package bbgo import ( "fmt" "github.com/slack-go/slack" "time" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) // Profit struct stores the PnL information type Profit struct { Symbol string `json:"symbol"` // Profit is the profit of this trade made. negative profit means loss. Profit fixedpoint.Value `json:"profit" db:"profit"` // NetProfit is (profit - trading fee) NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"` AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"` TradeAmount fixedpoint.Value `json:"tradeAmount" db:"trade_amount"` // ProfitMargin is a percentage of the profit and the capital amount ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"` // NetProfitMargin is a percentage of the net profit and the capital amount NetProfitMargin fixedpoint.Value `json:"netProfitMargin" db:"net_profit_margin"` QuoteCurrency string `json:"quote_currency" db:"quote_currency"` BaseCurrency string `json:"base_currency" db:"base_currency"` // FeeInUSD is the summed fee of this profit, // you will need to convert the trade fee into USD since the fee currencies can be different. FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"` Time time.Time `json:"time" db:"time"` Strategy string `json:"strategy" db:"strategy"` StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"` } func (p *Profit) SlackAttachment() slack.Attachment { var title string = fmt.Sprintf("%s PnL ", p.Symbol) var color string if p.ProfitMargin != 0 { title += pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) + " " } else { title += pnlEmojiSimple(p.Profit) + " " } if p.Profit > 0 { color = types.GreenColor title = "+" + p.Profit.String() + " " + p.QuoteCurrency } else { color = types.RedColor title = p.Profit.String() + " " + p.QuoteCurrency } var fields []slack.AttachmentField if p.NetProfit != 0 { fields = append(fields, slack.AttachmentField{ Title: "Net Profit", Value: p.NetProfit.String() + " " + p.QuoteCurrency, Short: true, }) } if p.ProfitMargin != 0 { fields = append(fields, slack.AttachmentField{ Title: "Profit Margin", Value: p.ProfitMargin.Percentage(), Short: true, }) } if p.NetProfitMargin != 0 { fields = append(fields, slack.AttachmentField{ Title: "Net Profit Margin", Value: p.NetProfitMargin.Percentage(), Short: true, }) } if p.TradeAmount != 0.0 { fields = append(fields, slack.AttachmentField{ Title: "Trade Amount", Value: p.TradeAmount.String() + " " + p.QuoteCurrency, Short: true, }) } if p.FeeInUSD != 0 { fields = append(fields, slack.AttachmentField{ Title: "Fee In USD", Value: p.FeeInUSD.String() + " USD", Short: true, }) } if len(p.Strategy) != 0 { fields = append(fields, slack.AttachmentField{ Title: "Strategy", Value: p.Strategy, Short: true, }) } return slack.Attachment{ Color: color, Title: title, Fields: fields, // Footer: "", } } func (p *Profit) PlainText() string { var emoji string if p.ProfitMargin != 0 { emoji = pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) } else { emoji = pnlEmojiSimple(p.Profit) } return fmt.Sprintf("%s trade profit %s %f %s (%.2f%%), net profit =~ %f %s (%.2f%%)", p.Symbol, emoji, p.Profit.Float64(), p.QuoteCurrency, p.ProfitMargin.Float64()*100.0, p.NetProfit.Float64(), p.QuoteCurrency, p.NetProfitMargin.Float64()*100.0, ) } var lossEmoji = "🔥" var profitEmoji = "💰" var defaultPnlLevelResolution = fixedpoint.NewFromFloat(0.001) func pnlEmojiSimple(pnl fixedpoint.Value) string { if pnl < 0 { return lossEmoji } if pnl == 0 { return "" } return profitEmoji } func pnlEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) { if pnl < 0 { out = lossEmoji level := (-margin).Div(resolution).Floor() for i := 1; i < level.Int(); i++ { out += lossEmoji } return out } if pnl == 0 { return out } out = profitEmoji level := margin.Div(resolution).Floor() for i := 1; i < level.Int(); i++ { out += profitEmoji } return out } type ProfitStats