web_development/backend/app/models/schemas.py

from datetime import datetime
from enum import Enum

from pydantic import BaseModel, Field


class OrderSide(str, Enum):
    BUY = "BUY"
    SELL = "SELL"


class OrderType(str, Enum):
    MARKET = "MARKET"
    LIMIT = "LIMIT"
    STOP = "STOP"


class OrderStatus(str, Enum):
    PENDING = "PENDING"
    FILLED = "FILLED"
    PARTIAL = "PARTIAL"
    CANCELLED = "CANCELLED"
    REJECTED = "REJECTED"


class PositionSide(str, Enum):
    LONG = "LONG"
    SHORT = "SHORT"


class StrategyStatus(str, Enum):
    RUNNING = "RUNNING"
    STOPPED = "STOPPED"
    ERROR = "ERROR"


class MarketData(BaseModel):
    symbol: str
    name: str = ""
    exchange: str = ""
    category: str = ""
    open: float
    high: float
    low: float
    close: float
    volume: int
    timestamp: datetime
    bid: float = 0.0
    ask: float = 0.0
    turnover: float = 0.0
    open_interest: int = 0
    pre_close: float = 0.0
    pre_settlement: float = 0.0
    settlement: float = 0.0
    change_pct: float = 0.0


class KlineData(BaseModel):
    symbol: str
    interval: str = "1m"
    open: float
    high: float
    low: float
    close: float
    volume: int
    timestamp: datetime


class OrderRequest(BaseModel):
    symbol: str
    side: OrderSide
    order_type: OrderType = OrderType.MARKET
    quantity: int = Field(gt=0)
    price: float | None = None
    stop_price: float | None = None
    strategy_id: str | None = None


class OrderResponse(BaseModel):
    order_id: str
    symbol: str
    side: OrderSide
    order_type: OrderType
    quantity: int
    filled_quantity: int = 0
    price: float | None = None
    avg_price: float = 0.0
    status: OrderStatus
    strategy_id: str | None = None
    created_at: datetime
    updated_at: datetime


class Position(BaseModel):
    symbol: str
    side: PositionSide
    quantity: int
    avg_price: float
    current_price: float = 0.0
    unrealized_pnl: float = 0.0
    realized_pnl: float = 0.0
    margin: float = 0.0
    leverage: int = 10


class AccountInfo(BaseModel):
    total_balance: float = 1_000_000.0
    available_balance: float = 1_000_000.0
    used_margin: float = 0.0
    unrealized_pnl: float = 0.0
    realized_pnl: float = 0.0
    positions: list[Position] = []


class StrategyConfig(BaseModel):
    strategy_id: str
    strategy_type: str
    symbol: str
    params: dict = {}
    status: StrategyStatus = StrategyStatus.STOPPED


class StrategyPerformance(BaseModel):
    strategy_id: str
    total_trades: int = 0
    winning_trades: int = 0
    losing_trades: int = 0
    total_pnl: float = 0.0
    max_drawdown: float = 0.0
    sharpe_ratio: float = 0.0
    win_rate: float = 0.0


class TradeRecord(BaseModel):
    trade_id: str
    order_id: str
    symbol: str
    side: OrderSide
    quantity: int
    price: float
    pnl: float = 0.0
    strategy_id: str | None = None
    timestamp: datetime