class InstrumentSchema(BaseSchema):
"""The Schema for Instrument objects."""
__model__ = Instrument
# symbol query returns a paginator but we only want the first
__first__ = "results"
bloomberg_unique = fields.Str()
country = fields.Str()
day_trade_ratio = fields.Float()
default_collar_fraction = fields.Float()
fractional_tradability = fields.Str() # TODO: determine possible values
fundamentals = fields.URL()
id = fields.UUID()
list_date = fields.NaiveDateTime(format="%Y-%m-%d", allow_none=True)
maintenance_ratio = fields.Float()
margin_initial_ratio = fields.Float()
market = fields.URL()
# This value can be null: http://www.finra.org/industry/tick-size-pilot-program
min_tick_size = fields.Float(allow_none=True)
name = fields.Str()
quote = fields.URL()
rhs_tradability = fields.Str() # TODO: determine possible values
simple_name = fields.Str(allow_none=True)
splits = fields.URL()
state = fields.Str() # TODO: determine possible values
symbol = fields.Str()
tradability = fields.Str()
tradable_chain_id = fields.Str(
allow_none=True) # TODO: determine possible values
tradeable = fields.Boolean() # looks like they're mixing UK and US english
type = fields.Str() # TODO: determine possible values
url = fields.URL()
class PortfolioSchema(BaseSchema):
"""Robinhood portfolio schema data loader."""
__model__ = Portfolio
__first__ = "results" # returns a paginator but we only need the first
url = fields.URL()
account = fields.URL()
start_date = fields.NaiveDateTime()
market_value = fields.Float()
equity = fields.Float()
extended_hours_market_value = fields.Float()
extended_hours_equity = fields.Float()
extended_hours_portfolio_equity = fields.Float()
last_core_market_value = fields.Float()
last_core_equity = fields.Float()
last_core_portfolio_equity = fields.Float()
excess_margin = fields.Float()
excess_maintenance = fields.Float()
excess_margin_with_uncleared_deposits = fields.Float()
portfolio_equity_previous_close = fields.Float()
adjusted_equity_previous_close = fields.Float()
adjusted_portfolio_equity_previous_close = fields.Float()
withdrawable_amount = fields.Float()
unwithdrawable_deposits = fields.Float()
unwithdrawable_grants = fields.Float()
class GiftCardSerializer(Schema):
id = fields.UUID(dump_only=True)
redeem_code = fields.Str()
date_of_issue = fields.Date()
pin = fields.Int()
is_used = fields.Bool(dump_only=True)
source = fields.Str()
denomination = fields.Int()
timestamp = fields.NaiveDateTime(dump_only=True)
date_of_expiry = fields.Date(dump_only=True)
class ItemSchema(SQLAlchemyAutoSchema):
class Meta:
model = Item
include_fk = True
sqla_session = db.session
# Override these fields so we can tell Marshmallow more about
# time format and time zone. `NaiveDateTime` means we're not
# attempting to store a time zone. The `format` argument means
# we expect JSON strings in the format Flask emits by default.
# The `timezone` argument prevents off-by-a-few-hours
# errors we were otherwise getting -- I'm unclear on why it needs
# to be specified, but empirically it works. (lbv)
start_date = fields.NaiveDateTime(format="rfc",
timezone=GMT,
allow_none=True)
due_date = fields.NaiveDateTime(format="rfc",
timezone=GMT,
allow_none=True)
end_date = fields.NaiveDateTime(format="rfc",
timezone=GMT,
allow_none=True)
class IOURequest:
"""A HTTP request to IOUResource"""
sender: Address = field(metadata={"marshmallow_field": ChecksumAddress(required=True)})
receiver: Address = field(metadata={"marshmallow_field": ChecksumAddress(required=True)})
timestamp: datetime = field(metadata={"marshmallow_field": fields.NaiveDateTime()})
timestamp_str: str = field(metadata=dict(data_key="timestamp", load_only=True))
signature: Signature = field(metadata={"marshmallow_field": HexedBytes()})
Schema: ClassVar[Type[marshmallow.Schema]]
def is_signature_valid(self) -> bool:
packed_data = self.sender + self.receiver + Web3.toBytes(text=self.timestamp_str)
try:
recovered_address = recover(packed_data, self.signature)
except InvalidSignature:
return False
return is_same_address(recovered_address, self.sender)
class PortfolioSchema(BaseSchema):
"""Robinhood portfolio schema data loader."""
