Refactor deal table

api/account/account.py

@@ -260,8 +260,8 @@ def matching_engine(self, symbol: str, order_side: bool, qty: float = 0) -> floa
         so that order can immediately buy/sell
         If it doesn't match, do split order
         @param: order_side -
-            Buy order = get bid prices = True
-            Sell order = get ask prices = False
+            Buy order = get bid prices = False
+            Sell order = get ask prices = True
         @param: base_order_size - quantity wanted to be bought/sold in fiat (USDC at time of writing)
         """
         data = self.get_book_depth(symbol)

api/apis.py

@@ -61,8 +61,7 @@ class BinanceApi:
     isolated_fee_url = f"{BASE}/sapi/v1/margin/isolatedMarginData"
     isolated_account_url = f"{BASE}/sapi/v1/margin/isolated/account"
     margin_isolated_transfer_url = f"{BASE}/sapi/v1/margin/isolated/transfer"
-    loan_record_url = f"{BASE}/sapi/v1/margin/loan"
-    margin_repay_url = f"{BASE}/sapi/v1/margin/repay"
+    loan_record_url = f"{BASE}/sapi/v1/margin/borrow-repay"
     isolated_hourly_interest = f"{BASE}/sapi/v1/margin/next-hourly-interest-rate"
     margin_order = f"{BASE}/sapi/v1/margin/order"
     max_borrow_url = f"{BASE}/sapi/v1/margin/maxBorrowable"
@@ -267,6 +266,7 @@ def create_margin_loan(self, asset, symbol, amount, isIsolated=True):
                 "symbol": symbol,
                 "amount": amount,
                 "isIsolated": isIsolated,
+                "type": "BORROW",
             },
         )
 
@@ -276,29 +276,24 @@ def get_max_borrow(self, asset, isolated_symbol: str | None = None):
             payload={"asset": asset, "isolatedSymbol": isolated_symbol},
         )
 
-    def get_margin_loan_details(self, asset: str, isolatedSymbol: str):
+    def get_margin_loan_details(self, loan_id: int):
         return self.signed_request(
             self.loan_record_url,
-            payload={"asset": asset, "isolatedSymbol": isolatedSymbol},
-        )
-
-    def get_margin_repay_details(self, asset: str, isolatedSymbol: str):
-        return self.signed_request(
-            self.margin_repay_url,
-            payload={"asset": asset, "isolatedSymbol": isolatedSymbol},
+            payload={"txId": loan_id},
         )
 
     def repay_margin_loan(
         self, asset: str, symbol: str, amount: float | int, isIsolated: str
     ):
         return self.signed_request(
-            self.margin_repay_url,
+            self.loan_record_url,
             method="POST",
             payload={
                 "asset": asset,
                 "symbol": symbol,
                 "amount": amount,
                 "isIsolated": isIsolated,
+                "type": "REPAY",
             },
         )
 

api/bots/models.py

@@ -89,9 +89,7 @@ class BotBase(BaseModel):
     )
     trailling_profit: Amount = Field(default=0, ge=-1, le=101)
     strategy: Strategy = Field(default=Strategy.long)
-    total_commission: float = Field(
-        default=0, description="autoswitch to short_strategy"
-    )
+
 
 class BotModel(BotBase):
     """

api/bots/routes.py

@@ -82,6 +82,8 @@ def get_one_by_id(id: str, session: Session = Depends(get_session)):
             }
     except ValidationError as error:
         return BotResponse(message="Bot not found.", error=1, data=error.json())
+    except ValueError as error:
+        return BotResponse(message="Bot not found.", error=1, data=str(error))
 
 
 @bot_blueprint.get("/bot/symbol/{symbol}", tags=["bots"])
@@ -95,7 +97,8 @@ def get_one_by_symbol(symbol: str, session: Session = Depends(get_session)):
             return BotResponse(message="Successfully found one bot.", data=data)
     except ValidationError as error:
         return BotResponse(message="Bot not found.", error=1, data=error.json())
-
+    except ValueError as error:
+        return BotResponse(message="Bot not found.", error=1, data=str(error))
 
