OctoBot-Trading 2.4.134__tar.gz → 2.4.137__tar.gz

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/CHANGELOG.md

@@ -4,6 +4,16 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.4.137] - 2023-12-27
+### Updated
+[Orders] handle reduce only in test tools and in register_chained_order
+
+## [2.4.136] - 2023-12-25
+### Updated
+[Positions] dont update entry price on empty positions
+### Fixed
+[Orders] fix reduce only
+
 ## [2.4.134] - 2023-12-21
 ### Added
 [Orders] add is_stop_trade_order_type

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.134
+Version: 2.4.137
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.134](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.137](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.134/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.137}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.134
+Version: 2.4.137
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.134](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.137](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.134](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.137](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.134"  # major.minor.revision
+VERSION = "2.4.137"  # major.minor.revision

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/octobot_trading/modes/channel/abstract_mode_consumer.py

@@ -251,7 +251,7 @@ class AbstractTradingModeConsumer(modes_channel.ModeChannelConsumer):
         return position.state.is_active()
 
     async def register_chained_order(
-        self, main_order, price, order_type, side, quantity=None, allow_bundling=True, tag=None
+        self, main_order, price, order_type, side, quantity=None, allow_bundling=True, tag=None, reduce_only=False
     ) -> tuple:
         chained_order = personal_data.create_order_instance(
             trader=self.exchange_manager.trader,
@@ -262,6 +262,7 @@ class AbstractTradingModeConsumer(modes_channel.ModeChannelConsumer):
             price=price,
             side=side,
             associated_entry_id=main_order.order_id,
+            reduce_only=reduce_only,
             tag=tag,
         )
         params = {}

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/octobot_trading/personal_data/orders/order.py

@@ -820,7 +820,7 @@ class Order(util.Initializable):
                 f"{chained_order}"
                 f"{self.order_type.name if self.order_type is not None else 'Unknown'} | "
                 f"Price : {str(self.origin_price)} | "
-                f"Quantity : {str(self.origin_quantity)} | "
+                f"Quantity : {str(self.origin_quantity)}{' (Reduce only)' if self.reduce_only else ''} | "
                 f"State : {self.state.state.value if self.state is not None else 'Unknown'} | "
                 f"id : {self.order_id}{tag} "
                 f"exchange id: {self.exchange_order_id}")

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/octobot_trading/personal_data/orders/order_util.py

@@ -274,6 +274,9 @@ def get_futures_max_order_size(exchange_manager, symbol, side, current_price, re
         symbol,
         enums.PositionSide.BOTH
     )
+    if reduce_only and current_position.is_idle():
+        # can't reduce an empty position
+        return constants.ZERO, False
     # ensure max position order size is taken into account
     new_position_side = current_position.side
     if new_position_side is enums.PositionSide.UNKNOWN:

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/octobot_trading/personal_data/positions/position.py

@@ -240,7 +240,7 @@ class Position(util.Initializable):
         try:
             with self.update_or_restore():
                 if mark_price is not None:
-                    self._update_mark_price(mark_price)
+                    self._update_mark_price(mark_price, force_entry_check=bool(update_size or update_margin))
                 if update_margin is not None:
                     self._update_size_from_margin(update_margin)
                 if update_size is not None:
@@ -265,27 +265,27 @@ class Position(util.Initializable):
         self._on_size_update(size_update, realised_pnl_update, self.unrealized_pnl, False)
         await self.close()
 
-    def _update_mark_price(self, mark_price, check_liquidation=True):
+    def _update_mark_price(self, mark_price, check_liquidation=True, force_entry_check=False):
         """
         Updates position mark_price and triggers size related attributes update
         :param mark_price: the update mark_price
         """
         self.mark_price = mark_price
-        self._update_prices_if_necessary(mark_price)
+        self._update_prices_if_necessary(mark_price, force_entry_check=force_entry_check)
         if check_liquidation:
             self._check_for_liquidation()
         if not self.is_idle() and self.exchange_manager.is_simulated:
             self.update_value()
             self.update_pnl()
 
