# Pnl
GET `https://api.pro.anboto.xyz/api/v2/portfolio/pnl` Daily PnL from equity closes at 00:00 UTC, net of deposits and withdrawals: the same figures as the PnL page of the trading UI. `total` covers the whole selection; with `groupBy`, `groups` splits it per exchange or account (money values add up to the total, ratios do not). Every `*_pct` value is in percent. `period_return_pct` is a simple return, not time-weighted; `equity_prev` in each point gives the denominator for a time-weighted return. `nav_usd` and `today_pnl` come from live equity (`as_of`). Exchanges without daily PnL coverage are listed in `uncovered_exchanges` and never counted as zero. Scope spot or future is recomputed per day and limited to 366 days. **ApiKeyAuth** required. ### Query params
`accounts` string
Comma-separated accounts: `binance` = every account on Binance (main and subaccounts), `binance:` = the main account only, `binance:Sub1` = that subaccount. Omit for every account of the team. At most 20 items. Unlike /api/v2/trading/*, a missing subaccount means all accounts. Sign the raw value, e.g. `accounts=binance:,bybit:Sub1`.
Example: `binance:,bybit:Sub1`
`scope` enum
Wallet scope: total (default), spot or future — `total`, `spot`, `future`
Default: `total`
`groupBy` enum
Split the result into `groups`: none (default), exchange or account — `none`, `exchange`, `account`
Default: `none`
`period` string
Window ending at endDate: `d` (N from 1 to 3660), week, month, quarter or year. Default 30d. Ignored when startDate is given
Example: `90d`
`startDate` date
First day, YYYY-MM-DD (UTC, inclusive)
`endDate` date
Last day, YYYY-MM-DD (UTC, inclusive). At most today. The series ends yesterday at the latest, the last closed day: the default, and the day an endDate of today is answered up to (`to_date` gives the applied end; today's PnL so far is `today_pnl`). The window spans at most 3660 days, or 366 days for scope spot or future
### Headers | Header | | | |---|---|---| | `X-API-KEY` | string | required | | `X-TIMESTAMP` | int64 ms | required | | `X-SIGN` | string | required | | `X-RECV-WINDOW` | int, default 5000 | | ### Responses | | | |---|---| | 200 | The daily PnL | | 400 | Invalid parameter, {"error": "..."} | | 401 | Unauthorized: missing or unknown API key | | 429 | Rate limit exceeded, retry later | | 503 | The portfolio service is unavailable, {"error": "..."} | ### Response fields — [PortfolioPnlResponse](schemas.md#portfoliopnlresponse)
`as_of` date-time required
UTC time of the newest live equity snapshot used for today_pnl; null when none was available
`nav_usd` number required
Net asset value of the selection now: the sum of each account's newest live equity snapshot (at most 3 days old; for scope spot or future, that wallet's equity), in USD. Null when no snapshot was available
`from_date` date required
First day of the window (YYYY-MM-DD, UTC), as applied
`to_date` date required
Last day of the window (YYYY-MM-DD, UTC), as applied. Days are closed at 00:00 UTC, so this is at most yesterday
`scope` enum required
Wallet scope — `total`, `spot`, `future`
`group_by` enum required
Grouping of `groups` — `none`, `exchange`, `account`
`currency` string required
Currency of every money value
Example: `USD`
`accounts` array[[PortfolioAccountRef](schemas.md#portfolioaccountref)] required
The resolved account selection; null when the request covered every account of the team
`accounts[].exchange` string required
Exchange code, e.g. binance
`accounts[].subaccount` string required
Subaccount name; "" is the main account and null means every account on the exchange
`uncovered_exchanges` array[string]
Requested or connected exchanges without daily PnL coverage. They are left out of every figure, never counted as zero
`total` [PnlSummary](schemas.md#pnlsummary) required
PnL figures and daily series of a selection
`total.today_pnl` number required
PnL since 00:00 UTC from live equity; null when no live snapshot exists or a flow today could not be priced
`total.cumulative_pnl` number required
Sum of daily_pnl over the window
