close_expired_options.py 文件源码

def drain_asset(positions, asset, quantity):
    """
        Generic method of reducing the quantity of assets across an entire set of positions
        This is hard to do manually because positions can duplicates and arbitrary quantities
        Traverse the entire position set reducing quantities to zero until it hits the target reduction
    """
    remaining_quantity = quantity

    # get a list of positions that are opposite to the quantity we are draining
    positions = [_ for _ in positions if _.asset == asset and copysign(1,_.quantity) == copysign(1, quantity * -1)]
    for position in positions:

        if abs(remaining_quantity) <= abs(position.quantity):
            # there are enough quantity in this position to complete it
            position.quantity += remaining_quantity
            remaining_quantity = 0
            return remaining_quantity

        if abs(remaining_quantity) > abs(position.quantity):
            # we are going to have some left over
            remaining_quantity += position.quantity
            position.quantity = 0

    return remaining_quantity