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refactor PnL #29

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merged 7 commits into from
Aug 2, 2022
Merged

refactor PnL #29

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a80e4c4
use fork
tferraz-bitfinex Jul 31, 2022
276d28e
refactor pnl
tferraz-bitfinex Jul 31, 2022
ec49b7a
refactor pnl
tferraz-bitfinex Jul 31, 2022
9ff5cf2
update version
tferraz-bitfinex Jul 31, 2022
d311fa0
Merge branch 'master' into refactor-pnl
tferraz-bitfinex Aug 1, 2022
94c234f
update version
tferraz-bitfinex Aug 1, 2022
c9bd549
use dep version
tferraz-bitfinex Aug 2, 2022
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10 changes: 7 additions & 3 deletions index.js
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Original file line number Diff line number Diff line change
Expand Up @@ -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')

Expand Down Expand Up @@ -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))
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4 changes: 2 additions & 2 deletions package.json
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@@ -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": {
Expand Down Expand Up @@ -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/tarcisiozf/bfx-hf-strategy.git#refactor-pnl",
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wait for merge

"bfx-hf-util": "git+https://github.com/bitfinexcom/bfx-hf-util.git#v1.0.12",
"debug": "^4.3.3",
"lodash": "^4.17.10",
Expand Down