`total.period_return_pct` number required
Simple return over the window in percent: cumulative_pnl over the first flow-adjusted equity (not time-weighted)
`total.since_inception_pnl` number required
PnL since the selection's first closed day
`total.since_inception_return_pct` number required
Simple return since inception, in percent
`total.since_inception_date` date required
First closed day of the selection (YYYY-MM-DD)
`total.sharpe` number required
Sharpe ratio of the daily returns, annualised with √365; null with fewer than 2 points
`total.max_drawdown_pct` number required
Largest peak-to-trough drawdown in the window, in percent (≤ 0)
`total.estimated` boolean
True when at least one day in the window is estimated rather than closed from snapshots
`total.reconstructed_range` [PnlDateRange](schemas.md#pnldaterange) required
First and last UTC day of a run of PnL points
`total.point_count` integer required
Number of points in series
`total.series` array[[PnlPoint](schemas.md#pnlpoint)] required
One point per UTC day, oldest first. Days without comparable data are skipped
`total.series[].date` date required
UTC day (YYYY-MM-DD)
`total.series[].daily_pnl` number required
PnL of the day, net of deposits and withdrawals
`total.series[].net_flows` number required
Net external flows of the day: positive for deposits, negative for withdrawals
`total.series[].equity_close` number required
Equity at the day's close (00:00 UTC of the next day)
`total.series[].equity_prev` number
Equity at the previous close; the denominator of a time-weighted return
`total.series[].daily_return_pct` number required
daily_pnl over the flow-adjusted previous equity, in percent
`total.series[].drawdown_pct` number required
Drawdown from the running peak, in percent (≤ 0)
`total.series[].daily_unrealized_pnl` number required
Change of unrealised PnL over the day, where the exchange reports it
`total.series[].unrealized_pnl_close` number required
Unrealised PnL at the close, where the exchange reports it
`total.series[].quality` enum required
ok, or estimated when the close was not taken from a snapshot — `ok`, `estimated`
`total.series[].reconstructed` boolean required
True when the day's close or the previous close was rebuilt from the account's fills, income history and daily mark prices, for days before its first stored daily close. quality is estimated on those days
`groups` array[[PnlGroup](schemas.md#pnlgroup)]
One entry per exchange or account; present only when group_by is not none. Money values add up to `total`; ratios (returns, sharpe, drawdown) do not
`groups[].key` [PnlGroupKey](schemas.md#pnlgroupkey) required
Identity of a PnL group
`groups[].as_of` date-time required
UTC time of the newest live snapshot used for this group's today_pnl
`groups[].today_pnl` number required
Group PnL since 00:00 UTC; null when not available for this group
`groups[].cumulative_pnl` number required
Sum of the group's daily_pnl over the window
`groups[].period_return_pct` number required
Simple return of the group over the window, in percent
`groups[].since_inception_pnl` number required
`groups[].since_inception_return_pct` number required
`groups[].since_inception_date` date required
`groups[].sharpe` number required
`groups[].max_drawdown_pct` number required
In percent (≤ 0)
`groups[].estimated` boolean
True when at least one of the group's days is estimated
`groups[].reconstructed_range` [PnlDateRange](schemas.md#pnldaterange) required
First and last UTC day of a run of PnL points
`groups[].point_count` integer required
Number of points in series
`groups[].series` array[[PnlPoint](schemas.md#pnlpoint)] required
Only the days of total.series on which the group had data; a missing day contributed 0
`groups[].series[].date` date required
UTC day (YYYY-MM-DD)
`groups[].series[].daily_pnl` number required
PnL of the day, net of deposits and withdrawals
`groups[].series[].net_flows` number required
Net external flows of the day: positive for deposits, negative for withdrawals
`groups[].series[].equity_close` number required
