Files
bitfinex-api-py/bfxapi/models/position.py

104 lines
4.0 KiB
Python

"""
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, …).
STATUS string Status (ACTIVE, CLOSED).
±AMOUNT float Size of the position. A positive value indicates a long position; a negative value indicates a short position.
BASE_PRICE float Base price of the position. (Average traded price of the previous orders of the 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 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, id, mts_create, mts_update,
p_type, collateral, collateral_min, meta):
self.symbol = symbol
self.status = status
self.amount = amount
self.base_price = b_price
self.margin_funding = m_funding
self.margin_funding_type = m_funding_type
self.profit_loss = profit_loss
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):
"""
Generate a Position object from a raw position array
@return 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 '''
text = "Position '{}' {} x {} <status='{}' pl={}>"
return text.format(self.symbol, self.base_price, self.amount,
self.status, self.profit_loss)