From d065f6c3521c02c3e411a87e87496109862af742 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Fri, 1 Nov 2019 14:34:37 +0800
Subject: [PATCH] [Add] position price data for BitmexGateway

---
 examples/vn_trader/run.py             | 22 +++++++++++-----------
 vnpy/gateway/bitmex/bitmex_gateway.py |  1 +
 2 files changed, 12 insertions(+), 11 deletions(-)

diff --git a/examples/vn_trader/run.py b/examples/vn_trader/run.py
index 92cc8257..55ca8949 100644
--- a/examples/vn_trader/run.py
+++ b/examples/vn_trader/run.py
@@ -8,7 +8,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
 from vnpy.gateway.bitmex import BitmexGateway
 # from vnpy.gateway.futu import FutuGateway
 # from vnpy.gateway.ib import IbGateway
-from vnpy.gateway.ctp import CtpGateway
+# from vnpy.gateway.ctp import CtpGateway
 # from vnpy.gateway.ctptest import CtptestGateway
 # from vnpy.gateway.mini import MiniGateway
 # from vnpy.gateway.sopt import SoptGateway
@@ -18,20 +18,20 @@ from vnpy.gateway.ctp import CtpGateway
 # from vnpy.gateway.oes import OesGateway
 # from vnpy.gateway.okex import OkexGateway
 # from vnpy.gateway.huobi import HuobiGateway
-from vnpy.gateway.bitfinex import BitfinexGateway
+# from vnpy.gateway.bitfinex import BitfinexGateway
 # from vnpy.gateway.onetoken import OnetokenGateway
-from vnpy.gateway.okexf import OkexfGateway
-from vnpy.gateway.okexs import OkexsGateway
+# from vnpy.gateway.okexf import OkexfGateway
+# from vnpy.gateway.okexs import OkexsGateway
 # from vnpy.gateway.xtp import XtpGateway
 # from vnpy.gateway.hbdm import HbdmGateway
 # from vnpy.gateway.tap import TapGateway
 # from vnpy.gateway.tora import ToraGateway
 # from vnpy.gateway.alpaca import AlpacaGateway
-from vnpy.gateway.da import DaGateway
-from vnpy.gateway.coinbase import CoinbaseGateway
-from vnpy.gateway.bitstamp import BitstampGateway
-from vnpy.gateway.gateios import GateiosGateway
-from vnpy.gateway.bybit import BybitGateway
+# from vnpy.gateway.da import DaGateway
+# from vnpy.gateway.coinbase import CoinbaseGateway
+# from vnpy.gateway.bitstamp import BitstampGateway
+# from vnpy.gateway.gateios import GateiosGateway
+# from vnpy.gateway.bybit import BybitGateway
 
 from vnpy.app.cta_strategy import CtaStrategyApp
 # from vnpy.app.csv_loader import CsvLoaderApp
@@ -77,9 +77,9 @@ def main():
     # main_engine.add_gateway(OkexsGateway)
     # main_engine.add_gateway(DaGateway)
     # main_engine.add_gateway(CoinbaseGateway)
-    main_engine.add_gateway(BitstampGateway)
+    # main_engine.add_gateway(BitstampGateway)
     # main_engine.add_gateway(GateiosGateway)
-    main_engine.add_gateway(BybitGateway)
+    # main_engine.add_gateway(BybitGateway)
 
     main_engine.add_app(CtaStrategyApp)
     main_engine.add_app(CtaBacktesterApp)
diff --git a/vnpy/gateway/bitmex/bitmex_gateway.py b/vnpy/gateway/bitmex/bitmex_gateway.py
index 02781cc4..8b168a8c 100644
--- a/vnpy/gateway/bitmex/bitmex_gateway.py
+++ b/vnpy/gateway/bitmex/bitmex_gateway.py
@@ -740,6 +740,7 @@ class BitmexWebsocketApi(WebsocketClient):
             exchange=Exchange.BITMEX,
             direction=Direction.NET,
             volume=d.get("currentQty", 0),
+            price=d.get("avgEntryPrice", 0),
             gateway_name=self.gateway_name,
         )