add get_position exchange wrapper

freqtrade/exchange/exchange.py

@@ -1158,44 +1158,6 @@ class Exchange:
             balances.pop("total", None)
             balances.pop("used", None)
 
-            if self.trading_mode == TradingMode.FUTURES:
-
-                open_orders_response: List[dict] = self._api.fetch_open_orders()
-                open_orders: dict = {}
-                for order in open_orders_response:
-                    symbol: str = order['symbol']
-                    open_orders[symbol] = order
-
-                positions: List[dict] = self._api.fetch_positions()
-                for position in positions:
-                    symbol = position['symbol']
-                    market: dict = self.markets[symbol]
-                    size: float = self._contracts_to_amount(symbol, position['contracts'])
-                    side: str = position['side']
-                    if size > 0:
-
-                        if symbol in open_orders:
-                            order = open_orders[symbol]
-                            order_amount: float = order['remaining']
-                            order_side: str = order['side']
-                            if order_side == 'buy' or order_side == 'long':
-                                order_amount = 0
-                        else:
-                            order_amount = 0
-
-                        if side == 'long' or side == 'buy':
-                            currency = market['base']
-                            free = size - order_amount
-
-                            balances[currency] = {
-                                'free': free,
-                                'used': order_amount,
-                                'total': size,
-                            }
-                            balances['free'][currency] = free
-                            balances['used'][currency] = order_amount
-                            balances['total'][currency] = size
-
             return balances
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
@@ -1205,6 +1167,22 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @retrier
+    def get_positions(self) -> List[Dict]:
+        if self._config['dry_run'] or self.trading_mode != TradingMode.FUTURES:
+            return []
+        try:
+            positions: List[Dict] = self._api.fetch_positions()
+            self._log_exchange_response('fetch_positions', positions)
+            return positions
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get positions due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
     @retrier
     def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
         """

freqtrade/wallets.py

@@ -23,6 +23,7 @@ class Wallet(NamedTuple):
     free: float = 0
     used: float = 0
     total: float = 0
+    position: float = 0
 
 
 class Wallets:
@@ -108,6 +109,18 @@ class Wallets:
         for currency in deepcopy(self._wallets):
             if currency not in balances:
                 del self._wallets[currency]
+        # TODO-lev: Implement dry-run/backtest counterpart
+        positions = self._exchange.get_positions()
+        for position in positions:
+            symbol = position['symbol']
+            if position['side'] is None:
+                # Position is not open ...
+                continue
+            size = self._exchange._contracts_to_amount(symbol, position['contracts'])
+
+            self._wallets[symbol] = Wallet(
+                symbol, position=size
+            )
 
     def update(self, require_update: bool = True) -> None:
         """