/portfolio_configuration.py

@@ -4,7 +4,7 @@ from investing_algorithm_framework.domain import ImproperlyConfigured
 
 class FinterionPortfolioConfiguration(PortfolioConfiguration):
 
-    def __init__(self, api_key, trading_symbol):
+    def __init__(self, api_key, trading_symbol, market_data_markets):
         try:
             super().__init__(
                 market="finterion",
@@ -15,6 +15,16 @@ class FinterionPortfolioConfiguration(PortfolioConfiguration):
         except ImproperlyConfigured:
             pass
 
+        if market_data_markets is None:
+            raise ImproperlyConfigured(
+                "Your algorithm has no markets configured. Please add at "
+                "least one market to your algorithm on the finterion platform."
+            )
+
+        self._market = market_data_markets[0]
+
     @property
     def identifier(self):
         return "finterion"
+
+

{finterion_investing_algorithm_framework-0.10.5.dist-info → finterion_investing_algorithm_framework-0.10.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: finterion-investing-algorithm-framework
-Version: 0.10.5
+Version: 0.10.7
 Summary: Official Finterion plugin for the investing algorithm framework
 Home-page: https://github.com/finterion/finterion-investing-algorithm-framework.git
 Author: Finterion
@@ -18,7 +18,7 @@ Requires-Python: >=3
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: investing-algorithm-framework >=1.3.2
-Requires-Dist: finterion >=0.7.3
+Requires-Dist: finterion >=0.7.4
 
 # Finterion Investing Algorithm Framework Plugin
 This is the official plugin for the [investing algorithm framework](https://investing-algorithm-framework.com) open source project.

{finterion_investing_algorithm_framework-0.10.5.dist-info → finterion_investing_algorithm_framework-0.10.7.dist-info}/RECORD

@@ -1,13 +1,13 @@
 finterion_investing_algorithm_framework/__init__.py,sha256=u-srn87VlLUPUJHWR5hgMAHqw2BWtb1v0eH0tQ8M16w,107
-finterion_investing_algorithm_framework/create_app.py,sha256=oI-LjlWC7W6j9x2F7NTi6kxCQOWqbCtP7FxSmJCbQrg,1375
+finterion_investing_algorithm_framework/create_app.py,sha256=tIQAhrWLGDf7d7TQyI48mKTGrSc_QtcpdYAbn073k_Y,1384
 finterion_investing_algorithm_framework/exceptions.py,sha256=KOaDjHQC7vNpKwYYNxJ2nuaJYceMmvExW3BLSzPSWJk,197
-finterion_investing_algorithm_framework/market_service.py,sha256=127maeiI6fXd2yHkG2IrVpgU8q1_rTZ-xxJX5AU_Cos,3223
+finterion_investing_algorithm_framework/market_service.py,sha256=hWwBTnHOh5f2WAYmLzXNF5il78fPf4vAeGOiCryue5M,4366
 finterion_investing_algorithm_framework/configuration/__init__.py,sha256=yz9TVm7RoGgF3EJ95-iLJrMup7eYoRvTXY1TyfEiGf4,42
 finterion_investing_algorithm_framework/configuration/constants.py,sha256=bhabsdZ8omPvAZlQmdPGM70vHQHS2pcJm2olpkSEciU,93
 finterion_investing_algorithm_framework/models/__init__.py,sha256=waEhKjOtg3oSSoyWHNFsQCcRklQm5EeOoAVCyEaMxSs,174
-finterion_investing_algorithm_framework/models/portfolio_configuration.py,sha256=tDhr3N0YdbZZmisvCak7QIxvcA8EKbGgs-ediHmdjt4,578
-finterion_investing_algorithm_framework-0.10.5.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-finterion_investing_algorithm_framework-0.10.5.dist-info/METADATA,sha256=Mwg7ZcAEusYPm9oiwd9fV5qYdtbWOL_dI_6M6Un1rjY,3288
-finterion_investing_algorithm_framework-0.10.5.dist-info/WHEEL,sha256=5sUXSg9e4bi7lTLOHcm6QEYwO5TIF1TNbTSVFVjcJcc,92
-finterion_investing_algorithm_framework-0.10.5.dist-info/top_level.txt,sha256=B97hJPQAFX_vRhcLE8uVZ6ac3a5ndS79p-O8-C2y-zw,40
-finterion_investing_algorithm_framework-0.10.5.dist-info/RECORD,,
+finterion_investing_algorithm_framework/models/portfolio_configuration.py,sha256=cjkD_3VVGRPbsDbsRkY_0eKoTSdB7jADFL_I8hdArg4,898
+finterion_investing_algorithm_framework-0.10.7.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+finterion_investing_algorithm_framework-0.10.7.dist-info/METADATA,sha256=UdmBVIF6cktW54TiC2ddRiaTypw7XHphAIOt_XcaGKw,3288
+finterion_investing_algorithm_framework-0.10.7.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+finterion_investing_algorithm_framework-0.10.7.dist-info/top_level.txt,sha256=B97hJPQAFX_vRhcLE8uVZ6ac3a5ndS79p-O8-C2y-zw,40
+finterion_investing_algorithm_framework-0.10.7.dist-info/RECORD,,

{finterion_investing_algorithm_framework-0.10.5.dist-info → finterion_investing_algorithm_framework-0.10.7.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.41.1)
+Generator: bdist_wheel (0.41.2)
 Root-Is-Purelib: true
 Tag: py3-none-any