Calculate Rebalance & Grid Profits with LIFO

LIFO is standard calculation for Mudley Group Rebalancing and Grid trading strategies.

Run :

Make sure you have Python 3.7 installed locally.

$ git clone 
$ cd cal_profits
$ pip install -r requirements.txt

Enter your api_key, api_secret, subaccount Default exchange is FTX Set your account name (report name)

$ python cal_profits.py

cal_profits.py will creat 4 csv file and you can find your profits and fees in match_order.csv

1) match_order.csv        
2) remain_order.csv    
3) remain_report.csv
4) tradinglog.csv

Documentation

Last In, First Out LIFO.

Technology Used :

1) python
2) numpy
3) pandas
4) pytz
5) ccxt

Special Thank :

Mudley Australia