-    def _update_prices_if_necessary(self, mark_price):
+    def _update_prices_if_necessary(self, mark_price, force_entry_check=False):
         """
         Update the position entry price and mark price when their value is 0 or when the position is new
         :param mark_price: the current mark_price
         """
         if self.mark_price == constants.ZERO:
             self.mark_price = mark_price
-        if self.entry_price == constants.ZERO:
+        if self.entry_price == constants.ZERO and (force_entry_check or not self.is_idle()):
             self.entry_price = mark_price
 
     def _update_size_from_margin(self, margin_update):
@@ -320,7 +320,7 @@ class Position(util.Initializable):
         """
         # consider the order filled price as the current reference price for pnl computation
         # do not check liquidation as our position might be closed by this order
-        self._update_mark_price(order.filled_price, check_liquidation=False)
+        self._update_mark_price(order.filled_price, check_liquidation=False, force_entry_check=True)
 
         # get size to close to check if closing
         size_to_close = self.get_quantity_to_close()

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/octobot_trading/util/test_tools/exchanges_test_tools.py

@@ -78,6 +78,35 @@ async def stop_test_exchange_manager(exchange_manager_instance: exchanges.Exchan
     # let updaters gracefully shutdown
     await asyncio_tools.wait_asyncio_next_cycle()
 
+async def _update_ohlcv(
+    exchange_manager, symbol: str, time_frame: str, exchange_data: exchange_data_import.ExchangeData,
+    history_size=1, start_time=0, end_time=0, close_price_only=False,
+    include_latest_candle=True
+):
+    parsed_tf = common_enums.TimeFrames(time_frame)
+    if start_time == 0:
+        ohlcvs = await exchange_manager.exchange.get_symbol_prices(symbol, parsed_tf, limit=history_size)
+    else:
+        ohlcvs = []
+        async for ohlcv in exchanges.get_historical_ohlcv(
+            exchange_manager, symbol, parsed_tf, start_time * 1000, (end_time or time.time()) * 1000,
+            request_retry_timeout=BASE_TIMEOUT
+        ):
+            ohlcvs.extend(ohlcv)
+    if not include_latest_candle:
+        ohlcvs = ohlcvs[:-1]
+    details = exchange_data_import.MarketDetails(
+        symbol=symbol,
+        time_frame=time_frame,
+        close=[ohlcv[common_enums.PriceIndexes.IND_PRICE_CLOSE.value] for ohlcv in ohlcvs],
+        open=[ohlcv[common_enums.PriceIndexes.IND_PRICE_OPEN.value] for ohlcv in ohlcvs] if not close_price_only else [],
+        high=[ohlcv[common_enums.PriceIndexes.IND_PRICE_HIGH.value] for ohlcv in ohlcvs] if not close_price_only else [],
+        low=[ohlcv[common_enums.PriceIndexes.IND_PRICE_LOW.value] for ohlcv in ohlcvs] if not close_price_only else [],
+        volume=[ohlcv[common_enums.PriceIndexes.IND_PRICE_VOL.value] for ohlcv in ohlcvs] if not close_price_only else [],
+        time=[ohlcv[common_enums.PriceIndexes.IND_PRICE_TIME.value] for ohlcv in ohlcvs],
+    )
+    exchange_data.markets.append(details)
+
 
