Portfolio

All amounts are dollar strings and all contract counts are quantity strings, as the API sends them. Every field is described in the API reference.

Balance

balance() calls GET /api/v1/account/balance: cash, what is available, liabilities, lifetime totals and the fee schedule. It is the same object the balances channel pushes.

from stx import STX

with STX() as client:
    b = client.balance()
    print("available", b.available_balance, "cash", b.account_balance)
    print("buy liability", b.buy_order_liability, "sell liability", b.sell_order_liability)
    print("fees", b.fee_schedule, b.taker_factor, b.maker_factor, "tier", b.loyalty_tier)

available_balance is rounded down to the cent and the liabilities up, so they need not reconcile to the cent; treat each as authoritative.

Positions

positions() calls GET /api/v1/positions and returns your positions (market_ids= narrows them), the same objects the positions channel sends on join.

from stx import STX

with STX() as client:
    for p in client.positions():
        print(p.market_id, "net", p.position, "premium", p.premium, "open risk", p.open_risk)

position is positive when long and negative when short. Positions are not marked to market: value them against the order book yourself.

Fills

A fill is one of your executions. fills() filters on market_ids, order_ids and status (created, open, settled, cancelled):

from stx import STX

with STX() as client:
    for f in client.fills(limit=5):
        print(f.trade_id, f.order_id, f.action, f.filled, "@", f.price, "fee", f.total_fee)

    orders = client.orders(status="filled", limit=1)
    if orders.items:
        mine = client.fills(order_ids=[orders[0].id])
        print("fills for", orders[0].id, [f.filled for f in mine])

total_fee is the all-in fee: the trade fee plus settlement fees so far. unrounded_trade_fee can carry up to nine decimals, so parse with Decimal.

Settlements and history

from stx import STX

with STX() as client:
    for s in client.settlements(limit=5):
        print(s.type, s.quantity, s.opening_price, "->", s.closing_price, "pnl", s.realized_pnl)

    for name in ("deposits", "withdrawals", "adjustments", "fees", "loyalty"):
        page = getattr(client, name)(limit=3)
        print(name, [(t.type, t.amount) for t in page])

settlements() takes market_ids and type (closed_short, closed_long, expired_short, expired_long). Every history method pages by cursor and has an iter_ twin.

Per-market statistics

account_market_stats() returns your position, exposure and P&L broken out per market (GET /api/v1/account/market_stats). It is unrelated to the public market_stats channel, which carries prices.

from stx import STX

with STX() as client:
    for row in client.account_market_stats(exclude_zero_settlements=True, limit=5):
        print(row.market_id, "position", row.position, "net pnl", row.total_net_pnl)

It filters on market_ids, event_ids, sports, competitions, from_time and to_time (Unix microseconds) and exclude_zero_settlements.

Keeping it current

These methods return a snapshot. To stay current, join orders, fills, positions, settlements and balances (or account for all of them) on the socket, and call orders() and the other methods you rely on again after a reconnect. See WebSockets.