__model__ = Portfolio
url = fields.URL()
account = fields.URL()
start_date = fields.NaiveDateTime()
market_value = fields.Float()
equity = fields.Float()
extended_hours_market_value = fields.Float()
extended_hours_equity = fields.Float()
extended_hours_portfolio_equity = fields.Float()
last_core_market_value = fields.Float()
last_core_equity = fields.Float()
last_core_portfolio_equity = fields.Float()
excess_margin = fields.Float()
excess_maintenance = fields.Float()
excess_margin_with_uncleared_deposits = fields.Float()
portfolio_equity_previous_close = fields.Float()
adjusted_equity_previous_close = fields.Float()
adjusted_portfolio_equity_previous_close = fields.Float()
withdrawable_amount = fields.Float()
unwithdrawable_deposits = fields.Float()
unwithdrawable_grants = fields.Float()
@post_load
def make_object(self, data: JSON, **kwargs: Any) -> Portfolio:
"""Build model for the Portfolio class.
Args:
data: The JSON diction to use to build the Portfolio.
**kwargs: Unused but required to match signature of `Schema.make_object`
Returns:
An instance of the Portfolio class.
"""
data = data.get("results", [{}])[0]
return self.__model__(**data)
class UserSchema(Schema):
name = fields.String(required=True,
validate=validate.Length(min=1, max=255))
age = fields.Float()
created = fields.DateTime()
created_formatted = fields.DateTime(format="%Y-%m-%d",
attribute="created",
dump_only=True)
created_iso = fields.DateTime(format="iso",
attribute="created",
dump_only=True)
updated_naive = fields.NaiveDateTime(attribute="updated", dump_only=True)
updated = fields.DateTime()
species = fields.String(attribute="SPECIES")
id = fields.String(default="no-id")
homepage = fields.Url()
email = fields.Email()
balance = fields.Decimal()
registered = fields.Boolean()
hair_colors = fields.List(fields.Raw)
sex_choices = fields.List(fields.Raw)
finger_count = fields.Integer()
uid = fields.UUID()
time_registered = fields.Time()
birthdate = fields.Date()
since_created = fields.TimeDelta()
sex = fields.Str(validate=validate.OneOf(
choices=["male", "female", "non_binary", "other"],
labels=["Male", "Female", "Non-binary/fluid", "Other"],
))
various_data = fields.Dict()
addresses = fields.Nested(Address,
many=True,
validate=validate.Length(min=1, max=3))
github = fields.Nested(GithubProfile)
const = fields.String(validate=validate.Length(equal=50))
is_user = fields.Boolean(validate=validate.Equal(True))
birthdate = fields.Date()
since_created = fields.TimeDelta()
sex = fields.Str(validate=validate.OneOf(
choices=["male", "female", "non_binary", "other"],
labels=["Male", "Female", "Non-binary/fluid", "Other"],
))
various_data = fields.Dict()
addresses = fields.Nested(Address,
many=True,
validate=validate.Length(min=1, max=3))
github = fields.Nested(GithubProfile)
const = fields.String(validate=validate.Length(equal=50))
if MARSHMALLOW_3:
UserSchema.updated_naive = fields.NaiveDateTime(attribute="updated",
dump_only=True)
def _validate_schema(schema):
"""
raises jsonschema.exceptions.SchemaError
"""
Draft7Validator.check_schema(schema)
def validate_and_dump(schema):
json_schema = JSONSchema()
dumped = json_schema.dump(schema)
data = dot_data_backwards_compatible(dumped)
_validate_schema(data)
# ensure last version