create order model to make sure I still have to db functionality

jesse-ai · yakir4123 · Sep 1, 2024 · Sep 2, 2024 · Sep 2, 2024 · Sep 2, 2024
commit cfeda67887caa79ce85f63d70a994e2a83f822d4
diff --git a/jesse/exchanges/sandbox/Sandbox.py b/jesse/exchanges/sandbox/Sandbox.py
@@ -12,16 +12,6 @@ def __init__(self, name='Sandbox'):
         self.name = name
 
     def market_order(self, symbol: str, qty: float, current_price: float, side: str, reduce_only: bool) -> Order:
-        # order = Order({
-        #     'id': jh.generate_unique_id(),
-        #     'symbol': symbol,
-        #     'exchange': self.name,
-        #     'side': side,
-        #     'type': order_types.MARKET,
-        #     'reduce_only': reduce_only,
-        #     'qty': jh.prepare_qty(qty, side),
-        #     'price': current_price,
-        # })
         order = Order(
             id=jh.generate_unique_id(),
             symbol=symbol,
@@ -40,16 +30,6 @@ def market_order(self, symbol: str, qty: float, current_price: float, side: str,
         return order
 
     def limit_order(self, symbol: str, qty: float, price: float, side: str, reduce_only: bool) -> Order:
-        # order = Order({
-        #     'id': jh.generate_unique_id(),
-        #     'symbol': symbol,
-        #     'exchange': self.name,
-        #     'side': side,
-        #     'type': order_types.LIMIT,
-        #     'reduce_only': reduce_only,
-        #     'qty': jh.prepare_qty(qty, side),
-        #     'price': price,
-        # })
         order = Order(
             id=jh.generate_unique_id(),
             symbol=symbol,
@@ -66,16 +46,6 @@ def limit_order(self, symbol: str, qty: float, price: float, side: str, reduce_o
         return order
 
     def stop_order(self, symbol: str, qty: float, price: float, side: str, reduce_only: bool) -> Order:
-        # order = Order({
-        #     'id': jh.generate_unique_id(),
-        #     'symbol': symbol,
-        #     'exchange': self.name,
-        #     'side': side,
-        #     'type': order_types.STOP,
-        #     'reduce_only': reduce_only,
-        #     'qty': jh.prepare_qty(qty, side),
-        #     'price': price,
-        # })
         order = Order(
             id=jh.generate_unique_id(),
             symbol=symbol,

diff --git a/jesse/factories/order_factory.py b/jesse/factories/order_factory.py
@@ -27,14 +27,14 @@ def fake_order(attributes: dict = None) -> Order:
     status = order_statuses.ACTIVE
     created_at = first_timestamp
 
-    return Order({
-        "id": jh.generate_unique_id(),
-        'symbol': attributes.get('symbol', symbol),
-        'exchange': attributes.get('exchange', exchange),
-        'side': attributes.get('side', side),
-        'type': attributes.get('type', order_type),
-        'qty': attributes.get('qty', qty),
-        'price': attributes.get('price', price),
-        'status': attributes.get('status', status),
-        'created_at': attributes.get('created_at', created_at),
-    })
+    return Order(
+        id=jh.generate_unique_id(),
+        symbol=attributes.get('symbol', symbol),
+        exchange=attributes.get('exchange', exchange),
+        side=attributes.get('side', side),
+        type=attributes.get('type', order_type),
+        qty=attributes.get('qty', qty),
+        price=attributes.get('price', price),
+        status=attributes.get('status', status),
+        created_at=attributes.get('created_at', created_at),
+    )
diff --git a/jesse/models/Order.py b/jesse/models/Order.py
@@ -16,68 +16,47 @@
     database.open_connection()
 
