refactor PnL (#29)

bitfinexcom · Aug 2, 2022 · 620cad2 · 620cad2
1 parent 42657c0
commit 620cad2
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Showing 2 changed files with 9 additions and 5 deletions.
diff --git a/index.js b/index.js
@@ -10,9 +10,10 @@ const PromiseThrottle = require('promise-throttle')
 const debug = require('debug')('bfx:hf:strategy-exec')
 const {
   onSeedCandle, onCandle, onTrade, closeOpenPositions,
-  getPosition, positionPl
+  getPosition
 } = require('bfx-hf-strategy')
 const _generateStrategyResults = require('bfx-hf-strategy/lib/util/generate_strategy_results')
+const { calcRealizedPositionPnl, calcUnrealizedPositionPnl } = require('bfx-hf-strategy/lib/pnl')
 
 const EventEmitter = require('events')
 
@@ -303,8 +304,11 @@ class LiveStrategyExecution extends EventEmitter {
 
     const openPosition = getPosition(this.strategyState, symbol)
     if (openPosition && price) {
-      openPosition.pl = positionPl(this.strategyState, symbol, price)
-      this.emit('opened_position_data', openPosition)
+      this.emit('opened_position_data', {
+        ...openPosition,
+        realizedPnl: calcRealizedPositionPnl(openPosition),
+        unrealizedPnl: calcUnrealizedPositionPnl(openPosition, price)
+      })
     }
 
     this.emit('rt_execution_results', this.generateResults(openPosition))

diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "bfx-hf-strategy-exec",
-  "version": "2.1.0",
+  "version": "2.2.0",
   "description": "Execution logic for bfx-hf-strategy",
   "main": "./index.js",
   "directories": {
@@ -36,7 +36,7 @@
   ],
   "dependencies": {
     "bfx-api-node-core": "git+https://github.com/bitfinexcom/bfx-api-node-core.git#v1.6.1",
-    "bfx-hf-strategy": "git+https://github.com/bitfinexcom/bfx-hf-strategy.git#v1.5.5",
+    "bfx-hf-strategy": "git+https://github.com/bitfinexcom/bfx-hf-strategy.git#v2.0.0",
     "bfx-hf-util": "git+https://github.com/bitfinexcom/bfx-hf-util.git#v1.0.12",
     "debug": "^4.3.3",
     "lodash": "^4.17.10",