private CryptoPosition Convert(Position position)
{
var key = GetPositionKey(position);
var existing = _positions.ContainsKey(key) ? _positions[key] : null;
var currency = position.Currency ?? "XBt";
var current = new CryptoPosition()
{
Pair = position.Symbol ?? existing?.Pair,
CurrentTimestamp = position.CurrentTimestamp ?? existing?.CurrentTimestamp,
OpeningTimestamp = position.OpeningTimestamp ?? existing?.OpeningTimestamp,
EntryPrice = position.AvgEntryPrice ?? existing?.EntryPrice ?? 0,
LastPrice = position.LastPrice ?? existing?.LastPrice ?? 0,
MarkPrice = position.MarkPrice ?? existing?.MarkPrice ?? 0,
LiquidationPrice = position.LiquidationPrice ?? existing?.LiquidationPrice ?? 0,
Amount = position.HomeNotional ?? existing?.Amount ?? 0,
AmountQuote = position.CurrentQty ?? existing?.AmountQuote ?? 0,
Side = ConvertSide(position.CurrentQty ?? existing?.AmountQuote),
Leverage = position.Leverage ?? existing?.Leverage,
RealizedPnl = ConvertToBtc(currency, position.RealisedPnl) ?? existing?.RealizedPnl,
UnrealizedPnl = ConvertToBtc(currency, position.UnrealisedPnl) ?? existing?.UnrealizedPnl,
};
_positions[key] = current;
return(current);
}
private static void HandlePositionChanged(CryptoPosition pos)
{
Log.Information($"Position '{pos.Pair}' [{pos.Side}], " +
$"price: {pos.LastPrice:0.00######}, amount: {pos.Amount}/{pos.AmountQuote}, " +
$"leverage: {pos.Leverage}x, " +
$"pnl realized: {pos.RealizedPnl:0.00######}, unrealized: {pos.UnrealizedPnl:0.00######}, " +
$"liquidation: {pos.LiquidationPrice:0.00######}");
}
