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profits report endpoint

This commit is contained in:
Nicolás Sánchez 2024-12-24 14:50:09 -03:00
parent 61f9e8bc04
commit 8522a1ef70
3 changed files with 143 additions and 1 deletions
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2
exchange_wrapper.py
View File

@ -746,6 +746,8 @@ class broker:
order_to_send = self.exchange.create_order(pair,"market",side,amount)
time.sleep(self.wait_time)
# Wait a bit more when dealing with Kucoin
return self.get_order(order_to_send["id"],pair)
except Exception as e:
self.logger.log_this(f"Exception in new_market_order: {e}",1,pair)

4
profits/profit_report.py
View File

@ -24,7 +24,6 @@ cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours'
last_60_days_rows = cursor.fetchall()
#Last 30 days query
#cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
SUM(amount) AS total_amount
FROM profits_table
@ -125,6 +124,9 @@ for row in by_exchange:
if row[1]=="This Month":
okex_amount = row[2]
#Close db
cursor.close()
total_amount = binance_amount+gateio_amount+kucoin_amount+okex_amount
print(f"Binance: {round(binance_amount,2)} USDT ({round(binance_amount/total_amount*100,2)}%)")

138
utils/statistics_server_v3.py
View File

@ -4,6 +4,7 @@ import datetime
import time
import ccxt
import credentials
import calendar
import requests
import logging
from flask import Flask, jsonify, request
@ -59,6 +60,126 @@ def load_keys_from_db(file_name):
return valid_keys
def profit_report():
##Queries
connection = sqlite3.connect(profits_database)
cursor = connection.cursor()
#Last 60 days query
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
SUM(amount) AS total_amount
FROM profits_table
WHERE strftime('%s', 'now') - timestamp <= 60 * 24 * 60 * 60 -- 60 days in seconds
GROUP BY day_utc3
ORDER BY day_utc3;""")
last_60_days_rows = cursor.fetchall()
#Last 30 days query
#cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
SUM(amount) AS total_amount
FROM profits_table
WHERE strftime('%s', 'now') - timestamp <= 30 * 24 * 60 * 60 -- 30 days in seconds;""")
last_30_days = cursor.fetchall()
#Last 7 days query
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
SUM(amount) AS total_amount
FROM profits_table
WHERE strftime('%s', 'now') - timestamp <= 7 * 24 * 60 * 60 -- 7 days in seconds;""")
last_7_days = cursor.fetchall()
#Last n months query
cursor.execute("""SELECT strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') AS year_month_utc3,
SUM(amount) AS total_amount
FROM profits_table
WHERE strftime('%s', 'now') - timestamp <= 18 * 30 * 24 * 60 * 60 -- 18 months in seconds
GROUP BY year_month_utc3
ORDER BY year_month_utc3;""")
last_n_months_rows = cursor.fetchall()
#Yearly totals
cursor.execute("""SELECT strftime('%Y', timestamp, 'unixepoch', '-3 hours') AS year_utc3,
SUM(amount) AS total_amount
FROM profits_table
WHERE strftime('%s', 'now') - timestamp <= 24 * 365 * 60 * 60 -- 365 days in seconds
GROUP BY year_utc3
ORDER BY year_utc3;""")
yearly_totals = cursor.fetchall()
#Per exchange
cursor.execute("""SELECT
exchange_name,
CASE
WHEN strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') = strftime('%Y-%m', 'now', 'localtime') THEN 'This Month'
WHEN strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') = strftime('%Y-%m', 'now', 'localtime', '-1 month') THEN 'Last Month'
ELSE 'Other Months'
END AS month_group,
SUM(amount) AS total_amount
FROM
profits_table
WHERE
strftime('%s', 'now') - timestamp <= 60 * 24 * 60 * 60 -- 60 days in seconds
GROUP BY
exchange_name, month_group
ORDER BY
exchange_name, month_group;""")
per_exchange = cursor.fetchall()
#Close db
cursor.close()
#Projection calculation
days_in_month = calendar.monthrange(datetime.date.today().year, datetime.date.today().month)[1]
daily_combined_media = (last_30_days[0][1]/30+last_7_days[0][1]/7)/2
current_amount = last_n_months_rows[-1][1]
days_past_this_month = int(last_60_days_rows[-1][0][8:10])
#Per exchange
binance_amount = 0
gateio_amount = 0
kucoin_amount = 0
okex_amount = 0
for row in per_exchange:
if row[0]=="binance":
if row[1]=="This Month":
binance_amount = row[2]
elif row[0]=="gateio":
if row[1]=="This Month":
gateio_amount = row[2]
elif row[0]=="kucoin":
if row[1]=="This Month":
kucoin_amount = row[2]
elif row[0]=="okex":
if row[1]=="This Month":
okex_amount = row[2]
total_amount = binance_amount+gateio_amount+kucoin_amount+okex_amount
last_60_days_result = {row[0]: round(row[1],2) for row in last_60_days_rows}
last_18_months_result = {row[0]: round(row[1],2) for row in last_n_months_rows}
last_30_days_average = last_30_days[0][1]/30
last_7_days_average = last_7_days[0][1]/7
this_month_projection = current_amount + daily_combined_media*(days_in_month-days_past_this_month)
binance_percentage = binance_amount/total_amount*100
gateio_percentage = gateio_amount/total_amount*100
kucoin_percentage = kucoin_amount/total_amount*100
okex_percentage = okex_amount/total_amount*100
return {"Last 60 days": last_60_days_result,
"Last 18 months": last_18_months_result,
"Last 30 days average": last_30_days_average,
"Last 7 days average": last_7_days_average,
"This month projection": this_month_projection,
"Binance": binance_amount,
"Binance percentage": binance_percentage,
"Gateio": gateio_amount,
"Gateio percentage": gateio_percentage,
"Kucoin": kucoin_amount,
"Kucoin percentage": kucoin_percentage,
"OKX": okex_amount,
"OKX percentage": okex_percentage,
"Total profit": total_amount}
def query_total_profit(pair=None):
'''
Returns total profit of the trading pair.
@ -320,6 +441,23 @@ def fetch_backtests():
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/fetch_profit_report")
def fetch_profit_report():
'''
GET request
Parameters: None
Returns: JSON object with profit report data
'''
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
try:
return jsonify(profit_report())
except Exception as e:
print(e)
return jsonify({"Error": f"{e}"})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/clear_caches")
def clear_hashes():
global hashes_db