bitmex-recipe-daily-pnl-report

name	bitmex-recipe-daily-pnl-report
description	Daily realised P&L summary from trades and wallet history.

Daily P&L Report

Aggregate today's realised P&L, fees paid, and unrealised exposure from trade history and wallet snapshots.

Prerequisites

• BITMEX_API_KEY and BITMEX_API_SECRET set.
• jq installed.
• Set TODAY to the current UTC date.

TODAY=$(date -u +%Y-%m-%d)

Steps

1. Fetch today's trade history

bitmex execution trade-history --reverse --count 500 -o json \
  | jq --arg d "$TODAY" '[.[] | select(.timestamp | startswith($d))]' \
  > /tmp/trades_today.json

2. Sum realised P&L by currency

P&L units depend on the instrument's settlement currency. XBt-settled instruments (e.g. XBTUSD) report in satoshis; divide by 1e8 for XBT. USDT-settled instruments (e.g. XBTUSDT) report in USDT units. Always group by homeNotional currency rather than summing across all symbols.

jq 'group_by(.currency) | map({
  currency: .[0].currency,
  realisedPnl: ([.[].realisedPnl] | add // 0)
})' /tmp/trades_today.json

3. Total fees paid today

jq '[.[].commission] | add // 0' /tmp/trades_today.json

4. Breakdown by symbol

jq 'group_by(.symbol) | map({
  symbol: .[0].symbol,
  trades: length,
  realisedPnl: ([.[].realisedPnl] | add // 0),
  feesTotal: ([.[].commission] | add // 0)
})' /tmp/trades_today.json

5. Wallet balance delta

Pull opening and closing wallet snapshots from history:

bitmex wallet history --currency XBt --count 100 -o json \
  | jq --arg d "$TODAY" '[.[] | select(.timestamp | startswith($d))]
      | if length == 0 then {first: null, last: null, delta: 0}
        else {first: .[-1].walletBalance, last: .[0].walletBalance,
              delta: ((.[0].walletBalance // 0) - (.[-1].walletBalance // 0))}
        end'

6. Unrealised P&L on open positions

bitmex position list -o json \
  | jq '{totalUnrealisedPnl: ([.[].unrealisedPnl] | add // 0),
         positions: [.[] | select(.currentQty != 0) | {symbol, currentQty, unrealisedPnl}]}'

Tips

• Automate with a cron at 23:55 UTC and append to a CSV for trend analysis.
• XBt-settled instruments (inverse, e.g. XBTUSD) report P&L in satoshis; divide by 1e8 for XBT. USDT-settled instruments report in USDT. Never sum across currencies.