from decimal import Decimal, getcontext, ROUND_HALF_DOWN class Position(object): def __init__( self, side, market, units, exposure, avg_price, cur_price ): self.side = side self.market = market self.units = units self.exposure = Decimal(str(exposure)) self.avg_price = Decimal(str(avg_price)) self.cur_price = Decimal(str(cur_price)) self.profit_base = self.calculate_profit_base(self.exposure) self.profit_perc = self.calculate_profit_perc(self.exposure) def calculate_pips(self): getcontext.prec = 6 mult = Decimal("1") if self.side == "SHORT": mult = Decimal("-1") return (mult * (self.cur_price - self.avg_price)).quantize( Decimal("0.00001"), ROUND_HALF_DOWN ) def calculate_profit_base(self, exposure): pips = self.calculate_pips() return (pips * exposure / self.cur_price).quantize( Decimal("0.00001"), ROUND_HALF_DOWN ) def calculate_profit_perc(self, exposure): return (self.profit_base / exposure * Decimal("100.00")).quantize( Decimal("0.00001"), ROUND_HALF_DOWN ) def update_position_price(self, cur_price, exposure): self.cur_price = cur_price self.profit_base = self.calculate_profit_base(exposure) self.profit_perc = self.calculate_profit_perc(exposure)