 
-# class Order(Model):
-#     # id generated by Jesse for database usage
-#     id = UUIDField(primary_key=True)
-#     trade_id = UUIDField(index=True, null=True)
-#     session_id = UUIDField(index=True)
-#
-#     # id generated by market, used in live-trade mode
-#     exchange_id = CharField(null=True)
-#     # some exchanges might require even further info
-#     vars = JSONField(default={})
-#     symbol = CharField()
-#     exchange = CharField()
-#     side = CharField()
-#     type = CharField()
-#     reduce_only = BooleanField()
-#     qty = FloatField()
-#     filled_qty = FloatField(default=0)
-#     price = FloatField(null=True)
-#     status = CharField(default=order_statuses.ACTIVE)
-#     created_at = BigIntegerField()
-#     executed_at = BigIntegerField(null=True)
-#     canceled_at = BigIntegerField(null=True)
-#
-#     # needed in Jesse, but no need to store in database(?)
-#     submitted_via = None
-#
-#     class Meta:
-#         from jesse.services.db import database
-#
-#         database = database.db
-#         indexes = ((('trade_id', 'exchange', 'symbol', 'status', 'created_at'), False),)
-#
-    # def __init__(self, attributes: dict = None, should_silent=False, **kwargs) -> None:
-    #     Model.__init__(self, attributes=attributes, **kwargs)
-    #
-    #     if attributes is None:
-    #         attributes = {}
-    #
-    #     for a, value in attributes.items():
-    #         setattr(self, a, value)
-    #
-    #     if self.created_at is None:
-    #         self.created_at = jh.now_to_timestamp()
-    #
-    #     # if jh.is_live():
-    #     #     from jesse.store import store
-    #         # self.session_id = store.app.session_id
-    #         # self.save(force_insert=True)
-    #
-    #     if not should_silent:
-    #         if jh.is_live():
-    #             self.notify_submission()
-    #
-    #         if jh.is_debuggable('order_submission') and (self.is_active or self.is_queued):
-    #             txt = f'{"QUEUED" if self.is_queued else "SUBMITTED"} order: {self.symbol}, {self.type}, {self.side}, {self.qty}'
-    #             if self.price:
-    #                 txt += f', ${self.price}'
-    #             logger.info(txt)
-    #
-    #     # handle exchange balance for ordered asset
-    #     e = selectors.get_exchange(self.exchange)
-    #     e.on_order_submission(self)
+class OrderModel(Model):
+    # id generated by Jesse for database usage
+    id = UUIDField(primary_key=True)
+    trade_id = UUIDField(index=True, null=True)
+    session_id = UUIDField(index=True)
+
+    # id generated by market, used in live-trade mode
+    exchange_id = CharField(null=True)
+    # some exchanges might require even further info
+    vars = JSONField(default={})
+    symbol = CharField()
+    exchange = CharField()
+    side = CharField()
+    type = CharField()
+    reduce_only = BooleanField()
+    qty = FloatField()
+    filled_qty = FloatField(default=0)
+    price = FloatField(null=True)
+    status = CharField(default=order_statuses.ACTIVE)
+    created_at = BigIntegerField()
+    executed_at = BigIntegerField(null=True)
+    canceled_at = BigIntegerField(null=True)
+
+    # needed in Jesse, but no need to store in database(?)
+    submitted_via = None
+
+    class Meta:
+        from jesse.services.db import database
+
+        database = database.db
+        indexes = ((('trade_id', 'exchange', 'symbol', 'status', 'created_at'), False),)
+
+    def __init__(self, attributes: dict = None, should_silent=False, **kwargs) -> None:
+        Model.__init__(self, attributes=attributes, **kwargs)
+
+        if attributes is None:
+            attributes = {}
+
+        for a, value in attributes.items():
+            setattr(self, a, value)
+
 
 def get_session_id():
     from jesse.store import store
@@ -91,8 +70,8 @@ class Order:
     exchange: str
     side: str
     type: str
-    reduce_only: bool
     qty: float
+    reduce_only: bool = False
     exchange_id: str | None = None
     vars: dict = field(default_factory=dict)
     filled_qty: float = 0.0
@@ -333,8 +312,10 @@ def execute_partially(self, silent=False) -> None:
         if p:
             p._on_executed_order(self)
 
+    def to_model(self) -> OrderModel:
+        return OrderModel(self.to_dict)
+
 
 # if database is open, create the table
 if database.is_open():
-    pass
-    # Order.create_table()
+    OrderModel.create_table()
diff --git a/jesse/models/__init__.py b/jesse/models/__init__.py
@@ -2,7 +2,7 @@
 from .ClosedTrade import ClosedTrade
 from .Exchange import Exchange
 from .FuturesExchange import FuturesExchange
-from .Order import Order
+from .Order import Order, OrderModel
 from .Position import Position
 from .Route import Route
 from .SpotExchange import SpotExchange

diff --git a/jesse/models/utils.py b/jesse/models/utils.py
@@ -2,6 +2,7 @@
 import numpy as np
 
 import jesse.helpers as jh
+from jesse.models import OrderModel
 from jesse.services import logger
 
 
@@ -171,7 +172,7 @@ def store_order_into_db(order) -> None:
     }
 
     def async_save() -> None:
-        Order.insert(**d).execute()
+        OrderModel.insert(**d).execute()
         if jh.is_debugging():
             logger.info(f'Stored the executed order record for {order.exchange}-{order.symbol} into database.')
 

diff --git a/jesse/modes/backtest_mode.py b/jesse/modes/backtest_mode.py
@@ -588,16 +588,16 @@ def _check_for_liquidations(candle: np.ndarray, exchange: str, symbol: str) -> N
         closing_order_side = jh.closing_side(p.type)
 
         # create the market order that is used as the liquidation order
-        order = Order({
-            'id': jh.generate_unique_id(),
-            'symbol': symbol,
-            'exchange': exchange,
-            'side': closing_order_side,
-            'type': order_types.MARKET,
-            'reduce_only': True,
-            'qty': jh.prepare_qty(p.qty, closing_order_side),
-            'price': p.bankruptcy_price
-        })
+        order = Order(
+            id=jh.generate_unique_id(),
+            symbol=symbol,
+            exchange=exchange,
+            side=closing_order_side,
+            type=order_types.MARKET,
+            reduce_only=True,
+            qty=jh.prepare_qty(p.qty, closing_order_side),
+            price=p.bankruptcy_price
+        )
 
         store.orders.add_order(order)
 

diff --git a/jesse/services/migrator.py b/jesse/services/migrator.py
@@ -32,9 +32,8 @@ def run():
     _exchange_api_keys(migrator)
 
     # create initial tables
-    from jesse.models import Candle, ClosedTrade, Log, Order, Option
-    # database.db.create_tables([Candle, ClosedTrade, Log, Order])
-    database.db.create_tables([Candle, ClosedTrade, Log])
+    from jesse.models import Candle, ClosedTrade, Log, OrderModel, Option
+    database.db.create_tables([Candle, ClosedTrade, Log, OrderModel])
 
     database.close_connection()