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77 lines
2.4 KiB
Go
77 lines
2.4 KiB
Go
package pnl
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import (
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"strconv"
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"time"
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log "github.com/sirupsen/logrus"
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"github.com/slack-go/slack"
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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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CurrentPrice float64
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StartTime time.Time
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Symbol string
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NumTrades int
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Profit float64
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UnrealizedProfit float64
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AverageBidCost float64
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BidVolume float64
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AskVolume float64
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FeeUSD float64
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Stock float64
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CurrencyFees map[string]float64
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}
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func (report AverageCostPnlReport) Print() {
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log.Infof("trades since: %v", report.StartTime)
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log.Infof("average bid cost: %s", types.USD.FormatMoneyFloat64(report.AverageBidCost))
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log.Infof("total bid volume: %f", report.BidVolume)
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log.Infof("total ask volume: %f", report.AskVolume)
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log.Infof("stock: %f", report.Stock)
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log.Infof("fee (USD): %f", report.FeeUSD)
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log.Infof("current price: %s", types.USD.FormatMoneyFloat64(report.CurrentPrice))
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log.Infof("profit: %s", types.USD.FormatMoneyFloat64(report.Profit))
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log.Infof("unrealized profit: %s", types.USD.FormatMoneyFloat64(report.UnrealizedProfit))
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log.Infof("currency fees:")
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for currency, fee := range report.CurrencyFees {
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log.Infof(" - %s: %f", currency, fee)
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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 > 0 {
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color = slackstyle.Green
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}
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market, ok := types.FindMarket(report.Symbol)
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if !ok {
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return slack.Attachment{}
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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: market.FormatPrice(report.CurrentPrice), Short: true},
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{Title: "Average Cost", Value: market.FormatPrice(report.AverageBidCost), Short: true},
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{Title: "Fee (USD)", Value: types.USD.FormatMoney(report.FeeUSD), Short: true},
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{Title: "Stock", Value: strconv.FormatFloat(report.Stock, 'f', 8, 64), 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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