def add_loan_profit(
self,
gained_asset: typing.Asset,
gained_amount: FVal,
gain_in_profit_currency: FVal,
lent_amount: FVal,
open_time: typing.Timestamp,
close_time: typing.Timestamp,
) -> None:
if not self.create_csv:
return
self.loan_profits_csv.append({
'open_time': tsToDate(open_time, formatstr='%d/%m/%Y %H:%M:%S'),
'close_time': tsToDate(close_time, formatstr='%d/%m/%Y %H:%M:%S'),
'gained_asset': gained_asset,
'gained_amount': gained_amount,
'lent_amount': lent_amount,
'profit_in_{}'.format(self.profit_currency): gain_in_profit_currency
})
self.add_to_allevents(
event_type=EV_INTEREST_PAYMENT,
paid_in_profit_currency=FVal(0),
paid_asset=S_EMPTYSTR,
paid_in_asset=FVal(0),
received_asset=gained_asset,
received_in_asset=gained_amount,
received_in_profit_currency=gain_in_profit_currency,
timestamp=close_time,
)
def query_fiat_pair(self, base: FiatAsset, quote: FiatAsset) -> FVal:
if base == quote:
return FVal(1.0)
now = ts_now()
date = tsToDate(ts_now(), formatstr='%Y-%m-%d')
price = self._get_cached_forex_data(date, base, quote)
if price:
return price
price = _query_exchanges_rateapi(base, quote)
if not price:
price = _query_currency_converterapi(base, quote)
if not price:
# Search the cache for any price in the last month
for i in range(1, 31):
now = Timestamp(now - Timestamp(86401))
date = tsToDate(now, formatstr='%Y-%m-%d')
price = self._get_cached_forex_data(date, base, quote)
if price:
log.debug(
f'Could not query online apis for a fiat price. '
f'Used cached value from {i} days ago.',
base_currency=base,
quote_currency=quote,
price=price,
)
return price
raise ValueError('Could not find a "{}" price for "{}"'.format(
base, quote))
self._save_forex_rate(date, base, quote, price)
return price
def add_loan_settlement(
self,
asset,
amount,
rate_in_profit_currency,
total_fee_in_profit_currency,
timestamp,
):
if not self.create_csv:
return
self.loan_settlements_csv.append({
'asset':
asset,
"amount":
amount,
"price_in_{}".format(self.profit_currency):
rate_in_profit_currency,
"fee_in_{}".format(self.profit_currency):
total_fee_in_profit_currency,
"time":
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
})
self.add_to_allevents(
event_type='loan_settlement',
paid_in_profit_currency=amount * rate_in_profit_currency +
total_fee_in_profit_currency,
paid_asset=asset,
paid_in_asset=amount,
received_asset='',
received_in_asset=0,
received_in_profit_currency=0,
timestamp=timestamp,
)
def add_tx_gas_cost(
self,
transaction_hash: bytes,
eth_burned_as_gas: FVal,
rate: FVal,
timestamp: typing.Timestamp,
) -> None:
if not self.create_csv:
return
self.tx_gas_costs_csv.append({
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'transaction_hash':
transaction_hash,
'eth_burned_as_gas':
eth_burned_as_gas,
'cost_in_{}'.format(self.profit_currency):
eth_burned_as_gas * rate,
})
self.add_to_allevents(
event_type=EV_TX_GAS_COST,
paid_in_profit_currency=eth_burned_as_gas * rate,
paid_asset=S_ETH,
paid_in_asset=eth_burned_as_gas,
received_asset=S_EMPTYSTR,
received_in_asset=FVal(0),
taxable_received_in_profit_currency=FVal(0),
timestamp=timestamp,
)
def add_margin_position(
self,
margin_notes: str,
gain_loss_asset: typing.Asset,
net_gain_loss_amount: FVal,
gain_loss_in_profit_currency: FVal,
timestamp: typing.Timestamp,
) -> None:
if not self.create_csv:
return
self.margin_positions_csv.append({
'name':
margin_notes,
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'gain_loss_asset':
gain_loss_asset,
'gain_loss_amount':
net_gain_loss_amount,
'profit_loss_in_{}'.format(self.profit_currency):
gain_loss_in_profit_currency,
})
self.add_to_allevents(
event_type=EV_MARGIN_CLOSE,
paid_in_profit_currency=FVal(0),
paid_asset=S_EMPTYSTR,
paid_in_asset=FVal(0),
received_asset=gain_loss_asset,
received_in_asset=net_gain_loss_amount,
taxable_received_in_profit_currency=gain_loss_in_profit_currency,
timestamp=timestamp,
)
def add_margin_position(
self,
margin_notes,
gained_asset,
net_gain_amount,
gain_in_profit_currency,
timestamp,
):
if not self.create_csv:
return
self.margin_positions_csv.append({
'name':
margin_notes,
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'gained_asset':
gained_asset,
'gained_amount':
net_gain_amount,
'profit_in_{}'.format(self.profit_currency):
gain_in_profit_currency
})
self.add_to_allevents(
event_type='margin_position_close',
paid_in_profit_currency=0,
paid_asset='',
paid_in_asset=0,
received_asset=gained_asset,
received_in_asset=net_gain_amount,
received_in_profit_currency=gain_in_profit_currency,
timestamp=timestamp,
)
def add_tx_gas_cost(
self,
transaction_hash,
eth_burned_as_gas,
rate,
timestamp,
):
if not self.create_csv:
return
self.tx_gas_costs_csv.append({
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'transaction_hash':
transaction_hash,
'eth_burned_as_gas':
eth_burned_as_gas,
'cost_in_{}'.format(self.profit_currency):
eth_burned_as_gas * rate,
})
self.add_to_allevents(
event_type='tx_gas_cost',
paid_in_profit_currency=eth_burned_as_gas * rate,
paid_asset='ETH',
paid_in_asset=eth_burned_as_gas,
received_asset='',
received_in_asset=0,
received_in_profit_currency=0,
timestamp=timestamp,
)
def add_asset_movement(
self,
exchange: str,
category: str,
asset: typing.Asset,
fee: FVal,
rate: FVal,
timestamp: typing.Timestamp,
) -> None:
if not self.create_csv:
return
self.asset_movements_csv.append({
