FEATURE: [sync] Sync futures positions in DB by dboyliao · Pull Request #2506 · c9s/bbgo

dboyliao · 2026-05-28T08:10:50Z

Bugfix: incorrect time conversion in query futures closed orders
Implement driver.Valuer and Scanner interface for types.MillisecondTimestamp
Migrations for futures position risk table
Implement syncing futures position risks

c9s · 2026-05-28T09:03:02Z

+    `open_order_initial_margin`  DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `adl`                        DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `margin_asset`               VARCHAR(20)        NOT NULL DEFAULT '',
+    `update_time`                DATETIME(3)        NOT NULL,


use updated_at

c9s · 2026-05-28T09:03:20Z

+    `maint_margin`               DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `position_initial_margin`    DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `open_order_initial_margin`  DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `adl`                        DECIMAL(16, 8)     NOT NULL DEFAULT 0,


do we need 8 precision for just ADL?

Fixed.
It's now just 2 precision for ADL.

c9s · 2026-05-28T09:03:42Z

+    `initial_margin`             DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `maint_margin`               DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `position_initial_margin`    DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `open_order_initial_margin`  DECIMAL(16, 8)     NOT NULL DEFAULT 0,


for usd based unit, do we really need 8 fraction numbers?

Fixed. It's 2 now.

c9s · 2026-05-28T09:04:13Z

+    `mark_price`                 DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `break_even_price`           DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `position_amount`            DECIMAL(16, 8)     NOT NULL DEFAULT 0,
+    `unrealized_pnl`             DECIMAL(16, 8)     NOT NULL DEFAULT 0,


%.2f is already enough i think

… support database interactions

c9s · 2026-05-29T05:05:52Z

+    `unrealized_pnl`             DECIMAL(16, 2)     NOT NULL DEFAULT 0,
+    `notional`                   DECIMAL(16, 2)     NOT NULL DEFAULT 0,
+    `initial_margin`             DECIMAL(16, 2)     NOT NULL DEFAULT 0,
+    `maint_margin`               DECIMAL(16, 2)     NOT NULL DEFAULT 0,


sqlite doesn't support DECIMAL(16, 2), just DECIMAL i think, you can use AI to fix your query

Opps, I didn't notice that.
This query is generated by AI.
Will fix it.

Can you add the process as a Claude skill, like add-migration? so that we can reuse it

done.
Please refer to .claude/skills/add-migration.

c9s · 2026-05-29T05:08:05Z

 		}
 	}

+	futuresPositionWroterCreator := func(session *ExchangeSession) func(types.Trade) {


should be called XXXWriterCreator ?

c9s · 2026-05-29T05:08:55Z

+			if environ.SyncService == nil || environ.SyncService.FuturesPositionRiskService == nil {
+				return
+			}
+
+			service, ok := session.Exchange.(types.ExchangeRiskService)
+			if !ok {
+				return
+			}
+			if !(trade.IsFutures || trade.IsIsolated) {
+				return
+			}


these checks can be done before setting this closure i think
you only need this callback for futures session

c9s · 2026-05-29T05:10:25Z

+				return
+			}
+
+			lastTradeTime = trade.Time.Time()


since you need to store the lastTradeTime variable, I would prefer you pull out this code, and add it in the FuturesService as a method like "QueryAndInsert(exchange, ...)", pass the exchange instance to the sync service to query and insert

c9s · 2026-05-29T05:11:21Z

 			orderWriter := orderWriterCreator(s2)
 			session.UserDataStream.OnOrderUpdate(orderWriter)
 		}
+		if config.UserDataStream.FuturesPosition {


move these lines of code ( https://github.com/c9s/bbgo/pull/2506/changes#diff-906fed76a73bf1656df5b830d57f22714231b84461c634668336b13a54eb6552R434-R444 ) to this condition.

c9s · 2026-05-29T05:13:31Z

+		MarginService:              environ.MarginService,
+		WithdrawService:            &service.WithdrawService{DB: db},
+		DepositService:             &service.DepositService{DB: db},
+		FuturesPositionRiskService: &service.FuturesPositionRiskService{DB: db},


maybe just name it FuturesService to include all futures related sync methods, or you have to add more service for other futures api

c9s · 2026-05-29T05:14:27Z

+
+func (s *FuturesPositionRiskService) Sync(
+	ctx context.Context,
+	exchange types.Exchange, symbol string,


use type types.ExchangeRiskService for the parameter, force the api caller to convert the object into this interface to call this method.

c9s · 2026-05-29T05:14:46Z

+func (s *FuturesPositionRiskService) Sync(
+	ctx context.Context,
+	exchange types.Exchange, symbol string,
+	startTime, endTime time.Time,


startTime and endTime are not used?

If they are not being used in the current moment, please remove them.

… risks

…ns in MySQL and SQLite3

dboyliao requested a review from c9s May 28, 2026 08:10

c9s reviewed May 28, 2026

View reviewed changes

dboyliao added 2 commits May 29, 2026 09:39

✨ feat(types): add Exchange field to PositionRisk

e63a116

✨ feat(types): add Value and Scan methods for MillisecondTimestamp to…

8f8115e

… support database interactions

dboyliao force-pushed the dboy/sync/futures-position-risk branch from d4481c7 to 23eefa2 Compare May 29, 2026 01:39

dboyliao requested a review from c9s May 29, 2026 01:41

c9s reviewed May 29, 2026

View reviewed changes

dboyliao added 2 commits May 29, 2026 22:50

✨ feat(migrations): add futures_position_risks table migrations

6914b7f

🔧 fix(binance): correct time conversion for query closed futures orders

7093be6

dboyliao force-pushed the dboy/sync/futures-position-risk branch 2 times, most recently from 5ed5c13 to fd60860 Compare May 29, 2026 14:56

dboyliao requested a review from c9s May 29, 2026 15:30

dboyliao force-pushed the dboy/sync/futures-position-risk branch from 9ccb98e to 44eac99 Compare May 30, 2026 01:58

dboyliao added 2 commits May 30, 2026 10:00

✨ feat(sync): add FuturesPositionRiskService to sync futures position…

1ecd8cd

… risks

📚 feat(skill): add add-migration skill for creating database migratio…

9d38c04

…ns in MySQL and SQLite3

dboyliao force-pushed the dboy/sync/futures-position-risk branch from 44eac99 to 9d38c04 Compare May 30, 2026 02:00

c9s approved these changes May 30, 2026

View reviewed changes

dboyliao merged commit 985f9cf into main May 30, 2026
3 checks passed

dboyliao deleted the dboy/sync/futures-position-risk branch May 30, 2026 02:43

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