There is a problem in the logic of calculating the merged OpenPrice and TakeProfitPrice in the OpenConsolidate function.

[icehawk-hyb]

Description：
The code implementation only handles long positions, not short positions.
When shorting, existingMtp.Custody is the base asset, and existingMtp.OpenPrice is the price of the trading asset.

Code logic：

suggestion:

Position_SHORT: Custody is base asset

（(existingMtp.Custody + newMtp.Custody）/ ( (existingMtp.Custody / existingMtp.OpenPrice) + ( newMtp.Custody / newMtp.OpenPrice))