'time': tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'exchange': exchange,
'type': category,
'moving_asset': asset,
'fee_in_asset': fee,
'fee_in_{}'.format(self.profit_currency): fee * rate,
})
self.add_to_allevents(
event_type=EV_ASSET_MOVE,
paid_in_profit_currency=fee * rate,
paid_asset=asset,
paid_in_asset=fee,
received_asset=S_EMPTYSTR,
received_in_asset=FVal(0),
received_in_profit_currency=FVal(0),
timestamp=timestamp,
)
def add_loan_settlement(
self,
asset: typing.Asset,
amount: FVal,
rate_in_profit_currency: FVal,
total_fee_in_profit_currency: FVal,
timestamp: typing.Timestamp,
) -> None:
if not self.create_csv:
return
self.loan_settlements_csv.append({
'asset': asset,
"amount": amount,
"price_in_{}".format(self.profit_currency): rate_in_profit_currency,
"fee_in_{}".format(self.profit_currency): total_fee_in_profit_currency,
"time": tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
})
paid_in_profit_currency = amount * rate_in_profit_currency + total_fee_in_profit_currency
self.add_to_allevents(
event_type=EV_LOAN_SETTLE,
paid_in_profit_currency=paid_in_profit_currency,
paid_asset=asset,
paid_in_asset=amount,
received_asset=S_EMPTYSTR,
received_in_asset=FVal(0),
received_in_profit_currency=FVal(0),
timestamp=timestamp,
)
def add_buy(self,
bought_asset,
bought_amount,
paid_with_asset,
trade_rate,
trade_fee,
fee_currency,
timestamp,
is_virtual=False):
paid_with_asset_rate = self.get_rate_in_profit_currency(
paid_with_asset, timestamp)
buy_rate = paid_with_asset_rate * trade_rate
fee_price_in_profit_currency = 0
if trade_fee != 0:
fee_price_in_profit_currency = self.price_historian.query_historical_price(
fee_currency, self.profit_currency, timestamp)
self.handle_prefork_acquisitions(bought_asset=bought_asset,
bought_amount=bought_amount,
paid_with_asset=paid_with_asset,
trade_rate=trade_rate,
trade_fee=trade_fee,
fee_currency=fee_currency,
timestamp=timestamp)
if bought_asset not in self.events:
self.events[bought_asset] = Events(list(), list())
fee_cost = fee_price_in_profit_currency * trade_fee
gross_cost = bought_amount * buy_rate
cost = gross_cost + fee_cost
self.events[bought_asset].buys.append(
BuyEvent(amount=bought_amount,
timestamp=timestamp,
rate=buy_rate,
fee_rate=fee_cost / bought_amount,
cost=cost))
if logger.isEnabledFor(logging.DEBUG):
logger.debug(
'Buying {} "{}" for {} "{}" ({} "{}" per "{}" or {} "{}" per '
'"{}") at {}'.format(
bought_amount, bought_asset, bought_amount * trade_rate,
paid_with_asset, trade_rate, paid_with_asset, bought_asset,
buy_rate, self.profit_currency, bought_asset,
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S')))
self.csv_exporter.add_buy(
bought_asset=bought_asset,
rate=buy_rate,
fee_cost=fee_cost,
amount=bought_amount,
gross_cost=gross_cost,
cost=cost,
paid_with_asset=paid_with_asset,
paid_with_asset_rate=paid_with_asset_rate,
timestamp=timestamp,
is_virtual=is_virtual,
)
def add_to_allevents(
self,
event_type,
paid_in_profit_currency,
paid_asset,
paid_in_asset,
received_asset,
received_in_asset,
received_in_profit_currency,
timestamp,
is_virtual=False,
taxable_amount='',
taxable_bought_cost='',
):
row = len(self.all_events_csv) + 2
if event_type == 'buy':
net_profit_or_loss = 0 # no profit by buying
net_profit_or_loss_csv = 0 # no profit by buying
elif event_type == 'sell':
net_profit_or_loss = 0 if taxable_amount == 0 else received_in_asset - taxable_bought_cost
net_profit_or_loss_csv = '=IF(E{}=0,0,H{}-F{})'.format(
row, row, row)
elif event_type in ('tx_gas_cost', 'asset_movement',
'loan_settlement'):
net_profit_or_loss = paid_in_profit_currency
net_profit_or_loss_csv = '=-B{}'.format(row)
elif event_type in ('interest_rate_payment', 'margin_position_close'):
net_profit_or_loss = received_in_profit_currency
net_profit_or_loss_csv = '=H{}'.format(row)
else:
raise ValueError(
'Illegal event type "{}" at add_to_allevents'.format(
event_type))
entry = {
'type': event_type,
'paid_in_profit_currency': paid_in_profit_currency,
'paid_asset': paid_asset,
'paid_in_asset': paid_in_asset,
'taxable_amount': taxable_amount,
'taxable_bought_cost': taxable_bought_cost,
'received_asset': received_asset,
'received_in_profit_currency': received_in_profit_currency,
'received_in_asset': received_in_asset,
'net_profit_or_loss': net_profit_or_loss,
'time': timestamp,
'is_virtual': is_virtual
}
self.all_events.append(entry)
new_entry = entry.copy()
new_entry['net_profit_or_loss'] = net_profit_or_loss_csv
new_entry['time'] = tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
new_entry['paid_in_{}'.format(
self.profit_currency)] = paid_in_profit_currency
new_entry['received_in_{}'.format(
self.profit_currency)] = received_in_profit_currency
del new_entry['paid_in_profit_currency']
del new_entry['received_in_profit_currency']
self.all_events_csv.append(new_entry)
def add_buy(
self,
bought_asset: typing.Asset,
rate: FVal,
fee_cost: typing.Fee,
amount: FVal,
gross_cost: FVal,
cost: FVal,
paid_with_asset: typing.Asset,
paid_with_asset_rate: FVal,
timestamp: typing.Timestamp,
is_virtual: bool,
) -> None:
if not self.create_csv:
return
exchange_rate_key = f'exchanged_asset_{self.profit_currency}_exchange_rate'
self.trades_csv.append({
'type':
'buy',
'asset':
bought_asset,
'price_in_{}'.format(self.profit_currency):
rate,
'fee_in_{}'.format(self.profit_currency):
fee_cost,
'gained_or_invested_{}'.format(self.profit_currency):
