Add deposit-based total return, session persistence flag, dual return rates
- Add fetch_total_deposits() with hourly local cache (deposit_cache.json) - Use deposit total as capital base for accurate total return calculation - Add --no-session-persistence to claude CLI subprocess calls - Show both total return (deposit-based) and change rate (cost-based) in reports - Update portfolio summary with Total Return line Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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@ -1,15 +1,16 @@
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{
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"tETHUST": null,
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"tSUIUST": 1773362755397,
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"tSOLUST": null,
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"tETHUST": 1773352562967,
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"tSUIUST": null,
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"tSOLUST": 1773363657396,
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"tLTCUST": null,
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"tADAUST": null,
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"tAVAX:UST": 1773380455009,
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"tUNIUST": 1773380455473,
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"tXRPUST": null,
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"tDOGE:UST": 1773407762194,
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"tAVAX:UST": null,
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"tUNIUST": null,
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"tXRPUST": 1773363657836,
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"tDOGE:UST": null,
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"tSHIB:UST": null,
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"tBTCUST": null,
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"tBTCUST": 1773345335546,
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"tXLMUST": null,
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"tLINK:UST": null
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"tLINK:UST": 1773361253747,
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"tDOTUST": 1773362453371
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}
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@ -52,6 +52,60 @@ def _auth_post(path: str, body: dict | None = None) -> dict | list:
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return resp.json()
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# ---------------------------------------------------------------------------
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# Deposit history (cached locally, refreshed hourly)
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# ---------------------------------------------------------------------------
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# 2026-03-10 00:00:00 UTC in milliseconds
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_DEPOSIT_START_MS = 1773100800000
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_DEPOSIT_CACHE_FILE = "deposit_cache.json"
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_DEPOSIT_CACHE_TTL = 3600 # 1 hour
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def fetch_total_deposits() -> float:
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"""Return net USDT deposits since 2026-03-10. Uses local cache, refreshes hourly."""
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# Try cache first
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if os.path.exists(_DEPOSIT_CACHE_FILE):
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try:
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with open(_DEPOSIT_CACHE_FILE) as f:
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cache = json.load(f)
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if time.time() - cache.get("ts", 0) < _DEPOSIT_CACHE_TTL:
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return cache["total"]
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except (json.JSONDecodeError, IOError, KeyError):
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pass
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# Cache miss or expired — fetch from API
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total = _fetch_deposits_from_api()
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if total > 0:
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try:
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with open(_DEPOSIT_CACHE_FILE, "w") as f:
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json.dump({"total": total, "ts": time.time()}, f)
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except IOError:
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pass
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return total
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def _fetch_deposits_from_api() -> float:
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"""Fetch net USDT deposits from Bitfinex API."""
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try:
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raw = _auth_post("/v2/auth/r/movements/UST/hist", {
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"start": _DEPOSIT_START_MS,
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"limit": 100,
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})
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except Exception as e:
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logger.error("Failed to fetch deposit history: %s", e)
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return 0.0
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total = 0.0
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for m in raw:
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status = m[9] if len(m) > 9 else ""
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if status != "COMPLETED":
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continue
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amount = float(m[12]) if len(m) > 12 else 0
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total += amount # positive = deposit, negative = withdrawal
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return total
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# ---------------------------------------------------------------------------
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# Public endpoints
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# ---------------------------------------------------------------------------
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@ -68,7 +68,7 @@ def analyze_market(indicator_summary: str, account_status: str) -> list[dict]:
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try:
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result = subprocess.run(
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["claude", "-p", prompt, "--output-format", "json"],
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["claude", "-p", prompt, "--output-format", "json", "--no-session-persistence"],
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capture_output=True,
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text=True,
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timeout=120,
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16
main.py
16
main.py
@ -99,6 +99,12 @@ def run_cycle():
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port["available_usdt"] = 10000
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logger.info("Paper trading: using default 10000 USDT balance")
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# 2a. Fetch initial capital from deposit history
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try:
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port["initial_capital"] = data_fetcher.fetch_total_deposits()
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except Exception as e:
