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types: add position openedAt time field

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c9s 2022-07-27 19:17:52 +08:00
parent 9f06be14aa
commit 56bfa22dbe
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1 changed files with 12 additions and 6 deletions
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8
pkg/types/position.go
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@ -50,6 +50,7 @@ type Position struct {
// TotalFee stores the fee currency -> total fee quantity // TotalFee stores the fee currency -> total fee quantity
TotalFee map[string]fixedpoint.Value `json:"totalFee" db:"-"` TotalFee map[string]fixedpoint.Value `json:"totalFee" db:"-"`
OpenedAt time.Time `json:"openedAt,omitempty" db:"-"`
ChangedAt time.Time `json:"changedAt,omitempty" db:"changed_at"` ChangedAt time.Time `json:"changedAt,omitempty" db:"changed_at"`
Strategy string `json:"strategy,omitempty" db:"strategy"` Strategy string `json:"strategy,omitempty" db:"strategy"`
@ -447,6 +448,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
switch td.Side { switch td.Side {
case SideTypeBuy: case SideTypeBuy:
// was short position, now trade buy should cover the position
if p.Base.Sign() < 0 { if p.Base.Sign() < 0 {
// convert short position to long position // convert short position to long position
if p.Base.Add(quantity).Sign() > 0 { if p.Base.Add(quantity).Sign() > 0 {
@ -457,9 +459,10 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
p.AverageCost = price p.AverageCost = price
p.ApproximateAverageCost = price p.ApproximateAverageCost = price
p.AccumulatedProfit = p.AccumulatedProfit.Add(profit) p.AccumulatedProfit = p.AccumulatedProfit.Add(profit)
p.OpenedAt = td.Time.Time()
return profit, netProfit, true return profit, netProfit, true
} else { } else {
// covering short position // after adding quantity it's still short position
p.Base = p.Base.Add(quantity) p.Base = p.Base.Add(quantity)
p.Quote = p.Quote.Sub(quoteQuantity) p.Quote = p.Quote.Sub(quoteQuantity)
profit = p.AverageCost.Sub(price).Mul(quantity) profit = p.AverageCost.Sub(price).Mul(quantity)
@ -469,6 +472,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
} }
} }
// here the case is: base == 0 or base > 0
divisor := p.Base.Add(quantity) divisor := p.Base.Add(quantity)
p.ApproximateAverageCost = p.ApproximateAverageCost.Mul(p.Base). p.ApproximateAverageCost = p.ApproximateAverageCost.Mul(p.Base).
Add(quoteQuantity). Add(quoteQuantity).
@ -481,6 +485,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
return fixedpoint.Zero, fixedpoint.Zero, false return fixedpoint.Zero, fixedpoint.Zero, false
case SideTypeSell: case SideTypeSell:
// was long position, the sell trade should reduce the base amount
if p.Base.Sign() > 0 { if p.Base.Sign() > 0 {
// convert long position to short position // convert long position to short position
if p.Base.Compare(quantity) < 0 { if p.Base.Compare(quantity) < 0 {
@ -491,6 +496,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
p.AverageCost = price p.AverageCost = price
p.ApproximateAverageCost = price p.ApproximateAverageCost = price
p.AccumulatedProfit = p.AccumulatedProfit.Add(profit) p.AccumulatedProfit = p.AccumulatedProfit.Add(profit)
p.OpenedAt = td.Time.Time()
return profit, netProfit, true return profit, netProfit, true
} else { } else {
p.Base = p.Base.Sub(quantity) p.Base = p.Base.Sub(quantity)