extend Position with extra params from BInance Futures

Author: ksidenko

exchanges/binancefutures/binancefutures.go

@@ -326,7 +326,16 @@ func (b *BinanceFutures) GetPositions(symbol string) (result []*Position, err er
 			position.Size = size
 			position.OpenPrice = utils.ParseFloat64(v.EntryPrice)
 			position.AvgPrice = position.OpenPrice
+			position.Profit = utils.ParseFloat64(v.UnRealizedProfit)
 		}
+		position.MarginType = v.MarginType
+		position.IsAutoAddMargin = utils.ParseBool(v.IsAutoAddMargin)
+		position.IsolatedMargin = utils.ParseFloat64(v.IsolatedMargin)
+		position.Leverage = utils.ParseFloat64(v.Leverage)
+		position.LiquidationPrice = utils.ParseFloat64(v.LiquidationPrice)
+		position.MarkPrice = utils.ParseFloat64(v.MarkPrice)
+		position.MaxNotionalValue = utils.ParseFloat64(v.MaxNotionalValue)
+		position.PositionSide = v.PositionSide
 		result = append(result, position)
 	}
 	return

models.go

@@ -1,8 +1,9 @@
 package crex
 
 import (
-	"github.com/rocketlaunchr/dataframe-go"
 	"time"
+
+	"github.com/rocketlaunchr/dataframe-go"
 )
 
 type Balance struct {
@@ -224,6 +225,15 @@ type Position struct {
 	Size      float64   `json:"size"`       // 仓位大小
 	AvgPrice  float64   `json:"avg_price"`  // 平均价
 	Profit    float64   `json:"profit"`     //浮动盈亏
+
+	MarginType       string  `json:"marginType"`
+	IsAutoAddMargin  bool    `json:"isAutoAddMargin"`
+	IsolatedMargin   float64 `json:"isolatedMargin"`
+	Leverage         float64 `json:"leverage"`
+	LiquidationPrice float64 `json:"liquidationPrice"`
+	MarkPrice        float64 `json:"markPrice"`
+	MaxNotionalValue float64 `json:"maxNotionalValue"`
+	PositionSide     string  `json:"positionSide"`
 }
 
 func (p *Position) Side() Direction {

utils/str.go

@@ -11,3 +11,8 @@ func ParseInt(s string) int {
 	i, _ := strconv.ParseInt(s, 10, 64)
 	return int(i)
 }
+
+func ParseBool(s string) bool {
+	b, _ := strconv.ParseBool(s)
+	return b
+}