update funding fee for same symbol positions

brtr · Nov 8, 2023 · eb80ec9 · eb80ec9
1 parent a0fcb69
commit eb80ec9
Show file tree

Hide file tree

Showing 3 changed files with 7 additions and 4 deletions.
diff --git a/app/jobs/get_funding_fee_histories_job.rb b/app/jobs/get_funding_fee_histories_job.rb
@@ -21,7 +21,8 @@ def perform(sync_ranking: false)
       BinanceFuturesService.new.get_funding_fee_histories(start_at)
       OkxFuturesService.new.get_funding_fee_histories
 
-      UserPosition.available.where(user_id: nil).each do |up|
+      UserPosition.available.where(user_id: nil).group_by(&:origin_symbol).each do |symbol, data|
+        up = data.max{|a,b| a.amount <=> b.amount}
         generate_history(up, date)
       end
 
@@ -31,7 +32,8 @@ def perform(sync_ranking: false)
         OkxFuturesService.new(user_id: user_id).get_funding_fee_histories
       end
 
-      UserSyncedPosition.available.each do |up|
+      UserSyncedPosition.available.group_by(&:origin_symbol).each do |symbol, data|
+        up = data.max{|a,b| a.amount <=> b.amount}
         generate_history(up, date)
       end
     end
@@ -41,7 +43,7 @@ def perform(sync_ranking: false)
 
   def generate_history(up, date)
     funding_fee = get_fee(up.origin_symbol, up.source, date, up.user_id)
-    SnapshotPosition.joins(:snapshot_info).where(snapshot_info: { user_id: up.user_id }, origin_symbol: up.origin_symbol, event_date: date, source: up.source).each do |snapshot|
+    snapshots = SnapshotPosition.joins(:snapshot_info).where(snapshot_info: { user_id: up.user_id }, origin_symbol: up.origin_symbol, event_date: date, source: up.source).each do |snapshot|
       ffh = FundingFeeHistory.where(origin_symbol: snapshot.origin_symbol, event_date: date, source: snapshot.source, user_id: up.user_id, trade_type: up.trade_type).first_or_initialize
       ffh.update(amount: funding_fee, snapshot_position_id: snapshot&.id)
     end

diff --git a/app/views/shared/_list.html.erb b/app/views/shared/_list.html.erb
@@ -10,7 +10,7 @@
             <% url = get_list_url(source_type, ch_remote_params(params, h[:sort])) %>
             <%= link_to "#{h[:name]}", url, remote: true, class: "#{params[:sort] == h[:sort] ? 'text-primary' : ''}" %>
           <% end %>
-          <% if h[:sort].in?(["roi", "margin_ratio", "average_durations"]) %>
+          <% if h[:sort].in?(["roi", "margin_ratio", "average_durations", "funding_fee"]) %>
             <span class="question-mark" data-bs-toggle="tooltip" title='<%= t("views.trading.#{h[:sort]}") %>'>?</span>
           <% end %>
         </th>

diff --git a/config/locales/zh-CN.yml b/config/locales/zh-CN.yml
@@ -18,6 +18,7 @@ zh-CN:
       total_roi: 总收益 / 总买入成本
       margin_ratio: 空单为（当前价 - 最低价）/ 最低价，多单为（最高价 - 当前价）/ 当前价
       average_durations: 未平仓投入总持仓时间 / 未平仓投入数量
+      funding_fee: 同一个交易对如果同时存在做空和做多的仓位，资金费用只会累积到总投入较大的仓位上面
     contract_trading:
       sell: 多
       buy: 空