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Improve navigating trades and positions by cross-linking

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This commit is contained in:
Mark Veidemanis
2022-11-29 07:20:39 +00:00
parent 4e1b574921
commit f240c4b381
13 changed files with 236 additions and 34 deletions
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21
core/lib/schemas/oanda_s.py
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@@ -49,7 +49,7 @@ class OpenPositions(BaseModel):
def parse_prices(x):
if float(x["long"]["units"]) > 0:
return x["long"]["averagePrice"]
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return x["short"]["averagePrice"]
else:
return 0
@@ -58,7 +58,7 @@ def parse_prices(x):
def parse_units(x):
if float(x["long"]["units"]) > 0:
return x["long"]["units"]
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return x["short"]["units"]
else:
return 0
@@ -67,7 +67,7 @@ def parse_units(x):
def parse_value(x):
if float(x["long"]["units"]) > 0:
return D(x["long"]["units"]) * D(x["long"]["averagePrice"])
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return D(x["short"]["units"]) * D(x["short"]["averagePrice"])
else:
return 0
@@ -76,12 +76,21 @@ def parse_value(x):
def parse_side(x):
if float(x["long"]["units"]) > 0:
return "long"
elif float(x["short"]["units"]) > 0:
elif float(x["short"]["units"]) < 0:
return "short"
else:
return "unknown"
def parse_trade_ids(x, sum=-1):
if float(x["long"]["units"]) > 0:
return [str(int(y) + sum) for y in x["long"]["tradeIDs"]]
elif float(x["short"]["units"]) < 0:
return [str(int(y) + sum) for y in x["short"]["tradeIDs"]]
else:
return "unknown"
OpenPositionsSchema = {
"itemlist": (
"positions",
@@ -89,6 +98,7 @@ OpenPositionsSchema = {
{
"symbol": "instrument",
"unrealized_pl": "unrealizedPL",
"trade_ids": parse_trade_ids, # actual value is lower by 1
"price": parse_prices,
"units": parse_units,
"side": parse_side,
@@ -284,6 +294,9 @@ PositionDetailsSchema = {
"units": lambda x: parse_units(x["position"]),
"side": lambda x: parse_side(x["position"]),
"value": lambda x: parse_value(x["position"]),
"trade_ids": lambda x: parse_trade_ids(
x["position"], sum=0
), # this value is correct
}