mt5添加获取持仓方法

.gitignore

@@ -1,4 +1,5 @@
 build/
 dist/
 ccxt/__pycache__/
-__pycache__/
+__pycache__/
+.vscode/settings.json

ccxt/async_support/mt5.py

@@ -52,6 +52,7 @@ class mt5(Exchange, ImplicitAPI):
                 'fetchOHLCV': True,
                 'fetchOpenOrders': True,
                 'fetchOrder': True,
+                'fetchPositions': True,
                 'fetchOrderBook': True,
                 'fetchTicker': True,
                 'fetchTickers': True, 
@@ -561,6 +562,132 @@ class mt5(Exchange, ImplicitAPI):
         
         return tickers
 
+    async def fetch_positions(self, symbol=None, since=None, limit=None, params={}):
+        """异步获取持仓信息"""
+        if not hasattr(self, 'token') or not self.token:
+            await self.get_token()
+            
+        request = {
+            'id': self.token,
+        }
+        
+        response = await self.private_get_openedorders(self.extend(request, params))
+        
+        # 使用基类的 parse_positions 方法，让 parse_position 自己判断是否为有效持仓
+        result = self.parse_positions(response, [symbol] if symbol else None, params)
+        
+        # 过滤掉 None 值（无效持仓）
+        result = [position for position in result if position is not None]
+        
+        # 应用限制
+        if limit is not None:
+            result = result[:limit]
+        
+        return result
+
+    def parse_position(self, position, market: Market = None):
+        """解析持仓信息 - 根据真实数据调整"""
+        # 获取市场信息
+        market_id = self.safe_string(position, 'symbol')
+        symbol = self.safe_symbol(market_id, market, '/')
+        
+        # 检查是否为有效持仓
+        state = self.safe_string(position, 'state')
+        lots = self.safe_number(position, 'lots', 0)
+        close_lots = self.safe_number(position, 'closeLots', 0)
+        
+        # 只有状态为已成交且有未平仓数量的才是有效持仓
+        # 根据你的业务逻辑调整这个判断条件
+        if state != 'Filled' or lots <= close_lots:
+            return None
+        
+        # 解析时间戳
+        timestamp = self.parse8601(self.safe_string(position, 'openTime'))
+        open_timestamp_utc = self.safe_integer(position, 'openTimestampUTC')
+        if open_timestamp_utc:
+            timestamp = open_timestamp_utc
+        
+        # 确定持仓方向
+        order_type = self.safe_string(position, 'orderType')
+        side = 'long' if order_type == 'Buy' else 'short'
+        
+        # 获取持仓数量 (未平仓数量)
+        contracts = lots - close_lots
+        
+        # 获取价格信息
+        entry_price = self.safe_number(position, 'openPrice', 0)
+        current_price = self.safe_number(position, 'closePrice', entry_price)
+        mark_price = current_price
+        
+        # 计算持仓价值
+        contract_size = self.safe_number(position, 'contractSize', 1.0)
+        notional = contracts * entry_price * contract_size if contracts and entry_price and contract_size else None
+        
+        # 计算盈亏 - 使用 profit 字段
+        unrealized_pnl = self.safe_number(position, 'profit', 0)
+        
+        # 计算保证金信息
+        initial_margin = None
+        initial_margin_percentage = None
+        
+        # 如果有持仓价值，计算保证金
+        if notional is not None and notional != 0:
+            leverage = self.safe_number(position, 'leverage', 100)
+            initial_margin = notional / leverage
+            initial_margin_percentage = 1 / leverage
+        
+        # 计算强平价格 (简化计算)
+        liquidation_price = None
+        if entry_price is not None:
+            if side == 'long':
+                liquidation_price = entry_price * 0.95  # 假设 5% 强平线
+            else:
+                liquidation_price = entry_price * 1.05  # 假设 5% 强平线
+        
+        # 计算百分比盈亏
+        percentage = None
+        if entry_price is not None and mark_price is not None and entry_price != 0:
+            if side == 'long':
+                percentage = (mark_price - entry_price) / entry_price
+            else:
+                percentage = (entry_price - mark_price) / entry_price
+        
+        # 获取止损止盈价格
+        stop_loss_price = self.safe_number(position, 'stopLoss')
+        take_profit_price = self.safe_number(position, 'takeProfit')
+        
+        # 返回标准化的持仓信息
+        return {
+            'info': position,
+            'id': self.safe_string(position, 'ticket'),
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp) if timestamp else None,
+            'lastUpdateTimestamp': timestamp,
+            'initialMargin': initial_margin,
+            'initialMarginPercentage': initial_margin_percentage,
+            'maintenanceMargin': None,
+            'maintenanceMarginPercentage': None,
+            'entryPrice': entry_price,
+            'notional': notional,
+            'leverage': self.safe_number(position, 'leverage', 100),
+            'unrealizedPnl': unrealized_pnl,
+            'realizedPnl': self.safe_number(position, 'realizedPnl', 0),
+            'contracts': contracts,
+            'contractSize': contract_size,
+            'marginRatio': None,
+            'liquidationPrice': liquidation_price,
+            'markPrice': mark_price,
+            'lastPrice': mark_price,
+            'collateral': initial_margin,
+            'marginMode': 'cross',
+            'side': side,
+            'percentage': percentage,
+            'stopLossPrice': stop_loss_price,
+            'takeProfitPrice': take_profit_price,
+            'hedged': None,
+        }
+
     async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}):
         """异步获取未平仓订单 - 修复版本"""
         if not hasattr(self, 'token') or not self.token:
@@ -731,68 +858,6 @@ class mt5(Exchange, ImplicitAPI):
         }
         return self.safe_string(types, type, type)
 
