Packages

ex_bitmex

0.4.0
0.6.1 0.6.0 0.5.0 0.4.0 0.3.0 0.2.0 0.1.1 0.1.0 0.0.9 0.0.8 0.0.7 0.0.6 0.0.5 0.0.4 0.0.3 0.0.2 0.0.1

BitMEX API Client for Elixir

HexDocs

Current section

Files

Jump to
Readme
17 Versions
4 Dependencies
Dependants
Files
Activity
ex_bitmex lib ex_bitmex position.ex
Raw

lib/ex_bitmex/position.ex 

defmodule ExBitmex.Position do

  @type t :: %ExBitmex.Position{

          account: pos_integer,

          symbol: String.t(),

          currency: String.t(),

          underlying: String.t(),

          quote_currency: String.t(),

          commission: float,

          init_margin_req: float,

          maint_margin_req: float,

          risk_limit: integer,

          leverage: pos_integer,

          cross_margin: boolean,

          deleverage_percentile: nil | term,

          rebalanced_pnl: integer,

          prev_realised_pnl: float,

          prev_unrealised_pnl: float,

          prev_close_price: float,

          opening_timestamp: String.t(),

          opening_qty: non_neg_integer,

          opening_cost: float,

          opening_comm: integer,

          open_order_buy_qty: non_neg_integer,

          open_order_buy_cost: float,

          open_order_buy_premium: float,

          open_order_sell_qty: non_neg_integer,

          open_order_sell_cost: float,

          open_order_sell_premium: float,

          exec_buy_qty: non_neg_integer,

          exec_buy_cost: float,

          exec_sell_qty: non_neg_integer,

          exec_sell_cost: float,

          exec_qty: non_neg_integer,

          exec_cost: float,

          exec_comm: float,

          current_timestamp: String.t(),

          current_qty: non_neg_integer,

          current_cost: float,

          current_comm: float,

          realised_cost: float,

          unrealised_cost: float,

          gross_open_cost: float,

          gross_open_premium: float,

          gross_exec_cost: float,

          is_open: boolean,

          mark_price: float | nil,

          mark_value: float,

          risk_value: float,

          home_notional: float,

          foreign_notional: float,

          pos_state: String.t(),

          pos_cost: float,

          pos_cost2: float,

          pos_cross: float,

          pos_init: float,

          pos_comm: float,

          pos_loss: float,

          pos_margin: float,

          pos_maint: float,

          pos_allowance: float,

          taxable_margin: float,

          init_margin: float,

          maint_margin: float,

          session_margin: float,

          target_excess_margin: float,

          var_margin: float,

          realised_gross_pnl: float,

          realised_tax: float,

          realised_pnl: float,

          unrealised_gross_pnl: float,

          long_bankrupt: float,

          short_bankrupt: float,

          tax_base: float,

          indicative_tax_rate: float,

          indicative_tax: float,

          unrealised_tax: float,

          unrealised_pnl: float,

          unrealised_pnl_pcnt: float,

          unrealised_roe_pcnt: float,

          simple_qty: pos_integer | nil,

          simple_cost: float | nil,

          simple_value: float | nil,

          simple_pnl: float | nil,

          simple_pnl_pcnt: float | nil,

          avg_cost_price: float | nil,

          avg_entry_price: float | nil,

          break_even_price: float | nil,

          margin_call_price: float | nil,

          liquidation_price: float | nil,

          bankrupt_price: float | nil,

          timestamp: String.t(),

          last_price: float | nil,

          last_value: float

        }



  defstruct ~w(

    account

    symbol

    currency

    underlying

    quote_currency

    commission

    init_margin_req

    maint_margin_req

    risk_limit

    leverage

    cross_margin

    deleverage_percentile

    rebalanced_pnl

    prev_realised_pnl

    prev_unrealised_pnl

    prev_close_price

    opening_timestamp

    opening_qty

    opening_cost

    opening_comm

    open_order_buy_qty

    open_order_buy_cost

    open_order_buy_premium

    open_order_sell_qty

    open_order_sell_cost

    open_order_sell_premium

    exec_buy_qty

    exec_buy_cost

    exec_sell_qty

    exec_sell_cost

    exec_qty

    exec_cost

    exec_comm

    current_timestamp

    current_qty

    current_cost

    current_comm

    realised_cost

    unrealised_cost

    gross_open_cost

    gross_open_premium

    gross_exec_cost

    is_open

    mark_price

    mark_value

    risk_value

    home_notional

    foreign_notional

    pos_state

    pos_cost

    pos_cost2

    pos_cross

    pos_init

    pos_comm

    pos_loss

    pos_margin

    pos_maint

    pos_allowance

    taxable_margin

    init_margin

    maint_margin

    session_margin

    target_excess_margin

    var_margin

    realised_gross_pnl

    realised_tax

    realised_pnl

    unrealised_gross_pnl

    long_bankrupt

    short_bankrupt

    tax_base

    indicative_tax_rate

    indicative_tax

    unrealised_tax

    unrealised_pnl

    unrealised_pnl_pcnt

    unrealised_roe_pcnt

    simple_qty

    simple_cost

    simple_value

    simple_pnl

    simple_pnl_pcnt

    avg_cost_price

    avg_entry_price

    break_even_price

    margin_call_price

    liquidation_price

    bankrupt_price

    timestamp

    last_price

    last_value

  )a

end