 async def add_symbols_details(
     exchange_manager, symbols: list, time_frame: str, exchange_data: exchange_data_import.ExchangeData,
@@ -85,34 +114,15 @@ async def add_symbols_details(
     include_latest_candle=True, reload_markets=False,
     market_filter: typing.Union[None, typing.Callable[[dict], bool]] = None
 ) -> exchange_data_import.ExchangeData:
-    parsed_tf = common_enums.TimeFrames(time_frame)
-
-    async def _update_ohlcv(symbol):
-        if start_time == 0:
-            ohlcvs = await exchange_manager.exchange.get_symbol_prices(symbol, parsed_tf, limit=history_size)
-        else:
-            ohlcvs = []
-            async for ohlcv in exchanges.get_historical_ohlcv(
-                exchange_manager, symbol, parsed_tf, start_time * 1000, (end_time or time.time()) * 1000,
-                request_retry_timeout=BASE_TIMEOUT
-            ):
-                ohlcvs.extend(ohlcv)
-        if not include_latest_candle:
-            ohlcvs = ohlcvs[:-1]
-        details = exchange_data_import.MarketDetails(
-            symbol=symbol,
-            time_frame=time_frame,
-            close=[ohlcv[common_enums.PriceIndexes.IND_PRICE_CLOSE.value] for ohlcv in ohlcvs],
-            open=[ohlcv[common_enums.PriceIndexes.IND_PRICE_OPEN.value] for ohlcv in ohlcvs] if not close_price_only else [],
-            high=[ohlcv[common_enums.PriceIndexes.IND_PRICE_HIGH.value] for ohlcv in ohlcvs] if not close_price_only else [],
-            low=[ohlcv[common_enums.PriceIndexes.IND_PRICE_LOW.value] for ohlcv in ohlcvs] if not close_price_only else [],
-            volume=[ohlcv[common_enums.PriceIndexes.IND_PRICE_VOL.value] for ohlcv in ohlcvs] if not close_price_only else [],
-            time=[ohlcv[common_enums.PriceIndexes.IND_PRICE_TIME.value] for ohlcv in ohlcvs],
-        )
-        exchange_data.markets.append(details)
 
     await ensure_symbol_markets(exchange_manager, reload=reload_markets, market_filter=market_filter)
-    await asyncio.gather(*(_update_ohlcv(symbol) for symbol in symbols))
+    await asyncio.gather(*(
+        _update_ohlcv(
+            exchange_manager, symbol, time_frame, exchange_data,
+            history_size, start_time, end_time, close_price_only, include_latest_candle
+        )
+        for symbol in symbols
+    ))
     return exchange_data
 
 
@@ -135,6 +145,16 @@ async def get_portfolio(exchange_manager, as_float=False, clear_empty=True) -> d
     }
 
 
+async def _get_open_orders(exchange_manager, symbol: str, open_orders: list):
+    orders = await exchange_manager.exchange.get_open_orders(symbol=symbol)
+    open_orders.extend(
+        personal_data.create_order_instance_from_raw(
+            exchange_manager.trader, order, force_open_or_pending_creation=True
+        ).to_dict()
+        for order in orders
+    )
+
+
 async def get_open_orders(
     exchange_manager,
     exchange_data: exchange_data_import.ExchangeData,
@@ -142,17 +162,10 @@ async def get_open_orders(
 ) -> list:
     open_orders = []
 
-    async def _get_orders(symbol):
-        orders = await exchange_manager.exchange.get_open_orders(symbol=symbol)
-        open_orders.extend(
-            personal_data.create_order_instance_from_raw(
-                exchange_manager.trader, order, force_open_or_pending_creation=True
-            ).to_dict()
-            for order in orders
-        )
-
     symbols = symbols or [market.symbol for market in exchange_data.markets]
-    await asyncio.gather(*(_get_orders(symbol) for symbol in symbols))
+    await asyncio.gather(*(
+        _get_open_orders(exchange_manager, symbol, open_orders) for symbol in symbols
+    ))
     return open_orders
 
 
@@ -164,79 +177,99 @@ async def get_order(
     return await exchange_manager.exchange.get_order(exchange_order_id, symbol=symbol)
 
