alpaca interface integration

blankly-finance · May 27, 2021 · 6425272 · 6425272
1 parent 8072724
commit 6425272
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Showing 20 changed files with 407 additions and 19 deletions.
diff --git a/Blankly/auth/Alpaca/__init__.py b/Blankly/auth/Alpaca/__init__.py
diff --git a/Blankly/auth/Alpaca/auth.py b/Blankly/auth/Alpaca/auth.py
@@ -0,0 +1,26 @@
+from Blankly.auth.abc_auth import auth_interface
+
+import warnings
+class alpaca_auth(auth_interface):
+    def __init__(self, keys_file, portfolio_name):
+        super().__init__(keys_file, portfolio_name, 'alpaca')
+        self.API_KEY = None
+        self.API_SECRET = None
+        self.validate_credentials()
+
+    def validate_credentials(self):
+        """
+        Validate that exchange specific credentials are present
+        """
+        try:
+            self.API_KEY = self.raw_cred.pop('API_KEY')
+            self.API_SECRET = self.raw_cred.pop('API_SECRET')
+        except KeyError as e:
+            print(f"One of 'API_KEY' or 'API_SECRET' not defined for Exchange: {self.__exchange} Portfolio: {self.__portfolio_name}")
+            raise KeyError(e)
+
+        if len(self.raw_cred) > 0:
+            warnings.warn("Additional configs for Exchange: {self.__exchange} Portfolio: {self.__portfolio_name} being ignored")
+
+
+
diff --git a/Blankly/auth/Binance/__init__.py b/Blankly/auth/Binance/__init__.py
diff --git a/Blankly/auth/Binance/auth.py b/Blankly/auth/Binance/auth.py
@@ -0,0 +1,26 @@
+from Blankly.auth.abc_auth import auth_interface
+import warnings
+
+class binance_auth(auth_interface):
+    def __init__(self, keys_file, portfolio_name):
+        super.__init__(keys_file, portfolio_name, 'binance')
+        self.API_KEY = None
+        self.API_SECRET = None
+        self.validate_credentials()
+
+    def validate_credentials(self):
+        """
+        Validate that exchange specific credentials are present
+        """
+        try:
+            self.API_KEY = self.raw_cred.pop('API_KEY')
+            self.API_SECRET = self.raw_cred.pop('API_SECRET')
+        except KeyError as e:
+            print(f"One of 'API_KEY' or 'API_SECRET' not defined for Exchange: {self.__exchange} Portfolio: {self.__portfolio_name}")
+            raise KeyError(e)
+
+        if len(self.raw_cred) > 0:
+            warnings.warn(f"Additional configs for Exchange: {self.__exchange} Portfolio: {self.__portfolio_name} being ignored")
+
+
+
diff --git a/Blankly/auth/Coinbase/__init__.py b/Blankly/auth/Coinbase/__init__.py
diff --git a/Blankly/auth/Coinbase/auth.py b/Blankly/auth/Coinbase/auth.py
@@ -0,0 +1,29 @@
+from Blankly.auth.abc_auth import auth_interface
+import warnings
+
+class coinbase_auth(auth_interface):
+    def __init__(self, keys_file, portfolio_name):
+        super.__init__(keys_file, portfolio_name, 'coinbase')
+        self.API_KEY = None
+        self.API_SECRET = None
+        self.API_PASS = None
+
+        self.validate_credentials()
+
+    def validate_credentials(self):
+        """
+        Validate that exchange specific credentials are present
+        """
+        try:
+            self.API_KEY = self.raw_cred.pop('API_KEY')
+            self.API_SECRET = self.raw_cred.pop('API_SECRET')
+            self.API_PASS = self.raw_cred.pop('API_PASS')
+        except KeyError as e:
+            print(f"One of 'API_KEY' or 'API_SECRET' or 'API_PASS' not defined for Exchange: {self.__exchange} Portfolio: {self.__portfolio_name}")
+            raise KeyError(e)
+
+        if len(self.raw_cred) > 0:
+            warnings.warn(f"Additional configs for Exchange: {self.__exchange} Portfolio: {self.__portfolio_name} being ignored")
+
+
+
diff --git a/Blankly/auth/__init__.py b/Blankly/auth/__init__.py
diff --git a/Blankly/auth/abc_auth.py b/Blankly/auth/abc_auth.py
@@ -0,0 +1,52 @@
+"""
+    Logic to provide consistency across exchanges
+    Copyright (C) 2021  Emerson Dove
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU Lesser General Public License as published
+    by the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU Lesser General Public License for more details.
+
+    You should have received a copy of the GNU Lesser General Public License
+    along with this program.  If not, see <https://www.gnu.org/licenses/>.
+"""
+
+import abc
+from Blankly.auth.utils import load_json
+
+class auth_interface(abc.ABC):
+    def __init__(self, keys_file, portfolio_name, exchange):
+        """
+        Create a currency interface
+        Args:
+            keys_file (str): filepath to keys.json
+            portfolio_name (str): name of portfolio
+        """
+        assert keys_file
