mirror of
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101 lines
3.5 KiB
Go
101 lines
3.5 KiB
Go
package pnl
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import (
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"encoding/json"
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"strconv"
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"time"
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"github.com/fatih/color"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/slack/slackstyle"
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"github.com/c9s/bbgo/pkg/types"
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)
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type AverageCostPnLReport struct {
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LastPrice fixedpoint.Value `json:"lastPrice"`
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StartTime time.Time `json:"startTime"`
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Symbol string `json:"symbol"`
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Market types.Market `json:"market"`
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NumTrades int `json:"numTrades"`
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Profit fixedpoint.Value `json:"profit"`
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UnrealizedProfit fixedpoint.Value `json:"unrealizedProfit"`
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NetProfit fixedpoint.Value `json:"netProfit"`
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GrossProfit fixedpoint.Value `json:"grossProfit"`
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GrossLoss fixedpoint.Value `json:"grossLoss"`
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Position *types.Position `json:"position,omitempty"`
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AverageCost fixedpoint.Value `json:"averageCost"`
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BuyVolume fixedpoint.Value `json:"buyVolume,omitempty"`
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SellVolume fixedpoint.Value `json:"sellVolume,omitempty"`
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FeeInUSD fixedpoint.Value `json:"feeInUSD"`
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BaseAssetPosition fixedpoint.Value `json:"baseAssetPosition"`
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CurrencyFees map[string]fixedpoint.Value `json:"currencyFees"`
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}
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func (report *AverageCostPnLReport) JSON() ([]byte, error) {
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return json.MarshalIndent(report, "", " ")
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}
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func (report AverageCostPnLReport) Print() {
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color.Green("TRADES SINCE: %v", report.StartTime)
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color.Green("NUMBER OF TRADES: %d", report.NumTrades)
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color.Green(report.Position.String())
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color.Green("AVERAGE COST: %s", types.USD.FormatMoney(report.AverageCost))
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color.Green("BASE ASSET POSITION: %s", report.BaseAssetPosition.String())
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color.Green("TOTAL BUY VOLUME: %v", report.BuyVolume)
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color.Green("TOTAL SELL VOLUME: %v", report.SellVolume)
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color.Green("CURRENT PRICE: %s", types.USD.FormatMoney(report.LastPrice))
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color.Green("CURRENCY FEES:")
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for currency, fee := range report.CurrencyFees {
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color.Green(" - %s: %s", currency, fee.String())
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}
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if report.Profit.Sign() > 0 {
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color.Green("PROFIT: %s", types.USD.FormatMoney(report.Profit))
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} else {
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color.Red("PROFIT: %s", types.USD.FormatMoney(report.Profit))
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}
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if report.UnrealizedProfit.Sign() > 0 {
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color.Green("UNREALIZED PROFIT: %s", types.USD.FormatMoney(report.UnrealizedProfit))
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} else {
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color.Red("UNREALIZED PROFIT: %s", types.USD.FormatMoney(report.UnrealizedProfit))
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}
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}
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func (report AverageCostPnLReport) SlackAttachment() slack.Attachment {
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var color = slackstyle.Red
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if report.UnrealizedProfit.Sign() > 0 {
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color = slackstyle.Green
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}
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return slack.Attachment{
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Title: report.Symbol + " Profit and Loss report",
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Text: "Profit " + types.USD.FormatMoney(report.Profit),
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Color: color,
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// Pretext: "",
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// Text: "",
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Fields: []slack.AttachmentField{
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{Title: "Profit", Value: types.USD.FormatMoney(report.Profit)},
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{Title: "Unrealized Profit", Value: types.USD.FormatMoney(report.UnrealizedProfit)},
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{Title: "Current Price", Value: report.Market.FormatPrice(report.LastPrice), Short: true},
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{Title: "Average Cost", Value: report.Market.FormatPrice(report.AverageCost), Short: true},
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// FIXME:
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// {Title: "Fee (USD)", Value: types.USD.FormatMoney(report.FeeInUSD), Short: true},
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{Title: "Base Asset Position", Value: report.BaseAssetPosition.String(), Short: true},
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{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
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},
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Footer: report.StartTime.Format(time.RFC822),
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FooterIcon: "",
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}
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}
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