 
+async def _get_cancelled_orders(exchange_manager, symbol: str, cancelled_orders: list):
+    orders = await exchange_manager.exchange.get_cancelled_orders(symbol=symbol)
+    cancelled_orders.extend(
+        personal_data.create_order_instance_from_raw(
+            exchange_manager.trader, order, force_open_or_pending_creation=False
+        ).to_dict()
+        for order in orders
+    )
+
+
 async def get_cancelled_orders(
     exchange_manager,
     exchange_data: exchange_data_import.ExchangeData,
     symbols: list = None
 ) -> list:
     cancelled_orders = []
-
-    async def _get_orders(symbol):
-        orders = await exchange_manager.exchange.get_cancelled_orders(symbol=symbol)
-        cancelled_orders.extend(
-            personal_data.create_order_instance_from_raw(
-                exchange_manager.trader, order, force_open_or_pending_creation=False
-            ).to_dict()
-            for order in orders
-        )
-
     symbols = symbols or [market.symbol for market in exchange_data.markets]
-    await asyncio.gather(*(_get_orders(symbol) for symbol in symbols))
+    await asyncio.gather(*(
+        _get_cancelled_orders(exchange_manager, symbol, cancelled_orders) for symbol in symbols
+    ))
     return cancelled_orders
 
 
+async def _get_trades(exchange_manager, symbol: str, trades: list):
+    row_trades = await exchange_manager.exchange.get_my_recent_trades(symbol=symbol)
+    trades.extend(
+        personal_data.create_trade_instance_from_raw(exchange_manager.trader, raw_trade).to_dict()
+        for raw_trade in row_trades
+    )
+
+
 async def get_trades(
     exchange_manager,
     exchange_data: exchange_data_import.ExchangeData,
     symbols: list = None
 ) -> list:
     trades = []
-
-    async def _get_trades(symbol):
-        row_trades = await exchange_manager.exchange.get_my_recent_trades(symbol=symbol)
-        trades.extend(
-            personal_data.create_trade_instance_from_raw(exchange_manager.trader, raw_trade).to_dict()
-            for raw_trade in row_trades
-        )
-
     symbols = symbols or [market.symbol for market in exchange_data.markets]
-    await asyncio.gather(*(_get_trades(symbol) for symbol in symbols))
+    await asyncio.gather(*(
+        _get_trades(exchange_manager, symbol, trades)
+        for symbol in symbols
+    ))
     return trades
 
 
-async def create_orders(
+async def _create_order(
     exchange_manager,
-    orders: list,
+    order_dict: dict,
     order_creation_timeout: float,
     price_by_symbol: dict[str, float],
-) -> list:
-    async def _create_order(order_dict) -> personal_data.Order:
-        symbol = order_dict[enums.ExchangeConstantsOrderColumns.SYMBOL.value]
-        side, order_type = personal_data.parse_order_type(order_dict)
-        created_order = await exchange_manager.exchange.create_order(
-            order_type,
-            symbol,
-            decimal.Decimal(str(order_dict[enums.ExchangeConstantsOrderColumns.AMOUNT.value])),
-            price=decimal.Decimal(str(order_dict[enums.ExchangeConstantsOrderColumns.PRICE.value])),
-            side=side,
-            current_price=price_by_symbol[symbol],
-            reduce_only=order_dict[enums.ExchangeConstantsOrderColumns.REDUCE_ONLY.value],
+) -> typing.Optional[personal_data.Order]:
+    symbol = order_dict[enums.ExchangeConstantsOrderColumns.SYMBOL.value]
+    side, order_type = personal_data.parse_order_type(order_dict)
+    order_params = exchange_manager.exchange.get_order_additional_params(
+        personal_data.create_order_instance_from_raw(
+            exchange_manager.trader, order_dict, force_open_or_pending_creation=True
         )
-        # is private, to use in tests context only
-        order = personal_data.create_order_instance_from_raw(
-            exchange_manager.trader, created_order, force_open_or_pending_creation=True
-        ) if created_order else None
-        if not order:
-            return order
-        if order.status is enums.OrderStatus.PENDING_CREATION and order_creation_timeout > 0:
-            try:
-                return await wait_for_other_status(order, order_creation_timeout)
-            except TimeoutError as err:
-                logging.get_logger(order.get_logger_name()).error(f"Created order can't be fetched: {err}")
-                return None
+    )
+    created_order = await exchange_manager.exchange.create_order(
+        order_type,
+        symbol,
+        decimal.Decimal(str(order_dict[enums.ExchangeConstantsOrderColumns.AMOUNT.value])),
+        price=decimal.Decimal(str(order_dict[enums.ExchangeConstantsOrderColumns.PRICE.value])),
+        side=side,
+        current_price=price_by_symbol[symbol],
+        reduce_only=order_dict[enums.ExchangeConstantsOrderColumns.REDUCE_ONLY.value],
+        params=order_params
+    )
+    # is private, to use in tests context only
+    order = personal_data.create_order_instance_from_raw(
+        exchange_manager.trader, created_order, force_open_or_pending_creation=True
+    ) if created_order else None
+    if not order:
         return order
+    if order.status is enums.OrderStatus.PENDING_CREATION and order_creation_timeout > 0:
+        try:
+            return await wait_for_other_status(order, order_creation_timeout)
+        except TimeoutError as err:
+            logging.get_logger(order.get_logger_name()).error(f"Created order can't be fetched: {err}")
+            return None
+    return order
+
 