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logger.warning("Failed to fetch deposit history: %s", e)
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# 2b. Sync stop-loss orders with exchange (real-time, not local memory)
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try:
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active_orders = data_fetcher.fetch_active_orders()
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@ -503,13 +509,17 @@ def _build_portfolio_one_liner(port: dict, current_prices: dict) -> str:
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total_cost += amount * entry
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if current > 0:
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total_market_value += amount * current
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unrealized = total_market_value - total_cost
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total_value = available + total_market_value
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# 總收益率（基於入金）
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initial_capital = port.get("initial_capital", 0)
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total_return_pct = ((total_value / initial_capital - 1) * 100) if initial_capital > 0 else 0.0
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# 變動收益率（基於持倉成本）
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unrealized = total_market_value - total_cost
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total_capital = available + total_cost
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total_return_pct = ((total_value / total_capital - 1) * 100) if total_capital > 0 else 0.0
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change_pct = ((total_value / total_capital - 1) * 100) if total_capital > 0 else 0.0
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return (
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f"總值 {total_value:.2f} USDT | 總收益 {total_return_pct:+.2f}% | "
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f"{available:.2f} 可用 | 持倉 {pos_count} 筆"
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f"變動 {change_pct:+.2f}% | {available:.2f} 可用 | 持倉 {pos_count} 筆"
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)
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@ -135,7 +135,14 @@ def get_portfolio_summary(portfolio: dict, current_prices: dict) -> str:
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lines.append("")
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lines.append(f"*Total Portfolio Value:* {total_value:.2f} USDT")
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lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")
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lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT ({total_unrealized / (total_value - total_unrealized) * 100:+.2f}%)" if (total_value - total_unrealized) > 0 else f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")
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initial_capital = portfolio.get("initial_capital", 0)
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if initial_capital > 0:
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total_return = total_value - initial_capital
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total_return_pct = (total_value / initial_capital - 1) * 100
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sign = "+" if total_return >= 0 else ""
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lines.append(f"*Total Return:* {sign}{total_return:.2f} USDT ({sign}{total_return_pct:.2f}%)")
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history = portfolio.get("trade_history", [])
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if history:
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@ -1,26 +1,38 @@
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{
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"tDOGE:UST": {
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"order_id": 233282701621,
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"stop_price": 0.093946,
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"entry_price": 0.09688198941787385,
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"amount": 144.10790954
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"tDOTUST": {
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"order_id": 233309387815,
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"stop_price": 1.3849,
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"entry_price": 1.4287,
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"amount": 10.03723093
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},
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"tSUIUST": {
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"order_id": 233265250698,
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"stop_price": 0.97101,
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"entry_price": 1.0009320066822542,
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"amount": 54.57098037
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"tXRPUST": {
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"order_id": 233329683966,
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"stop_price": 1.372,
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"entry_price": 1.4153,
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"amount": 12.66451728
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},
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"tAVAX:UST": {
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"order_id": 233268826282,
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"stop_price": 9.4454,
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"entry_price": 9.734478498389963,
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"amount": 4.08390185
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"tSOLUST": {
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"order_id": 233329069994,
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"stop_price": 85.644,
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"entry_price": 88.367,
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"amount": 0.16229378
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},
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"tUNIUST": {
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"order_id": 233279675016,
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"stop_price": 3.8778,
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"entry_price": 3.9954999999999994,
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"amount": 4.55798027
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"tETHUST": {
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"order_id": 233338658543,
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"stop_price": 2048,
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"entry_price": 2110.9826633288,
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"amount": 0.01357354
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},
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"tLINK:UST": {
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"order_id": 233331464285,
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"stop_price": 8.9428,
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"entry_price": 9.2243,
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"amount": 1.16577353
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},
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"tBTCUST": {
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"order_id": 233335923158,
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"stop_price": 69413,
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"entry_price": 71556.91752086183,
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"amount": 0.00065071
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}
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}
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