refactor: Fix trading rules initialization for derivatives

financepype/markets/market.py

@@ -138,6 +138,10 @@ def validate_fields(self) -> Self:
             raise ValueError("Expiry date is required for futures")
         return self
 
+    @property
+    def is_spot(self) -> bool:
+        return self.instrument_type.is_spot
+
     @property
     def is_derivative(self) -> bool:
         return self.instrument_type.is_derivative
@@ -154,6 +158,14 @@ def is_future(self) -> bool:
     def is_option(self) -> bool:
         return self.instrument_type.is_option
 
+    @property
+    def is_linear(self) -> bool:
+        return self.instrument_type.is_linear
+
+    @property
+    def is_inverse(self) -> bool:
+        return self.instrument_type.is_inverse
+
     @classmethod
     def get_timeframe_type(
         cls,

financepype/rules/trading_rule.py

@@ -175,6 +175,29 @@ class DerivativeTradingRule(TradingRule):
         >>> print(future.perpetual)  # True
     """
 
+    @model_validator(mode="after")
+    def fix_collateral_tokens(self) -> Self:
+        """Set default collateral tokens if not specified.
+
+        For linear instruments, uses quote currency as collateral
+        For inverse instruments, uses base currency as collateral
+
+        Returns:
+            Self: The validated instance
+        """
+        instrument_info = self.trading_pair.instrument_info
+        if instrument_info.is_linear:
+            if self.buy_order_collateral_token is None:
+                self.buy_order_collateral_token = instrument_info.quote
+            if self.sell_order_collateral_token is None:
+                self.sell_order_collateral_token = instrument_info.quote
+        elif instrument_info.is_inverse:
+            if self.buy_order_collateral_token is None:
+                self.buy_order_collateral_token = instrument_info.base
+            if self.sell_order_collateral_token is None:
+                self.sell_order_collateral_token = instrument_info.base
+        return self
+
     @field_serializer("strike_price")
     def serialize_strike_price(self, strike_price: Decimal | None) -> str | None:
         return str(strike_price) if strike_price is not None else None

financepype/simulations/balances/engines/dashboard.py

@@ -8,7 +8,7 @@
 from financepype.operations.fees import OperationFee as Fee
 from financepype.operations.orders.models import OrderType, PositionAction, TradeType
 from financepype.platforms.platform import Platform
-from financepype.rules.trading_rule import TradingRule
+from financepype.rules.trading_rule import DerivativeTradingRule, TradingRule
 from financepype.simulations.balances.engines.models import AssetCashflow, OrderDetails
 from financepype.simulations.balances.engines.multiengine import BalanceMultiEngine
 
@@ -29,13 +29,22 @@ def create_sample_order(
 
     trading_pair_obj = TradingPair(name=trading_pair)
 
-    trading_rule = TradingRule(
-        trading_pair=trading_pair_obj,
-        min_order_size=Decimal("0.0001"),
-        min_price_increment=Decimal("0.01"),
-        min_notional_size=Decimal("10"),
-        supports_market_orders=True,
-    )
+    if trading_pair_obj.instrument_info.is_spot:
+        trading_rule = TradingRule(
+            trading_pair=trading_pair_obj,
+            min_order_size=Decimal("0.0001"),
+            min_price_increment=Decimal("0.01"),
+            min_notional_size=Decimal("10"),
+            supports_market_orders=True,
+        )
+    else:
+        trading_rule = DerivativeTradingRule(
+            trading_pair=trading_pair_obj,
+            min_order_size=Decimal("0.0001"),
+            min_price_increment=Decimal("0.01"),
+            min_notional_size=Decimal("10"),
+            supports_market_orders=True,
+        )
 
     return OrderDetails(
         platform=platform,