Merge pull request #6 from sndmndss/simulations

Add new simulated features

bpx/simulations.py

@@ -0,0 +1,33 @@
+from bpx.public import Public
+
+default_public: Public = Public()
+
+
+def get_volume(filled_orders: list[dict]) -> float | int:
+    prices = [float(item['price']) * float(item["quantity"]) for item in filled_orders]
+    return sum(prices)
+
+
+def get_fees(filled_orders: list[dict]) -> float | int:
+    fees = [float(item['price']) * float(item["fee"])
+            if item["feeSymbol"] != 'USDC' else float(item["fee"]) for item in filled_orders]
+    return sum(fees)
+
+
+def get_approximate_balance_in_usdc(balance: dict,
+                                    time_interval: str = "1m",
+                                    public: Public = default_public) -> float:
+    usdc_symbol = "USDC"
+    balance_usdc = 0
+    close_price = 0
+    for symbol in balance:
+        if symbol != usdc_symbol:
+            k_lines = public.get_klines(f"{symbol}_{usdc_symbol}", time_interval)
+            close_price = float(k_lines[-1]['close'])
+
+        for status in balance[symbol]:
+            if symbol == usdc_symbol:
+                balance_usdc += float(balance[symbol][status])
+            else:
+                balance_usdc += float(balance[symbol][status]) * close_price
+    return balance_usdc

examples/public_example.py

@@ -16,7 +16,7 @@ def public_example():
     depth = public.get_depth("SOL_USDC")
     print("Depth for SOL_USDC:", depth)
 
-    klines = public.get_klines("SOL_USDC", "1d")
+    klines = public.get_klines("SOL_USDC", "1m")
     print("K-lines for SOL_USDC:", klines)
 
     status = public.get_status()

examples/simulations_example.py

@@ -0,0 +1,18 @@
+from bpx.simulations import *
+from bpx.account import Account
+from bpx.public import Public
+
+
+public_key = "<KEY>"
+secret_key = "<KEY>"
+
+
+account = Account(public_key, secret_key, debug=True)
+
+fills = account.get_fill_history_query("SOL_USDC", limit=1000)
+print(get_fees(fills))
+print(get_volume(fills))
+
+
+balance = account.get_balances()
+print(get_approximate_balance_in_usdc(balance))