-    def parse_position(self, order_data, market: Market = None):
-        """从订单数据解析持仓"""
-        # 只有状态为 Filled 的订单才是持仓
-        state = self.safe_string(order_data, 'state')
-        if state != 'Filled':
-            return None
-            
-        symbol = self.safe_string(order_data, 'symbol')
-        if symbol and len(symbol) >= 6:
-            base = symbol[:3]
-            quote = symbol[3:]
-            symbol = base + '/' + quote
-        
-        timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
-        open_timestamp_utc = self.safe_integer(order_data, 'openTimestampUTC')
-        if open_timestamp_utc:
-            timestamp = open_timestamp_utc
-        
-        # 确定持仓方向
-        order_type = self.safe_string(order_data, 'orderType')
-        side = 'long' if order_type == 'Buy' else 'short'
-        
-        # 计算持仓价值
-        contracts = self.safe_number(order_data, 'lots', 0)
-        entry_price = self.safe_number(order_data, 'openPrice', 0)
-        current_price = self.safe_number(order_data, 'closePrice', entry_price)
-        notional = contracts * entry_price if contracts and entry_price else None
-        
-        # 计算盈亏百分比
-        percentage = None
-        if entry_price and current_price and entry_price != 0:
-            if side == 'long':
-                percentage = (current_price - entry_price) / entry_price
-            else:
-                percentage = (entry_price - current_price) / entry_price
-        
-        return {
-            'id': self.safe_string(order_data, 'ticket'),
-            'symbol': symbol,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'side': side,
-            'contracts': contracts,
-            'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
-            'entryPrice': entry_price,
-            'markPrice': current_price,  # 使用当前价格作为标记价格
-            'notional': notional,
-            'leverage': 1,  # MT5 可能需要从账户信息获取
-            'unrealizedPnl': self.safe_number(order_data, 'profit', 0),
-            'realizedPnl': 0,  # 对于持仓，已实现盈亏为0
-            'liquidationPrice': None,  # MT5 可能不提供
-            'marginMode': 'cross',
-            'percentage': percentage,
-            'marginRatio': None,
-            'collateral': None,
-            'initialMargin': None,  # 可能需要计算
-            'initialMarginPercentage': None,
-            'maintenanceMargin': None,
-            'maintenanceMarginPercentage': None,
-            # 'info': order_data,
-        }
-    
     async def create_order(self, symbol, type, side, amount, price=None, params={}):
         """创建订单"""
         await self.load_markets()

