From fde4c74ca5b36932c1765ec4090fb90ed2cbcb7d Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Thu, 7 Nov 2019 09:50:10 +0800
Subject: [PATCH] [Mod] add average price for BitMEX position data

---
 vnpy/gateway/bitmex/bitmex_gateway.py | 32 +++++++++++++++++----------
 vnpy/trader/ui/widget.py              |  2 +-
 2 files changed, 21 insertions(+), 13 deletions(-)

diff --git a/vnpy/gateway/bitmex/bitmex_gateway.py b/vnpy/gateway/bitmex/bitmex_gateway.py
index ac143694..d57b6ac6 100644
--- a/vnpy/gateway/bitmex/bitmex_gateway.py
+++ b/vnpy/gateway/bitmex/bitmex_gateway.py
@@ -533,6 +533,7 @@ class BitmexWebsocketApi(WebsocketClient):
         self.ticks = {}
         self.accounts = {}
         self.orders = {}
+        self.positions = {}
         self.trades = set()
 
     def connect(
@@ -735,20 +736,27 @@ class BitmexWebsocketApi(WebsocketClient):
 
     def on_position(self, d):
         """"""
-        position = PositionData(
-            symbol=d["symbol"],
-            exchange=Exchange.BITMEX,
-            direction=Direction.NET,
-            volume=d.get("currentQty", 0),
-            price=d.get("avgEntryPrice", 0),
-            gateway_name=self.gateway_name,
-        )
+        symbol = d["symbol"]
 
-        # avgEntryPrice may be None instead of 0 sometimes
-        if position.price is None:
-            position.price = 0
+        position = self.positions.get(symbol, None)
+        if not position:
+            position = PositionData(
+                symbol=d["symbol"],
+                exchange=Exchange.BITMEX,
+                direction=Direction.NET,
+                gateway_name=self.gateway_name,
+            )
+            self.positions[symbol] = position
 
-        self.gateway.on_position(position)
+        volume = d.get("currentQty", None)
+        if volume is not None:
+            position.volume = volume
+
+        price = d.get("avgEntryPrice", None)
+        if price is not None:
+            position.price = price
+
+        self.gateway.on_position(copy(position))
 
     def on_account(self, d):
         """"""
diff --git a/vnpy/trader/ui/widget.py b/vnpy/trader/ui/widget.py
index 591b0b00..c5322c4e 100644
--- a/vnpy/trader/ui/widget.py
+++ b/vnpy/trader/ui/widget.py
@@ -463,7 +463,7 @@ class PositionMonitor(BaseMonitor):
         "volume": {"display": "数量", "cell": BaseCell, "update": True},
         "yd_volume": {"display": "昨仓", "cell": BaseCell, "update": True},
         "frozen": {"display": "冻结", "cell": BaseCell, "update": True},
-        "price": {"display": "均价", "cell": BaseCell, "update": False},
+        "price": {"display": "均价", "cell": BaseCell, "update": True},
         "pnl": {"display": "盈亏", "cell": PnlCell, "update": True},
         "gateway_name": {"display": "接口", "cell": BaseCell, "update": False},
     }