Merge pull request #18723 from carlosmiei/add-position-type

feat(base): add position type

python/ccxt/base/types.py

@@ -44,6 +44,7 @@ class Balance(TypedDict):
 
 
 IndexType = Union[str, int]
+Numeric = Union[None, str, float, int]
 
 
 class Trade(TypedDict):
@@ -60,3 +61,31 @@ class Trade(TypedDict):
     takerOrMaker: str
     cost: Union[None, str, float]
     fee: TypedDict
+
+
+class Position(TypedDict):
+    symbol: str
+    id: str
+    timestamp: int
+    datetime: str
+    contracts: Numeric
+    contractsSize: Numeric
+    side: str
+    notional: Numeric
+    leverage: Numeric
+    unrealizedPnl: Numeric
+    realizedPnl: Numeric
+    collateral: Numeric
+    entryPrice: Numeric
+    markPrice: Numeric
+    liquidationPrice: Numeric
+    hedged: bool
+    maintenanceMargin: Numeric
+    initialMargin: Numeric
+    initialMarginPercentage: Numeric
+    marginMode: str
+    marginRatio: Numeric
+    lastUpdateTimestamp: int
+    lastPrice: Numeric
+    percentage: Numeric
+    info: TypedDict

ts/src/ascendex.ts

@@ -2571,7 +2571,7 @@ export default class ascendex extends Exchange {
             result.push (this.parsePosition (position[i]));
         }
         symbols = this.marketSymbols (symbols);
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parsePosition (position, market = undefined) {

ts/src/base/Exchange.ts

@@ -139,7 +139,7 @@ import { OrderBook as WsOrderBook, IndexedOrderBook, CountedOrderBook } from './
 //
 
 // import types
-import { Market, Trade, Fee, Ticker, OHLCV, OHLCVC, Order, OrderBook, Balance, Balances, Dictionary, Transaction, DepositAddressResponse, Currency, MinMax, IndexType, Int, OrderType, OrderSide } from './types';
+import { Market, Trade, Fee, Ticker, OHLCV, OHLCVC, Order, OrderBook, Balance, Balances, Dictionary, Transaction, DepositAddressResponse, Currency, MinMax, IndexType, Int, OrderType, OrderSide, Position } from './types';
 export {Market, Trade, Fee, Ticker} from './types'
 
 // ----------------------------------------------------------------------------
@@ -2832,7 +2832,7 @@ export default class Exchange {
         return this.markets;
     }
 
-    safePosition (position) {
+    safePosition (position): Position {
         // simplified version of: /pull/12765/
         const unrealizedPnlString = this.safeString (position, 'unrealisedPnl');
         const initialMarginString = this.safeString (position, 'initialMargin');
@@ -2845,18 +2845,18 @@ export default class Exchange {
             const percentageString = Precise.stringMul (Precise.stringDiv (unrealizedPnlString, initialMarginString, 4), '100');
             position['percentage'] = this.parseNumber (percentageString);
         }
-        return position;
+        return position as any;
     }
 
-    parsePositions (positions, symbols: string[] = undefined, params = {}) {
+    parsePositions (positions, symbols: string[] = undefined, params = {}): Position[] {
         symbols = this.marketSymbols (symbols);
         positions = this.toArray (positions);
         const result = [];
         for (let i = 0; i < positions.length; i++) {
             const position = this.extend (this.parsePosition (positions[i], undefined), params);
             result.push (position);
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parseAccounts (accounts, params = {}) {
@@ -3074,11 +3074,11 @@ export default class Exchange {
         throw new NotSupported (this.id + ' fetchPermissions() is not supported yet');
     }
 
-    async fetchPosition (symbol: string, params = {}): Promise<any> {
+    async fetchPosition (symbol: string, params = {}): Promise<Position> {
         throw new NotSupported (this.id + ' fetchPosition() is not supported yet');
     }
 
