Balance fixes

.gitignore

@@ -9,6 +9,7 @@
 binbot-research/
 binquant/
 *.log
+binquant_telegram_user.session
 
 # Editor directories and files
 !.vscode/extensions.json

api/charts/controllers.py

@@ -100,28 +100,19 @@ def migrate_adrs(self) -> int:
 
         return migrated_count
 
-    def _get_market_breadth_tickers(self) -> tuple[Iterable[Any], datetime | None]:
-        if self.exchange == ExchangeId.KUCOIN:
-            response = self.kucoin_api.spot_api.get_all_tickers()
-            ticker = response.common_response.data["ticker"]
-            time = response.common_response.data["time"]
-            timestamp = datetime.fromtimestamp(time / 1000, tz=timezone.utc)
-
-            return ticker or [], timestamp
-
-        ticker_data = self.binance_api.ticker_24()
-        return ticker_data, None
-
     def _normalize_market_breadth_ticker(
         self, item: GetSymbolResp, fallback_timestamp: datetime | None = None
     ) -> dict[str, Any] | None:
         if self.exchange == ExchangeId.KUCOIN:
             close_time = fallback_timestamp
+            if item["last"] is None:
+                # auction coin
+                return None
             return {
                 "symbol": item["symbol"],
-                "last_price": float(item.get("last", 0)),
+                "last_price": float(item["last"]),
                 "price_change_percent": float(item.get("changeRate", 0)) * 100,
-                "volume": float(item.get("vol", 0)),
+                "volume": float(item["vol"]),
                 "close_time": close_time,
             }
 
@@ -196,7 +187,19 @@ def ingest_adp_data(self):
         and calculate ADR + Strength Index
         """
         self._ensure_market_breadth_collection()
-        market_tickers, fallback_timestamp = self._get_market_breadth_tickers()
+        if self.exchange == ExchangeId.KUCOIN:
+            response = self.kucoin_api.spot_api.get_all_tickers()
+            ticker = response.common_response.data["ticker"]
+            time = response.common_response.data["time"]
+            timestamp = datetime.fromtimestamp(time / 1000, tz=timezone.utc)
+
+            market_tickers = ticker or []
+            fallback_timestamp = timestamp
+        else:
+            ticker_data = self.binance_api.ticker_24()
+            market_tickers = ticker_data or []
+            fallback_timestamp = None
+
         adr_data = self._calculate_adr_series_data(market_tickers, fallback_timestamp)
         response = self.kafka_db.market_breadth.insert_one(adr_data.model_dump())
         return response

api/cronjobs.py

@@ -61,7 +61,7 @@ def main():
         func=market_domination.ingest_adp_data,
         trigger="interval",
         timezone=config.timezone,
-        hours=1,
+        minutes=30,
         id="ingest_adp_data",
     )
     scheduler.start()

api/exchange_apis/kucoin/futures/position_deal.py

@@ -442,7 +442,7 @@ def reverse_position(self) -> BotModel:
             current_position.mark_price, current_contracts
         )
 
-        if flip_contracts < current_contracts:
+        if flip_contracts <= current_contracts:
             self.active_bot.add_log(
                 "Insufficient balance to reverse position after hitting stop loss, closing position with stop loss order."
             )

api/portfolio/controller.py

@@ -1,6 +1,7 @@
 from datetime import datetime
 from math import sqrt
 from typing import Union
+from account.controller import ConsolidatedAccounts
 from databases.crud.autotrade_crud import AutotradeCrud
 from databases.crud.balances_crud import BalancesCrud
 from pybinbot import (
@@ -55,6 +56,25 @@ def benchmark_interval(self) -> str:
             return KucoinKlineIntervals.ONE_DAY.value
         return BinanceKlineIntervals.one_day.value
 
+    def _append_live_benchmark_point(
+        self,
+        fiat_series: list[float],
+        btc_series: list[float],
+        dates: list[int],
+        balances: list[float],
+    ) -> None:
+        current_balance = ConsolidatedAccounts(session=self.session).get_balance()
+        live_net_balance = round_numbers(
+            current_balance.estimated_total_fiat - current_balance.total_deposit, 4
+        )
+        live_btc_price = float(self.api.get_ticker_price(self.benchmark_symbol))
+        live_timestamp = int(datetime.now().timestamp() * 1000)
+
+        fiat_series.append(live_net_balance)
+        btc_series.append(live_btc_price)
+        dates.append(live_timestamp)
+        balances.append(live_net_balance)
+
     def _consolidate_dates(self, klines: list[list], balance_date: int) -> int | None:
         balance_date_day = ts_to_day(balance_date)
 
@@ -143,6 +163,12 @@ def map_balance_with_benchmark(
         btc_series.reverse()
         dates.reverse()
         balances.reverse()
+        self._append_live_benchmark_point(
+            fiat_series=fiat_series,
+            btc_series=btc_series,
+            dates=dates,
+            balances=balances,
+        )
 
         pnl = 0.0
         if len(balances) >= 2:

api/tests/test_portfolio.py

@@ -1,4 +1,5 @@
 from datetime import datetime, timedelta
+from types import SimpleNamespace
 from unittest.mock import patch
 
 from fastapi.testclient import TestClient
@@ -34,21 +35,37 @@ def test_get_benchmark_series(client: TestClient, create_test_tables) -> None:
         [balance_points[2][0] - 1, "0", "0", "0", "97000", "0", balance_points[2][0]],
     ]
 
