Calculating Profit/Loss Calculating P&L is an essential use case that needs to be implemented by nearly every imaginable cTrader Open API application/service.
Manually calculating P&L is a difficult process as the calculation needs to account for the position size and the possible conversion between the quote asset of the bought/sold symbol and the account deposit currency.
Fortunately, you can simply ask the cTrader backend to calculate P&L for you by sending the ProtoOAGetPositionUnrealizedPnLReq messageProtoOAGetPositionUnrealizedPnLRes messageProtoOAPositionUnrealizedPnL model message
Note
ProtoOAGetPositionUnrealizedPnLResctidTraderAccountId in its repeated positionUnrealizedPnL field.
Rate Limits
Requesting P&L is a non-historical request, meaning that you can only perform a maximum of 50 such requests per second. We recommend refreshing P&L once every two-three seconds so that there is no risk of exceeding rate limits.
To learn more about sending and receiving messages, click here for a tutorial on Protobufs here for a tutorial on JSON
When operating with Protobuf, you could use the classes generated by the compiler for serialising/deserialising the message for attaining P&L rates. When operating with JSON, you would need to create such classes yourself. Here is how they could look like.
C# Python
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70 public abstract class OpenAPIModelMessageBase { }
public class PositionUnrealizedPnL : OpenAPIModelMessageBase
{
public PositionUnrealizedPnL () { }
public PositionUnrealizedPnL ( int positionId , int grossUnrealizedPnL , int netUnrealizedPnL )
{
this . PositionId = positionId ;
this . GrossUnrealizedPnL = grossUnrealizedPnL ;
this . NetUnrealizedPnL = netUnrealizedPnL ;
}
public int PositionId { get ; set ; }
public int GrossUnrealizedPnL { get ; set ; }
public int NetUnrealizedPnL { get ; set ; }
}
public class GetPositionUnrealizedPnLReq : OpenAPIMessageBase
{
public GetPositionUnrealizedPnLReq () { }
public GetPositionUnrealizedPnLReq ( int ctidTraderAccountId )
{
this . Payload = new GetPositionUnrealizedPnLReqPayload ( ctidTraderAccountId );
this . ClientMsgId = Guid . NewGuid (). ToString ();
}
public override int PayloadType => 2187 ;
public GetPositionUnrealizedPnLReqPayload ? Payload { get ; set ; }
}
public class GetPositionUnrealizedPnLReqPayload : OpenAPIMessagePayloadBase
{
public GetPositionUnrealizedPnLReqPayload () { }
public GetPositionUnrealizedPnLReqPayload ( int ctidTraderAccountId )
{
this . CtidTraderAccountId = ctidTraderAccountId ;
}
public int CtidTraderAccountId { get ; set ; } = 0 ;
}
public class GetPositionUnrealizedPnLRes : OpenAPIMessageBase
{
public GetPositionUnrealizedPnLRes () { }
public GetPositionUnrealizedPnLRes ( int ctidTraderAccountId , int moneyDigits , List < PositionUnrealizedPnL > positionUnrealizedPnL )
{
this . Payload = new GetPositionUnrealizedPnLResPayload ( ctidTraderAccountId , moneyDigits , positionUnrealizedPnL );
this . ClientMsgId = Guid . NewGuid (). ToString ();
}
public override int PayloadType => 2188 ;
public GetPositionUnrealizedPnLResPayload ? Payload { get ; set ; }
}
public class GetPositionUnrealizedPnLResPayload : OpenAPIMessagePayloadBase
{
public GetPositionUnrealizedPnLResPayload () { }
public GetPositionUnrealizedPnLResPayload ( int ctidTraderAccountId , int moneyDigits , List < PositionUnrealizedPnL > positionUnrealizedPnL )
{
this . CtidTraderAccountId = ctidTraderAccountId ;
this . MoneyDigits = moneyDigits ;
this . PositionUnrealizedPnL = positionUnrealizedPnL ;
}
public int CtidTraderAccountId { get ; set ; } = 0 ;
public int MoneyDigits { get ; set ; } = 0 ;
public List < PositionUnrealizedPnL > PositionUnrealizedPnL { get ; set ; } = new List < PositionUnrealizedPnL > ();
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37 class OpenAPIModelMessage :
def __init__ ( self ):
pass
class PositionUnrealizedPnL ( OpenAPIModelMessage ):
def __init__ ( self , position_id , gross_unrealized_pnl , net_unrealized_pnl ):
self . position_id = position_id
self . gross_unrealized_pnl = gross_unrealized_pnl
self . net_unrealized_pnl = net_unrealized_pnl
class GetPositionUnrealizedPnLReq ( OpenAPIMessage ):
def __init__ ( self , ctid_trader_account_id , client_msg_id = str ( uuid . uuid4 ())):
self . ctid_trader_account_id = ctid_trader_account_id
self . payload_type = 2187
self . client_msg_id = client_msg_id
self . payload = { "ctidTraderAccountId" : self . ctid_trader_account_id }
def as_json_string ( self ):
return json . dumps ({ "clientMsgId" : self . client_msg_id , "payloadType" : self . payload_type , "payload" : self . payload })
@staticmethod
def from_json ( json_dct ):
return GetPositionUnrealizedPnLReq ( client_id = json_dct [ 'payload' ][ 'clientId' ], client_secret = json_dct [ 'payload' ][ 'clientSecret' ], client_msg_id = json_dct [ 'clientMsgId' ])
class GetPositionUnrealizedPnLRes ( OpenAPIMessage ):
def __init__ ( self , ctid_trader_account_id , position_unrealized_pnl , money_digits , client_msg_id ):
self . ctid_trader_account_id = ctid_trader_account_id
self . position_unrealized_pnl = position_unrealized_pnl
self . money_digits = money_digits
self . client_msg_id = client_msg_id
def as_json_string ( self ):
return json . dumps ({ "clientMsgId" : self . client_msg_id , "payloadType" : self . payload_type , "payload" : self . payload })
@staticmethod
def from_json ( json_dct ):
return GetPositionUnrealizedPnLRes ( ctid_trader_account_id = json_dct [ 'payload' ][ 'clientSecret' ], position_unrealized_pnl = json_dct [ 'payload' ][ 'positionUnrealizedPnL' ], money_digits = json_dct [ 'payload' ][ 'moneyDigits' ], client_msg_id = [ 'clientMsgId' ])