-    async fetchPositionsBySymbol (symbol: string, params = {}): Promise<any> {
+    async fetchPositionsBySymbol (symbol: string, params = {}): Promise<Position[]> {
         /**
          * @method
          * @name exchange#fetchPositionsBySymbol
@@ -3090,11 +3090,11 @@ export default class Exchange {
         throw new NotSupported (this.id + ' fetchPositionsBySymbol() is not supported yet');
     }
 
-    async fetchPositions (symbols: string[] = undefined, params = {}): Promise<any> {
+    async fetchPositions (symbols: string[] = undefined, params = {}): Promise<Position[]> {
         throw new NotSupported (this.id + ' fetchPositions() is not supported yet');
     }
 
-    async fetchPositionsRisk (symbols: string[] = undefined, params = {}) {
+    async fetchPositionsRisk (symbols: string[] = undefined, params = {}): Promise<Position[]> {
         throw new NotSupported (this.id + ' fetchPositionsRisk() is not supported yet');
     }
 
@@ -4407,6 +4407,15 @@ export default class Exchange {
             throw new NotSupported (this.id + ' fetchTransactions () is not supported yet');
         }
     }
+
+    filterByArrayPositions (objects, key: IndexType, values = undefined, indexed = true): Position[] {
+        /**
+         * @ignore
+         * @method
+         * @description Typed wrapper for filterByArray that returns a list of positions
+         */
+        return this.filterByArray (objects, key, values, indexed) as Position[];
+    }
 }
 
 export {

ts/src/base/types.ts

@@ -189,6 +189,35 @@ export interface DepositAddressResponse {
     tag?: string;
 }
 
+export interface Position {
+    symbol: string;
+    id: string;
+    timestamp?: number;
+    datetime: string;
+    contracts?: number;
+    contractsSize?: number;
+    side: string;
+    notional?: number;
+    leverage?: number;
+    unrealizedPnl?: number;
+    realizedPnl?: number;
+    collateral?: number;
+    entryPrice?: number;
+    markPrice?: number;
+    liquidationPrice?: number;
+    hedged?: boolean;
+    maintenanceMargin?: number;
+    maintenanceMarginPercentage?: number;
+    initialMargin?: number;
+    initialMarginPercentage?: number;
+    marginMode: string;
+    marginRatio?: number;
+    lastUpdateTimestamp?: number;
+    lastPrice?: number;
+    percentage?: number;
+    info: any;
+}
+
 /** [ timestamp, open, high, low, close, volume ] */
 export type OHLCV = [number, number, number, number, number, number];
 

ts/src/binance.ts

@@ -7212,7 +7212,7 @@ export default class binance extends Exchange {
         for (let i = 0; i < response.length; i++) {
             result.push (this.parsePosition (response[i], market));
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parsePosition (position, market = undefined) {
@@ -7326,7 +7326,7 @@ export default class binance extends Exchange {
         const account = await this[method] (query);
         const result = this.parseAccountPositions (account);
         symbols = this.marketSymbols (symbols);
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     async fetchPositionsRisk (symbols: string[] = undefined, params = {}) {
@@ -7422,7 +7422,7 @@ export default class binance extends Exchange {
             result.push (parsed);
         }
         symbols = this.marketSymbols (symbols);
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     async fetchFundingHistory (symbol: string = undefined, since: Int = undefined, limit: Int = undefined, params = {}) {

ts/src/bitget.ts

@@ -4023,7 +4023,7 @@ export default class bitget extends Exchange {
             result.push (this.parsePosition (position[i]));
         }
         symbols = this.marketSymbols (symbols);
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parsePosition (position, market = undefined) {
@@ -4141,6 +4141,7 @@ export default class bitget extends Exchange {
             'liquidationPrice': liquidationPrice,
             'entryPrice': this.parseNumber (entryPrice),
             'unrealizedPnl': this.parseNumber (unrealizedPnl),
+            'realizedPnl': this.safeNumber (position, 'pnl'),
             'percentage': this.parseNumber (percentage),
             'contracts': contracts,
             'contractSize': contractSizeNumber,

