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
	ExchangeFee        *types.ExchangeFee
}

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"`
	UnrealizedProfit fixedpoint.Value `json:"unrealizedProfit"`

	NetProfit   fixedpoint.Value `json:"netProfit"`
	GrossProfit fixedpoint.Value `json:"grossProfit"`
	GrossLoss   fixedpoint.Value `json:"grossLoss"`
	Position    *types.Position  `json:"position,omitempty"`

	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