获取持仓均价你用对了吗?

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创建日期: 2021-03-10 21:02:32 最后修改: 2021-03-11 14:45:53
复制: 23 点击次数: 2341
avatar of LiteFly LiteFly
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获取持仓均价大部分人用的是 position = exchanges[0].GetPosition() avgPrice = position[0][“Price”] 但是其实这样是不准的,打印币安合约position信息: [map[Amount:5 ContractType:swap FrozenAmount:0 Info:map[entryPrice:55173.32071038 isAutoAddMargin:false isolatedMargin:0.00000000 isolatedWallet:0 leverage:20 liquidationPrice:0 marginType:cross markPrice:55171.20000000 maxQty:50 notionalValue:-0.00906269 positionAmt:-5 positionSide:BOTH symbol:BTCUSD_PERP unRealizedProfit:0.00000034] Margin:0.0004531349689693174 MarginLevel:20 Price:55173.32071038 Profit:3.4e-07 Type:1]]

发现有2个价格entryPrice Price,而合约交易不同交易所每天都会进行结算,结算后Price就会变了,而entryPrice才算真正的原始持仓价格, 若这时你用Price去计算收益率来进行止盈止损,可能会造成较大的损失。

以上原因,封装了三大交易所的持仓均价函数,拿走不谢

策略源码
def  getAvgPrice(position):
    if hasattr(position[0],'Info') and hasattr(position[0].Info,'cost_open'):# Huobi
        return position[0].Info.cost_open
    elif hasattr(position[0],'Info') and  hasattr(position[0].Info,'avg_cost'):#OKex
        return position[0].Info.avg_cost
    elif hasattr(position[0],'Info') and  hasattr(position[0].Info,'entryPrice'):#binance
        return position[0].Info.entryPrice
    else:
        return position[0]["Price"] 

def main():
    Log(exchange.GetAccount())
    position = exchanges[0].GetPosition()
    if len(position)>0:
        avgPrice = getAvgPrice(position)
        Log(avgPrice)
    
    
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avatar of okTrade
okTrade
这个有用 拿走了 但是改了一下 def getAvgPrice(postinInfo): if hasattr(postinInfo,'Info') and hasattr(postinInfo.Info,'cost_open'):# Huobi return postinInfo.Info.cost_open elif hasattr(postinInfo,'Info') and hasattr(postinInfo.Info,'avg_cost'):#OKex return postinInfo.Info.avg_cost elif hasattr(postinInfo,'Info') and hasattr(postinInfo.Info,'entryPrice'):#binance return postinInfo.Info.entryPrice else: return postinInfo["Price"]
2021-07-21 01:12:27
avatar of 韬奋量化
韬奋量化
牛逼
2021-07-05 16:41:42
avatar of q631207207
q631207207
如果使用_C 机器人会一直弹出持仓信息,能帮忙看看么
2021-04-02 22:58:06
avatar of LiteFly
LiteFly
你自己嵌套了循环吧
2021-04-09 16:36:26