ccxt/mt5.py

@@ -58,6 +58,7 @@ class mt5(Exchange, ImplicitAPI):
                 'fetchOHLCV': True,
                 'fetchOpenOrders': True,
                 'fetchOrder': True,
+                'fetchPositions': True,
                 'fetchOrderBook': True,
                 'fetchTicker': True,
                 'fetchTickers': True,
@@ -582,6 +583,132 @@ class mt5(Exchange, ImplicitAPI):
             'isInvestor': self.safe_value(response, 'isInvestor', False),
         }
 
+    def fetch_positions(self, symbol=None, since=None, limit=None, params={}):
+        """异步获取持仓信息"""
+        if not hasattr(self, 'token') or not self.token:
+            self.get_token()
+            
+        request = {
+            'id': self.token,
+        }
+        
+        response = self.private_get_openedorders(self.extend(request, params))
+        
+        # 使用基类的 parse_positions 方法，让 parse_position 自己判断是否为有效持仓
+        result = self.parse_positions(response, [symbol] if symbol else None, params)
+        
+        # 过滤掉 None 值（无效持仓）
+        result = [position for position in result if position is not None]
+        
+        # 应用限制
+        if limit is not None:
+            result = result[:limit]
+        
+        return result
+
+    def parse_position(self, position, market: Market = None):
+        """解析持仓信息 - 根据真实数据调整"""
+        # 获取市场信息
+        market_id = self.safe_string(position, 'symbol')
+        symbol = self.safe_symbol(market_id, market, '/')
+        
+        # 检查是否为有效持仓
+        state = self.safe_string(position, 'state')
+        lots = self.safe_number(position, 'lots', 0)
+        close_lots = self.safe_number(position, 'closeLots', 0)
+        
+        # 只有状态为已成交且有未平仓数量的才是有效持仓
+        # 根据你的业务逻辑调整这个判断条件
+        if state != 'Filled' or lots <= close_lots:
+            return None
+        
+        # 解析时间戳
+        timestamp = self.parse8601(self.safe_string(position, 'openTime'))
+        open_timestamp_utc = self.safe_integer(position, 'openTimestampUTC')
+        if open_timestamp_utc:
+            timestamp = open_timestamp_utc
+        
+        # 确定持仓方向
+        order_type = self.safe_string(position, 'orderType')
+        side = 'long' if order_type == 'Buy' else 'short'
+        
+        # 获取持仓数量 (未平仓数量)
+        contracts = lots - close_lots
+        
+        # 获取价格信息
+        entry_price = self.safe_number(position, 'openPrice', 0)
+        current_price = self.safe_number(position, 'closePrice', entry_price)
+        mark_price = current_price
+        
+        # 计算持仓价值
+        contract_size = self.safe_number(position, 'contractSize', 1.0)
+        notional = contracts * entry_price * contract_size if contracts and entry_price and contract_size else None
+        
+        # 计算盈亏 - 使用 profit 字段
+        unrealized_pnl = self.safe_number(position, 'profit', 0)
+        
+        # 计算保证金信息
+        initial_margin = None
+        initial_margin_percentage = None
+        
+        # 如果有持仓价值，计算保证金
+        if notional is not None and notional != 0:
+            leverage = self.safe_number(position, 'leverage', 100)
+            initial_margin = notional / leverage
+            initial_margin_percentage = 1 / leverage
+        
+        # 计算强平价格 (简化计算)
+        liquidation_price = None
+        if entry_price is not None:
+            if side == 'long':
+                liquidation_price = entry_price * 0.95  # 假设 5% 强平线
+            else:
+                liquidation_price = entry_price * 1.05  # 假设 5% 强平线
+        
+        # 计算百分比盈亏
+        percentage = None
+        if entry_price is not None and mark_price is not None and entry_price != 0:
+            if side == 'long':
+                percentage = (mark_price - entry_price) / entry_price
+            else:
+                percentage = (entry_price - mark_price) / entry_price
+        
+        # 获取止损止盈价格
+        stop_loss_price = self.safe_number(position, 'stopLoss')
+        take_profit_price = self.safe_number(position, 'takeProfit')
+        
+        # 返回标准化的持仓信息
+        return {
+            'info': position,
+            'id': self.safe_string(position, 'ticket'),
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp) if timestamp else None,
+            'lastUpdateTimestamp': timestamp,
+            'initialMargin': initial_margin,
+            'initialMarginPercentage': initial_margin_percentage,
+            'maintenanceMargin': None,
+            'maintenanceMarginPercentage': None,
+            'entryPrice': entry_price,
+            'notional': notional,
+            'leverage': self.safe_number(position, 'leverage', 100),
+            'unrealizedPnl': unrealized_pnl,
+            'realizedPnl': self.safe_number(position, 'realizedPnl', 0),
+            'contracts': contracts,
+            'contractSize': contract_size,
+            'marginRatio': None,
+            'liquidationPrice': liquidation_price,
+            'markPrice': mark_price,
+            'lastPrice': mark_price,
+            'collateral': initial_margin,
+            'marginMode': 'cross',
+            'side': side,
+            'percentage': percentage,
+            'stopLossPrice': stop_loss_price,
+            'takeProfitPrice': take_profit_price,
+            'hedged': None,
+        }
+
     def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}):
         """获取未平仓订单"""
         self.load_token()
@@ -730,64 +857,6 @@ class mt5(Exchange, ImplicitAPI):
         }
         return self.safe_string(types, type, type)
 