cost,
'amount':
amount,
'taxable_amount':
'not applicable', # makes no difference for buying
'exchanged_for':
paid_with_asset,
exchange_rate_key:
paid_with_asset_rate,
'taxable_bought_cost_in_{}'.format(self.profit_currency):
'not applicable',
'taxable_gain_in_{}'.format(self.profit_currency):
FVal(0),
'taxable_profit_loss_in_{}'.format(self.profit_currency):
FVal(0),
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'is_virtual':
is_virtual,
})
self.add_to_allevents(
event_type=EV_BUY,
paid_in_profit_currency=cost,
paid_asset=self.profit_currency,
paid_in_asset=cost,
received_asset=bought_asset,
received_in_asset=amount,
taxable_received_in_profit_currency=FVal(0),
timestamp=timestamp,
is_virtual=is_virtual,
)
def add_to_allevents(
self,
event_type: typing.EventType,
paid_in_profit_currency: FVal,
paid_asset: Union[typing.Asset, typing.EmptyStr],
paid_in_asset: FVal,
received_asset: Union[typing.Asset, typing.EmptyStr],
received_in_asset: FVal,
received_in_profit_currency: FVal,
timestamp: typing.Timestamp,
is_virtual: bool = False,
taxable_amount: FVal = FVal(0),
taxable_bought_cost: FVal = FVal(0),
) -> None:
row = len(self.all_events_csv) + 2
if event_type == EV_BUY:
net_profit_or_loss = FVal(0) # no profit by buying
net_profit_or_loss_csv = '0' # no profit by buying
elif event_type == EV_SELL:
if taxable_amount == 0:
net_profit_or_loss = FVal(0)
else:
net_profit_or_loss = received_in_asset - taxable_bought_cost
net_profit_or_loss_csv = '=IF(E{}=0,0,H{}-F{})'.format(row, row, row)
elif event_type in (EV_TX_GAS_COST, EV_ASSET_MOVE, EV_LOAN_SETTLE):
net_profit_or_loss = paid_in_profit_currency
net_profit_or_loss_csv = '=-B{}'.format(row)
elif event_type in (EV_INTEREST_PAYMENT, EV_MARGIN_CLOSE):
net_profit_or_loss = received_in_profit_currency
net_profit_or_loss_csv = '=H{}'.format(row)
else:
raise ValueError('Illegal event type "{}" at add_to_allevents'.format(event_type))
entry = {
'type': event_type,
'paid_in_profit_currency': paid_in_profit_currency,
'paid_asset': paid_asset,
'paid_in_asset': paid_in_asset,
'taxable_amount': taxable_amount,
'taxable_bought_cost': taxable_bought_cost,
'received_asset': received_asset,
'received_in_profit_currency': received_in_profit_currency,
'received_in_asset': received_in_asset,
'net_profit_or_loss': net_profit_or_loss,
'time': timestamp,
'is_virtual': is_virtual
}
log.debug('csv event', **make_sensitive(entry))
self.all_events.append(entry)
new_entry = entry.copy()
new_entry['net_profit_or_loss'] = net_profit_or_loss_csv
new_entry['time'] = tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S')
new_entry['paid_in_{}'.format(self.profit_currency)] = paid_in_profit_currency
new_entry['received_in_{}'.format(self.profit_currency)] = received_in_profit_currency
del new_entry['paid_in_profit_currency']
del new_entry['received_in_profit_currency']
self.all_events_csv.append(new_entry)
def handle_prefork_asset_sells(
self,
sold_asset: Asset,
sold_amount: FVal,
timestamp: Timestamp,
) -> None:
if sold_asset == S_ETH and timestamp < ETH_DAO_FORK_TS:
if not self.reduce_asset_amount(asset=S_ETC, amount=sold_amount):
log.critical(
'No documented buy found for ETC (ETH equivalent) before {}'
.format(tsToDate(timestamp,
formatstr='%d/%m/%Y %H:%M:%S'), ), )
if sold_asset == S_BTC and timestamp < BTC_BCH_FORK_TS:
if not self.reduce_asset_amount(asset=S_BCH, amount=sold_amount):
log.critical(
'No documented buy found for BCH (BTC equivalent) before {}'
.format(tsToDate(timestamp,
formatstr='%d/%m/%Y %H:%M:%S'), ), )
def test_fallback_to_cached_values_within_a_month(inquirer):
def mock_api_remote_fail(uri):
return MockResponse(500, '{"msg": "shit hit the fan"')
# Get a date 15 days ago and insert a cached entry for EUR JPY then
now = ts_now()
eurjpy_val = FVal('124.123')
date = tsToDate(now - 86400 * 15, formatstr='%Y-%m-%d')
inquirer._save_forex_rate(date, 'EUR', 'JPY', eurjpy_val)
# Get a date 31 days ago and insert a cache entry for EUR CNY then
date = tsToDate(now - 86400 * 31, formatstr='%Y-%m-%d')
inquirer._save_forex_rate(date, 'EUR', 'CNY', FVal('7.719'))
with patch('requests.get', side_effect=mock_api_remote_fail):
# We fail to find a response but then go back 15 days and find the cached response
result = inquirer.query_fiat_pair('EUR', 'JPY')
assert result == eurjpy_val
# The cached response for EUR CNY is too old so we will fail here
with pytest.raises(ValueError):
result = inquirer.query_fiat_pair('EUR', 'CNY')
def add_sell(
self,
selling_asset: typing.Asset,
rate_in_profit_currency: FVal,
total_fee_in_profit_currency: FVal,
gain_in_profit_currency: FVal,
selling_amount: FVal,
receiving_asset: typing.Asset,
receiving_amount: FVal,
receiving_asset_rate_in_profit_currency: FVal,
taxable_amount: FVal,
taxable_bought_cost: FVal,
timestamp: typing.Timestamp,
is_virtual: bool,
):
if not self.create_csv:
return
gross_key = 'gross_gained_or_invested_{}'.format(self.profit_currency)
self.trades_csv.append({
'type': 'sell',
'asset': selling_asset,
'price_in_{}'.format(self.profit_currency): rate_in_profit_currency,
'fee_in_{}'.format(self.profit_currency): total_fee_in_profit_currency,
gross_key: gain_in_profit_currency + total_fee_in_profit_currency,
'net_gained_or_invested_{}'.format(self.profit_currency): gain_in_profit_currency,
'amount': selling_amount,
'exchanged_for': receiving_asset,
