mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 15:10:10 +00:00
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
193 lines
4.6 KiB
Go
193 lines
4.6 KiB
Go
package main
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import (
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"context"
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"flag"
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"fmt"
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"log"
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"os"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex"
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"github.com/thrasher-corp/gocryptotrader/portfolio"
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)
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var (
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priceMap map[*currency.Item]float64
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displayCurrency currency.Code
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)
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func printSummary(msg string, amount float64) {
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log.Println()
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log.Printf("%s in USD: $%.2f", msg, amount)
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if !displayCurrency.Equal(currency.USD) {
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conv, err := currency.ConvertFiat(amount, currency.USD, displayCurrency)
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if err != nil {
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log.Println(err)
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} else {
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var symb string
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symb, err = currency.GetSymbolByCurrencyName(displayCurrency)
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if err != nil {
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log.Printf("%s in %s: %.2f",
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msg,
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displayCurrency,
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conv)
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} else {
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log.Printf("%s in %s: %s%.2f",
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msg,
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displayCurrency,
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symb,
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conv)
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}
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}
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}
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}
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func getOnlineOfflinePortfolio(coins []portfolio.Coin, online bool) {
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var totals float64
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for _, x := range coins {
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value := priceMap[x.Coin.Item] * x.Balance
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totals += value
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log.Printf("\t%v %v Subtotal: $%.2f Coin percentage: %.2f%%\n", x.Coin,
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x.Balance, value, x.Percentage)
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}
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if !online {
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printSummary("\tOffline balance", totals)
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} else {
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printSummary("\tOnline balance", totals)
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}
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}
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func main() {
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var inFile, key string
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flag.StringVar(&inFile, "config", config.DefaultFilePath(), "The config input file to process.")
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flag.StringVar(&key, "key", "", "The key to use for AES encryption.")
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flag.Parse()
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log.Println("GoCryptoTrader: portfolio tool.")
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var cfg config.Config
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err := cfg.LoadConfig(inFile, true)
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if err != nil {
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log.Println(err)
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os.Exit(1)
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}
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log.Println("Loaded config file.")
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displayCurrency = cfg.Currency.FiatDisplayCurrency
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port := portfolio.Base{}
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port.Seed(cfg.Portfolio)
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result := port.GetPortfolioSummary()
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log.Println("Fetched portfolio data.")
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type PortfolioTemp struct {
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Balance float64
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Subtotal float64
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}
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portfolioMap := make(map[*currency.Item]PortfolioTemp)
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total := float64(0)
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log.Println("Fetching currency data..")
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var fiatCurrencies []currency.Code
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for _, y := range result.Totals {
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if y.Coin.IsFiatCurrency() {
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fiatCurrencies = append(fiatCurrencies, y.Coin)
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}
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}
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err = currency.SeedForeignExchangeData(fiatCurrencies)
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if err != nil {
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log.Println(err)
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os.Exit(1)
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}
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log.Println("Fetched currency data.")
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log.Println("Fetching ticker data and calculating totals..")
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priceMap = make(map[*currency.Item]float64)
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priceMap[currency.USD.Item] = 1
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for _, y := range result.Totals {
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pf := PortfolioTemp{}
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pf.Balance = y.Balance
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pf.Subtotal = 0
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if y.Coin.IsFiatCurrency() {
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if !y.Coin.Equal(currency.USD) {
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conv, err := currency.ConvertFiat(y.Balance, y.Coin, currency.USD)
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if err != nil {
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log.Println(err)
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} else {
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priceMap[y.Coin.Item] = conv / y.Balance
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pf.Subtotal = conv
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}
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} else {
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pf.Subtotal = y.Balance
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}
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} else {
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bf := bitfinex.Bitfinex{}
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bf.SetDefaults()
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bf.Verbose = false
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pair := "t" + y.Coin.String() + currency.USD.String()
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ticker, errf := bf.GetTicker(context.TODO(), pair)
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if errf != nil {
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log.Println(errf)
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} else {
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priceMap[y.Coin.Item] = ticker.Last
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pf.Subtotal = ticker.Last * y.Balance
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}
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}
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portfolioMap[y.Coin.Item] = pf
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total += pf.Subtotal
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}
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log.Println("Done.")
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log.Println()
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log.Println("PORTFOLIO TOTALS:")
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for x, y := range portfolioMap {
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code := currency.Code{Item: x}
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log.Printf("\t%s Amount: %f Subtotal: $%.2f USD (1 %s = $%.2f USD). Percentage of portfolio %.3f%%",
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code,
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y.Balance,
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y.Subtotal,
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code,
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y.Subtotal/y.Balance,
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y.Subtotal/total*100/1)
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}
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printSummary("\tTotal balance", total)
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log.Println("OFFLINE COIN TOTALS:")
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getOnlineOfflinePortfolio(result.Offline, false)
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log.Println("ONLINE COIN TOTALS:")
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getOnlineOfflinePortfolio(result.Online, true)
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log.Println("OFFLINE COIN SUMMARY:")
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var totals float64
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for x, y := range result.OfflineSummary {
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log.Printf("\t%s:", x)
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totals = 0
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for z := range y {
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value := priceMap[x.Item] * y[z].Balance
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totals += value
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log.Printf("\t %s Amount: %f Subtotal: $%.2f Coin percentage: %.2f%%\n",
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y[z].Address, y[z].Balance, value, y[z].Percentage)
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}
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printSummary(fmt.Sprintf("\t %s balance", x), totals)
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}
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log.Println("ONLINE COINS SUMMARY:")
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for x, y := range result.OnlineSummary {
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log.Printf("\t%s:", x)
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totals = 0
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for z, w := range y {
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value := priceMap[z.Item] * w.Balance
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totals += value
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log.Printf("\t %s Amount: %f Subtotal $%.2f Coin percentage: %.2f%%",
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z, w.Balance, value, w.Percentage)
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}
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printSummary("\t Exchange balance", totals)
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}
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}
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