Portfolio management

• Portfolio management

  • List accounts

  • List open orders

  • List recently outed orders

  • List current balances and positions

  • Query fill history

List accounts

List all accounts available to the user. This includes FCM accounts, which must be specified when sending orders.

Python

accounts = client.list_accounts()

for item in accounts:
    print(item.account.name)

JavaScript

import { create } from '@afintech/sdk';
const c = create({/* config */});

const accounts = await c.accounts([]);
console.log('accounts', accounts);

GraphQL

query GetAccounts {
  accounts {
    id
    name
  }
}

List open orders

Python

orders = client.get_all_open_orders()

for order in orders:
    # order.order
    # order.order_state
    # order.filled_qty
    # order.avg_fill_price
    # order.reject_reason
    pass

JavaScript

import { create } from '@afintech/sdk';
const c = create({/* config */});

const orders = await c.openOrders([])
console.log('orders', orders);

GraphQL

query GetAllOpenOrders {
  openOrders {
    ...OrderLogFields
  }
}

List recently outed orders

Python

from datetime import datetime, timedelta

orders = client.get_out_orders(
    from_inclusive=datetime.now() - timedelta(days=1),
    to_exclusive=datetime.now(),
)

for order in orders:
    # order.order
    # order.order_state
    # order.filled_qty
    # order.avg_fill_price
    # order.reject_reason
    pass

JavaScript

import { create } from '@afintech/sdk';
const c = create({/* config */});

const outedOrders = await c.outedOrders([], aDayAgo(), new Date().toISOString());
function aDayAgo() {
  const day = 1_000 * 60 * 60 * 24;
  return new Date(Date.now() - day).toISOString();
}
console.log('outedOrders', outedOrders);

GraphQL

query GetOutOrders($fromInclusive: DateTime!, $toExclusive: DateTime!) {
  outedOrders(fromInclusive: $fromInclusive, toExclusive: $toExclusive) {
    ...OrderLogFields
  }
}

List current balances and positions

The get_account_summaries method returns a list of account summaries, which contain the current balances and positions for each account. Summary entries are lists of balances and positions per-account.

Python

summaries = client.get_account_summaries()

for summary in summaries:
    for balance in summary.balances:
        # balance.product
        # balance.account
        # balance.venue
        # balance.amount
        # balance.total_margin
        # balance.position_margin
        # balance.purchasing_power
        # balance.cash_excess
        # balance.yesterday_balance
        pass

    for position in summary.positions:
        # position.account
        # position.venue
        # position.market
        # position.dir
        # position.quantity
        # position.average_price
        # position.trade_date
        # position.trade_time
        pass

JavaScript

import { create } from '@afintech/sdk';
const c = create({/* config */});

const accountSummaries = await c.accountSummaries([]);
console.log('accountSummaries', accountSummaries);

GraphQL

query GetAccountSummaries {
  accountSummaries {
    ...AccountSummariesFields
  }
}

fragment AccountSummariesFields on AccountSummaries {
  snapshotTs
  byAccount {
    account {
      id
      name
    }
    balances {
      product {
        ...ProductFields
      }
      account {
        id
        name
      }
      venue {
        id
        name
      }
      amount
      totalMargin
      positionMargin
      purchasingPower
      cashExcess
      yesterdayBalance
    }
    positions {
      account {
        id
        name
      }
      venue {
        id
        name
      }
      market {
        ...MarketFields
      }
      dir
      quantity
      averagePrice
      tradeDate
      tradeTime
    }
  }
}

Query fill history

Python

res = client.get_fills()

for fill in res.fills:
    # fill.kind
    # fill.fill_id
    # fill.order_id
    # fill.market
    # fill.dir
    # fill.price
    # fill.quantity
    # fill.recv_time
    # fill.trade_time
    pass

JavaScript

import { create } from '@afintech/sdk';
const c = create({/* config */});

const fills = await c.fills([]);
console.log('fills', fills.normal);

GraphQL

query GetFills($venue: VenueId, $route: RouteId, $base: ProductId, $quote: ProductId) {
  fills(venue: $venue, route: $route, base: $base, quote: $quote) {
    normal {
      kind
      fillId
      orderId
      market {
        ...MarketFields
      }
      dir
      price
      quantity
      recvTime
      tradeTime
    }
  }
}