def add_loan_profit(
self,
gained_asset: Asset,
gained_amount: FVal,
gain_in_profit_currency: FVal,
lent_amount: FVal,
open_time: Timestamp,
close_time: 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,
taxable_received_in_profit_currency=gain_in_profit_currency,
timestamp=close_time,
)
def query_fiat_pair(base: FiatAsset, quote: FiatAsset) -> Price:
if base == quote:
return Price(FVal('1'))
instance = Inquirer()
now = ts_now()
date = tsToDate(ts_now(), formatstr='%Y-%m-%d')
price = instance._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 = instance._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))
instance._save_forex_rate(date, base, quote, price)
return price
def add_to_allevents(
self,
event_type: EventType,
paid_in_profit_currency: FVal,
paid_asset: Union[Asset, EmptyStr],
paid_in_asset: FVal,
received_asset: Union[Asset, EmptyStr],
received_in_asset: FVal,
taxable_received_in_profit_currency: FVal,
timestamp: Timestamp,
is_virtual: bool = False,
taxable_amount: FVal = ZERO,
taxable_bought_cost: FVal = ZERO,
) -> 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'
elif event_type == EV_SELL:
if taxable_amount == 0:
net_profit_or_loss = FVal(0)
else:
net_profit_or_loss = taxable_received_in_profit_currency - taxable_bought_cost
net_profit_or_loss_csv = '=IF(D{}=0,0,K{}-L{})'.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 = '=-J{}'.format(row)
elif event_type in (EV_INTEREST_PAYMENT, EV_MARGIN_CLOSE):
net_profit_or_loss = taxable_received_in_profit_currency
net_profit_or_loss_csv = '=K{}'.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_in_profit_currency': taxable_bought_cost,
'received_asset': received_asset,
'taxable_received_in_profit_currency': taxable_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
key = f'taxable_received_in_{self.profit_currency}'
new_entry[key] = taxable_received_in_profit_currency
new_entry['taxable_bought_cost_in_{}'.format(self.profit_currency)] = taxable_bought_cost
del new_entry['paid_in_profit_currency']
del new_entry['taxable_received_in_profit_currency']
del new_entry['taxable_bought_cost_in_profit_currency']
self.all_events_csv.append(new_entry)
def add_tx_gas_cost(
self,
transaction_hash: bytes,
eth_burned_as_gas: FVal,
rate: FVal,
timestamp: 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=A_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_asset_movement(
self,
exchange: str,
category: str,
asset: Asset,
fee: Fee,
rate: FVal,
timestamp: 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),
taxable_received_in_profit_currency=FVal(0),
timestamp=timestamp,
)
def add_margin_position(
self,
margin_notes: str,
gain_loss_asset: Asset,
net_gain_loss_amount: FVal,
gain_loss_in_profit_currency: FVal,
timestamp: 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_loan_settlement(
self,
asset: Asset,
amount: FVal,
rate_in_profit_currency: FVal,
total_fee_in_profit_currency: FVal,
timestamp: 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_sell(
self,
selling_asset: Asset,
rate_in_profit_currency: FVal,
total_fee_in_profit_currency: Fee,
gain_in_profit_currency: FVal,
selling_amount: FVal,
receiving_asset: Asset,
receiving_amount: FVal,
receiving_asset_rate_in_profit_currency: FVal,
taxable_amount: FVal,
taxable_bought_cost: FVal,
timestamp: 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_fiat_exchange_rates(
from_fiat_currency: FiatAsset,
to_fiat_currency: FiatAsset,
timestamp: Timestamp,
) -> Optional[Price]:
date = tsToDate(timestamp, formatstr='%Y-%m-%d')
instance = Inquirer()
rate = instance._get_cached_forex_data(date, from_fiat_currency,
to_fiat_currency)
if rate:
return rate
log.debug(
'Querying exchangeratesapi',
from_fiat_currency=from_fiat_currency,
to_fiat_currency=to_fiat_currency,
timestamp=timestamp,
)
query_str = (f'https://api.exchangeratesapi.io/{date}?'
