feat: update position stop loss trigger price

pkg/exchange/okex/parse.go

@@ -77,6 +77,9 @@ func parseWebSocketEvent(in []byte) (interface{}, error) {
 		return orderTrade, nil
 
 	case ChannelPositions:
+		data, _ := json.Marshal(event.Data)
+		log.WithField("data", string(data)).Info("parseWebSocketEvent_PositionUpdateEvent_data")
+
 		var positionUpdateEvents []PositionUpdateEvent
 		err := json.Unmarshal(event.Data, &positionUpdateEvents)
 		if err != nil {

pkg/exchange/okex/stream.go

@@ -11,6 +11,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
 	"github.com/c9s/bbgo/pkg/exchange/retry"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -255,12 +256,76 @@ func (s *Stream) handleOrderDetailsEvent(orderTrades []OrderTradeEvent) {
 	}
 }
 
+func (e *Stream) QueryAlgoOpenOrders(ctx context.Context, symbol string) (orders []okexapi.AlgoOrder, err error) {
+	instrumentID := toLocalSymbol(symbol)
+
+	for {
+		if err := queryAlgoOpenOrderLimiter.Wait(ctx); err != nil {
+			return nil, fmt.Errorf("query open orders rate limiter wait error: %w", err)
+		}
+
+		req := e.client.NewGetOCOAlgoOrdersRequest()
+		req.
+			InstrumentID(instrumentID)
+
+		params, _ := req.GetQueryParameters()
+		log.WithField("symbol", symbol).
+			WithField("params", params).
+			Info("QueryAlgoOpenOrders_start")
+
+		orders, err = req.Do(ctx)
+		if err != nil {
+			return nil, fmt.Errorf("failed to query open orders: %w", err)
+		}
+
+		log.WithField("symbol", symbol).
+			WithField("openOrders", orders).
+			Info("QueryAlgoOpenOrders_result")
+
+		orderLen := len(orders)
+		// a defensive programming to ensure the length of order response is expected.
+		if orderLen > defaultQueryLimit {
+			return nil, fmt.Errorf("unexpected open orders length %d", orderLen)
+		}
+
+		if orderLen < defaultQueryLimit {
+			break
+		}
+	}
+
+	return orders, err
+}
+
 func (s *Stream) handlePositionDetailsEvent(positionDetails []PositionUpdateEvent) {
+
 	for _, positionDetail := range positionDetails {
 		position, err := positionDetail.toGlobalPosition()
 		if err != nil {
 			log.WithError(err).Errorf("error converting position details into positions")
 		} else {
+			orders, err := s.QueryAlgoOpenOrders(context.Background(), position.Symbol)
+			if err != nil {
+				log.WithError(err).Error("handlePositionDetailsEvent_QueryAlgoOpenOrders_error")
+			}
+
+			if len(orders) > 0 {
+				algoOrder := orders[0]
+
+				slTriggerPx, err := fixedpoint.NewFromString(algoOrder.SlTriggerPx)
+				if err != nil {
+					position.SlTriggerPxType = algoOrder.SlTriggerPxType
+					position.SlOrdPx = algoOrder.SlOrdPx
+					position.SlTriggerPx = &slTriggerPx
+				}
+
+				tpTriggerPx, err := fixedpoint.NewFromString(algoOrder.TpTriggerPx)
+				if err != nil {
+					position.TpTriggerPxType = algoOrder.TpTriggerPxType
+					position.TpOrdPx = algoOrder.TpOrdPx
+					position.TpTriggerPx = &tpTriggerPx
+				}
+			}
+
 			s.EmitPositionUpdate(position)
 		}
 	}

pkg/types/position.go

@@ -39,6 +39,14 @@ type PositionInfo struct {
 	AverageCost fixedpoint.Value `json:"averageCost" db:"average_cost"`
 	TradeID     uint64           `json:"tradeId" db:"trade_id"`
 
+	// for update Take-profit and stop-loss
+	TpTriggerPx     *fixedpoint.Value `json:"tpTriggerPx"`
+	TpTriggerPxType string            `json:"tpTriggerPxType"`
+	TpOrdPx         string            `json:"tpOrdPx"`
+	SlTriggerPx     *fixedpoint.Value `json:"slTriggerPx"`
+	SlTriggerPxType string            `json:"slTriggerPxType"`
+	SlOrdPx         string            `json:"slOrdPx"`
+
 	OpenedAt  time.Time `json:"openedAt,omitempty" db:"-"`
 	ChangedAt time.Time `json:"changedAt,omitempty" db:"changed_at"`
 }
@@ -85,8 +93,12 @@ type Position struct {
 	ttl time.Duration
 
 	// for update Take-profit and stop-loss
-	TpTriggerPx *fixedpoint.Value
-	SlTriggerPx *fixedpoint.Value
+	TpTriggerPx     *fixedpoint.Value `json:"tpTriggerPx"`
+	TpTriggerPxType string            `json:"tpTriggerPxType"`
+	TpOrdPx         string            `json:"tpOrdPx"`
+	SlTriggerPx     *fixedpoint.Value `json:"slTriggerPx"`
+	SlTriggerPxType string            `json:"slTriggerPxType"`
+	SlOrdPx         string            `json:"slOrdPx"`
 }
 
 func (s *Position) SetTTL(ttl time.Duration) {
@@ -270,6 +282,18 @@ func (p *Position) Update(pos PositionInfo) bool {
 		p.TradeID = pos.TradeID
 		p.ChangedAt = pos.ChangedAt
 
+		if pos.SlTriggerPx != nil {
+			p.SlTriggerPx = pos.SlTriggerPx
+			p.SlTriggerPxType = pos.SlTriggerPxType
+			p.SlOrdPx = pos.SlOrdPx
+		}
+
+		if pos.TpTriggerPx != nil {
+			p.TpTriggerPx = pos.TpTriggerPx
+			p.TpTriggerPxType = pos.TpTriggerPxType
+			p.TpOrdPx = pos.TpOrdPx
+		}
+
 		p.EmitModify(p.Base, p.Quote, p.AverageCost)
 		return true
 	}