'exchanged_asset_euro_exchange_rate': receiving_asset_rate_in_profit_currency,
'time': tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'is_virtual': is_virtual,
})
paid_in_profit_currency = (
selling_amount * rate_in_profit_currency + total_fee_in_profit_currency
)
self.add_to_allevents(
event_type=EV_SELL,
paid_in_profit_currency=paid_in_profit_currency,
paid_asset=selling_asset,
paid_in_asset=selling_amount,
received_asset=receiving_asset,
received_in_asset=receiving_amount,
received_in_profit_currency=taxable_gain_for_sell(
taxable_amount=taxable_amount,
rate_in_profit_currency=rate_in_profit_currency,
total_fee_in_profit_currency=total_fee_in_profit_currency,
selling_amount=selling_amount,
),
timestamp=timestamp,
is_virtual=is_virtual,
taxable_amount=taxable_amount,
taxable_bought_cost=taxable_bought_cost,
)
def query_historical_fiat_exchange_rates(
self,
from_currency: FiatAsset,
to_currency: FiatAsset,
timestamp: Timestamp,
) -> Optional[FVal]:
date = tsToDate(timestamp, formatstr='%Y-%m-%d')
rate = self._get_cached_forex_data(date, from_currency, to_currency)
if rate:
return rate
log.debug(
'Querying exchangeratesapi',
from_currency=from_currency,
to_currency=to_currency,
timestamp=timestamp,
)
query_str = (f'https://api.exchangeratesapi.io/{date}?'
f'base={from_currency}')
resp = retry_calls(
5,
'query_exchangeratesapi',
'requests.get',
requests.get,
query_str,
)
if resp.status_code != 200:
return None
try:
result = rlk_jsonloads_dict(resp.text)
except JSONDecodeError:
return None
if 'rates' not in result or to_currency not in result['rates']:
return None
if date not in self.cached_forex_data:
self.cached_forex_data[date] = {}
if from_currency not in self.cached_forex_data[date]:
self.cached_forex_data[date][from_currency] = {}
for key, value in result['rates'].items():
self.cached_forex_data[date][from_currency][key] = FVal(value)
rate = FVal(result['rates'][to_currency])
log.debug('Exchangeratesapi query succesful', rate=rate)
return rate
def add_buy(
self,
bought_asset,
rate,
fee_cost,
amount,
gross_cost,
cost,
paid_with_asset,
paid_with_asset_rate,
timestamp,
is_virtual,
):
if not self.create_csv:
return
self.trades_csv.append({
'type':
'buy',
'asset':
bought_asset,
"price_in_{}".format(self.profit_currency):
rate,
"fee_in_{}".format(self.profit_currency):
fee_cost,
"amount":
amount,
"gross_gained_or_invested_{}".format(self.profit_currency):
gross_cost,
"net_gained_or_invested_{}".format(self.profit_currency):
cost,
"exchanged_for":
paid_with_asset,
"exchanged_asset_euro_exchange_rate":
paid_with_asset_rate,
"time":
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
"is_virtual":
is_virtual
})
self.add_to_allevents(event_type='buy',
paid_in_profit_currency=cost,
paid_asset=self.profit_currency,
paid_in_asset=cost,
received_asset=bought_asset,
received_in_asset=amount,
received_in_profit_currency=0,
timestamp=timestamp,
is_virtual=is_virtual)
def add_loan_profit(
self,
gained_asset,
gained_amount,
gain_in_profit_currency,
lent_amount,
open_time,
close_time,
):
if not self.create_csv:
return
self.loan_profits_csv.append({
'open_time':
tsToDate(open_time, formatstr='%d/%m/%Y %H:%M:%S'),
'close_time':
tsToDate(close_time, formatstr='%d/%m/%Y %H:%M:%S'),
'gained_asset':
gained_asset,
'gained_amount':
gained_amount,
'lent_amount':
lent_amount,
'profit_in_{}'.format(self.profit_currency):
gain_in_profit_currency
})
self.add_to_allevents(
event_type='interest_rate_payment',
paid_in_profit_currency=0,
paid_asset='',
paid_in_asset=0,
received_asset=gained_asset,
received_in_asset=gained_amount,
received_in_profit_currency=gain_in_profit_currency,
timestamp=close_time,
)
def add_loan_settlement(
self,
asset: typing.Asset,
amount: FVal,
rate_in_profit_currency: FVal,
total_fee_in_profit_currency: FVal,
timestamp: typing.Timestamp,
) -> None:
if not self.create_csv:
return
row = len(self.loan_settlements_csv) + 2
loss_formula = '=B{}*C{}+D{}'.format(row, row, row)
self.loan_settlements_csv.append({
'asset':
asset,
'amount':
amount,
'price_in_{}'.format(self.profit_currency):
rate_in_profit_currency,
'fee_in_{}'.format(self.profit_currency):
total_fee_in_profit_currency,
'loss_in_{}'.format(self.profit_currency):
loss_formula,
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
})
paid_in_profit_currency = amount * rate_in_profit_currency + total_fee_in_profit_currency
self.add_to_allevents(
event_type=EV_LOAN_SETTLE,
paid_in_profit_currency=paid_in_profit_currency,
paid_asset=asset,
paid_in_asset=amount,
received_asset=S_EMPTYSTR,
received_in_asset=FVal(0),
taxable_received_in_profit_currency=FVal(0),
timestamp=timestamp,
)
def add_asset_movement(
self,
exchange,
category,
asset,
fee,
rate,
timestamp,
):
if not self.create_csv:
return
self.asset_movements_csv.append({
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'exchange':
exchange,
'type':
category,
'moving_asset':
asset,
'fee_in_asset':
fee,
'fee_in_{}'.format(self.profit_currency):
fee * rate,
})
self.add_to_allevents(
event_type='asset_movement',
paid_in_profit_currency=fee * rate,
paid_asset=asset,
paid_in_asset=fee,
received_asset='',
received_in_asset=0,
received_in_profit_currency=0,
timestamp=timestamp,
)
def query_historical_price(self, from_asset, to_asset, timestamp):
"""
Query the historical price on `timestamp` for `from_asset` in `to_asset`.