f'base={from_fiat_currency}')
resp = retry_calls(
times=5,
location='query_exchangeratesapi',
handle_429=False,
backoff_in_seconds=0,
method_name='requests.get',
function=requests.get,
# function's arguments
url=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_fiat_currency not in result['rates']:
return None
if date not in instance._cached_forex_data:
instance._cached_forex_data[date] = {}
if from_fiat_currency not in instance._cached_forex_data[date]:
instance._cached_forex_data[date][from_fiat_currency] = {}
for key, value in result['rates'].items():
instance._cached_forex_data[date][from_fiat_currency][key] = FVal(
value)
rate = Price(FVal(result['rates'][to_fiat_currency]))
log.debug('Exchangeratesapi query succesful', rate=rate)
return rate
def handle_prefork_asset_sells(
self,
sold_asset: Asset,
sold_amount: FVal,
timestamp: Timestamp,
) -> None:
if sold_asset == A_ETH and timestamp < ETH_DAO_FORK_TS:
if not self.reduce_asset_amount(asset=A_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 == A_BTC and timestamp < BTC_BCH_FORK_TS:
if not self.reduce_asset_amount(asset=A_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): # pylint: disable=unused-argument
def mock_api_remote_fail(url, timeout): # pylint: disable=unused-argument
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 decompress_and_decrypt_db(self, password: str,
encrypted_data: str) -> None:
"""Decrypt and decompress the encrypted data we receive from the server
If successful then replace our local Database"""
log.info('Decompress and decrypt DB')
# First make a backup of the DB we are about to replace
date = tsToDate(ts=ts_now(), formatstr='%d_%m_%Y_%H_%M_%S')
shutil.copyfile(
os.path.join(self.data_directory, self.username, 'rotkehlchen.db'),
os.path.join(self.data_directory, self.username,
f'rotkehlchen_db_{date}.backup'),
)
decrypted_data = decrypt(password.encode(), encrypted_data)
decompressed_data = zlib.decompress(decrypted_data)
self.db.import_unencrypted(decompressed_data, password)
def add_buy(
self,
bought_asset: Asset,
rate: FVal,
fee_cost: Fee,
amount: FVal,
cost: FVal,
paid_with_asset: Asset,
paid_with_asset_rate: FVal,
timestamp: 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 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 = FVal('-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 != FVal('-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 query_historical_price(
self,
from_asset: Asset,
to_asset: Asset,
timestamp: Timestamp,
historical_data_start: Timestamp,
) -> Price:
if from_asset in KNOWN_TO_MISS_FROM_CRYPTOCOMPARE:
raise PriceQueryUnknownFromAsset(from_asset)
data = self.get_historical_data(
from_asset=from_asset,
to_asset=to_asset,
timestamp=timestamp,
historical_data_start=historical_data_start,
)
# all data are sorted and timestamps are always increasing by 1 hour
# find the closest entry to the provided timestamp
if 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 alternatives
price = Price(ZERO)
else:
price = (data[index].high + data[index].low) / 2
else:
# no price found in the historical data from/to asset, try alternatives
price = Price(ZERO)
if price == 0:
if from_asset != 'BTC' and to_asset != 'BTC':
log.debug(
f"Couldn't find historical price from {from_asset} to "
f"{to_asset} at timestamp {timestamp}. Comparing with BTC...",
)
# Just get the BTC price
asset_btc_price = PriceHistorian().query_historical_price(
from_asset=from_asset,
to_asset=A_BTC,
timestamp=timestamp,
)
btc_to_asset_price = PriceHistorian().query_historical_price(
from_asset=A_BTC,
to_asset=to_asset,
timestamp=timestamp,
)
price = asset_btc_price * btc_to_asset_price
else:
log.debug(
f"Couldn't find historical price from {from_asset} to "
f"{to_asset} at timestamp {timestamp} through cryptocompare."
f" Attempting to get daily price...", )
price = self.query_endpoint_pricehistorical(
from_asset, to_asset, timestamp)
comparison_to_nonusd_fiat = ((to_asset.is_fiat() and to_asset != A_USD)
or (from_asset.is_fiat()
and from_asset != A_USD))
if comparison_to_nonusd_fiat:
price = self._adjust_to_cryptocompare_price_incosistencies(
price=price,
from_asset=from_asset,
to_asset=to_asset,
timestamp=timestamp,
)
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
