def main(event, context):
try:
_tickers = event.get("tickers")
_position_size = event.get("position-size")
_strategy = event.get("strategy")
account_alias = event.get("account-alias")
kms = Kms()
session = get_session()
if environ.get("STAGE") == "test":
wait_for_db_init(session)
candle_repository = CandleRepository(session)
account_repository = AccountRepository(session, kms)
order_repository = OrderRepository(session)
accounts = account_repository.get_all_active_upbit_accounts(alias=account_alias)
db_feed = DbFeed(exchange=UpbitExchange.build(accounts[0]), candle_repository=candle_repository)
tickers = _tickers or get_trading_tickers()
strategy = get_strategy_by_name(name=_strategy)
feeds_by_ticker = db_feed.build_feeds_by_ticker(tickers=tickers)
strategies_by_ticker = get_trading_strategies_by_ticker(tickers=tickers, override_strategy=strategy)
logger.info(f"accounts = {accounts}")
orders = []
for account in accounts:
send_credential_expiry_reminder(account)
exchange = UpbitExchange.build(account)
asset_manager = AssetManager(exchange)
trader = Trader(asset_manager, exchange, session, account, order_repository)
for ticker, strategies in strategies_by_ticker.items():
for strategy in strategies:
logger.info(f"trading with strategy = {strategy}, ticker = {ticker}")
wait_order = trader.trade(ticker=ticker, strategy=strategy(feeds_by_ticker[ticker]), position_size=_position_size)
if wait_order is not None:
orders.append(wait_order)
return {
"statusCode": 200,
"body": ",".join([order.get_id() for order in orders])
}
except Exception as e:
stack = traceback.format_exc()
logger.error(e)
return {
"statusCode": 500,
"body": stack
}
def update_credential(id: int, access_key: str, secret_key: str, expired_at: str):
session = get_session()
kms = Kms()
account_repository = AccountRepository(session, kms)
account_repository.update_credential(
id=id,
access_key=access_key,
secret_key=secret_key,
expired_at=datetime.fromisoformat(expired_at)
)
def add(vendor: str, access_key: str, secret_key: str, expired_at: str, alias: str):
session = get_session()
kms = Kms()
account_repository = AccountRepository(session, kms)
account_repository.add_account(
vendor=vendor,
access_key=access_key,
secret_key=secret_key,
expired_at=datetime.fromisoformat(expired_at),
alias=alias
)
def post():
"""Create a new page"""
session = get_session()
page = Page()
session.add(page)
session.flush()
change = Change(page_id=page.oid,
title=request.args['title'],
text=request.args['text'])
session.add(change)
session.commit()
return {'page_id': page.oid}, 201
def put(page_id):
"""Update the page"""
session = get_session()
page = session.query(Page).get(page_id)
if page is None:
return 'Page not found', 404
change = Change(page_id=page.oid,
title=request.args['title'],
text=request.args['text'])
session.add(change)
session.flush()
session.commit()
return {'change_id': change.oid}, 200
def main(event, context):
try:
account_alias = event.get("account-alias")
kms = Kms()
session = get_session()
if environ.get("STAGE") == "test":
wait_for_db_init(session)
order_repository = OrderRepository(session)
account_repository = AccountRepository(session, kms)
accounts = account_repository.get_all_active_upbit_accounts(
alias=account_alias)
logger.info(f"accounts = {accounts}")
filled_order_ids = []
for account in accounts:
exchange = UpbitExchange.build(account)
open_orders = order_repository.get_open_orders(
account_id=account.get_id(), count=20)
logger.info(
f"alias = {account.get_alias()}, syncing open orders = {open_orders}"
)
for open_order in open_orders:
order_data = exchange.get_order(order_id=open_order.get_id())
if not order_data or not order_data.is_filled():
continue
logger.info(f"updating order data = {order_data}")
order_repository.finish_order(id=open_order.get_id(),
order=order_data)
filled_order_ids.append(open_order.get_id())
return {
"statusCode": 200,
"body": ",".join([order_id for order_id in filled_order_ids])
}
except Exception as e:
stack = traceback.format_exc()
logger.error(e)
return {"statusCode": 500, "body": stack}
def main(event, context) -> LambdaResponse:
try:
_tickers = event.get("tickers")
_start = event.get("start")
_end = event.get("end")
kms = Kms()
session = get_session()
if environ.get("STAGE") == "test":
wait_for_db_init(session)
account_repository = AccountRepository(session, kms)
candle_repository = CandleRepository(session)
account = account_repository.get_active_account()
if account is None:
raise ValueError(f"active account doesn't exists")
exchange = UpbitExchange.build(account)
tickers = _tickers or get_trading_tickers()
today = date.today()
tomorrow = today + datetime.timedelta(days=1)
start = _start if _start is not None else today.strftime("%Y-%m-%d")
end = _end if _end is not None else tomorrow.strftime("%Y-%m-%d")
candles: List[Candle] = []
for ticker in tickers:
for candle_info in exchange.get_day_candles(ticker, start, end):
candles.append(candle_info)
candle_repository.add_candles(candles)
return {
"statusCode": 200,
"body": len(candles)
}
except Exception as e:
stack = traceback.format_exc()
logger.error(e)
return {
"statusCode": 500,
"body": stack
}
def get(page_id=None):
"""Get the page or pages id"""
session = get_session()
if page_id is None:
page_ids = [page.oid for page in session.query(Page)]
return {'page_ids': page_ids}
page = session.query(Page).get(page_id)
if page is None:
return 'Page not found', 404
change = session.query(Page, Change).\
filter(Change.page_id == page.oid).\
order_by(Change.oid.desc()).\
first()[1]
return {
'change_id': change.oid,
'title': change.title,
'text': change.text
}