 @bot_blueprint.post("/bot", tags=["bots"], response_model=BotResponse)
 def create(
@@ -117,7 +120,6 @@ def edit(
     session: Session = Depends(get_session),
 ):
     try:
-
         controller = BotTableCrud(session=session)
         bot_table = controller.get_one(id)
         bot_table.sqlmodel_update(bot_item)
@@ -136,6 +138,8 @@ def edit(
         return BotResponse(message=f"Failed to edit bot: {error.json()}", error=1)
     except BinbotErrors as error:
         return BotResponse(message=error.message, error=1)
+    except ValueError as error:
+        return BotResponse(message="Bot not found.", error=1, data=str(error))
 
 
 @bot_blueprint.delete("/bot", response_model=IResponseBase, tags=["bots"])
@@ -182,6 +186,8 @@ def activate_by_id(id: str, session: Session = Depends(get_session)):
     except BinanceErrors as error:
         deal_instance.controller.update_logs(bot_id=id, log_message=error.message)
         return BotResponse(message=error.message, error=1)
+    except ValueError as error:
+        return BotResponse(message="Bot not found.", error=1, data=str(error))
 
 
 @bot_blueprint.delete("/bot/deactivate/{id}", response_model=BotResponse, tags=["bots"])
@@ -209,6 +215,8 @@ def deactivation(id: str, session: Session = Depends(get_session)):
         }
     except BinbotErrors as error:
         return BotResponse(message=error.message, error=1)
+    except ValueError as error:
+        return BotResponse(message="Bot not found.", error=1, data=str(error))
 
 
 @bot_blueprint.post("/bot/errors/{bot_id}", response_model=BotResponse, tags=["bots"])
@@ -231,3 +239,5 @@ def bot_errors(
         return BotResponse(message="Errors posted successfully.", data=response_data)
     except ValidationError as error:
         return BotResponse(message="Failed to post errors", data=error.json(), error=1)
+    except ValueError as error:
+        return BotResponse(message="Bot not found.", error=1, data=str(error))

api/database/api_db.py

@@ -146,12 +146,12 @@ def create_dummy_bot(self):
             total_commission=0,
         )
         deal = DealTable(
-            buy_price=1.7777,
-            buy_total_qty=12,
-            buy_timestamp=0,
+            opening_price=1.7777,
+            opening_qty=12,
+            opening_timestamp=0,
             current_price=0,
             sd=0,
-            avg_buy_price=0,
+            avg_opening_price=0,
             take_profit_price=2.3,
             sell_timestamp=0,
             sell_price=0,
@@ -160,9 +160,7 @@ def create_dummy_bot(self):
             trailling_profit_price=0,
             stop_loss_price=0,
             trailling_profit=0,
-            original_buy_price=0,
             short_sell_price=0,
-            margin_short_loan_principal=0,
             margin_loan_id=0,
             hourly_interest_rate=0,
             margin_short_sell_price=0,
@@ -192,7 +190,7 @@ def create_dummy_bot(self):
             trailling_deviation=0.63,
             trailling_profit=2.3,
             strategy=Strategy.long,
-            short_buy_price=0,
+            short_opening_price=0,
             short_sell_price=0,
             total_commission=0,
         )
@@ -214,7 +212,7 @@ def create_dummy_bot(self):
             trailling_deviation=0.63,
             trailling_profit=2.3,
             strategy=Strategy.long,
-            short_buy_price=0,
+            short_opening_price=0,
             short_sell_price=0,
             total_commission=0,
         )

api/database/bot_crud.py

@@ -293,7 +293,7 @@ def update_order(
         """
 
         initial_bot = self.get_one(bot_id=str(order.bot_id))
-        initial_bot.total_commission += commission
+        initial_bot.deal.total_commissions += commission
         initial_bot.logs.append("Order status updated")
 
         self.session.add(order)

api/database/models/bot_table.py

@@ -60,20 +60,17 @@ class BotTable(SQLModel, table=True):
     )
     trailling_profit: float = Field(default=0)
     strategy: Strategy = Field(default=Strategy.long, sa_column=Column(Enum(Strategy)))
-    total_commission: float = Field(
-        default=0, description="autoswitch to short_strategy"
-    )
 
