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fixed trading and leverage

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This commit is contained in:
Dobromir Popov
2025-07-28 16:57:02 +03:00
parent db23ad10da
commit 233bb9935c
4 changed files with 81 additions and 42 deletions
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20
core/exchanges/bybit/debug/Order_history_sample.md
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@@ -0,0 +1,20 @@
ETHUSDT
0.01 3,832.79 3,839.34 Close Short -0.1076 Loss 38.32 38.39 0.0210 0.0211 0.0000 2025-07-28 16:35:46
ETHUSDT
0.01 3,874.99 3,829.44 Close Short +0.4131 Win 38.74 38.29 0.0213 0.0210 0.0000 2025-07-28 16:33:52
ETHUSDT
0.11 3,874.41 3,863.37 Close Short +0.7473 Win 426.18 424.97 0.2344 0.2337 0.0000 2025-07-28 16:03:32
ETHUSDT
0.01 3,875.28 3,868.43 Close Short +0.0259 Win 38.75 38.68 0.0213 0.0212 0.0000 2025-07-28 16:01:40
ETHUSDT
0.01 3,875.70 3,871.28 Close Short +0.0016 Win 38.75 38.71 0.0213 0.0212 0.0000 2025-07-28 15:59:53
ETHUSDT
0.01 3,879.87 3,879.79 Close Short -0.0418 Loss 38.79 38.79 0.0213 0.0213 0.0000 2025-07-28 15:54:47
ETHUSDT
-0.05 3,887.50 3,881.04 Close Long -0.5366 Loss 194.37 194.05 0.1069 0.1067 0.0000 2025-07-28 15:46:06
ETHUSDT
-0.06 3,880.08 3,884.00 Close Long -0.0210 Loss 232.80 233.04 0.1280 0.1281 0.0000 2025-07-28 15:14:38
ETHUSDT
0.11 3,877.69 3,876.83 Close Short -0.3737 Loss 426.54 426.45 0.2346 0.2345 0.0000 2025-07-28 15:07:26
ETHUSDT
0.01 3,878.70 3,877.75 Close Short -0.0330 Loss 38.78 38.77 0.0213 0.0213 0.0000 2025-07-28 15:01:41

28
core/trading_executor.py
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@@ -40,13 +40,14 @@ class Position:
order_id: str
unrealized_pnl: float = 0.0
def calculate_pnl(self, current_price: float, leverage: float = 1.0, include_fees: bool = True) -> float:
def calculate_pnl(self, current_price: float, leverage: float = 1.0, include_fees: bool = True, leverage_applied_by_exchange: bool = False) -> float:
"""Calculate unrealized P&L for the position with leverage and fees
Args:
current_price: Current market price
leverage: Leverage multiplier (default: 1.0)
include_fees: Whether to subtract fees from PnL (default: True)
leverage_applied_by_exchange: Whether leverage is already applied by broker (default: False)
Returns:
float: Unrealized PnL including leverage and fees
@@ -60,8 +61,13 @@ class Position:
else: # SHORT
base_pnl = (self.entry_price - current_price) * self.quantity
# Apply leverage
leveraged_pnl = base_pnl * leverage
# Apply leverage only if not already applied by exchange
if leverage_applied_by_exchange:
# Broker already applies leverage, so use base PnL
leveraged_pnl = base_pnl
else:
# Apply leverage locally
leveraged_pnl = base_pnl * leverage
# Calculate fees (0.1% open + 0.1% close = 0.2% total)
fees = 0.0
@@ -2074,7 +2080,21 @@ class TradingExecutor:
"""Update position P&L with current market price"""
if symbol in self.positions:
with self.lock:
self.positions[symbol].calculate_pnl(current_price)
# Get leverage configuration from primary exchange
leverage_applied_by_exchange = False
if hasattr(self, 'primary_config'):
leverage_applied_by_exchange = self.primary_config.get('leverage_applied_by_exchange', False)
# Get configured leverage
leverage = 1.0
if hasattr(self, 'primary_config'):
leverage = self.primary_config.get('leverage', 1.0)
self.positions[symbol].calculate_pnl(
current_price,
leverage=leverage,
leverage_applied_by_exchange=leverage_applied_by_exchange
)
def get_positions(self) -> Dict[str, Position]:
"""Get current positions"""