+        assert portfolio_name
+        assert exchange
+        self.portfolio_name = portfolio_name
+        self.exchange = exchange
+        self.raw_cred = self.load_credentials(keys_file, portfolio_name, exchange)
+
+    def load_credentials(self, keys_file, portfolio_name, exchange):
+        """
+        Load credentials from keys json file
+        """
+        auth_object = load_json(keys_file)
+        exchange_keys = auth_object[exchange]
+        credentials = exchange_keys[portfolio_name]
+
+        return credentials
+
+    @abc.abstractmethod
+    def validate_credentials(self):
+        """
+        Validate that exchange specific credentials are present
+        """
+        pass
diff --git a/Blankly/auth/auth.py b/Blankly/auth/auth.py
diff --git a/Blankly/auth/auth_factory.py b/Blankly/auth/auth_factory.py
@@ -0,0 +1,16 @@
+from Blankly.auth.Alpaca.auth import alpaca_auth
+from Blankly.auth.Binance.auth import binance_auth
+from Blankly.auth.Coinbase.auth import coinbase_auth
+
+
+class AuthFactory:
+    @staticmethod
+    def create_auth(self, keys_file, exchange_name, portfolio_name):
+        if exchange_name == 'alpaca':
+            return alpaca_auth(keys_file, portfolio_name)
+        elif exchange_name == 'binance':
+            return binance_auth(keys_file, portfolio_name)
+        elif exchange_name == 'coinbase_pro':
+            return coinbase_auth(keys_file, portfolio_name)
+        else:
+            raise KeyError("Exchange not supported")
diff --git a/Blankly/auth/utils.py b/Blankly/auth/utils.py
@@ -0,0 +1,22 @@
+import json
+import warnings
+
+def load_json(keys_file):
+    try:
+        f = open(keys_file)
+        return json.load(f)
+    except FileNotFoundError:
+        raise FileNotFoundError("Make sure a Keys.json file is placed in the same folder as the project working "
+                                "directory!")
+
+def default_first_portfolio(keys_file, exchange_name):
+    auth_object = load_json(keys_file)
+    exchange_keys = auth_object[exchange_name]
+    first_key = list(exchange_keys.keys())[0]
+    warning_string = "No portfolio name to load specified, defaulting to the first in the file: " \
+                     "(" + first_key + "). This is fine if there is only one portfolio in use."
+    warnings.warn(warning_string)
+    # Read the first in the portfolio
+    portfolio = exchange_keys[first_key]
+    name = first_key
+    return name, portfolio
diff --git a/Blankly/exchanges/Alpaca/Alpaca.py b/Blankly/exchanges/Alpaca/Alpaca.py
@@ -0,0 +1,32 @@
+"""
+    Coinbase Pro exchange definitions and setup
+    Copyright (C) 2021  Emerson Dove
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU Lesser General Public License as published
+    by the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU Lesser General Public License for more details.
+
+    You should have received a copy of the GNU Lesser General Public License
+    along with this program.  If not, see <https://www.gnu.org/licenses/>.
+"""
+
+from Blankly.exchanges.exchange import Exchange
+from Blankly.auth.auth_factory import AuthFactory
+from Blankly.auth.utils import default_first_portfolio
+from Blankly.interface.currency_factory import InterfaceFactory
+
+class Alpaca(Exchange):
+    def __init__(self, portfolio_name=None, auth_path="Keys.json", preferences_path=None):
+        if not portfolio_name:
+            portfolio_name = default_first_portfolio(auth_path, 'alpaca')
+        Exchange.__init__(self, 'alpaca', portfolio_name, preferences_path)
+        alpaca_auth = AuthFactory(auth_path, 'alpaca', portfolio_name)
+        self.interface = InterfaceFactory('alpaca', alpaca_auth, self.preferences)
+
+
diff --git a/Blankly/exchanges/Alpaca/Alpaca_API.py b/Blankly/exchanges/Alpaca/Alpaca_API.py
@@ -1,3 +1,5 @@
+from Blankly.auth.Alpaca.auth import alpaca_auth
+
 import alpaca_trade_api as tradeapi
 import os
 
@@ -6,18 +8,18 @@
 
 
 class API:
-    def __init__(self, API_KEY, API_SECRET, paper_trading = False):
-        if (paper_trading):
+    def __init__(self, auth: alpaca_auth, paper_trading=True):
+        if paper_trading:
             self.__api_url = APCA_API_PAPER_URL
         else:
             self.__api_url = APCA_API_LIVE_URL
 
-        self.alp_client = tradeapi.REST(API_KEY, API_SECRET, self.__api_url, 'v2')
+        self.alp_client = tradeapi.REST(auth.API_KEY, auth.API_SECRET, self.__api_url, 'v2')
 
 
 api = os.getenv("ALPACA_PUBLIC")
 secret = os.getenv("ALPACA_PRIVATE")
 
 if __name__ == "__main__":
     client = API(api, secret, True)
-    print(client.alp_client.list_assets())
+    print(client.alp_client.list_assets())