Method fetch_positions

python/ccxt/xt.py:4503–4553

fetch all open positions https://doc.xt.com/#futures_usergetPosition :param str [symbols]: list of unified market symbols, not supported with xt :param dict params: extra parameters specific to the xt api endpoint :returns dict[]: a list of `position struct

(self, symbols: Strings = None, params={})

        return None

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

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

        :param str [symbols]: list of unified market symbols, not supported with xt
        :param dict params: extra parameters specific to the xt api endpoint
        :returns dict[]: a list of `position structure <https://docs.ccxt.com/?id=position-structure>`
        """
        self.load_markets()
        subType = None
        subType, params = self.handle_sub_type_and_params('fetchPositions', None, params)
        response = None
        if subType == 'inverse':
            response = self.privateInverseGetFutureUserV1PositionList(params)
        else:
            response = self.privateLinearGetFutureUserV1PositionList(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', [])
        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')
            result.append(self.parse_position(entry, marketInner))
        return self.filter_by_array_positions(result, 'symbol', symbols, False)

    def parse_position(self, position, market: Market = None):
        #