So how much `to_asset` does 1 unit of `from_asset` cost.
Args:
from_asset (str): The ticker symbol of the asset for which we want to know
the price.
to_asset (str): The ticker symbol of the asset against which we want to
know the price.
timestamp (int): The timestamp at which to query the price
"""
if from_asset == to_asset:
return 1
if from_asset not in self.cryptocompare_coin_list:
raise PriceQueryUnknownFromAsset(from_asset)
data = self.get_historical_data(from_asset, to_asset, timestamp)
# all data are sorted and timestamps are always increasing by 1 hour
# find the closest entry to the provided timestamp
# print("loaded {}_{}".format(from_asset, to_asset))
assert timestamp > data[0]['time']
index = convert_to_int((timestamp - data[0]['time']) / 3600, accept_only_exact=False)
# print("timestamp: {} index: {} data_length: {}".format(timestamp, index, len(data)))
diff = abs(data[index]['time'] - timestamp)
if index + 1 <= len(data) - 1:
diff_p1 = abs(data[index + 1]['time'] - timestamp)
if diff_p1 < diff:
index = index + 1
if data[index]['high'] is None or data[index]['low'] is None:
# If we get some None in the hourly set price to 0 so that we check daily price
price = FVal(0)
else:
price = FVal((data[index]['high'] + data[index]['low'])) / 2
if price == 0:
if from_asset != 'BTC' and to_asset != 'BTC':
# Just get the BTC price
asset_btc_price = self.query_historical_price(from_asset, 'BTC', timestamp)
btc_to_asset_price = self.query_historical_price('BTC', to_asset, timestamp)
price = asset_btc_price * btc_to_asset_price
else:
# attempt to get the daily price by timestamp
query_string = (
'https://min-api.cryptocompare.com/data/pricehistorical?'
'fsym={}&tsyms={}&ts={}'.format(
from_asset, to_asset, timestamp
))
if to_asset == 'BTC':
query_string += '&tryConversion=false'
resp = urlopen(Request(query_string))
resp = rlk_jsonloads(resp.read())
print('DAILY PRICE OF ASSET: "{}"'.format(resp))
if from_asset not in resp:
error_message = 'Failed to query cryptocompare for: "{}"'.format(query_string)
raise ValueError(error_message)
price = FVal(resp[from_asset][to_asset])
if price == 0:
raise NoPriceForGivenTimestamp(
from_asset,
to_asset,
tsToDate(timestamp, formatstr='%d/%m/%Y, %H:%M:%S')
)
return price
def add_sell(
self,
selling_asset: typing.Asset,
rate_in_profit_currency: FVal,
total_fee_in_profit_currency: typing.Fee,
gain_in_profit_currency: FVal,
selling_amount: FVal,
receiving_asset: typing.Asset,
receiving_amount: FVal,
receiving_asset_rate_in_profit_currency: FVal,
taxable_amount: FVal,
taxable_bought_cost: FVal,
timestamp: typing.Timestamp,
is_virtual: bool,
):
if not self.create_csv:
return
exchange_rate_key = f'exchanged_asset_{self.profit_currency}_exchange_rate'
taxable_profit_received = taxable_gain_for_sell(
taxable_amount=taxable_amount,
rate_in_profit_currency=rate_in_profit_currency,
total_fee_in_profit_currency=total_fee_in_profit_currency,
selling_amount=selling_amount,
)
row = len(self.trades_csv) + 2
taxable_profit_formula = '=IF(G{}=0,0,K{}-J{})'.format(row, row, row)
self.trades_csv.append({
'type':
'sell',
'asset':
selling_asset,
'price_in_{}'.format(self.profit_currency):
rate_in_profit_currency,
'fee_in_{}'.format(self.profit_currency):
total_fee_in_profit_currency,
'gained_or_invested_{}'.format(self.profit_currency):
gain_in_profit_currency,
'amount':
selling_amount,
'taxable_amount':
taxable_amount,
'exchanged_for':
receiving_asset,
exchange_rate_key:
receiving_asset_rate_in_profit_currency,
'taxable_bought_cost_in_{}'.format(self.profit_currency):
taxable_bought_cost,
'taxable_gain_in_{}'.format(self.profit_currency):
taxable_profit_received,
'taxable_profit_loss_in_{}'.format(self.profit_currency):
taxable_profit_formula,
'time':
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
'is_virtual':
is_virtual,
})
paid_in_profit_currency = ZERO
self.add_to_allevents(
event_type=EV_SELL,
paid_in_profit_currency=paid_in_profit_currency,
paid_asset=selling_asset,
paid_in_asset=selling_amount,
received_asset=receiving_asset,
received_in_asset=receiving_amount,
taxable_received_in_profit_currency=taxable_profit_received,
timestamp=timestamp,
is_virtual=is_virtual,
taxable_amount=taxable_amount,
taxable_bought_cost=taxable_bought_cost,
)
def query_historical_price(self, from_asset, to_asset, timestamp):
"""
Query the historical price on `timestamp` for `from_asset` in `to_asset`.
So how much `to_asset` does 1 unit of `from_asset` cost.
Args:
from_asset (str): The ticker symbol of the asset for which we want to know
the price.
to_asset (str): The ticker symbol of the asset against which we want to
know the price.
timestamp (int): The timestamp at which to query the price
"""
log.debug(
'Querying historical price',
from_asset=from_asset,
to_asset=to_asset,
timestamp=timestamp,
)
if from_asset == to_asset:
return 1
if from_asset not in self.cryptocompare_coin_list:
raise PriceQueryUnknownFromAsset(from_asset)
data = self.get_historical_data(from_asset, to_asset, timestamp)
# all data are sorted and timestamps are always increasing by 1 hour
# find the closest entry to the provided timestamp
assert timestamp > data[0]['time']
index = convert_to_int((timestamp - data[0]['time']) / 3600,
accept_only_exact=False)
# print("timestamp: {} index: {} data_length: {}".format(timestamp, index, len(data)))
diff = abs(data[index]['time'] - timestamp)
if index + 1 <= len(data) - 1:
diff_p1 = abs(data[index + 1]['time'] - timestamp)
if diff_p1 < diff:
index = index + 1
if data[index]['high'] is None or data[index]['low'] is None:
# If we get some None in the hourly set price to 0 so that we check daily price
price = FVal(0)
else:
price = FVal((data[index]['high'] + data[index]['low'])) / 2
if price == 0:
if from_asset != 'BTC' and to_asset != 'BTC':
log.debug(
f"Coudn't find historical price from {from_asset} to "
f"{to_asset}. Comparing with BTC...", )
# Just get the BTC price
asset_btc_price = self.query_historical_price(
from_asset, 'BTC', timestamp)
btc_to_asset_price = self.query_historical_price(
'BTC', to_asset, timestamp)
price = asset_btc_price * btc_to_asset_price
else:
log.debug(
f"Coudn't find historical price from {from_asset} to "
f"{to_asset}. Attempting to get daily price...", )
# attempt to get the daily price by timestamp
cc_from_asset = world_to_cryptocompare(from_asset)
cc_to_asset = world_to_cryptocompare(to_asset)
log.debug(
'Querying cryptocompare for daily historical price',
from_asset=from_asset,
to_asset=to_asset,
timestamp=timestamp,
)
query_string = (
'https://min-api.cryptocompare.com/data/pricehistorical?'
'fsym={}&tsyms={}&ts={}'.format(
cc_from_asset,
cc_to_asset,
timestamp,
))
if to_asset == 'BTC':
query_string += '&tryConversion=false'
resp = request_get(query_string)
if cc_from_asset not in resp:
error_message = 'Failed to query cryptocompare for: "{}"'.format(
query_string)
log.error(
'Cryptocompare query for daily historical price failed',
from_asset=from_asset,
to_asset=to_asset,
timestamp=timestamp,
error=error_message,
)
raise ValueError(error_message)
price = FVal(resp[cc_from_asset][cc_to_asset])
if price == 0:
raise NoPriceForGivenTimestamp(
from_asset, to_asset,
tsToDate(timestamp, formatstr='%d/%m/%Y, %H:%M:%S'))
log.debug('Got historical price',
from_asset=from_asset,
to_asset=to_asset,
timestamp=timestamp,
price=price)
return price
def add_sell(
self,
selling_asset,
rate_in_profit_currency,
total_fee_in_profit_currency,
gain_in_profit_currency,
selling_amount,
receiving_asset,
receiving_amount,
receiving_asset_rate_in_profit_currency,
taxable_amount,
taxable_bought_cost,
timestamp,
is_virtual,
):
if not self.create_csv:
return
self.trades_csv.append({
'type':
'sell',
'asset':
selling_asset,
"price_in_{}".format(self.profit_currency):
rate_in_profit_currency,
"fee_in_{}".format(self.profit_currency):
total_fee_in_profit_currency,
"gross_gained_or_invested_{}".format(self.profit_currency):
gain_in_profit_currency + total_fee_in_profit_currency,
"net_gained_or_invested_{}".format(self.profit_currency):
gain_in_profit_currency,
"amount":
selling_amount,
"exchanged_for":
receiving_asset,
"exchanged_asset_euro_exchange_rate":
receiving_asset_rate_in_profit_currency,
"time":
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
"is_virtual":
is_virtual,
})
self.add_to_allevents(
event_type='sell',
paid_in_profit_currency=selling_amount * rate_in_profit_currency +
total_fee_in_profit_currency,
paid_asset=selling_asset,
paid_in_asset=selling_amount,
received_asset=receiving_asset,
received_in_asset=receiving_amount,
received_in_profit_currency=taxable_gain_for_sell(
taxable_amount=taxable_amount,
rate_in_profit_currency=rate_in_profit_currency,
total_fee_in_profit_currency=total_fee_in_profit_currency,
selling_amount=selling_amount,
),
timestamp=timestamp,
is_virtual=is_virtual,
taxable_amount=taxable_amount,
taxable_bought_cost=taxable_bought_cost,
)
def search_buys_calculate_profit(
self,
selling_amount: FVal,
selling_asset: Asset,
timestamp: Timestamp,
) -> Tuple[FVal, FVal, FVal]:
"""
When selling `selling_amount` of `selling_asset` at `timestamp` this function
calculates using the first-in-first-out rule the corresponding buy/s from
which to do profit calculation. Also applies the one year rule after which
a sell is not taxable in Germany.
