nostoz/deribit_pnl

Deribit PnL calculator (realized + unrealized)

Deribit PnL Calculator (realized + unrealized)

This is a Streamlit app that calculates and displays Profit and Loss (PnL) information for trades on the Deribit cryptocurrency exchange. It utilizes the Deribit API to fetch trade and price data, and a SQLite database to store transaction records. The app displays PnL summaries by currency and instrument, and allows users to refresh the PnL calculations.

Features

• Calculate and display PnL information for trades on Deribit.
• Filter PnL data by date range.
• Display PnL summaries by currency and instrument.
• Refresh PnL calculations using the Deribit API.

Getting Started

1. Clone the repository:

   git clone https://github.com/your-username/deribit-pnl-calculator.git
   cd deribit-pnl-calculator

2. Install the required packages:

   pip install -r requirements.txt

3. Configure the app:

   • Create a config.json file with your Deribit API credentials and other configuration options.

4. Run the app:

   streamlit run streamlit_gui.py

5. Use the app:

   • Select a date range for PnL calculations.
   • View PnL summaries by currency and instrument.
   • Click the "Refresh PnL" button to update calculations.

Dependencies

• Python 3.7+
• Streamlit
• pandas
• asyncio
• websockets
• SQLite

Configuration

Create a config.json file in the project root with the following structure:

{
  "db_path": "path/to/your/database.db",
  "deribit": {
    "client_id": "your_client_id",
    "client_secret": "your_client_secret",
    "client_url": "wss://www.deribit.com/ws/api/v2",
        "currencies": [
            "BTC",
            "ETH"
        ]
  }
}

Replace path/to/your/database.db with the path to your SQLite database.

License

This project is licensed under the MIT License.