struct { Symbol string `json:"symbol"` QuoteCurrency string `json:"quoteCurrency"` BaseCurrency string `json:"baseCurrency"` AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"` AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"` AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"` AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"` AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"` AccumulatedSince int64 `json:"accumulatedSince,omitempty"` TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"` TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"` TodayProfit fixedpoint.Value `json:"todayProfit,omitempty"` TodayLoss fixedpoint.Value `json:"todayLoss,omitempty"` TodaySince int64 `json:"todaySince,omitempty"` } func (s *ProfitStats) AddProfit(profit Profit) { s.AccumulatedPnL += profit.Profit s.AccumulatedNetProfit += profit.NetProfit s.TodayPnL += profit.Profit s.TodayNetProfit += profit.NetProfit if profit.Profit < 0 { s.AccumulatedLoss += profit.Profit s.TodayLoss += profit.Profit } else if profit.Profit > 0 { s.AccumulatedProfit += profit.Profit s.TodayProfit += profit.Profit } } func (s *ProfitStats) AddTrade(trade types.Trade) { if s.IsOver24Hours() { s.ResetToday() } s.AccumulatedVolume += fixedpoint.NewFromFloat(trade.Quantity) } func (s *ProfitStats) IsOver24Hours() bool { return time.Since(time.Unix(s.TodaySince, 0)) > 24*time.Hour } func (s *ProfitStats) ResetToday() { s.TodayPnL = 0 s.TodayNetProfit = 0 s.TodayProfit = 0 s.TodayLoss = 0 var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local()) s.TodaySince = beginningOfTheDay.Unix() } func (s *ProfitStats) PlainText() string { since := time.Unix(s.AccumulatedSince, 0).Local() return fmt.Sprintf("today %s profit %f %s,\n"+ "today %s net profit %f %s,\n"+ "today %s trade loss %f %s\n"+ "accumulated profit %f %s,\n"+ "accumulated net profit %f %s,\n"+ "accumulated trade loss %f %s\n"+ "since %s", s.Symbol, s.TodayPnL.Float64(), s.QuoteCurrency, s.Symbol, s.TodayNetProfit.Float64(), s.QuoteCurrency, s.Symbol, s.TodayLoss.Float64(), s.QuoteCurrency, s.AccumulatedPnL.Float64(), s.QuoteCurrency, s.AccumulatedNetProfit.Float64(), s.QuoteCurrency, s.AccumulatedLoss.Float64(), s.QuoteCurrency, since.Format(time.RFC822), ) } func (s *ProfitStats) SlackAttachment() slack.Attachment { var title string = fmt.Sprintf("%s Accumulated PnL ", s.Symbol) var color string if s.AccumulatedPnL > 0 { color = types.GreenColor title = "+" + s.AccumulatedPnL.String() + " " + s.QuoteCurrency } else { color = types.RedColor title = s.AccumulatedPnL.String() + " " + s.QuoteCurrency } since := time.Unix(s.AccumulatedSince, 0).Local() title += " Since " + since.Format(time.RFC822) var fields []slack.AttachmentField if s.TodayProfit != 0 { fields = append(fields, slack.AttachmentField{ Title: "Profit Today", Value: s.TodayProfit.String() + " " + s.QuoteCurrency, Short: true, }) } if s.TodayNetProfit != 0 { fields = append(fields, slack.AttachmentField{ Title: "Net Profit Today", Value: s.TodayNetProfit.String() + " " + s.QuoteCurrency, Short: true, }) } if s.TodayLoss != 0 { fields = append(fields, slack.AttachmentField{ Title: "Loss Today", Value: s.TodayLoss.String() + " " + s.QuoteCurrency, Short: true, }) } if s.AccumulatedProfit != 0 { fields = append(fields, slack.AttachmentField{ Title: "Accumulated Profit", Value: s.AccumulatedProfit.String() + " " + s.QuoteCurrency, }) } if s.AccumulatedNetProfit != 0 { fields = append(fields, slack.AttachmentField{ Title: "Accumulated Net Profit", Value: s.AccumulatedNetProfit.String() + " " + s.QuoteCurrency, }) } if s.AccumulatedLoss != 0 { fields = append(fields, slack.AttachmentField{ Title: "Accumulated Loss", Value: s.AccumulatedLoss.String() + " " + s.QuoteCurrency, }) } return slack.Attachment{ Color: color, Title: title, Fields: fields, // Footer: "", } }