Returns a tuple of 3 values:
- `taxable_amount`: The amount out of `selling_amount` that is taxable,
calculated from the 1 year rule.
- `taxable_bought_cost`: How much it cost in `profit_currency` to buy
the `taxable_amount`
- `taxfree_bought_cost`: How much it cost in `profit_currency` to buy
the taxfree_amount (selling_amount - taxable_amount)
"""
remaining_sold_amount = selling_amount
stop_index = -1
taxfree_bought_cost = FVal(0)
taxable_bought_cost = FVal(0)
taxable_amount = FVal(0)
taxfree_amount = FVal(0)
remaining_amount_from_last_buy = -1
for idx, buy_event in enumerate(self.events[selling_asset].buys):
if self.taxfree_after_period is None:
at_taxfree_period = False
else:
at_taxfree_period = (buy_event.timestamp +
self.taxfree_after_period < timestamp)
if remaining_sold_amount < buy_event.amount:
stop_index = idx
buying_cost = remaining_sold_amount.fma(
buy_event.rate,
(buy_event.fee_rate * remaining_sold_amount),
)
if at_taxfree_period:
taxfree_amount += remaining_sold_amount
taxfree_bought_cost += buying_cost
else:
taxable_amount += remaining_sold_amount
taxable_bought_cost += buying_cost
remaining_amount_from_last_buy = buy_event.amount - remaining_sold_amount
log.debug(
'Sell uses up part of historical buy',
sensitive_log=True,
tax_status='TAX-FREE' if at_taxfree_period else 'TAXABLE',
used_amount=remaining_sold_amount,
from_amount=buy_event.amount,
asset=selling_asset,
trade_buy_rate=buy_event.rate,
profit_currency=self.profit_currency,
trade_timestamp=buy_event.timestamp,
)
# stop iterating since we found all buys to satisfy this sell
break
else:
buying_cost = buy_event.amount.fma(
buy_event.rate,
(buy_event.fee_rate * buy_event.amount),
)
remaining_sold_amount -= buy_event.amount
if at_taxfree_period:
taxfree_amount += buy_event.amount
taxfree_bought_cost += buying_cost
else:
taxable_amount += buy_event.amount
taxable_bought_cost += buying_cost
log.debug(
'Sell uses up entire historical buy',
sensitive_log=True,
tax_status='TAX-FREE' if at_taxfree_period else 'TAXABLE',
bought_amount=buy_event.amount,
asset=selling_asset,
trade_buy_rate=buy_event.rate,
profit_currency=self.profit_currency,
trade_timestamp=buy_event.timestamp,
)
# If the sell used up the last historical buy
if idx == len(self.events[selling_asset].buys) - 1:
stop_index = idx + 1
if len(self.events[selling_asset].buys) == 0:
log.critical(
'No documented buy found for "{}" before {}'.format(
selling_asset,
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
), )
# That means we had no documented buy for that asset. This is not good
# because we can't prove a corresponding buy and as such we are burdened
# calculating the entire sell as profit which needs to be taxed
return selling_amount, FVal(0), FVal(0)
# Otherwise, delete all the used up buys from the list
del self.events[selling_asset].buys[:stop_index]
# and modify the amount of the buy where we stopped if there is one
if remaining_amount_from_last_buy != -1:
self.events[selling_asset].buys[
0].amount = remaining_amount_from_last_buy
elif remaining_sold_amount != ZERO:
# if we still have sold amount but no buys to satisfy it then we only
# found buys to partially satisfy the sell
adjusted_amount = selling_amount - taxfree_amount
log.critical(
'Not enough documented buys found for "{}" before {}.'
'Only found buys for {} {}'.format(
selling_asset,
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S'),
taxable_amount + taxfree_amount,
selling_asset,
), )
return adjusted_amount, taxable_bought_cost, taxfree_bought_cost
return taxable_amount, taxable_bought_cost, taxfree_bought_cost
def search_buys_calculate_profit(self, selling_amount, selling_asset,
timestamp):
"""
When selling `selling_amount` of `selling_asset` at `timestamp` this function
calculates using the first-in-first-out rule the corresponding buy/s from
which to do profit calculation. Also applies the one year rule after which
a sell is not taxable in Germany.
Returns a tuple of 3 values:
- `taxable_amount`: The amount out of `selling_amount` that is taxable,
calculated from the 1 year rule.
- `taxable_bought_cost`: How much it cost in `profit_currency` to buy
the `taxable_amount`
- `taxfree_bought_cost`: How much it cost in `profit_currency` to buy
the taxfree_amount (selling_amount - taxable_amount)
"""
remaining_sold_amount = selling_amount
stop_index = -1
taxfree_bought_cost = 0
taxable_bought_cost = 0
taxable_amount = 0
taxfree_amount = 0
debug_enabled = logger.isEnabledFor(logging.DEBUG)
for idx, buy_event in enumerate(self.events[selling_asset].buys):
if self.taxfree_after_period is None:
at_taxfree_period = False
else:
at_taxfree_period = (buy_event.timestamp +
self.taxfree_after_period < timestamp)
if remaining_sold_amount < buy_event.amount:
stop_index = idx
buying_cost = remaining_sold_amount.fma(
buy_event.rate,
-(buy_event.fee_rate * remaining_sold_amount))
if at_taxfree_period:
taxfree_amount += remaining_sold_amount
taxfree_bought_cost += buying_cost
else:
taxable_amount += remaining_sold_amount
taxable_bought_cost += buying_cost
remaining_amount_from_last_buy = buy_event.amount - remaining_sold_amount
if debug_enabled:
logger.debug(
'[{}] Using up {}/{} "{}" from the buy for {} "{}" per "{}" at {}'
.format(
'TAX-FREE' if at_taxfree_period else 'TAXABLE',
remaining_sold_amount, buy_event.amount,
selling_asset, buy_event.rate,
self.profit_currency, selling_asset,
tsToDate(buy_event.timestamp,
formatstr='%d/%m/%Y %H:%M:%S')))
# stop iterating since we found all buys to satisfy this sell
break
else:
remaining_sold_amount -= buy_event.amount
if at_taxfree_period:
taxfree_amount += buy_event.amount
taxfree_bought_cost += buy_event.cost
else:
taxable_amount += buy_event.amount
taxable_bought_cost += buy_event.cost
if debug_enabled:
logger.debug(
'[{}] Using up the entire buy of {} "{}" for {} "{}" per {} at {}'
.format(
'TAX-FREE' if at_taxfree_period else 'TAXABLE',
buy_event.amount, selling_asset, buy_event.rate,
self.profit_currency, selling_asset,
tsToDate(buy_event.timestamp,
formatstr='%d/%m/%Y %H:%M:%S')))
if stop_index == -1:
logger.critical(
'No documented buy found for "{}" before {}'.format(
selling_asset,
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S')))
# That means we had no documented buy for that asset. This is not good
# because we can't prove a corresponding buy and as such we are burdened
# calculating the entire sell as profit which needs to be taxed
return selling_amount, 0, 0
# Otherwise, delete all the used up buys from the list
del self.events[selling_asset].buys[:stop_index]
# and modify the amount of the buy where we stopped
self.events[selling_asset].buys[0] = self.events[selling_asset].buys[
0]._replace(amount=remaining_amount_from_last_buy)
return taxable_amount, taxable_bought_cost, taxfree_bought_cost
def add_sell(self,
selling_asset,
selling_amount,
receiving_asset,
receiving_amount,
gain_in_profit_currency,
total_fee_in_profit_currency,
trade_rate,
rate_in_profit_currency,
timestamp,
loan_settlement=False,
is_virtual=False):
if selling_asset not in self.events:
self.events[selling_asset] = Events(list(), list())
self.events[selling_asset].sells.append(
SellEvent(
amount=selling_amount,
timestamp=timestamp,
rate=rate_in_profit_currency,
fee_rate=total_fee_in_profit_currency / selling_amount,
gain=gain_in_profit_currency,
))
debug_enabled = logger.isEnabledFor(logging.DEBUG)
if debug_enabled:
if loan_settlement:
logger.debug(
'Loan Settlement Selling {} of "{}" for {} "{}" at {}'.
format(selling_amount, selling_asset,
gain_in_profit_currency, self.profit_currency,
tsToDate(timestamp, formatstr='%d/%m/%Y %H:%M:%S')))
else:
logger.debug(
'Selling {} of "{}" for {} "{}" ({} "{}" per "{}" or {} "{}" '
'per "{}") for a gain of {} "{}" and a fee of {} "{} at {}'
.format(selling_amount, selling_asset, receiving_amount,
receiving_asset, trade_rate, receiving_asset,
selling_asset, rate_in_profit_currency,
self.profit_currency, selling_asset,
gain_in_profit_currency, self.profit_currency,
total_fee_in_profit_currency, self.profit_currency,
tsToDate(timestamp,
formatstr='%d/%m/%Y %H:%M:%S')))
# now search the buys for `paid_with_asset` and calculate profit/loss
(taxable_amount, taxable_bought_cost,
taxfree_bought_cost) = self.search_buys_calculate_profit(
selling_amount, selling_asset, timestamp)
general_profit_loss = 0
taxable_profit_loss = 0
# If we don't include crypto2crypto and we sell for crypto, stop here
if receiving_asset not in FIAT_CURRENCIES and not self.include_crypto2crypto:
return
# calculate profit/loss
if not loan_settlement or (loan_settlement
and self.count_profit_for_settlements):
taxable_gain = taxable_gain_for_sell(
taxable_amount=taxable_amount,
rate_in_profit_currency=rate_in_profit_currency,
total_fee_in_profit_currency=total_fee_in_profit_currency,
selling_amount=selling_amount,
)
general_profit_loss = gain_in_profit_currency - (
taxfree_bought_cost + taxable_bought_cost +
total_fee_in_profit_currency)
taxable_profit_loss = taxable_gain - taxable_bought_cost
# should never happen, should be stopped at the main loop
assert timestamp <= self.query_end_ts, (
"Trade time > query_end_ts found in adding to sell event")
# count profit/losses if we are inside the query period
if timestamp >= self.query_start_ts:
if loan_settlement:
# If it's a loan settlement we are charged both the fee and the gain
settlement_loss = gain_in_profit_currency + total_fee_in_profit_currency
self.settlement_losses += settlement_loss
if debug_enabled:
logger.debug("Loan Settlement Loss: {} {}".format(
settlement_loss, self.profit_currency))
elif debug_enabled:
logger.debug("Taxable P/L: {} {} General P/L: {} {}".format(
taxable_profit_loss,
self.profit_currency,
general_profit_loss,
self.profit_currency,
))
self.general_trade_profit_loss += general_profit_loss
self.taxable_trade_profit_loss += taxable_profit_loss
if loan_settlement:
self.csv_exporter.add_loan_settlement(
asset=selling_asset,
amount=selling_amount,
rate_in_profit_currency=rate_in_profit_currency,
total_fee_in_profit_currency=total_fee_in_profit_currency,
timestamp=timestamp,
)
else:
self.csv_exporter.add_sell(
selling_asset=selling_asset,
rate_in_profit_currency=rate_in_profit_currency,
total_fee_in_profit_currency=total_fee_in_profit_currency,
gain_in_profit_currency=gain_in_profit_currency,
selling_amount=selling_amount,
receiving_asset=receiving_asset,
receiving_amount=receiving_amount,
receiving_asset_rate_in_profit_currency=self.
get_rate_in_profit_currency(
receiving_asset,
timestamp,
),
taxable_amount=taxable_amount,
taxable_bought_cost=taxable_bought_cost,
timestamp=timestamp,
is_virtual=is_virtual,
)