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