perp-cli

Instructions

Implementation Reference

• src/mcp-server.ts:1620-1673 (handler)

  The `get_pnl_analysis` MCP tool implementation that calculates net P&L by aggregating trade history and funding payments across configured exchanges.

    "get_pnl_analysis",
    "P&L analysis combining trading fees and funding income — shows net profit/loss by exchange with daily breakdown",
    {
      period: z.string().default("30d").describe("Time period: 7d, 30d, 90d, or all"),
      exchange: z.string().optional().describe("Filter by exchange"),
    },
    async ({ period, exchange: exFilter }) => {
      try {
        const exchanges = exFilter ? [exFilter] : ["pacifica", "hyperliquid", "lighter"];
        const periodMatch = period.match(/^(\d+)(d|w|m)$/);
        const sinceMs = periodMatch
          ? Date.now() - parseInt(periodMatch[1]) * ({ d: 86400000, w: 604800000, m: 2592000000 }[periodMatch[2]] ?? 86400000)
          : 0;
  
        const byExchange = new Map<string, { trades: number; volume: number; fees: number; funding: number }>();
        const dailyMap = new Map<string, { fees: number; funding: number }>();
  
        await Promise.allSettled(exchanges.map(async (ex) => {
          try {
            const adapter = await getOrCreateAdapter(ex);
            const [trades, funding] = await Promise.all([adapter.getTradeHistory(200), adapter.getFundingPayments(200)]);
            const exData = byExchange.get(ex) ?? { trades: 0, volume: 0, fees: 0, funding: 0 };
            for (const t of trades) {
              if (sinceMs && t.time < sinceMs) continue;
              const notional = Number(t.price) * Number(t.size);
              exData.trades++; exData.volume += notional; exData.fees += Number(t.fee);
              const day = new Date(t.time).toISOString().slice(0, 10);
              const d = dailyMap.get(day) ?? { fees: 0, funding: 0 }; d.fees += Number(t.fee); dailyMap.set(day, d);
            }
            for (const f of funding) {
              if (sinceMs && f.time < sinceMs) continue;
              exData.funding += Number(f.payment);
              const day = new Date(f.time).toISOString().slice(0, 10);
              const d = dailyMap.get(day) ?? { fees: 0, funding: 0 }; d.funding += Number(f.payment); dailyMap.set(day, d);
            }
            byExchange.set(ex, exData);
          } catch { /* skip */ }
        }));
  
        let totalFees = 0, totalFunding = 0, totalVolume = 0, totalTrades = 0;
        for (const d of byExchange.values()) { totalFees += d.fees; totalFunding += d.funding; totalVolume += d.volume; totalTrades += d.trades; }
  
        const data = {
          period, totalTrades, totalVolume, totalFees, totalFunding, netPnl: totalFunding - totalFees,
          byExchange: Object.fromEntries([...byExchange.entries()].map(([ex, d]) => [ex, { ...d, netPnl: d.funding - d.fees }])),
          daily: [...dailyMap.entries()].sort().map(([date, d]) => ({ date, fees: d.fees, funding: d.funding, net: d.funding - d.fees })),
        };
  
        return { content: [{ type: "text", text: ok(data) }] };
      } catch (e) {
        return { content: [{ type: "text", text: err(e instanceof Error ? e.message : String(e)) }], isError: true };
      }
    },
  );