Finish porting data structures for positions

This commit is contained in:
2022-11-02 19:09:50 +00:00
parent 48858bf20b
commit d319769fe0
3 changed files with 37 additions and 4 deletions

View File

@@ -118,14 +118,41 @@ class OpenPositions(BaseModel):
def parse_prices(x):
if int(x["long"]["units"]) > 0:
if float(x["long"]["units"]) > 0:
return x["long"]["averagePrice"]
elif int(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) > 0:
return x["short"]["averagePrice"]
else:
return 0
def parse_units(x):
if float(x["long"]["units"]) > 0:
return x["long"]["units"]
elif float(x["short"]["units"]) > 0:
return x["short"]["units"]
else:
return 0
def parse_value(x):
if float(x["long"]["units"]) > 0:
return float(x["long"]["units"]) * float(x["long"]["averagePrice"])
elif float(x["short"]["units"]) > 0:
return float(x["short"]["units"]) * float(x["short"]["averagePrice"])
else:
return 0
def parse_side(x):
if float(x["long"]["units"]) > 0:
return "long"
elif float(x["short"]["units"]) > 0:
return "short"
else:
return "unknown"
OpenPositions_schema = {
"itemlist": (
"positions",
@@ -134,6 +161,9 @@ OpenPositions_schema = {
"symbol": "instrument",
"unrealized_pl": "unrealizedPL",
"price": parse_prices,
"units": parse_units,
"side": parse_side,
"value": parse_value,
}
],
)