-    return await asyncio.gather(*(_create_order(order_dict) for order_dict in orders))
+async def create_orders(
+    exchange_manager,
+    orders: list,
+    order_creation_timeout: float,
+    price_by_symbol: dict[str, float],
+) -> list:
+    return await asyncio.gather(*(
+        _create_order(exchange_manager, order_dict, order_creation_timeout, price_by_symbol)
+        for order_dict in orders
+    ))
 
 
 async def wait_for_other_status(order: personal_data.Order, timeout) -> personal_data.Order:

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/tests/personal_data/orders/test_order_util.py

@@ -327,12 +327,32 @@ async def test_get_futures_max_order_size(future_trader_simulator_with_default_l
         exchange_manager_inst, symbol, enums.TradeOrderSide.BUY,
         decimal.Decimal("37000"), False, l2_current_symbol_holding, l2_market_quantity
     ) == (decimal.Decimal('0.1346503937177512307045985802'), True)
+    # reduce only (position is empty)
+    assert personal_data.get_futures_max_order_size(
+        exchange_manager_inst, symbol, enums.TradeOrderSide.BUY,
+        decimal.Decimal("37000"), True, l2_current_symbol_holding, l2_market_quantity
+    ) == (constants.ZERO, False)
 
     # with short position
     assert personal_data.get_futures_max_order_size(
         exchange_manager_inst, symbol, enums.TradeOrderSide.SELL,
         decimal.Decimal("37000"), False, l2_current_symbol_holding, l2_market_quantity
     ) == (decimal.Decimal('0.1345431452958334678764786291'), True)
+    # reduce only (position is empty)
+    assert personal_data.get_futures_max_order_size(
+        exchange_manager_inst, symbol, enums.TradeOrderSide.SELL,
+        decimal.Decimal("37000"), True, l2_current_symbol_holding, l2_market_quantity
+    ) == (constants.ZERO, False)
+
+    # reduce only (position is NOT empty)
+    position = exchange_manager_inst.exchange_personal_data.positions_manager.get_symbol_positions(symbol)[0]
+    await position.update(mark_price=decimal.Decimal(37000), update_margin=decimal.Decimal(4))
+    position_size = position.size
+    assert position_size == decimal.Decimal("0.0005405405405405405405405405405")
+    assert personal_data.get_futures_max_order_size(
+        exchange_manager_inst, symbol, enums.TradeOrderSide.SELL,
+        decimal.Decimal("37000"), True, l2_current_symbol_holding, l2_market_quantity
+    ) == (position_size, False)
 
 
 @pytest.mark.asyncio

{OctoBot-Trading-2.4.134 → OctoBot-Trading-2.4.137}/tests/personal_data/positions/test_position.py

@@ -78,6 +78,7 @@ async def test_update_margin_linear(btc_usdt_future_trader_simulator_with_defaul
     assert position_inst.mark_price == constants.ZERO
     assert position_inst.initial_margin == constants.ZERO
     assert position_inst.size == constants.ZERO
+    assert position_inst.quantity == constants.ZERO
     assert position_inst.creation_time > 0
     initial_creation_time = 123
     # force changing creation time
@@ -86,16 +87,18 @@ async def test_update_margin_linear(btc_usdt_future_trader_simulator_with_defaul
     await position_inst.update(mark_price=constants.ONE, update_margin=decimal.Decimal(5))
     assert position_inst.mark_price == constants.ONE
     assert position_inst.initial_margin == decimal.Decimal(5)
+    assert position_inst.entry_price == constants.ONE
     assert position_inst.margin == decimal.Decimal("5.0300")    # initial margin + closing fees
     assert position_inst.size == decimal.Decimal(50)
     # creation time got updated: site changed
     assert initial_creation_time != position_inst.creation_time
     updated_creation_time = position_inst.creation_time
 
-    await position_inst.update(mark_price=constants.ONE, update_margin=-decimal.Decimal(3))
-    assert position_inst.mark_price == constants.ONE
+    await position_inst.update(mark_price=decimal.Decimal("1.1"), update_margin=-decimal.Decimal(3))
+    assert position_inst.mark_price == decimal.Decimal("1.1")
     assert position_inst.initial_margin == decimal.Decimal(2)
-    assert position_inst.margin == decimal.Decimal("2.0120")
+    assert position_inst.entry_price == constants.ONE   # did not change
+    assert position_inst.margin == decimal.Decimal("2.01320")
     assert position_inst.size == decimal.Decimal(20)
     # creation time did not get updated
     assert updated_creation_time == position_inst.creation_time
@@ -113,16 +116,25 @@ async def test_update_margin_inverse(btc_usdt_future_trader_simulator_with_defau
 
     await position_inst.update(mark_price=constants.ONE, update_margin=decimal.Decimal(8) / constants.ONE_HUNDRED)
     assert position_inst.mark_price == constants.ONE
+    assert position_inst.entry_price == constants.ONE
     assert position_inst.initial_margin == decimal.Decimal('0.08')
     assert position_inst.margin == decimal.Decimal("0.080288")  # initial margin + closing fees
     assert position_inst.size == decimal.Decimal('0.4')
 
     await position_inst.update(mark_price=constants.ONE, update_margin=-constants.ONE / constants.ONE_HUNDRED)
     assert position_inst.mark_price == constants.ONE
-    assert position_inst.initial_margin == decimal.Decimal('0.07')
+    assert position_inst.entry_price == constants.ONE   # did not change
+    assert position_inst.initial_margin == decimal.Decimal('0.07')  # - 0.01
     assert position_inst.margin == decimal.Decimal("0.070252")
     assert position_inst.size == decimal.Decimal('0.35')
 
+    await position_inst.update(mark_price=decimal.Decimal("0.9"), update_margin=-constants.ONE / constants.ONE_HUNDRED)
+    assert position_inst.mark_price == decimal.Decimal("0.9")
+    assert position_inst.entry_price == constants.ONE   # did not change
+    assert position_inst.initial_margin == decimal.Decimal('0.06')  # - 0.01
+    assert position_inst.margin == decimal.Decimal("0.06024")
+    assert position_inst.size == decimal.Decimal('0.3')
+
 
 async def test_update_entry_price_when_switching_side_on_one_way(btc_usdt_future_trader_simulator_with_default_linear):
     config, exchange_manager_inst, trader_inst, default_contract, position_inst = btc_usdt_future_trader_simulator_with_default_linear