xtb-api-python 0.5.2__py3-none-any.whl

xtb_api/ws/parsers.py

@@ -0,0 +1,161 @@
+"""Pure parser functions for XTB WebSocket API responses.
+
+Each function takes raw elements (list of dicts from the CoreAPI subscription
+response) and returns typed Pydantic models.  No I/O, no side effects —
+easy to unit-test with fixture data.
+"""
+
+from __future__ import annotations
+
+from typing import Any
+
+from xtb_api.types.enums import Xs6Side
+from xtb_api.types.instrument import InstrumentSearchResult, Quote
+from xtb_api.types.trading import AccountBalance, PendingOrder, Position
+
+
+def parse_balance(
+    elements: list[dict[str, Any]],
+    currency: str,
+    account_number: int,
+) -> AccountBalance:
+    """Parse balance from subscription elements.
+
+    Args:
+        elements: Raw elements from getAndSubscribeElement response.
+        currency: Account currency code.
+        account_number: Account number.
+
+    Returns:
+        Parsed AccountBalance (zeros if data is missing).
+    """
+    if elements:
+        balance_data = (elements[0] or {}).get("value", {}).get("xtotalbalance")
+        if balance_data:
+            return AccountBalance(
+                balance=float(balance_data.get("balance", 0)),
+                equity=float(balance_data.get("equity", 0)),
+                free_margin=float(balance_data.get("freeMargin", 0)),
+                currency=currency,
+                account_number=account_number,
+            )
+
+    return AccountBalance(
+        balance=0.0,
+        equity=0.0,
+        free_margin=0.0,
+        currency=currency,
+        account_number=account_number,
+    )
+
+
+def parse_positions(elements: list[dict[str, Any]]) -> list[Position]:
+    """Parse open trading positions from subscription elements."""
+    positions: list[Position] = []
+
+    for el in elements:
+        trade = (el or {}).get("value", {}).get("xcfdtrade")
+        if not trade:
+            continue
+
+        side_val = int(trade.get("side", 0))
+        positions.append(
+            Position(
+                symbol=str(trade.get("symbol", "")),
+                instrument_id=int(trade["idQuote"]) if trade.get("idQuote") is not None else None,
+                volume=float(trade.get("volume", 0)),
+                current_price=0.0,
+                open_price=float(trade.get("openPrice", 0)),
+                stop_loss=float(trade["sl"]) if trade.get("sl") and trade["sl"] != 0 else None,
+                take_profit=float(trade["tp"]) if trade.get("tp") and trade["tp"] != 0 else None,
+                profit_percent=0.0,
+                profit_net=0.0,
+                swap=float(trade["swap"]) if trade.get("swap") is not None else None,
+                side="buy" if side_val == Xs6Side.BUY else "sell",
+                order_id=str(trade["positionId"]) if trade.get("positionId") is not None else None,
+                commission=float(trade["commission"]) if trade.get("commission") is not None else None,
+                margin=float(trade["margin"]) if trade.get("margin") is not None else None,
+                open_time=int(trade["openTime"]) if trade.get("openTime") is not None else None,
+            )
+        )
+
+    return positions
+
+
+def parse_orders(elements: list[dict[str, Any]]) -> list[PendingOrder]:
+    """Parse pending (limit/stop) orders from subscription elements."""
+    orders: list[PendingOrder] = []
+
+    for el in elements:
+        trade = (el or {}).get("value", {}).get("xcfdtrade")
+        if not trade:
+            continue
+
+        side_val = int(trade.get("side", 0))
+        orders.append(
+            PendingOrder(
+                symbol=str(trade.get("symbol", "")),
+                instrument_id=int(trade["idQuote"]) if trade.get("idQuote") is not None else None,
+                volume=float(trade.get("volume", 0)),
+                price=float(trade.get("openPrice", 0)),
+                stop_loss=float(trade["sl"]) if trade.get("sl") and trade["sl"] != 0 else None,
+                take_profit=float(trade["tp"]) if trade.get("tp") and trade["tp"] != 0 else None,
+                side="buy" if side_val == Xs6Side.BUY else "sell",
+                order_id=str(trade["positionId"]) if trade.get("positionId") is not None else None,
+                order_type=str(trade.get("orderType", "")),
+                expiration=int(trade["expiration"]) if trade.get("expiration") is not None else None,
+                open_time=int(trade["openTime"]) if trade.get("openTime") is not None else None,
+            )
+        )
+
+    return orders
+
+
+def parse_instruments(elements: list[dict[str, Any]]) -> list[InstrumentSearchResult]:
+    """Parse instrument symbols from subscription elements."""
+    symbols: list[InstrumentSearchResult] = []
+
+    for el in elements:
+        sym = (el or {}).get("value", {}).get("xcfdsymbol")
+        if not sym:
+            continue
+        symbols.append(
+            InstrumentSearchResult(
+                symbol=str(sym.get("name", "")),
+                instrument_id=int(sym.get("instrumentId", sym.get("quoteId", 0))),
+                name=str(sym.get("description", sym.get("name", ""))),
+                description=str(sym.get("description", "")),
+                asset_class=str(sym.get("idAssetClass", "")),
+                symbol_key=f"{sym.get('idAssetClass')}_{sym.get('name')}_{sym.get('groupId', sym.get('quoteId'))}",
+            )
+        )
+
+    return symbols
+
+
+def parse_quote(elements: list[dict[str, Any]], symbol: str) -> Quote | None:
+    """Parse a quote (bid/ask) from subscription elements.
+
+    Args:
+        elements: Raw elements from tick subscription response.
+        symbol: Fallback symbol name if not present in data.
+
+    Returns:
+        Parsed Quote, or None if no tick data found.
+    """
+    if not elements:
+        return None
+
+    tick = (elements[0] or {}).get("value", {}).get("xcfdtick")
+    if not tick:
+        return None
+
+    return Quote(
+        symbol=str(tick.get("symbol", symbol)),
+        ask=float(tick.get("ask", 0)),
+        bid=float(tick.get("bid", 0)),
+        spread=float(tick.get("ask", 0)) - float(tick.get("bid", 0)),
+        high=float(tick["high"]) if tick.get("high") is not None else None,
+        low=float(tick["low"]) if tick.get("low") is not None else None,
+        time=int(tick["timestamp"]) if tick.get("timestamp") is not None else None,
+    )