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< > BotCompany Repo | #1036119 // TradingPosition

JavaX fragment (include) [tags: use-pretranspiled]

Libraryless. Click here for Pure Java version (30183L/191K).

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sclass TradingPosition {
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  settable S coin;
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  settable bool isLong;
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  settable int leverage;
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  // How much we originally invest in USDT
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  settable double marginInvestment;
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  // How much USDT margin we end up with
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  settable double margin;
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  // How much crypto we bet on
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  settable double amount;
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  // Is position still open?
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  settable bool ongoing;
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  settable long openingTime;
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  settable long closingTime;
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  settable double openingPrice;
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  // closing or current price
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  settable double closingPrice;
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  settable double openingFees;
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  settable double closingFees;
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  settable double profit = Double.NaN;
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  // Actual price movement during position
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  settable TradingCandle candle;
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  // Signal we acted on (optional)
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  settable TradingSignal afterSignal;
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  double openingFeePercentage() {
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    ret doubleRatio(openingFees, margin*leverage);
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  }
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  double priceDifference() {
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    ret closingPrice-openingPrice;
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  }
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  double leveragedPriceDifference() {
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    ret priceDifference()*leverage;
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  }
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  // PNL = Profit & Loss
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  double expectedPNL aka relativeValue() {
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    ret !isNaN(profit) ? profit : (isLong() ? 1 : -1)*leveragedPriceDifference()*amount;
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  }
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  bool isWinner() { ret relativeValue() >= 0; }
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  bool isOpen() { ret ongoing; }
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  int direction() { ret isLong() ? 1 : -1; }
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  static TradingPosition fromStrategy(G22TradingStrategy.Position p) {
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    ret new TradingPosition()
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      .profit(p.profit())
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      .openingTime(p.openingTime())
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      .closingTime(p.closingTime())
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      .openingPrice(p.openingPrice())
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      .closingPrice(p.closingPrice())
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      .isLong(p.direction > 0)
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      .leverage(iround(p.leverage));
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  }
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}

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Snippet ID: #1036119
Snippet name: TradingPosition
Eternal ID of this version: #1036119/12
Text MD5: 1e77967db1d6af89752a34e318727fb3
Transpilation MD5: 43c9efc74c049a2ea8f8db114b530cb0
Author: stefan
Category: javax
Type: JavaX fragment (include)
Public (visible to everyone): Yes
Archived (hidden from active list): No
Created/modified: 2023-03-12 23:26:39
Source code size: 1748 bytes / 70 lines
Pitched / IR pitched: No / No
Views / Downloads: 97 / 169
Version history: 11 change(s)
Referenced in: [show references]