pnl_roi_calc.ipynb

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   "file_extension": ".py",
   "mimetype": "text/x-python",
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   "pygments_lexer": "ipython3",
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 "cells": [
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [],
   "source": [
    "import requests\n",
    "from collections import defaultdict, deque\n",
    "import matplotlib.pyplot as plt\n",
    "import pandas as pd\n",
    "import json\n",
    "import numpy as np\n",
    "\n",
    "wallet_ens = \"demo.eth\"\n",
    "token_address = \"0x0D8775F648430679A709E98d2b0Cb6250d2887EF\" #BAT\n",
    "token_address_2 = \"0x2260fac5e5542a773aa44fbcfedf7c193bc2c599\" #wbtc\n",
    "API_KEY = \"ckey_d65eb47a46724d75ab16743f3bd\"\n",
    "QUOTE_CURRENCY = \"USD\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [],
   "source": [
    "class Transfer():\n",
    "    contract_ticker_symbol = None\n",
    "    contract_decimals = None\n",
    "    logo_url = None\n",
    "    transfer_type = None\n",
    "    block_signed_at = None\n",
    "    quote_rate = None\n",
    "    delta = None\n",
    "    delta_quote = None\n",
    "    exchange_rate = None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [],
   "source": [
    "def get_transfers_by_addresses(wallet_address, token_address):\n",
    "\n",
    "    transfer_list = []\n",
    "\n",
    "    covalent_transfers_v2 = 'https://api.covalenthq.com/v1/1/address/'+wallet_address+'/transfers_v2/'\n",
    "    \n",
    "    payload = {\n",
    "        \"key\": API_KEY,\n",
    "        \"page-size\":9999,    \n",
    "        \"contract-address\":token_address\n",
    "    }\n",
    "    \n",
    "    transfers = requests.get(url=covalent_transfers_v2, params=payload)\n",
    "    transfer_data = transfers.json()\n",
    "    successful_transfers = []\n",
    "    gas_spent = 0\n",
    "    for item in transfer_data[\"data\"][\"items\"]:\n",
    "        if item[\"successful\"]:\n",
    "            gas_spent = item[\"gas_spent\"]\n",
    "            for t in item[\"transfers\"]:\n",
    "                successful_transfers.append(t)\n",
    "\n",
    "    for transfer in successful_transfers:\n",
    "        t = Transfer()\n",
    "        t.contract_ticker_symbol= transfer[\"contract_ticker_symbol\"]\n",
    "        t.contract_decimals = int(transfer[\"contract_decimals\"])\n",
    "        t.logo_url = transfer[\"logo_url\"]\n",
    "        t.transfer_type = transfer[\"transfer_type\"]\n",
    "        t.block_signed_at = transfer[\"block_signed_at\"]\n",
    "        t.quote_rate = float(transfer[\"quote_rate\"])\n",
    "        t.delta = int(transfer[\"delta\"])\n",
    "        t.delta_quote = float(transfer[\"delta_quote\"])\n",
    "        t.gas_spent = gas_spent\n",
    "        transfer_list.append(t)\n",
    "        \n",
    "    return transfer_list"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [],
   "source": [
    "def get_spot_price(quote_currency, symbol):\n",
    "    covalent_spot_price_url = \"https://api.covalenthq.com/v1/prices/\"+quote_currency+\"/\"+symbol+\"/\"\n",
    "\n",
    "    payload = {\n",
    "        \"key\": API_KEY,\n",
    "        \"page-size\":9999,    \n",
    "    }\n",
    "\n",
    "    spot_price = requests.get(url=covalent_spot_price_url, params=payload)\n",
    "    spot_price_data = spot_price.json()\n",
    "\n",
    "    return spot_price_data[\"data\"][\"prices\"][0][1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [],
   "source": [
    "def get_exchange_rates(symbol, quote_currency, to_, from_):\n",
    "    covalent_historical_prices_url = \"https://api.covalenthq.com/v1/pricing/historical/\"+quote_currency+\"/\"+symbol+\"/?to=\"+to_+\"&from=\"+from_+\"&key=\"+API_KEY\n",
    "\n",
    "    historical_prices = requests.get(url=covalent_historical_prices_url)\n",
    "    historical_pricing_data = historical_prices.json()\n",
    "    return historical_pricing_data[\"data\"][\"prices\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [],
   "source": [
    "def calculate_roi(wallet_address, token_address):\n",
    "\n",
    "    transfers = get_transfers_by_addresses(wallet_address, token_address)\n",
    "    transfers.sort(key=lambda x: x.block_signed_at, reverse=False)\n",
    "\n",
