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[Mod] add average price for BitMEX position data

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This commit is contained in:
vn.py 2019-11-07 09:50:10 +08:00
parent e1eedc063b
commit fde4c74ca5
2 changed files with 21 additions and 13 deletions
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32
vnpy/gateway/bitmex/bitmex_gateway.py
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@ -533,6 +533,7 @@ class BitmexWebsocketApi(WebsocketClient):
self.ticks = {} self.ticks = {}
self.accounts = {} self.accounts = {}
self.orders = {} self.orders = {}
self.positions = {}
self.trades = set() self.trades = set()
def connect( def connect(
@ -735,20 +736,27 @@ class BitmexWebsocketApi(WebsocketClient):
def on_position(self, d): def on_position(self, d):
"""""" """"""
position = PositionData( symbol = d["symbol"]
symbol=d["symbol"],
exchange=Exchange.BITMEX,
direction=Direction.NET,
volume=d.get("currentQty", 0),
price=d.get("avgEntryPrice", 0),
gateway_name=self.gateway_name,
)
# avgEntryPrice may be None instead of 0 sometimes position = self.positions.get(symbol, None)
if position.price is None: if not position:
position.price = 0 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): def on_account(self, d):
"""""" """"""

2
vnpy/trader/ui/widget.py
View File

@ -463,7 +463,7 @@ class PositionMonitor(BaseMonitor):
"volume": {"display": "数量", "cell": BaseCell, "update": True}, "volume": {"display": "数量", "cell": BaseCell, "update": True},
"yd_volume": {"display": "昨仓", "cell": BaseCell, "update": True}, "yd_volume": {"display": "昨仓", "cell": BaseCell, "update": True},
"frozen": {"display": "冻结", "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}, "pnl": {"display": "盈亏", "cell": PnlCell, "update": True},
"gateway_name": {"display": "接口", "cell": BaseCell, "update": False}, "gateway_name": {"display": "接口", "cell": BaseCell, "update": False},
} }