-    def parse_position(self, order_data, market: Market = None):
-        """从订单数据解析持仓"""
-        state = self.safe_string(order_data, 'state')
-        if state != 'Filled':
-            return None
-            
-        symbol = self.safe_string(order_data, 'symbol')
-        if symbol and len(symbol) >= 6:
-            base = symbol[:3]
-            quote = symbol[3:]
-            symbol = base + '/' + quote
-        
-        timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
-        open_timestamp_utc = self.safe_integer(order_data, 'openTimestampUTC')
-        if open_timestamp_utc:
-            timestamp = open_timestamp_utc
-        
-        order_type = self.safe_string(order_data, 'orderType')
-        side = 'long' if order_type == 'Buy' else 'short'
-        
-        contracts = self.safe_number(order_data, 'lots', 0)
-        entry_price = self.safe_number(order_data, 'openPrice', 0)
-        current_price = self.safe_number(order_data, 'closePrice', entry_price)
-        notional = contracts * entry_price if contracts and entry_price else None
-        
-        percentage = None
-        if entry_price and current_price and entry_price != 0:
-            if side == 'long':
-                percentage = (current_price - entry_price) / entry_price
-            else:
-                percentage = (entry_price - current_price) / entry_price
-        
-        return {
-            'id': self.safe_string(order_data, 'ticket'),
-            'symbol': symbol,
-            'timestamp': timestamp,
-            'datetime': self.iso8601(timestamp),
-            'side': side,
-            'contracts': contracts,
-            'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
-            'entryPrice': entry_price,
-            'markPrice': current_price,
-            'notional': notional,
-            'leverage': 1,
-            'unrealizedPnl': self.safe_number(order_data, 'profit', 0),
-            'realizedPnl': 0,
-            'liquidationPrice': None,
-            'marginMode': 'cross',
-            'percentage': percentage,
-            'marginRatio': None,
-            'collateral': None,
-            'initialMargin': None,
-            'initialMarginPercentage': None,
-            'maintenanceMargin': None,
-            'maintenanceMarginPercentage': None,
-            'info': order_data,
-        }
-
     def create_order(self, symbol, type, side, amount, price=None, params={}):
         """创建订单"""
         self.load_token()