deploy/pages/orchestration/portfolio

Portfolio Management

The Portfolio Management page provides comprehensive oversight of your trading portfolio across multiple exchanges, accounts, and strategies.

Features

💰 Multi-Exchange Portfolio

• Unified Balance View: Aggregate holdings across all connected exchanges
• Real-time Valuation: Live portfolio value updates in USD and BTC
• Asset Distribution: Visual breakdown of holdings by asset and exchange
• Historical Performance: Track portfolio value over time

📊 Position Tracking

• Open Positions: Monitor all active positions across exchanges
• P&L Analysis: Real-time and realized profit/loss calculations
• Risk Metrics: Position sizing, leverage, and exposure analysis
• Position History: Complete record of closed positions

🔄 Performance Analytics

• ROI Calculation: Return on investment by strategy and timeframe
• Sharpe Ratio: Risk-adjusted performance metrics
• Win Rate Analysis: Success rate of trades by strategy
• Drawdown Tracking: Maximum and current drawdown monitoring

🎯 Risk Management

• Exposure Limits: Set and monitor position size limits
• Correlation Analysis: Identify correlated positions
• VaR Calculation: Value at Risk across the portfolio
• Alert System: Notifications for risk threshold breaches

Usage Instructions

1. Connect Exchanges

• Navigate to the Credentials page to add exchange API keys
• Ensure API keys have read permissions for balances and positions
• Verify successful connection in the portfolio overview

2. Portfolio Overview

• Total Value: View aggregate portfolio value in preferred currency
• Asset Allocation: Pie chart showing distribution across assets
• Exchange Distribution: Breakdown of holdings by exchange
• 24h Performance: Daily change in portfolio value

3. Position Management

• Active Positions Tab: Current open positions with live P&L
• Position Details: Click any position for detailed metrics
• Quick Actions: Close positions or adjust sizes
• Export Data: Download position data for external analysis

4. Performance Analysis

• Time Range Selection: Choose analysis period (1D, 1W, 1M, 3M, 1Y)
• Strategy Breakdown: Performance attribution by strategy
• Benchmark Comparison: Compare against BTC or market indices
• Custom Reports: Generate detailed performance reports

5. Risk Monitoring

• Risk Dashboard: Overview of key risk metrics
• Position Sizing: Ensure positions align with risk limits
• Correlation Matrix: Visualize position correlations
• Stress Testing: Simulate portfolio under various scenarios

Technical Notes

Data Architecture

• Real-time Updates: WebSocket connections for live data
• Data Aggregation: Efficient cross-exchange data consolidation
• Historical Storage: Time-series database for performance tracking
• Cache Layer: Redis caching for improved performance

Calculation Methods

• Portfolio Value: Sum of all holdings at current market prices
• Unrealized P&L: (Current Price - Entry Price) × Position Size
• Realized P&L: Actual profits from closed positions
• ROI: (Current Value - Initial Value) / Initial Value × 100

Performance Optimization

• Incremental Updates: Only fetch changed data
• Batch Processing: Aggregate API calls across exchanges
• Smart Caching: Cache static data with TTL
• Lazy Loading: Load detailed data on demand

Component Structure

portfolio/
├── app.py                      # Main portfolio page
├── components/
│   ├── portfolio_overview.py   # Summary cards and charts
│   ├── position_table.py       # Active positions display
│   ├── performance_charts.py   # Performance visualization
│   └── risk_dashboard.py       # Risk metrics and alerts
├── services/
│   ├── balance_aggregator.py   # Multi-exchange balance fetching
│   ├── position_tracker.py     # Position monitoring service
│   └── performance_calc.py     # Performance calculations
└── utils/
    ├── currency_converter.py   # FX rate conversions
    ├── risk_metrics.py         # Risk calculation functions
    └── data_export.py          # Export functionality

Key Metrics Explained

Portfolio Metrics

• Total Value: Sum of all assets converted to base currency
• Daily Change: 24-hour change in portfolio value
• All-Time P&L: Total profit/loss since inception
• Asset Count: Number of unique assets held

Position Metrics

• Entry Price: Average price of position entry
• Mark Price: Current market price
• Unrealized P&L: Paper profit/loss on open position
• ROI %: Return on investment percentage

Risk Metrics

• Sharpe Ratio: Risk-adjusted return metric
• Maximum Drawdown: Largest peak-to-trough decline
• Value at Risk (VaR): Potential loss at confidence level
• Exposure: Total position size relative to portfolio

Best Practices

Portfolio Management

• Diversify across multiple assets and strategies
• Set position size limits based on risk tolerance
• Regular rebalancing to maintain target allocations
• Monitor correlation between positions

Performance Tracking

• Record all trades for accurate P&L calculation
• Include fees in performance calculations
• Compare performance against relevant benchmarks
• Regular performance attribution analysis

Risk Control

• Set stop-loss levels for all positions
• Monitor leverage usage across accounts
• Regular stress testing of portfolio
• Maintain cash reserves for opportunities

Error Handling

The portfolio page includes robust error handling:

• API Failures: Graceful degradation with cached data
• Rate Limiting: Intelligent request throttling
• Data Inconsistencies: Reconciliation mechanisms
• Connection Issues: Automatic reconnection with exponential backoff
• Calculation Errors: Fallback values with warning indicators