Method fetch_position

python/ccxt/xt.py:4446–4501

fetch data on a single open contract trade position https://doc.xt.com/#futures_usergetPosition :param str symbol: unified market symbol of the market the position is held in :param dict params: extra parameters specific to the xt api endpoint :returns dict

(self, symbol: str, params={})

        }

    def fetch_position(self, symbol: str, params={}):
        """
        fetch data on a single open contract trade position

        https://doc.xt.com/#futures_usergetPosition

        :param str symbol: unified market symbol of the market the position is held in
        :param dict params: extra parameters specific to the xt api endpoint
        :returns dict: a `position structure <https://docs.ccxt.com/?id=position-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        request = {
            'symbol': market['id'],
        }
        subType = None
        subType, params = self.handle_sub_type_and_params('fetchPosition', market, params)
        response = None
        if subType == 'inverse':
            response = self.privateInverseGetFutureUserV1PositionList(self.extend(request, params))
        else:
            response = self.privateLinearGetFutureUserV1PositionList(self.extend(request, params))
        #
        #     {
        #         "returnCode": 0,
        #         "msgInfo": "success",
        #         "error": null,
        #         "result": [
        #             {
        #                 "symbol": "btc_usdt",
        #                 "positionType": "ISOLATED",
        #                 "positionSide": "SHORT",
        #                 "contractType": "PERPETUAL",
        #                 "positionSize": "10",
        #                 "closeOrderSize": "0",
        #                 "availableCloseSize": "10",
        #                 "entryPrice": "27060",
        #                 "openOrderSize": "0",
        #                 "isolatedMargin": "1.0824",
        #                 "openOrderMarginFrozen": "0",
        #                 "realizedProfit": "-0.00130138",
        #                 "autoMargin": False,
        #                 "leverage": 25
        #             },
        #         ]
        #     }
        #
        positions = self.safe_value(response, 'result', [])
        for i in range(0, len(positions)):
            entry = positions[i]
            marketId = self.safe_string(entry, 'symbol')
            marketInner = self.safe_market(marketId, None, None, 'contract')
            positionSize = self.safe_string(entry, 'positionSize')
            if positionSize != '0':
                return self.parse_position(entry, marketInner)
        return None

    def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]: