RoundTripTrade

Documentation for eth_defi.hyperliquid.trade_history.RoundTripTrade Python class.

class RoundTripTrade

Bases: object

A round-trip trade from position open through close.

Groups individual fills from position-open to position-close with volume-weighted average entry/exit prices, funding costs, and PnL.

For positions that were already open before the data window, is_complete is False and entry_price may be unknown.

Attributes summary

coin
direction
is_open
is_complete
opened_at
closed_at
entry_price
exit_price
max_size
current_size
realised_pnl
funding_pnl
total_fees
net_pnl
unrealised_pnl
fills
funding_payments
duration
fill_count

Methods summary

__init__(coin, direction, is_open, ...[, ...])

__init__(coin, direction, is_open, is_complete, opened_at, closed_at, entry_price, exit_price, max_size, current_size, realised_pnl, funding_pnl, total_fees, net_pnl, unrealised_pnl, fills=<factory>, funding_payments=<factory>, duration=None, fill_count=0, _entry_cost=Decimal('0'), _entry_size=Decimal('0'), _exit_cost=Decimal('0'), _exit_size=Decimal('0'))

Parameters

• coin (str) –

• direction (eth_defi.hyperliquid.position.PositionDirection) –

• is_open (bool) –

• is_complete (bool) –

• opened_at (datetime.datetime) –

• closed_at (Optional[datetime.datetime]) –

• entry_price (decimal.Decimal) –

• exit_price (Optional[decimal.Decimal]) –

• max_size (decimal.Decimal) –

• current_size (decimal.Decimal) –

• realised_pnl (decimal.Decimal) –

• funding_pnl (decimal.Decimal) –

• total_fees (decimal.Decimal) –

• net_pnl (decimal.Decimal) –

• unrealised_pnl (Optional[decimal.Decimal]) –

• fills (list[eth_defi.hyperliquid.position.Fill]) –

• funding_payments (list[eth_defi.hyperliquid.trade_history.FundingPayment]) –

• duration (Optional[datetime.timedelta]) –

• fill_count (int) –

• _entry_cost (decimal.Decimal) –

• _entry_size (decimal.Decimal) –

• _exit_cost (decimal.Decimal) –

• _exit_size (decimal.Decimal) –

Return type

None