This is a set of scripts for analyzing trading history on the Bitshares DEX and thus for all exchanges running on the same software, e.g. (RuDEX.
Supported inventory accounting methods:
- FIFO (first-in/first-out)
- LIFO (last-in/first-out)
- LPFO (lowest-price/first-out)
Note: this is a beta software. Feel free to report bugs.
- Blockchain fees are currently not taken into account (market fees are correctly counted). Blockchain fees are fees charged by the blockchain itself, like transfer fee, fee for creating limit order etc.
- Analyzer is not intended to generate tax reports, it's main purpose is to evaluate strategy performance. Origianlly ccgains library requires historic data to estimate profits for trades not involving BASE currency. For example, your base currency is USD, you bought BTC and than trading BTS/BTC pair. Such trades will not show any profits. Imagine finally you got more amount of BTC than initially and then you sold BTC for USD. This is where finally you will see the profits.
- Another ccgains assumption is that if you deposited some quote currency and sold it for base currency, all obtained amount will be considered as a profit. Because we primarily interesting in evaluating strategy performance, we considering profit as a result of buy+sell only. So such deposited and then sold currency will be counted for 0 profit.
- Make sure you have installed required packages:
apt-get install gcc make libssl-dev - Install poetry
- Run
poetry installto install the dependencies - Copy
common.yml.exampletocommon.ymland change variables according to your needs - Now you're ready to run scripts:
poetry shell
./script.py
exit
Use ./download_history.py account_name to get transfers and trading history. Export format is generic
ccGains format. After running this script you'll get csv files with exported
history.
Features:
- History obtained from public elasticsearch wrapper node
- Trading history aggregated by price, e.g. if you had single order for example of buying 1000 BTS at 0.10 USD/BTS and
it was filled in small chunks of BTS, this feature will aggregate all these trades into single trade. Use
'--no-aggregate'to disable - The script can continue previously exported data from the previous point, e.g. download fresh history and append it to the existing files
- Fixed-point math is used to maintain strict precision in records
Use ./analyzer.py base_currency account_name to analyze history. After running you'll get reports in pdf format and
status-xxx.json file. Status file will be used as cache later when you'll need to analyze fresh data.
Features:
--modeflag let you specify accounting mode you wish to use (FIFO/LIFO/LPFO)--precisionflag is for defining base currency precision in reports. By default, precision is set to handle fiat currencies, so precision is 2 (numbers in 0.00 format). If you need to analyze BTC:XXX markets, use--precision 8--yearoption let you limit reporting year. This is obvious, no need to generate full report each time while you already have a reports for previous years.
The package is also provides a helper script to get a high-level overview of all transfers and trades across single or multiple accounts.
It shows in easy to use format all deposits and withrawals, and all trades accumulated into a single entry. For example,
you've bought 1 BTC in 100 transactions with different prices across one year. This script will consolidate all of them
into a single entry. Also, it allows to limit a time range for analisys by --start and --end options.
Example output:
./bitshares_tradehistory_analyzer/cumulative_analyzer_cli.py transfers-id-b0t1.csv trades-id-b0t1.csv
Asset transfer stats:
Asset Deposited Withdrawn Delta Last Transfer Timestamp
0 CNY 3005.6267 317.8022 2687.8245 2020-02-01 10:26:45+00:00
1 OPTIONS.J19CALL 0.01 0 0.01 2019-07-01 20:44:12+00:00
2 BTS 2842.38061 16992.77614 -14150.39553 2020-09-11 04:41:18+00:00
3 OPTIONS.19NO025C 0.01 0 0.01 2019-10-25 02:51:12+00:00
4 DIGITAL 1.0 0 1.0 2019-10-26 11:42:24+00:00
5 ECURREX.YMRUB 1580.1 10708.83 -9128.73 2020-07-10 06:43:12+00:00
6 RUBLE 12800.00002 6100.7 6699.30002 2020-03-03 04:54:21+00:00
7 RUDEX.BTC 0.00378297 0 0.00378297 2020-04-01 12:25:51+00:00
8 OPTIONS.21JA1USD 0.01 0 0.01 2020-04-05 18:26:18+00:00
9 MVCOIN 0.001 0 0.001 2020-05-14 02:01:21+00:00
10 OPTIONS.20SE1BTC 0.01 0 0.01 2020-05-19 18:41:27+00:00
Trading stats:
Spent Asset Spent Amount Acquired Asset Acquired Amount Last Trade Timestamp
0 CNY 53067.1083 BTS 136677.78457 2020-02-01 10:17:09+00:00
1 BTS 129199.10876 CNY 50379.7836 2020-02-01 10:25:09+00:00
2 ECURREX.YMRUB 14749.91 RUBLE 14749.32009 2020-09-08 22:00:54+00:00
3 RUBLE 5223.69820 BTS 3641.97014 2020-09-11 03:56:57+00:00
4 RUBLE 16224.92190 ECURREX.YMRUB 16388.81 2020-03-10 12:55:18+00:00
5 BTS 599.99984 RUDEX.BTC 0.00157049 2020-04-05 16:54:30+00:00
6 RUDEX.BTC 0.00535346 BTS 2136.58400 2020-04-11 15:21:39+00:00
7 ECURREX.YMRUB 2904.08 BTS 2100.93268 2020-06-17 14:24:24+00:00
8 BTS 1172.68463 RUDEX.USDT 20.665472 2020-04-18 13:26:30+00:00
9 RUDEX.USDT 20.665472 BTS 1222.80901 2020-04-20 07:00:42+00:00
10 BTS 611.65091 ECURREX.YMRUB 1945.05 2020-09-05 06:02:57+00:00
Trading delta stats:
Spent Asset Spent Amount Acquired Asset Acquired Amount Price Inverted Price Last Trade Timestamp
0 CNY 2687.3247 BTS 7478.67581 0.3593316208 2.7829446177 2020-02-01 10:25:09+00:00
1 RUBLE 1475.60181 ECURREX.YMRUB 1638.90 0.9003611020 1.1106654850 2020-09-08 22:00:54+00:00
2 RUBLE 5223.69820 BTS 3641.97014 1.4343056091 0.6972014846 2020-09-11 03:56:57+00:00
3 RUDEX.BTC 0.00378297 BTS 1536.58416 0.0000024619 406184.6009881125 2020-04-11 15:21:39+00:00
4 ECURREX.YMRUB 959.03 BTS 1489.28177 0.6439547031 1.5529042574 2020-09-05 06:02:57+00:00
5 RUDEX.USDT 0.000000 BTS 50.12438 0.0000000000 Infinity 2020-04-20 07:00:42+00:00
If you have any issues, please open a github issue (and maybe search for similar open/closed issues).