"""
portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
See DASH/BTC positions
- {'amount': '-0.10000000', -> DASH empruntés
+ {'amount': '-0.10000000', -> DASH empruntés (à rendre)
'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%))
- 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur
+ 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur en intérêts
'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
'pl': '-0.00000371', -> plus-value latente si je rachète tout de suite (négatif = perdu)
- 'total': '0.00681856', -> valeur totale empruntée en BTC
+ 'total': '0.00681856', -> valeur totale empruntée en BTC (au moment de l'échange)
+ = amount * basePrice à erreur d'arrondi près
'type': 'short'}
"""
positions = self.privatePostGetMarginPosition({"currencyPair": "all"})
for key, balance in balances.items():
result[key] = {}
for currency, amount in balance.items():
- if currency not in result:
- result[currency] = {}
+ result.setdefault(currency, {})
result[currency][key] = decimal.Decimal(amount)
result[key][currency] = decimal.Decimal(amount)
return result
all_balances = {}
in_positions = {}
+ pending_pl = {}
for currency, exchange_balance in exchange_balances.items():
if currency in ["info", "free", "used", "total"]:
"exchange_used": exchange_balance["used"],
"exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0),
"exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0),
- "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
- "margin_borrowed": 0,
+ # Disponible sur le compte margin
+ "margin_available": balance_per_type.get("margin", 0),
+ # Bloqué en position
+ "margin_in_position": 0,
+ # Emprunté
+ "margin_borrowed": -margin_balance.get("amount", 0),
+ # Total
"margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+ "margin_pending_gain": 0,
"margin_lending_fees": margin_balance.get("lendingFees", 0),
- "margin_pending_gain": margin_balance.get("pl", 0),
+ "margin_pending_base_gain": margin_balance.get("pl", 0),
"margin_position_type": margin_balance.get("type", None),
"margin_liquidation_price": margin_balance.get("liquidationPrice", 0),
"margin_borrowed_base_price": margin_balance.get("total", 0),
"margin_borrowed_base_currency": margin_balance.get("baseCurrency", None),
}
if len(margin_balance) > 0:
- if margin_balance["baseCurrency"] not in in_positions:
- in_positions[margin_balance["baseCurrency"]] = 0
+ in_positions.setdefault(margin_balance["baseCurrency"], 0)
in_positions[margin_balance["baseCurrency"]] += margin_balance["total"]
+ pending_pl.setdefault(margin_balance["baseCurrency"], 0)
+ pending_pl[margin_balance["baseCurrency"]] += margin_balance["pl"]
+
+ # J’emprunte 0.12062983 que je revends à 0.06003598 BTC/DASH, soit 0.00724213 BTC.
+ # Sur ces 0.00724213 BTC je récupère 0.00724213*(1-0.0015) = 0.00723127 BTC
+ #
+ # -> ordertrades ne tient pas compte des fees
+ # amount = montant vendu (un seul mouvement)
+ # rate = à ce taux
+ # total = total en BTC (pour ce mouvement)
+ # -> marginposition:
+ # amount = ce que je dois rendre
+ # basePrice = prix de vente en tenant compte des fees
+ # (amount * basePrice = la quantité de BTC que j’ai effectivement
+ # reçue à erreur d’arrondi près, utiliser plutôt "total")
+ # total = la quantité de BTC que j’ai reçue
+ # pl = plus value actuelle si je rachetais tout de suite
+ # -> marginaccountsummary:
+ # currentMargin = La marge actuelle (= netValue/totalBorrowedValue)
+ # totalValue = BTC actuellement en margin (déposé)
+ # totalBorrowedValue = sum (amount * ticker[lowestAsk])
+ # pl = sum(pl)
+ # netValue = BTC actuellement en margin (déposé) + pl
+ # Exemple:
+ # In [38]: m.ccxt.private_post_returnordertrades({"orderNumber": "XXXXXXXXXXXX"})
+ # Out[38]:
+ # [{'amount': '0.11882982',
+ # 'currencyPair': 'BTC_DASH',
+ # 'date': '2018-02-26 22:48:35',
+ # 'fee': '0.00150000',
+ # 'globalTradeID': 348891380,
+ # 'rate': '0.06003598',
+ # 'total': '0.00713406',
+ # 'tradeID': 9634443,
+ # 'type': 'sell'},
+ # {'amount': '0.00180000',
+ # 'currencyPair': 'BTC_DASH',
+ # 'date': '2018-02-26 22:48:30',
+ # 'fee': '0.00150000',
+ # 'globalTradeID': 348891375,
+ # 'rate': '0.06003598',
+ # 'total': '0.00010806',
+ # 'tradeID': 9634442,
+ # 'type': 'sell'}]
+ #
+ # In [51]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
+ # Out[51]:
+ # {'amount': '-0.12062982',
+ # 'basePrice': '0.05994587',
+ # 'lendingFees': '0.00000000',
+ # 'liquidationPrice': '0.15531479',
+ # 'pl': '0.00000122',
+ # 'total': '0.00723126',
+ # 'type': 'short'}
+ # In [52]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_BTS"})
+ # Out[52]:
+ # {'amount': '-332.97159188',
+ # 'basePrice': '0.00002171',
+ # 'lendingFees': '0.00000000',
+ # 'liquidationPrice': '0.00005543',
+ # 'pl': '0.00029548',
+ # 'total': '0.00723127',
+ # 'type': 'short'}
+ #
+ # In [53]: m.ccxt.privatePostReturnMarginAccountSummary()
+ # Out[53]:
+ # {'currentMargin': '1.04341991',
+ # 'lendingFees': '0.00000000',
+ # 'netValue': '0.01478093',
+ # 'pl': '0.00029666',
+ # 'totalBorrowedValue': '0.01416585',
+ # 'totalValue': '0.01448427'}
+
for currency, in_position in in_positions.items():
all_balances[currency]["total"] += in_position
+ all_balances[currency]["margin_in_position"] += in_position
all_balances[currency]["margin_total"] += in_position
- all_balances[currency]["margin_borrowed"] += in_position
+
+ for currency, pl in pending_pl.items():
+ all_balances[currency]["margin_pending_gain"] += pl
return all_balances
'lendingFees': '0.00000000', -> fees totaux
'netValue': '0.01008254', -> balance + plus-value
'pl': '0.00008254', -> plus value latente (somme des positions)
- 'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée
- 'totalValue': '0.01000000'} -> valeur totale en compte
+ 'totalBorrowedValue': '0.00673602', -> valeur empruntée convertie en BTC.
+ (= sum(amount * ticker[lowerAsk]) pour amount dans marginposition)
+ 'totalValue': '0.01000000'} -> balance (collateral déposé en margin)
"""
summary = self.privatePostReturnMarginAccountSummary()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff