models/position: fix cconstruction of position from raw array

bfxapi/models/order.py

@@ -38,7 +38,7 @@ class OrderSide:
 
 class OrderClosedModel:
     """
-    Enum used index the different values in a raw order array
+    Enum used to index the different values in a raw order array
     """
     ID = 0
     GID = 1

bfxapi/models/position.py

@@ -1,25 +1,55 @@
 """
 Module used to describe all of the different data types
 """
-
+class PositionModel:
+    """
+    Enum used to index the different values in a raw order array
+    """
+    SYMBOL = 0
+    STATUS = 1
+    AMOUNT = 2
+    BASE_PRICE = 3
+    MARGIN_FUNDING = 4
+    MARGIN_FUNDING_TYPE = 5
+    PL = 6
+    PL_PERC = 7
+    PRICE_LIQ = 8
+    LEVERAGE = 9
+    # _PLACEHOLDER,
+    POSITION_ID = 11
+    MTS_CREATE = 12
+    MTS_UPDATE = 13
+    # _PLACEHOLDER
+    TYPE = 15
+    # _PLACEHOLDER,
+    COLLATERAL = 17
+    COLLATERAL_MIN = 18
+    META = 19
 
 class Position:
     """
-    SYMBOL	string	Pair (tBTCUSD, ...).
+    SYMBOL	        string	Pair (tBTCUSD, …).
     STATUS	        string	Status (ACTIVE, CLOSED).
-    AMOUNT	float	Size of the position. Positive values means a long position,
+    ±AMOUNT	        float	Size of the position. A positive value indicates a long position; a negative value indicates a short position.
-            negative values means a short position.
+    BASE_PRICE	    float	Base price of the position. (Average traded price of the previous orders of the position)
-    BASE_PRICE	float	The price at which you entered your position.
     MARGIN_FUNDING	float	The amount of funding being used for this position.
     MARGIN_FUNDING_TYPE	int	0 for daily, 1 for term.
     PL	            float	Profit & Loss
     PL_PERC	        float	Profit & Loss Percentage
     PRICE_LIQ	    float	Liquidation price
-    LEVERAGE	float	Beta value
+    LEVERAGE	    float	Leverage used for the position
+    POSITION_ID	    int64	Position ID
+    MTS_CREATE	    int	Millisecond timestamp of creation
+    MTS_UPDATE	    int	Millisecond timestamp of update
+    TYPE	        int	Identifies the type of position, 0 = Margin position, 1 = Derivatives position
+    COLLATERAL	    float	The amount of collateral applied to the open position
+    COLLATERAL_MIN	float	The minimum amount of collateral required for the position
+    META	        json string	Additional meta information about the position
     """
 
     def __init__(self, symbol, status, amount, b_price, m_funding, m_funding_type,
-                 profit_loss, profit_loss_perc, l_price, lev):
+                 profit_loss, profit_loss_perc, l_price, lev, id, mts_create, mts_update,
+                 p_type, collateral, collateral_min, meta):
         self.symbol = symbol
         self.status = status
         self.amount = amount
@@ -30,6 +60,13 @@ class Position:
         self.profit_loss_percentage = profit_loss_perc
         self.liquidation_price = l_price
         self.leverage = lev
+        self.id = id
+        self.mts_create = mts_create
+        self.mts_update = mts_update
+        self.type = p_type
+        self.collateral = collateral
+        self.collateral_min = collateral_min
+        self.meta = meta
 
     @staticmethod
     def from_raw_rest_position(raw_position):
@@ -38,7 +75,26 @@ class Position:
 
         @return Position
         """
-        return Position(*raw_position)
+        sym = raw_position[PositionModel.SYMBOL]
+        status = raw_position[PositionModel.STATUS]
+        amnt = raw_position[PositionModel.AMOUNT]
+        b_price = raw_position[PositionModel.BASE_PRICE]
+        m_fund = raw_position[PositionModel.MARGIN_FUNDING]
+        m_fund_t = raw_position[PositionModel.MARGIN_FUNDING_TYPE]
+        pl = raw_position[PositionModel.PL]
+        pl_prc = raw_position[PositionModel.PL_PERC]
+        l_price = raw_position[PositionModel.PRICE_LIQ]
+        lev = raw_position[PositionModel.LEVERAGE]
+        pid = raw_position[PositionModel.POSITION_ID]
+        mtsc = raw_position[PositionModel.MTS_CREATE]
+        mtsu = raw_position[PositionModel.MTS_UPDATE]
+        ptype = raw_position[PositionModel.TYPE]
+        coll = raw_position[PositionModel.COLLATERAL]
+        coll_min = raw_position[PositionModel.COLLATERAL_MIN]
+        meta = raw_position[PositionModel.META]
+
+        return Position(sym, status, amnt, b_price, m_fund, m_fund_t, pl, pl_prc, l_price,
+                        lev, pid, mtsc, mtsu, ptype, coll, coll_min, meta)
 
     def __str__(self):
         ''' Allow us to print the Trade object in a pretty format '''