update the position.

README.md

@@ -62,9 +62,10 @@ folder by using the multi-threads for speeding.
    V2.1.7.4版本对订单状态查询和更新,
    特别是在在网络失去连接的时候能够进行查询和更新。
 
-3.V2.1.7.5 : update the on_trade event and binance future api position
+3. V2.1.7.5 : update the on_trade event and binance future api position
 更新对on_trade交易事件的推送，websocket断开的时候订单的成交能够重新推送，并且能够计算策略的仓位。
 
+4. V2.1.7.6 : update the position. 对订阅的交易对，都会推送其头寸的更新.
 
 ## 联系方式
 微信: bitquant51

howtrader/__init__.py

@@ -1 +1 @@
-__version__ = "2.1.7.5"
+__version__ = "2.1.7.6"

howtrader/gateway/binances/binances_gateway.py

@@ -201,6 +201,7 @@ def __init__(self, gateway: BinancesGateway):
         self.gateway_name: str = gateway.gateway_name
 
         self.trade_ws_api: BinancesTradeWebsocketApi = self.gateway.trade_ws_api
+        self.market_ws_api: BinancesDataWebsocketApi = self.gateway.market_ws_api
 
         self.key: str = ""
         self.secret: str = ""
@@ -348,7 +349,7 @@ def query_position(self) -> Request:
         data = {"security": Security.SIGNED}
 
         if self.usdt_base:
-            path = "/fapi/v1/positionRisk"
+            path = "/fapi/v2/positionRisk"
         else:
             path = "/dapi/v1/positionRisk"
 
@@ -562,7 +563,11 @@ def on_query_account(self, data: dict, request: Request) -> None:
         self.gateway.write_log("账户资金查询成功")
 
     def on_query_position(self, data: dict, request: Request) -> None:
-        """"""
+        """
+        Query position.
+        """
+        symbols = self.market_ws_api.ticks.keys()
+
         for d in data:
             position = PositionData(
                 symbol=d["symbol"],
@@ -574,7 +579,7 @@ def on_query_position(self, data: dict, request: Request) -> None:
                 gateway_name=self.gateway_name,
             )
 
-            if position.volume:
+            if position.volume or d['symbol'].lower() in symbols:
                 self.gateway.on_position(position)
 
         self.gateway.write_log("持仓信息查询成功")

howtrader/trader/engine.py

@@ -225,14 +225,13 @@ def query_history(self, req: HistoryRequest, gateway_name: str) -> Optional[List
             return gateway.query_history(req)
         else:
             return None
-    #
-    # def query_account_position(self):
-    #     """
-    #     query the account and position
-    #     """
-    #     for gateway in self.gateways.values():
-    #         gateway.query_account()
-    #         gateway.query_position()
+
+    def query_position(self):
+        """
+        query the account and position
+        """
+        for gateway in self.gateways.values():
+            gateway.query_position()
 
     def close(self) -> None:
         """
@@ -433,7 +432,7 @@ def process_contract_event(self, event: Event) -> None:
 
     def process_timer(self, event: Event) -> None:
         """
-        update the orders, positions, account by timer, for we may be disconnected from server update push.
+        update the orders, positions by timer, for we may be disconnected from server update push.
         """
         if self.timer_count >= SETTINGS.get('order_update_timer', 120):
             self.timer_count = 0
@@ -442,6 +441,8 @@ def process_timer(self, event: Event) -> None:
                 if order.datetime and (datetime.now(order.datetime.tzinfo) - order.datetime).seconds > SETTINGS.get('order_update_timer', 120):
                     req = order.create_query_request()
                     self.main_engine.query_order(req, order.gateway_name)
+
+            self.main_engine.query_position()
         else:
             self.timer_count += 1