def on_position_info(self, packet: dict) -> None:
""""""
positions = {}
data = packet.get("data", [])
for d in data:
position = PositionData(symbol=d["symbol"].replace('.', '-'),
exchange=Exchange.OTC,
direction=Direction.NET,
gateway_name=self.gateway_name)
if d["type"] == POSITION_TYPE_BUY:
position.volume = d["volume"]
else:
position.volume = -d["volume"]
position.price = d["price"]
position.pnl = d["current_profit"]
positions[position.symbol] = position
for symbol in self.position_symbols:
if symbol not in positions:
position = PositionData(symbol=symbol,
exchange=Exchange.OTC,
direction=Direction.NET,
gateway_name=self.gateway_name)
positions[symbol] = position
for position in positions.values():
self.position_symbols.add(position.symbol)
self.on_position(position)
def on_query_position(self, data, request):
""""""
if self.check_error(data, "查询持仓"):
return
# Clear all buf data
for position in self.positions.values():
position.volume = 0
position.frozen = 0
position.price = 0
position.pnl = 0
for d in data["data"]:
key = f"{d['contract_code']}_{d['direction']}"
position = self.positions.get(key, None)
if not position:
position = PositionData(
symbol=d["contract_code"],
exchange=Exchange.HUOBI,
direction=DIRECTION_HBDM2VT[d["direction"]],
gateway_name=self.gateway_name)
self.positions[key] = position
position.volume = d["volume"]
position.frozen = d["frozen"]
position.price = d["cost_hold"]
position.pnl = d["profit"]
for position in self.positions.values():
self.gateway.on_position(position)
def on_query_position(self, data: dict, request: Request) -> None:
""""""
for d in data:
position = PositionData(
symbol=d["symbol"],
exchange=Exchange.BINANCE,
direction=Direction.NET,
volume=float(d["positionAmt"]),
price=float(d["entryPrice"]),
pnl=float(d["unRealizedProfit"]),
gateway_name=self.gateway_name,
)
if position.volume:
volume = d["positionAmt"]
if '.' in volume:
position.volume = float(d["positionAmt"])
else:
position.volume = int(d["positionAmt"])
self.gateway.on_position(position)
self.gateway.write_log("持仓信息查询成功")
def on_position(self, d):
""""""
symbol = d["symbol"]
position = self.positions.get(symbol, None)
if not position:
position = PositionData(
symbol=d["symbol"],
exchange=Exchange.BITMEX,
direction=Direction.NET,
gateway_name=self.gateway_name,
)
self.positions[symbol] = position
volume = d.get("currentQty", None)
if volume is not None:
position.volume = volume
price = d.get("avgEntryPrice", None)
if price is not None:
position.price = price
self.gateway.on_position(copy(position))
