[hbdm] fix get position bug

nntaoli-project · Nov 13, 2020 · 32e00ff · 32e00ff
1 parent dad75f1
commit 32e00ff
Showing 1 changed file with 58 additions and 23 deletions.
diff --git a/huobi/Hbdm.go b/huobi/Hbdm.go
@@ -199,37 +199,72 @@ func (dm *Hbdm) GetFuturePosition(currencyPair CurrencyPair, contractType string
 
  // log.Println(data)
 
- var positions []FuturePosition
+ var (
+ positions []FuturePosition
+ positionMap = make(map[string]FuturePosition, 1)
+ )
+
  for _, d := range data {
+ if d.ContractType == "next_quarter" {
+ d.ContractType = BI_QUARTER_CONTRACT
+ }
+
  if d.ContractType != contractType {
  continue
  }
 
+ pos := positionMap[d.ContractCode]
+ pos.ContractType = d.ContractType
+ pos.ContractId = int64(ToInt(d.ContractCode[3:]))
+ pos.Symbol = currencyPair
+
  switch d.Direction {
  case "buy":
- positions = append(positions, FuturePosition{
- ContractType: d.ContractType,
- ContractId: int64(ToInt(d.ContractCode[3:])),
- Symbol: currencyPair,
- BuyAmount: d.Volume,
- BuyAvailable: d.Available,
- BuyPriceAvg: d.CostOpen,
- BuyPriceCost: d.CostHold,
- BuyProfitReal: d.ProfitRate,
- BuyProfit: d.Profit,
- LeverRate: d.LeverRate})
+ //positions = append(positions, FuturePosition{
+ // ContractType: d.ContractType,
+ // ContractId: int64(ToInt(d.ContractCode[3:])),
+ // Symbol: currencyPair,
+ // BuyAmount: d.Volume,
+ // BuyAvailable: d.Available,
+ // BuyPriceAvg: d.CostOpen,
+ // BuyPriceCost: d.CostHold,
+ // BuyProfitReal: d.ProfitRate,
+ // BuyProfit: d.Profit,
+ // LeverRate: d.LeverRate})
+ pos.BuyAmount = d.Volume
+ pos.BuyAvailable = d.Available
+ pos.BuyPriceAvg = d.CostOpen
+ pos.BuyPriceCost = d.CostHold
+ pos.BuyProfit = d.Profit
+ pos.BuyProfitReal = d.ProfitRate
+ pos.LeverRate = d.LeverRate
  case "sell":
- positions = append(positions, FuturePosition{
- ContractType: d.ContractType,
- ContractId: int64(ToInt(d.ContractCode[3:])),
- Symbol: currencyPair,
- SellAmount: d.Volume,
- SellAvailable: d.Available,
- SellPriceAvg: d.CostOpen,
- SellPriceCost: d.CostHold,
- SellProfitReal: d.ProfitRate,
- SellProfit: d.Profit,
- LeverRate: d.LeverRate})
+ // positions = append(positions, FuturePosition{
+ // ContractType: d.ContractType,
+ // ContractId: int64(ToInt(d.ContractCode[3:])),
+ // Symbol: currencyPair,
+ // SellAmount: d.Volume,
+ // SellAvailable: d.Available,
+ // SellPriceAvg: d.CostOpen,
+ // SellPriceCost: d.CostHold,
+ // SellProfitReal: d.ProfitRate,
+ // SellProfit: d.Profit,
+ // LeverRate: d.LeverRate})
+ pos.SellAmount = d.Volume
+ pos.SellAvailable = d.Available
+ pos.SellPriceAvg = d.CostOpen
+ pos.SellPriceCost = d.CostHold
+ pos.SellProfit = d.Profit
+ pos.SellProfitReal = d.ProfitRate
+ pos.LeverRate = d.LeverRate
+ }
+
+ positionMap[d.ContractCode] = pos
+ }
+
+ for _, pos := range positionMap {
+ if pos.BuyAmount > 0 || pos.SellAmount > 0 {
+ positions = append(positions, pos)
  }
  }