bifitnex-trading/portfolio.py

import json
import logging
import os
import time

import config

logger = logging.getLogger(__name__)


def load_positions() -> dict:
    """Load positions from positions.json."""
    if not os.path.exists(config.POSITIONS_FILE):
        return _empty_portfolio()
    try:
        with open(config.POSITIONS_FILE) as f:
            data = json.load(f)
        return data
    except (json.JSONDecodeError, IOError) as e:
        logger.error("Failed to load positions: %s", e)
        return _empty_portfolio()


def save_positions(portfolio: dict):
    """Save portfolio state to positions.json."""
    with open(config.POSITIONS_FILE, "w") as f:
        json.dump(portfolio, f, indent=2)


def _empty_portfolio() -> dict:
    return {
        "total_balance_usdt": 0,
        "available_usdt": 0,
        "positions": {},
        "trade_history": [],
        "last_updated": time.time(),
    }


def update_position(portfolio: dict, symbol: str, action: str, amount: float, price: float, amount_usdt: float) -> dict:
    """Update portfolio after a trade execution."""
    positions = portfolio.setdefault("positions", {})

    if action == "BUY":
        existing = positions.get(symbol, {"amount": 0, "entry_price": 0, "value_usdt": 0})
        old_amount = existing.get("amount", 0)
        old_entry = existing.get("entry_price", 0)
        new_amount = old_amount + amount
        # Weighted average entry price
        if new_amount > 0:
            new_entry = (old_amount * old_entry + amount * price) / new_amount
        else:
            new_entry = price
        positions[symbol] = {
            "amount": new_amount,
            "entry_price": new_entry,
            "value_usdt": new_amount * price,
            "last_update": time.time(),
        }
        portfolio["available_usdt"] = portfolio.get("available_usdt", 0) - amount_usdt

    elif action == "SELL":
        existing = positions.get(symbol, {})
        old_amount = existing.get("amount", 0)
        sell_amount = min(amount, old_amount)
        remaining = old_amount - sell_amount
        if remaining <= 0.000001:
            positions.pop(symbol, None)
        else:
            positions[symbol] = {
                "amount": remaining,
                "entry_price": existing.get("entry_price", price),
                "value_usdt": remaining * price,
                "last_update": time.time(),
            }
        portfolio["available_usdt"] = portfolio.get("available_usdt", 0) + sell_amount * price

    # Record trade
    history = portfolio.setdefault("trade_history", [])
    history.append({
        "symbol": symbol,
        "action": action,
        "amount": amount,
        "price": price,
        "amount_usdt": amount_usdt,
        "timestamp": time.time(),
    })
    if len(history) > 500:
        portfolio["trade_history"] = history[-500:]

    portfolio["last_updated"] = time.time()
    return portfolio


def calculate_pnl(portfolio: dict, current_prices: dict) -> dict:
    """Calculate unrealized P&L for all positions."""
    pnl = {}
    for sym, pos in portfolio.get("positions", {}).items():
        amount = pos.get("amount", 0)
        entry = pos.get("entry_price", 0)
        current = current_prices.get(sym, 0)
        if amount > 0 and entry > 0 and current > 0:
            unrealized = (current - entry) * amount
            unrealized_pct = (current - entry) / entry
            pnl[sym] = {
                "amount": amount,
                "entry_price": entry,
                "current_price": current,
                "unrealized_usdt": unrealized,
                "unrealized_pct": unrealized_pct,
                "value_usdt": amount * current,
            }
    return pnl


def get_portfolio_summary(portfolio: dict, current_prices: dict) -> str:
    """Generate a human-readable portfolio summary."""
    pnl = calculate_pnl(portfolio, current_prices)
    total_value = portfolio.get("available_usdt", 0)
    total_unrealized = 0

    lines = ["📊 *Portfolio Summary*"]
    lines.append(f"Available USDT: {portfolio.get('available_usdt', 0):.2f}")
    lines.append("")

    if pnl:
        lines.append("*Open Positions:*")
        for sym, p in pnl.items():
            name = config.SYMBOL_NAMES.get(sym, sym)
            emoji = "🟢" if p["unrealized_pct"] >= 0 else "🔴"
            lines.append(
                f"{emoji} {name}: {p['amount']:.6f} @ {p['entry_price']:.6g} → "
                f"{p['current_price']:.6g} ({p['unrealized_pct']:+.2%}) "
                f"= {p['unrealized_usdt']:+.2f} USDT"
            )
            total_value += p["value_usdt"]
            total_unrealized += p["unrealized_usdt"]
        lines.append("")

    lines.append(f"*Total Portfolio Value:* {total_value:.2f} USDT")
    cost_basis = total_value - total_unrealized
    if cost_basis > 0:
        lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT ({total_unrealized / cost_basis * 100:+.2f}%)")
    else:
        lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")

    initial_capital = portfolio.get("initial_capital", 0)
    if initial_capital > 0:
        total_return = total_value - initial_capital
        total_return_pct = (total_value / initial_capital - 1) * 100
        sign = "+" if total_return >= 0 else ""
        lines.append(f"*Total Return:* {sign}{total_return:.2f} USDT ({sign}{total_return_pct:.2f}%)")

    history = portfolio.get("trade_history", [])
    if history:
        lines.append(f"\n*Trades today:* {len(history)}")

    return "\n".join(lines)


def sync_with_exchange(portfolio: dict, account_status: dict) -> dict:
    """Sync portfolio with exchange account status."""
    wallets = account_status.get("wallets", [])
    for w in wallets:
        if w.get("type") == "exchange" and w.get("currency") in ("UST", "USDT"):
            portfolio["total_balance_usdt"] = w.get("balance", 0)
            portfolio["available_usdt"] = w.get("available", 0) or w.get("balance", 0)
            break

    # Sync exchange positions
    for p in account_status.get("positions", []):
        sym = p.get("symbol", "")
        if sym and p.get("amount", 0) != 0:
            portfolio.setdefault("positions", {})[sym] = {
                "amount": abs(p["amount"]),
                "entry_price": p.get("base_price", 0),
                "value_usdt": abs(p["amount"]) * p.get("base_price", 0),
                "last_update": time.time(),
                "source": "exchange",
            }

    portfolio["last_updated"] = time.time()
    return portfolio