Merge pull request #149 from diogomatoschaves/frontend_updates

Frontend updates. Handle Negative Equity case

dashboard/src/apiCalls/index.js

@@ -78,7 +78,7 @@ export const getPositions = async (page) => {
     }
   })
 
-  if (response.status === 401 || response.status === 422) throw Error
+  if (response.status === 401 || response.status === 422) throw Error(response.status)
 
   return await response.json()
 }

dashboard/src/components/App.tsx

@@ -166,7 +166,7 @@ class App extends Component<Props, State> {
                     }
                 })
             })
-            .catch(() => this.logoutUser())
+            .catch((error) => this.logoutUser(error.message))
 
         this.updateTrades()
 
@@ -355,7 +355,7 @@ class App extends Component<Props, State> {
                 }, {})
             })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
     getTotalEquityTimeSeries = () => {
@@ -368,7 +368,7 @@ class App extends Component<Props, State> {
                 }
               })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
     getAccountBalance = () => {
@@ -384,7 +384,7 @@ class App extends Component<Props, State> {
                   }
               })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
     updatePipelinesMetrics = () => {
@@ -394,7 +394,7 @@ class App extends Component<Props, State> {
                   pipelinesMetrics: response
               })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
     updateTrades = (page?: number, pipelineId?: string) => {
@@ -412,7 +412,7 @@ class App extends Component<Props, State> {
                   }
               })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
     updatePipelines = () => {
@@ -430,7 +430,7 @@ class App extends Component<Props, State> {
                   }
               })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
     updatePositions = () => {
@@ -446,10 +446,15 @@ class App extends Component<Props, State> {
                   }
               })
           })
-          .catch(() => this.logoutUser())
+          .catch((error) => this.logoutUser(error.message))
     }
 
-    logoutUser = () => {
+    logoutUser = (statusCode: string) => {
+
+        if (!["401", "422"].includes(statusCode)) {
+            return
+        }
+
         const {removeToken, updateMessage} = this.props
         updateMessage({text: 'Token Expired', success: false})
         removeToken()

dashboard/src/utils/helpers/index.ts

@@ -161,7 +161,7 @@ export const validateParams = (strategy: any) => {
     const paramValue = paramData.options ? paramData.options[params[param]] : params[param]
 
     let typedParam
-    if (strategy.params[param].type) {
+    if (strategy.optionalParams[param].type) {
       const typedParam = eval(strategy.optionalParams[param].type.func)(paramValue)
       if (typedParam !== typedParam || typeof (typedParam) !== paramData.type.type) {
         return {

execution/exchanges/binance/futures/_trading.py

@@ -9,7 +9,7 @@
 from database.model.models import Pipeline
 from execution.exchanges.binance import BinanceTrader
 from execution.service.blueprints.market_data import filter_balances
-from execution.service.cron_jobs.save_pipelines_snapshot import save_portfolio_value_snapshot, save_pipeline_snapshot
+from execution.service.cron_jobs.save_pipelines_snapshot import save_pipeline_snapshot
 from execution.service.helpers.exceptions import SymbolAlreadyTraded, SymbolNotBeingTraded, NoUnits, NegativeEquity, \
     InsufficientBalance
 from execution.service.helpers.exceptions.leverage_setting_fail import LeverageSettingFail
@@ -123,9 +123,26 @@ def close_pos(self, symbol, date=None, row=None, header='', **kwargs):
             raise NoUnits
 
         if self.units[symbol] < 0:
-            self.buy_instrument(symbol, date, row, units=-self.units[symbol], header=header, reducing=True, **kwargs)
+            self.buy_instrument(
+                symbol,
+                date,
+                row,
+                units=-self.units[symbol],
+                header=header,
+                reducing=True,
+                stop_trading=True,
+                **kwargs)
         else:
-            self.sell_instrument(symbol, date, row, units=self.units[symbol], header=header, reducing=True, **kwargs)
+            self.sell_instrument(
+                symbol,
+                date,
+                row,
+                units=self.units[symbol],
+                header=header,
+                reducing=True,
+                stop_trading=True,
+                **kwargs
+            )
 
         self._set_position(symbol, 0, previous_position=1, **kwargs)
 