     # Table relationships filled up internally
     orders: list[ExchangeOrderTable] = Relationship(
         back_populates="bot",
-        sa_relationship_kwargs={"lazy": "joined"},
+        sa_relationship_kwargs={"lazy": "joined", "single_parent": True},
     )
     deal_id: Optional[UUID] = Field(
         default=None, foreign_key="deal.id", ondelete="CASCADE"
     )
     # lazy option will allow objects to be nested when transformed for json return
-    deal: DealTable = Relationship(sa_relationship_kwargs={"lazy": "joined"})
+    deal: DealTable = Relationship(sa_relationship_kwargs={"lazy": "joined", "single_parent": True})
 
     model_config = {
         "from_attributes": True,

api/database/models/deal_table.py

@@ -9,81 +9,43 @@
 
 
 class DealBase(SQLModel):
-    buy_price: float = Field(default=0)
-    buy_total_qty: float = Field(default=0)
-    buy_timestamp: float = Field(
+    current_price: float = Field(default=0)
+    take_profit_price: float = Field(
         default=0,
-        description="Deal timestamps in general should be set by the moment deal action happens, so no default values",
-        sa_column=Column(BigInteger()),
+        description="derived from take_profit, while this price gets updated according to market, take_profit percentage doesn't",
     )
-    current_price: float = Field(default=0)
-    sd: float = Field(default=0)
-    avg_buy_price: float = Field(default=0)
-    take_profit_price: float = Field(default=0)
-    sell_timestamp: float = Field(default=0, sa_column=Column(BigInteger()))
-    sell_price: float = Field(default=0)
-    sell_qty: float = Field(default=0)
     trailling_stop_loss_price: float = Field(
         default=0,
         description="take_profit but for trailling, to avoid confusion, trailling_profit_price always be > trailling_stop_loss_price",
     )
     trailling_profit_price: float = Field(default=0)
     stop_loss_price: float = Field(default=0)
-    trailling_profit: float = Field(
-        default=0, description="to be deprecated, duplicate field"
-    )
-    original_buy_price: float = Field(default=0)
 
     # fields for margin trading
-    margin_short_loan_principal: float = Field(default=0)
+    total_interests: float = Field(default=0, gt=-1)
+    total_commissions: float = Field(default=0, gt=-1)
     margin_loan_id: float = Field(default=0)
-    hourly_interest_rate: float = Field(
-        default=0,
-        description="to be deprecated, only used for interest calculation",
-        sa_column=Column(BigInteger()),
-    )
-    margin_short_sell_price: float = Field(
-        default=0, description="to be deprecated, use opening_price instead"
-    )
-    margin_short_loan_interest: float = Field(default=0)
-    margin_short_buy_back_price: float = Field(
-        default=0, description="to be deprecated, use opening_price instead"
-    )
-    margin_short_sell_qty: float = Field(
-        default=0, description="to be deprecated, use closing_qty instead"
-    )
-    margin_short_buy_back_timestamp: int = Field(
-        default=0,
-        description="to be deprecated, use opening_timestamp",
-        sa_column=Column(BigInteger()),
-    )
-    margin_short_base_order: float = Field(
-        default=0, description="To be merged with base_order"
-    )
-    margin_short_sell_timestamp: int = Field(default=0, sa_column=Column(BigInteger()))
-    margin_short_loan_timestamp: int = Field(default=0, sa_column=Column(BigInteger()))
 
