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Karlheinzniebuhr avatar Karlheinzniebuhr commented on June 7, 2024

Solved it with this function. If there is a better way to calculate PnL (ideally a direct API call) please comment below.

def get_last_trade_pnl_and_percentage(self):
    # Fetch the most recent trades for the futures account
    pnl_data = self.client.futures_account_trades(symbol=self.symbol, limit=1)
    
    # Fetch the current available balance
    futures_balances = self.client.futures_account_balance(asset=self.config.BASE_ASSET)
    futures_balance_df = pd.DataFrame(futures_balances)
    current_balance = round(float(futures_balance_df[futures_balance_df['asset'] == self.config.BASE_ASSET]['availableBalance'].values[0]), 2)
    
    last_trade_pnl = 0
    last_trade_pnl_percentage = 0
    
    if pnl_data:
        # Convert the trade data into a DataFrame
        df = pd.DataFrame(pnl_data)

        # Ensure the 'realizedPnl' column is treated as numeric for calculations
        df['realizedPnl'] = pd.to_numeric(df['realizedPnl'])
        
        if not df.empty:
            # Get the PnL of the last (most recent) trade
            last_trade_pnl = round(df['realizedPnl'].iloc[-1], 2)
            
            # Calculate the balance before the last trade
            balance_before_last_trade = current_balance - last_trade_pnl
            
            # Calculate PnL percentage based on the balance before the last trade
            if balance_before_last_trade != 0:
                last_trade_pnl_percentage = round((last_trade_pnl / balance_before_last_trade) * 100, 2)

    # Return both the PnL of the very last trade and its percentage
    return last_trade_pnl, last_trade_pnl_percentage

from python-binance.

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