public OkexPositionBriefInfo getHoldPosition(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
OkexFutureTradeDirectionType direction, uint leverRate)
{
OkexPositionBriefInfo briefInfo = null;
List <OkexPositionInfo> info;
bool hold = getFuturePosition(instrument, contract, out info);
if (hold)
{
foreach (var pi in info)
{
OkexFutureContractType ct = OkexDefValueConvert.parseContractType(pi.contract_type);
if (ct == contract && leverRate == pi.lever_rate)
{
OkexPositionBriefInfo bi = new OkexPositionBriefInfo(pi, instrument, contract, direction);
if (bi.amount > 0)
{
briefInfo = bi;
break;
}
}
}
}
return(briefInfo);
}
// extension for position holding query
public long getHoldPositionAmount(OkexFutureInstrumentType instrument, OkexFutureContractType contract,
OkexFutureTradeDirectionType direction)
{
long positionAmount = 0;
List <OkexPositionInfo> info;
bool hold = getFuturePosition(instrument, contract, out info);
if (hold)
{
foreach (var pi in info)
{
OkexFutureContractType ct = OkexDefValueConvert.parseContractType(pi.contract_type);
if (ct == contract)
{
OkexPositionBriefInfo bi = new OkexPositionBriefInfo(pi, instrument, contract, direction);
if (bi.amount > 0)
{
positionAmount += bi.amount;
break;
}
}
}
}
return(positionAmount);
}
public OkexPositionBriefInfo(OkexPositionInfo info, OkexFutureInstrumentType inst,
OkexFutureContractType ct, OkexFutureTradeDirectionType dir)
{
contractID = info.contract_id;
instrument = inst;
contractType = ct;
direction = dir;
leverRate = info.lever_rate;
if (dir == OkexFutureTradeDirectionType.FTD_Buy)
{
amount = info.buy_amount;
available = info.buy_available;
avgPrice = info.buy_price_avg;
costPrice = info.buy_price_cost;
bond = info.buy_bond;
flatPrice = info.buy_flatprice;
}
else
{
amount = info.sell_amount;
available = info.sell_available;
avgPrice = info.sell_price_avg;
costPrice = info.sell_price_cost;
bond = info.sell_bond;
flatPrice = info.sell_flatprice;
}
}
public OkexTransferPositionByBasis(OkexFutureInstrumentType inst, OkexFutureContractType sc, OkexFutureContractType fc,
OkexBasisCalcType type, OkexFutureTradeDirectionType tradeDir)
{
m_instrument = inst;
m_basisCalcType = type;
m_spotContract = sc;
m_forwardContract = fc;
m_tradeDirection = tradeDir;
}
protected bool isTradeTypeMatchDirection(OkexContractTradeType tradeType, OkexFutureTradeDirectionType direction)
{
if (direction == OkexFutureTradeDirectionType.FTD_Buy)
{
return(tradeType == OkexContractTradeType.TT_CloseBuy || tradeType == OkexContractTradeType.TT_OpenBuy);
}
else
{
return(tradeType == OkexContractTradeType.TT_CloseSell || tradeType == OkexContractTradeType.TT_OpenSell);
}
}
public OkexStrategy generateStrategy(string type, string info)
{
OkexStrategy s = null;
if (type == "TPByBasis")
{
JObject jo = (JObject)JsonConvert.DeserializeObject(info);
string strInst = (string)jo["Instrument"];
OkexFutureInstrumentType fi = strInstrumentMap[strInst];
string strSC = (string)jo["SpotContract"];
OkexFutureContractType sc = strContractMap[strSC];
string strFC = (string)jo["ForwardContract"];
OkexFutureContractType fc = strContractMap[strFC];
string strDir = (string)jo["Direction"];
OkexFutureTradeDirectionType dir = OkexFutureTradeDirectionType.FTD_Sell;
if (strDir.Equals("buy", StringComparison.OrdinalIgnoreCase))
{
dir = OkexFutureTradeDirectionType.FTD_Buy;
}
else if (strDir.Equals("sell", StringComparison.OrdinalIgnoreCase))
{
dir = OkexFutureTradeDirectionType.FTD_Sell;
}
OkexBasisCalcType bc = OkexBasisCalcType.BC_Ratio;
string strType = (string)jo["Type"];
if (strType.Equals("ratio", StringComparison.OrdinalIgnoreCase))
{
bc = OkexBasisCalcType.BC_Ratio;
}
else if (strType.Equals("diff", StringComparison.OrdinalIgnoreCase))
{
bc = OkexBasisCalcType.BC_Diff;
}
s = new OkexTransferPositionByBasis(fi, sc, fc, bc, dir);
//double boardLot = (double)jo["BoardLot"];
double basis = (double)jo["Basis"];
double safe = (double)jo["Safe"];
double limit = (double)jo["Limit"];
uint count = (uint)jo["Count"];
double param = (double)jo["Param"];
((OkexTransferPositionByBasis)s).init(basis, safe, limit, count, param);
}
return(s);
}
protected long getOrderedPositionByContract(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexFutureTradeDirectionType direction, bool inOpenOrder)
{
List <OkexFutureOrderBriefInfo> info;
long orderedPosition = 0;
//
return(orderedPosition);
}
protected long getAvailablePositionByContract(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexFutureTradeDirectionType direction)
{
OkexPositionBriefInfo bi10 = OkexFutureTrader.Instance.getHoldPosition(instrument, contract, direction, 10);
OkexPositionBriefInfo bi20 = OkexFutureTrader.Instance.getHoldPosition(instrument, contract, direction, 20);
long availablePosition = 0;
if (bi10 != null)
{
availablePosition += bi10.available;
}
if (bi20 != null)
{
availablePosition += bi20.available;
}
return(availablePosition);
}
protected long getPositionByContract(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexFutureTradeDirectionType direction)
{
return(OkexFutureTrader.Instance.getHoldPositionAmount(instrument, contract, direction));
}