    "    exchange_rates = get_exchange_rates(transfers[0].contract_ticker_symbol, \"USD\" ,transfers[0::][0].block_signed_at[:10], transfers[::-1][0].block_signed_at[:10])\n",
    "    \n",
    "    divisor = int(float(\"1e\"+str(transfers[0].contract_decimals)))\n",
    "    ONE_D = int(float(\"1e18\"))\n",
    "\n",
    "    exchange_rate_map = dict()\n",
    "\n",
    "    for e in exchange_rates:{\n",
    "        exchange_rate_map.update({e[\"date\"]:e[\"price\"]})\n",
    "    }\n",
    "    \n",
    "    for t in transfers:\n",
    "        t.exchange_rate = exchange_rate_map[t.block_signed_at[:10]]\n",
    "        t.delta /= divisor\n",
    "\n",
    "    token_delta = 0\n",
    "    fiat_delta_quote = 0\n",
    "    t = []\n",
    "    s = []\n",
    "    count = 0\n",
    "    inventory = deque()\n",
    "    closed = []\n",
    "\n",
    "    running_profit_total = 0 \n",
    "\n",
    "    for transfer in transfers:\n",
    "        print((transfer.transfer_type, transfer.delta_quote))\n",
    "        if len(inventory) == 0:\n",
    "            inventory.append(transfer)\n",
    "            continue\n",
    "\n",
    "        if transfer.transfer_type == inventory[0].transfer_type:\n",
    "            inventory.append(transfer)\n",
    "            continue\n",
    "        \n",
    "        while len(inventory) > 0 and transfer.delta > 0:\n",
    "            quantity_transfered = min(transfer.delta, inventory[0].delta) \n",
    "\n",
    "            pnl = quantity_transfered * (transfer.exchange_rate - inventory[0].exchange_rate)\n",
    "            if transfer.transfer_type == \"IN\":\n",
    "                pnl *= -1\n",
    "            \n",
    "            running_profit_total += pnl\n",
    "            \n",
    "            closed.append((transfer.block_signed_at[:10],transfer.transfer_type, transfer.exchange_rate,quantity_transfered, pnl ))\n",
    "\n",
    "\n",
    "            transfer.delta -= quantity_transfered\n",
    "            inventory[0].delta -= quantity_transfered\n",
    "\n",
    "            if inventory[0].delta == 0:\n",
    "                inventory.popleft()\n",
    "            if transfer.delta > 0:\n",
    "                inventory.append(transfer)\n",
    "\n",
    "    purchasing_cost = 0\n",
    "    price_today = get_spot_price(\"USD\", transfers[0].contract_ticker_symbol)\n",
    "    today = 0\n",
    "\n",
    "    for i in inventory:\n",
    "        purchasing_cost += ((i.delta) * i.exchange_rate)\n",
    "        today += (i.delta) * float(price_today)\n",
    "\n",
    "    print(\"--------------------------------\")\n",
    "    print(\"--------------------------------\")\n",
    "    print(\"PC: \"+str(purchasing_cost))\n",
    "    print(\"Today: \"+str(today))\n",
    "    print(\"P/L: \"+str(today - purchasing_cost))\n",
    "    print(\"ROI: \"+str((today - purchasing_cost)/purchasing_cost * 100))\n",
    "    print(\"--------------------------------\")\n",
    "    print(\"--------------------------------\")\n",
    "   "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "output_type": "stream",
     "name": "stdout",
     "text": [
      "('IN', 9.471422)\n",
      "('IN', 1.1251721)\n",
      "('IN', 19.49626)\n",
      "--------------------------------\n",
      "--------------------------------\n",
      "PC: 30.09285309596737\n",
      "Today: 33.02701390536193\n",
      "P/L: 2.9341608093945624\n",
      "ROI: 9.750357668106114\n",
      "--------------------------------\n",
      "--------------------------------\n"
     ]
    }
   ],
   "source": [
    "calculate_roi(wallet_address, token_address)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "output_type": "stream",
     "name": "stdout",
     "text": [
      "('IN', 99.40732)\n",
      "('OUT', 88.49539)\n",
      "('IN', 99.58289)\n",
      "('IN', 9.020481)\n",
      "('IN', 49.687737)\n",
      "('OUT', 28.461788)\n",
      "--------------------------------\n",
      "--------------------------------\n",
      "PC: 142.65441436419002\n",
      "Today: 296.802515099625\n",
      "P/L: 154.14810073543498\n",
      "ROI: 108.057014164246\n",
      "--------------------------------\n",
      "--------------------------------\n"
     ]
    }
   ],
   "source": [
    "calculate_roi(wallet_address, token_address_2)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ]
}