     # Refactored deal prices that combine both margin and spot
-    opening_price: Optional[float] = Field(
+    opening_price: float = Field(
         default=0,
-        description="replaces previous buy_price or short_sell_price/margin_short_sell_price",
+        description="buy price (long spot) or short sell price (short margin trading)",
     )
-    opening_qty: Optional[float] = Field(
+    opening_qty: float = Field(
         default=0,
-        description="replaces previous buy_total_qty or short_sell_qty/margin_short_sell_qty",
+        description="buy quantity (long spot) or short sell quantity (short margin trading)",
     )
-    opening_timestamp: Optional[int] = Field(default=0, sa_column=Column(BigInteger()))
-    closing_price: Optional[float] = Field(
+    opening_timestamp: int = Field(default=0, sa_column=Column(BigInteger()))
+    closing_price: float = Field(
         default=0,
-        description="replaces previous sell_price or short_sell_price/margin_short_sell_price",
+        description="sell price (long spot) or buy back price (short margin trading)",
     )
-    closing_qty: Optional[float] = Field(
+    closing_qty: float = Field(
         default=0,
-        description="replaces previous sell_qty or short_sell_qty/margin_short_sell_qty",
+        description="sell quantity (long spot) or buy back quantity (short margin trading)",
     )
-    closing_timestamp: Optional[int] = Field(
+    closing_timestamp: int = Field(
         default=0,
-        description="replaces previous buy_timestamp or margin/short_sell timestamps",
         sa_column=Column(BigInteger()),
     )
 

api/database/paper_trading_crud.py

@@ -1,9 +1,7 @@
-from time import time
 from typing import Union
-from sqlmodel import Session, or_, select, case, desc, asc
+from sqlmodel import Session, select, case, desc, asc
 from database.models.bot_table import PaperTradingTable
 from bots.models import BotModel, BotBase
-from database.models.deal_table import DealTable
 from database.utils import independent_session
 from tools.enum_definitions import BinbotEnums, Status
 from collections.abc import Sequence
@@ -123,42 +121,23 @@ def get(
         statement = select(PaperTradingTable)
 
         if status and status in BinbotEnums.statuses:
-            statement.where(PaperTradingTable.status == status)
+            statement = statement.where(PaperTradingTable.status == status)
 
         if start_date:
-            statement.where(PaperTradingTable.created_at >= start_date)
+            statement = statement.where(PaperTradingTable.created_at >= start_date)
 
         if end_date:
-            statement.where(PaperTradingTable.created_at <= end_date)
-
-        if status and no_cooldown:
-            current_timestamp = time()
-            cooldown_condition = cooldown_condition = or_(
-                PaperTradingTable.status == status,
-                case(
-                    (
-                        (DealTable.sell_timestamp > 0),
-                        current_timestamp - DealTable.sell_timestamp
-                        < (PaperTradingTable.cooldown * 1000),
-                    ),
-                    else_=(
-                        current_timestamp - PaperTradingTable.created_at
-                        < (PaperTradingTable.cooldown * 1000)
-                    ),
-                ),
-            )
-
-            statement.where(cooldown_condition)
+            statement = statement.where(PaperTradingTable.created_at <= end_date)
 
         # sorting
-        statement.order_by(
+        statement = statement.order_by(
             desc(PaperTradingTable.created_at),
             case((PaperTradingTable.status == Status.active, 1), else_=2),
             asc(PaperTradingTable.pair),
         )
 
         # pagination
-        statement.limit(limit).offset(offset)
+        statement = statement.limit(limit).offset(offset)
 
         bots = self.session.exec(statement).all()
         self.session.close()

api/database/utils.py

@@ -26,14 +26,14 @@ def timestamp() -> float:
     return int(round(time() * 1000))
 
 
-def _prepare_comma_seperated_float(value: str | float) -> float | str:
-    if isinstance(value, str):
-        return value.replace(",", ".")
+def ensure_float(value: str | float | int) -> float:
+    if isinstance(value, str) or isinstance(value, int):
+        return float(value)
 
     return value
 
 
 Amount = Annotated[
     float,
-    BeforeValidator(_prepare_comma_seperated_float),
+    BeforeValidator(ensure_float),
 ]