ts/src/bybit.ts

@@ -7179,7 +7179,7 @@ export default class bybit extends Exchange {
             }
             results.push (this.parsePosition (rawPosition));
         }
-        return this.filterByArray (results, 'symbol', symbols, false);
+        return this.filterByArrayPositions (results, 'symbol', symbols, false);
     }
 
     async fetchUSDCPositions (symbols: string[] = undefined, params = {}) {
@@ -7254,7 +7254,7 @@ export default class bybit extends Exchange {
             }
             results.push (this.parsePosition (rawPosition, market));
         }
-        return this.filterByArray (results, 'symbol', symbols, false);
+        return this.filterByArrayPositions (results, 'symbol', symbols, false);
     }
 
     async fetchDerivativesPositions (symbols: string[] = undefined, params = {}) {

ts/src/coinex.ts

@@ -3018,7 +3018,7 @@ export default class coinex extends Exchange {
         for (let i = 0; i < position.length; i++) {
             result.push (this.parsePosition (position[i], market));
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     async fetchPosition (symbol: string, params = {}) {

ts/src/digifinex.ts

@@ -3218,7 +3218,7 @@ export default class digifinex extends Exchange {
         for (let i = 0; i < positions.length; i++) {
             result.push (this.parsePosition (positions[i], market));
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     async fetchPosition (symbol: string, params = {}) {
@@ -3309,7 +3309,7 @@ export default class digifinex extends Exchange {
             return this.extend (position, {
                 'collateral': this.safeNumber (response, 'margin'),
                 'marginRatio': this.safeNumber (response, 'margin_rate'),
-            });
+            }) as any;
         }
     }
 

ts/src/huobi.ts

@@ -6771,7 +6771,7 @@ export default class huobi extends Exchange {
                 'datetime': this.iso8601 (timestamp),
             }));
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     async fetchPosition (symbol: string, params = {}) {

ts/src/krakenfutures.ts

@@ -1754,7 +1754,7 @@ export default class krakenfutures extends Exchange {
         //    }
         //
         const result = this.parsePositions (response);
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parsePositions (response, symbols: string[] = undefined, params = {}) {

ts/src/kucoinfutures.ts

@@ -1077,7 +1077,7 @@ export default class kucoinfutures extends kucoin {
             'unrealizedPnl': this.parseNumber (unrealisedPnl),
             'contracts': this.parseNumber (Precise.stringAbs (size)),
             'contractSize': this.safeValue (market, 'contractSize'),
-            //     realisedPnl: position['realised_pnl'],
+            'realizedPnl': this.safeNumber (position, 'realised_pnl'),
             'marginRatio': undefined,
             'liquidationPrice': this.safeNumber (position, 'liquidationPrice'),
             'markPrice': this.safeNumber (position, 'markPrice'),

ts/src/okx.ts

@@ -4816,7 +4816,7 @@ export default class okx extends Exchange {
         const data = this.safeValue (response, 'data', []);
         const position = this.safeValue (data, 0);
         if (position === undefined) {
-            return position;
+            return undefined;
         }
         return this.parsePosition (position);
     }
@@ -4904,7 +4904,7 @@ export default class okx extends Exchange {
         for (let i = 0; i < positions.length; i++) {
             result.push (this.parsePosition (positions[i]));
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parsePosition (position, market = undefined) {

ts/src/phemex.ts

@@ -3419,7 +3419,7 @@ export default class phemex extends Exchange {
             const position = positions[i];
             result.push (this.parsePosition (position));
         }
-        return this.filterByArray (result, 'symbol', symbols, false);
+        return this.filterByArrayPositions (result, 'symbol', symbols, false);
     }
 
     parsePosition (position, market = undefined) {