pricing.portfolio.summary

pricing.portfolio.summary ( "report_asset" compute_greeks ) Compute aggregated portfolio statistics across all repo and forward contracts Arguments: 1. report_asset (string, optional, default="") Reporting currency (empty for TSC) 2. compute_greeks (boolean, optional, default=false) Aggregate portfolio Greeks (approximate) Result: { (json object) "total_repo_count" : n, (numeric) Number of repo contracts "total_forward_count" : n, (numeric) Number of forward contracts "total_repo_mtm" : n, (numeric) Aggregate repo MTM (lender perspective) "total_forward_mtm" : n, (numeric) Aggregate forward MTM (Alice/long perspective) "net_portfolio_mtm" : n, (numeric) Total portfolio MTM "critical_warnings_count" : n, (numeric) Number of CRITICAL warnings "warning_count" : n, (numeric) Number of WARNING-level warnings "portfolio_greeks" : { (json object, optional) Aggregated Greeks (approximate) "total_delta" : n, (numeric) Sum of deltas "total_vega" : n, (numeric) Sum of vegas "gamma_note" : "str" (string) Gamma sums are approximate (non-additive) } } Examples: > bitcoin-cli pricing.portfolio.summary "" true > curl --user myusername --data-binary '{"jsonrpc": "2.0", "id": "curltest", "method": "pricing.portfolio.summary", "params": ["", false]}' -H 'content-type: application/json' http://127.0.0.1:8332/

Signature

pricing.portfolio.summary(report_asset?: string, compute_greeks?: boolean) → any

Code samples

curl --user "$RPC_USER:$RPC_PASS" \
  --data-binary '{"jsonrpc":"1.0","id":"docs","method":"pricing.portfolio.summary","params":["",false]}' \
  -H 'content-type: text/plain;' \
  http://127.0.0.1:8332/

bitcoin-cli pricing.portfolio.summary "" true

curl --user myusername --data-binary '{"jsonrpc": "2.0", "id": "curltest", "method": "pricing.portfolio.summary", "params": ["", false]}' -H 'content-type: application/json' http://127.0.0.1:8332/

import requests
r = requests.post(
    "http://127.0.0.1:8332/",
    auth=("$RPC_USER", "$RPC_PASS"),
    json={
        "jsonrpc": "1.0",
        "id": "docs",
        "method": "pricing.portfolio.summary",
        "params": ["", false],
    },
    timeout=30,
)
print(r.json())

const res = await fetch("http://127.0.0.1:8332/", {
  method: "POST",
  headers: {
    "content-type": "application/json",
    "authorization": "Basic " + btoa(`${process.env.RPC_USER}:${process.env.RPC_PASS}`),
  },
  body: JSON.stringify({
    jsonrpc: "1.0",
    id: "docs",
    method: "pricing.portfolio.summary",
    params: ["",false],
  }),
});
console.log(await res.json());

Parameters

Name	Type	Req.	Description
report_asset	`string`	—	Reporting currency (empty for TSC)
compute_greeks	`boolean`	—	Aggregate portfolio Greeks (approximate)

Result

Type: any

{ (json object) "total_repo_count" : n, (numeric) Number of repo contracts "total_forward_count" : n, (numeric) Number of forward contracts "total_repo_mtm" : n, (numeric) Aggregate repo MTM (lender perspective) "total_forward_mtm" : n, (numeric) Aggregate forward MTM (Alice/long perspective) "net_portfolio_mtm" : n, (numeric) Total portfolio MTM "critical_warnings_count" : n, (numeric) Number of CRITICAL warnings "warning_count" : n, (numeric) Number of WARNING-level warnings "portfolio_greeks" : { (json object, optional) Aggregated Greeks (approximate) "total_delta" : n, (numeric) Sum of deltas "total_vega" : n, (numeric) Sum of vegas "gamma_note" : "str" (string) Gamma sums are approximate (non-additive) } }

Source: services/core-node/bcore/src/wallet/pricing/rpc/pricing_diagnostics.cpp:232

C++ symbol: pricing_portfolio_summary

Code samples

curl --user "$RPC_USER:$RPC_PASS" \
  --data-binary '{"jsonrpc":"1.0","id":"docs","method":"pricing.portfolio.summary","params":["",false]}' \
  -H 'content-type: text/plain;' \
  http://127.0.0.1:8332/

bitcoin-cli pricing.portfolio.summary "" true

curl --user myusername --data-binary '{"jsonrpc": "2.0", "id": "curltest", "method": "pricing.portfolio.summary", "params": ["", false]}' -H 'content-type: application/json' http://127.0.0.1:8332/

import requests
r = requests.post(
    "http://127.0.0.1:8332/",
    auth=("$RPC_USER", "$RPC_PASS"),
    json={
        "jsonrpc": "1.0",
        "id": "docs",
        "method": "pricing.portfolio.summary",
        "params": ["", false],
    },
    timeout=30,
)
print(r.json())

const res = await fetch("http://127.0.0.1:8332/", {
  method: "POST",
  headers: {
    "content-type": "application/json",
    "authorization": "Basic " + btoa(`${process.env.RPC_USER}:${process.env.RPC_PASS}`),
  },
  body: JSON.stringify({
    jsonrpc: "1.0",
    id: "docs",
    method: "pricing.portfolio.summary",
    params: ["",false],
  }),
});
console.log(await res.json());