Fix close price after conditional order execution (#13)

evsamsonov · Jan 21, 2023 · d1e312f · d1e312f
1 parent 6df4b76
commit d1e312f
Show file tree

Hide file tree

Showing 2 changed files with 12 additions and 28 deletions.
diff --git a/tinkoff.go b/tinkoff.go
@@ -385,12 +385,8 @@ func (t *Tinkoff) processOrderTrades(ctx context.Context, orderTrades *investapi
 	t.currentPosition.AddOrderTrade(orderTrades.GetTrades()...)
 
 	var executedQuantity int64
-	var closePrice float64
 	for _, trade := range t.currentPosition.OrderTrades() {
-		quan := trade.GetQuantity() / int64(t.currentPosition.Instrument().Lot)
-		executedQuantity += quan
-		price := NewMoneyValue(trade.Price)
-		closePrice += price.ToFloat() * float64(quan)
+		executedQuantity += trade.GetQuantity() / int64(t.currentPosition.Instrument().Lot)
 	}
 	if executedQuantity < t.currentPosition.Position().Quantity {
 		t.logger.Info("Position partially closed", zap.Any("executedQuantity", executedQuantity))
@@ -401,11 +397,16 @@ func (t *Tinkoff) processOrderTrades(ctx context.Context, orderTrades *investapi
 		return err
 	}
 
-	commission := t.orderCommission(ctx, orderTrades.OrderId)
+	orderState, err := t.getExecutedOrderState(ctx, orderTrades.OrderId)
+	if err != nil {
+		return fmt.Errorf("get executed order state: %w", err)
+	}
+
+	closePrice := NewMoneyValue(orderState.AveragePositionPrice)
+	commission := NewMoneyValue(orderState.InitialCommission)
 	t.currentPosition.AddCommission(commission.ToFloat())
 
-	closePrice /= float64(executedQuantity)
-	position, err := t.currentPosition.Close(closePrice)
+	position, err = t.currentPosition.Close(closePrice.ToFloat())
 	if err != nil {
 		if errors.Is(err, trengin.ErrAlreadyClosed) {
 			t.logger.Info("Position already closed", zap.Any("position", t.currentPosition))
@@ -641,25 +642,6 @@ func (t *Tinkoff) cancelStopOrders(ctx context.Context) error {
 	return nil
 }
 
-func (t *Tinkoff) orderCommission(ctx context.Context, orderID string) *MoneyValue {
-	orderStateRequest := &investapi.GetOrderStateRequest{
-		AccountId: t.accountID,
-		OrderId:   orderID,
-	}
-	orderState, err := t.orderClient.GetOrderState(ctx, orderStateRequest)
-	if err != nil {
-		t.logger.Error(
-			"Failed to get order commission",
-			zap.Error(err),
-			zap.Any("orderStateRequest", orderStateRequest),
-		)
-		return NewZeroMoneyValue()
-	}
-	t.logger.Info("Order state was received", zap.Any("orderState", orderState))
-
-	return NewMoneyValue(orderState.InitialCommission)
-}
-
 func (t *Tinkoff) getLastPrice(ctx context.Context, figi string) (*investapi.Quotation, error) {
 	prices, err := t.marketDataClient.GetLastPrices(ctx, &investapi.GetLastPricesRequest{
 		Figi: []string{figi},

diff --git a/tinkoff_test.go b/tinkoff_test.go
@@ -635,7 +635,9 @@ func TestTinkoff_processOrderTrades(t *testing.T) {
 		AccountId: "123",
 		OrderId:   "1953465028754600565",
 	}).Return(&investapi.OrderState{
-		InitialCommission: &investapi.MoneyValue{Units: 125, Nano: 0.6 * 10e8},
+		InitialCommission:     &investapi.MoneyValue{Units: 125, Nano: 0.6 * 10e8},
+		ExecutionReportStatus: investapi.OrderExecutionReportStatus_EXECUTION_REPORT_STATUS_FILL,
+		AveragePositionPrice:  &investapi.MoneyValue{Units: 174, Nano: 0.7 * 10e8},
 	}, nil)
 
 	tinkoff := &Tinkoff{