-    with patch(
-        "portfolio.controller.BinanceApi.get_ui_klines",
-        return_value=klines,
+    with (
+        patch(
+            "portfolio.controller.BinanceApi.get_ui_klines",
+            return_value=klines,
+        ),
+        patch(
+            "portfolio.controller.BinanceApi.get_ticker_price",
+            return_value=98000.0,
+        ),
+        patch(
+            "portfolio.controller.ConsolidatedAccounts.get_balance",
+            return_value=SimpleNamespace(
+                estimated_total_fiat=130.0,
+                total_deposit=5.0,
+            ),
+        ),
     ):
         response = client.get("/portfolio/benchmark-series")
 
     assert response.status_code == 200
 
     content = response.json()
     assert content["message"] == "Successfully retrieved benchmark series."
-    assert content["data"]["series"] == {
-        "fiat": [100.0, 110.0, 105.0],
-        "btc": [95000.0, 96000.0, 97000.0],
-        "dates": [balance_points[0][0], balance_points[1][0], balance_points[2][0]],
-    }
-    assert content["data"]["stats"]["pnl"] == -0.0477
-    assert content["data"]["stats"]["sharpe"] == 7.1643
-    assert content["data"]["stats"]["btc_sharpe"] == 3649.0498
+    assert content["data"]["series"]["fiat"] == [100.0, 110.0, 105.0, 125.0]
+    assert content["data"]["series"]["btc"] == [95000.0, 96000.0, 97000.0, 98000.0]
+    assert content["data"]["series"]["dates"][:3] == [
+        balance_points[0][0],
+        balance_points[1][0],
+        balance_points[2][0],
+    ]
+    assert len(content["data"]["series"]["dates"]) == 4
+    assert content["data"]["stats"]["pnl"] == 0.16
+    assert content["data"]["stats"]["sharpe"] == 16.0555
+    assert content["data"]["stats"]["btc_sharpe"] == 2246.155

terminal/src/app/pages/Dashboard.tsx

@@ -36,18 +36,28 @@ const usePortfolioPnlDetails = (
 ): PortfolioPnlDetails => {
   const benchmarkSeries =
     benchmark?.benchmarkData?.fiat ?? benchmark?.benchmarkData?.fiat;
-  const previousPortfolioValue = benchmarkSeries?.[benchmarkSeries.length - 1];
   const latestPortfolioValue =
     accountData?.estimated_total_fiat !== undefined
       ? accountData.estimated_total_fiat - (accountData?.total_deposit ?? 0)
       : undefined;
+  const lastBenchmarkValue = benchmarkSeries?.[benchmarkSeries.length - 1];
+  const previousStoredPortfolioValue =
+    benchmarkSeries && benchmarkSeries.length > 1
+      ? benchmarkSeries[benchmarkSeries.length - 2]
+      : lastBenchmarkValue;
+  const previousPortfolioValue =
+    latestPortfolioValue !== undefined &&
+    lastBenchmarkValue !== undefined &&
+    Math.abs(lastBenchmarkValue - latestPortfolioValue) < 0.0001
+      ? previousStoredPortfolioValue
+      : lastBenchmarkValue;
   const portfolioPnlValue =
     latestPortfolioValue !== undefined && previousPortfolioValue !== undefined
       ? latestPortfolioValue - previousPortfolioValue
       : undefined;
   const portfolioPnlPercentage =
     portfolioPnlValue !== undefined && latestPortfolioValue
-      ? (portfolioPnlValue / (latestPortfolioValue - (accountData?.total_deposit ?? 0))) * 100
+      ? (portfolioPnlValue / latestPortfolioValue) * 100
       : undefined;
   const portfolioPnlClass =
     portfolioPnlValue === undefined
@@ -97,8 +107,7 @@ export const DashboardPage: FC<{}> = () => {
   const { portfolioPnlValue, portfolioPnlPercentage, portfolioPnlClass } =
     usePortfolioPnlDetails(benchmark, accountData);
   const portfolioSharpe = benchmark?.portfolioStats?.sharpe;
-  const netTotalBalance =
-    (accountData?.estimated_total_fiat ?? 0) - (accountData?.total_deposit ?? 0);
+  const netTotalBalance = accountData?.estimated_total_fiat ?? 0;
   const btcSharpe = benchmark?.portfolioStats?.btc_sharpe;
   const topAlgoCounts = new Set(
     algoRanking

terminal/src/app/pages/tests/Dashboard.test.tsx

@@ -99,7 +99,7 @@ describe("Dashboard page", () => {
     expect(
       rtlScreen.getByText("(How efficient are we with risk?)"),
     ).toBeInTheDocument();
-    expect(rtlScreen.getByText("105 USDC")).toBeInTheDocument();
+    expect(rtlScreen.getByText("110 USDC")).toBeInTheDocument();
     expect(rtlScreen.getByText("1.27 BTC")).toBeInTheDocument();
   });
 });