pnl

Documentation

Index

• type AverageCostCalculator
  • func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice fixedpoint.Value) *AverageCostPnlReport
• type AverageCostPnlReport
  • func (report *AverageCostPnlReport) JSON() ([]byte, error)
  • func (report AverageCostPnlReport) Print()
  • func (report AverageCostPnlReport) SlackAttachment() slack.Attachment

Types

type AverageCostCalculator

type AverageCostCalculator struct {
	TradingFeeCurrency string
	Market             types.Market
}

func (*AverageCostCalculator) Calculate

func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice fixedpoint.Value) *AverageCostPnlReport

type AverageCostPnlReport

type AverageCostPnlReport struct {
	LastPrice fixedpoint.Value `json:"lastPrice"`
	StartTime time.Time        `json:"startTime"`
	Symbol    string           `json:"symbol"`
	Market    types.Market     `json:"market"`

	NumTrades         int                         `json:"numTrades"`
	Profit            fixedpoint.Value            `json:"profit"`
	NetProfit         fixedpoint.Value            `json:"netProfit"`
	UnrealizedProfit  fixedpoint.Value            `json:"unrealizedProfit"`
	AverageCost       fixedpoint.Value            `json:"averageCost"`
	BuyVolume         fixedpoint.Value            `json:"buyVolume,omitempty"`
	SellVolume        fixedpoint.Value            `json:"sellVolume,omitempty"`
	FeeInUSD          fixedpoint.Value            `json:"feeInUSD"`
	BaseAssetPosition fixedpoint.Value            `json:"baseAssetPosition"`
	CurrencyFees      map[string]fixedpoint.Value `json:"currencyFees"`
}

func (*AverageCostPnlReport) JSON

func (report *AverageCostPnlReport) JSON() ([]byte, error)

func (AverageCostPnlReport) Print

func (report AverageCostPnlReport) Print()

func (AverageCostPnlReport) SlackAttachment

func (report AverageCostPnlReport) SlackAttachment() slack.Attachment