Equity at the day's close (00:00 UTC of the next day)
`groups[].series[].equity_prev` number
Equity at the previous close; the denominator of a time-weighted return
`groups[].series[].daily_return_pct` number required
daily_pnl over the flow-adjusted previous equity, in percent
`groups[].series[].drawdown_pct` number required
Drawdown from the running peak, in percent (≤ 0)
`groups[].series[].daily_unrealized_pnl` number required
Change of unrealised PnL over the day, where the exchange reports it
`groups[].series[].unrealized_pnl_close` number required
Unrealised PnL at the close, where the exchange reports it
`groups[].series[].quality` enum required
ok, or estimated when the close was not taken from a snapshot — `ok`, `estimated`
`groups[].series[].reconstructed` boolean required
True when the day's close or the previous close was rebuilt from the account's fills, income history and daily mark prices, for days before its first stored daily close. quality is estimated on those days
=== "Shell" ```bash curl -X GET "$BASE/api/v2/portfolio/pnl?accounts=string" \ -H "X-API-KEY: $API_KEY" -H "X-TIMESTAMP: $ts" \ -H "X-SIGN: $sign" ``` === "Python" ```python params = {"accounts": ..., "scope": ..., "groupBy": ..., "period": ..., "startDate": ..., "endDate": ...} r = requests.get(f"{BASE}/api/v2/portfolio/pnl", params=params headers=signed_headers_query(params)) print(r.json()) ``` === "Rust" ```rust let resp = client .get(format!("{BASE}/api/v2/portfolio/pnl?accounts=string")) .headers(signed_headers_query(¶ms)) .send()?; println!("{}", resp.text()?); ``` === "Go" ```go req, _ := http.NewRequest("GET", BASE+"/api/v2/portfolio/pnl?accounts=string", nil) for k, v := range signedHeadersQuery(req.URL.Query()) { req.Header.Set(k, v) } resp, err := http.DefaultClient.Do(req) if err != nil { log.Fatal(err) } defer resp.Body.Close() io.Copy(os.Stdout, resp.Body) ``` === "Java" ```java HttpResponse resp = client.send( signedGet("/api/v2/portfolio/pnl?accounts=string"), HttpResponse.BodyHandlers.ofString()); ``` === "TypeScript" ```typescript const res = await fetch(`${BASE}/api/v2/portfolio/pnl?accounts=string`, { method: "GET", headers: signedHeadersQuery(params), }); const data: PortfolioPnlResponse = await res.json(); ``` === "Kotlin" ```kotlin val request = signedGet("/api/v2/portfolio/pnl?accounts=string") val response = client.send(request, HttpResponse.BodyHandlers.ofString()) println(response.body()) ``` === "C++" ```cpp cpr::Response r = cpr::Get( cpr::Url{BASE + "/api/v2/portfolio/pnl?accounts=string"}, signedHeadersQuery(params)); std::cout << r.text << std::endl; ``` === "JavaScript" ```javascript const res = await fetch(`${BASE}/api/v2/portfolio/pnl?accounts=string`, { method: "GET", headers: signedHeadersQuery(params), }); console.log(await res.json()); ```
**Response** 200 ```json { "as_of": "string", "nav_usd": 0.0, "from_date": "string", "to_date": "string", "scope": "total", "group_by": "none", "currency": "USD", "accounts": [ { "exchange": "string", "subaccount": "string" } ], "uncovered_exchanges": [ "string" ], "total": { "today_pnl": 0.0, "cumulative_pnl": 0.0, "period_return_pct": 0.0, "since_inception_pnl": 0.0, "since_inception_return_pct": 0.0, "since_inception_date": "string", "sharpe": 0.0, "max_drawdown_pct": 0.0, "estimated": true, "reconstructed_range": { "first_date": "string", "last_date": "string" }, "point_count": 0, "series": [ { "date": "string", "daily_pnl": 0.0, "net_flows": 0.0, "equity_close": 0.0, "equity_prev": 0.0, "daily_return_pct": 0.0, "drawdown_pct": 0.0, "daily_unrealized_pnl": 0.0, "unrealized_pnl_close": 0.0, "quality": "ok", "reconstructed": true } ] }, "groups": [ { "key": { "exchange": "string", "subaccount": "string", "market": "string" }, "as_of": "string", "today_pnl": 0.0, "cumulative_pnl": 0.0, "period_return_pct": 0.0, "since_inception_pnl": 0.0, "since_inception_return_pct": 0.0, "since_inception_date": "string", "sharpe": 0.0, "max_drawdown_pct": 0.0, "estimated": true, "reconstructed_range": { "first_date": "string", "last_date": "string" }, "point_count": 0, "series": [ {} ] } ] } ```