@@ -143,7 +160,8 @@ def _execute_order(
         header='',
         **kwargs
     ):
-        reducing = "reducing" in kwargs
+        reducing = kwargs.get('reducing', False)
+        stop_trading = kwargs.get('stop_trading', False)
 
         units = self._convert_units(amount, units, symbol)
 
@@ -177,7 +195,7 @@ def _execute_order(
 
         self.report_trade(order, units, going, header, symbol=symbol)
 
-        self.check_negative_equity(symbol, reducing=reducing)
+        self.check_negative_equity(symbol, reducing=reducing, stop_trading=stop_trading)
 
     @binance_error_handler(num_times=2)
     def _convert_units(self, amount, units, symbol, units_factor=1):
@@ -260,7 +278,7 @@ def _get_symbol_info(self, symbol):
     def close_pipeline(pipeline_id):
         Pipeline.objects.filter(id=pipeline_id).update(active=False, open_time=None)
 
-    def check_negative_equity(self, symbol, reducing):
-        if reducing:
+    def check_negative_equity(self, symbol, reducing, stop_trading=False):
+        if reducing and not stop_trading:
             if self.current_balance[symbol] < 0:
                 raise NegativeEquity(self.current_balance[symbol])

execution/service/helpers/decorators/handle_app_errors.py

@@ -4,7 +4,7 @@
 from flask import jsonify
 
 from execution.service.helpers.exceptions import *
-from shared.utils.exceptions import SymbolInvalid, NoSuchPipeline, EquityRequired
+from shared.utils.exceptions import NoSuchPipeline, EquityRequired
 
 
 def handle_app_errors(_func=None):
@@ -44,6 +44,9 @@ def wrapper(*args, **kwargs):
             except InsufficientBalance as e:
                 logging.info(e.message)
                 return jsonify(Responses.INSUFFICIENT_BALANCE(e.message))
+            except NegativeEquity as e:
+                logging.info(e.message)
+                return jsonify(Responses.NEGATIVE_EQUITY(e.message))
 
         return wrapper
 

execution/tests/service/test_execution_app.py

@@ -350,20 +350,31 @@ def test_failed_execute_order(
         assert res.json == expected_value
 
     @pytest.mark.parametrize(
-        "params,expected_value",
+        "endpoint,params,expected_value",
         [
             pytest.param(
+                "/execute_order",
                 {
                     "pipeline_id": 1,
                     "signal": 1
                 },
                 Responses.NEGATIVE_EQUITY('Pipeline 1 has reached negative equity.'),
                 id="NEGATIVE_EQUITY-execute-order",
             ),
+            pytest.param(
+                "/stop_symbol_trading",
+                {
+                    "pipeline_id": 1,
+                    "signal": 1
+                },
+                Responses.NEGATIVE_EQUITY('Pipeline 1 has reached negative equity.'),
+                id="NEGATIVE_EQUITY-stop_symbol_trading",
+            ),
         ]
     )
     def test_failed_execute_order_negative_equity(
         self,
+        endpoint,
         params,
         expected_value,
         mock_binance_futures_trader_raise_negative_equity_error,
@@ -373,7 +384,7 @@ def test_failed_execute_order_negative_equity(
         create_inactive_pipeline,
     ):
 
-        res = client.post(f"/execute_order", json=params)
+        res = client.post(endpoint, json=params)
 
         assert res.json == expected_value
 

execution/tests/setup/fixtures/internal_modules.py

@@ -47,6 +47,8 @@ def stop_symbol_trading(self, pipeline_id, header='', **kwargs):
             )
         if self.raise_symbol_not_being_traded:
             raise SymbolNotBeingTraded('BTCUSDT')
+        elif self.raise_negative_equity_error:
+            raise NegativeEquity(1)
 
     def trade(self, symbol, signal, amount, header='', **kwargs):
         if self.raise_error_trade: