Position PnL, return-on-equity, and fee/funding-adjusted breakeven math.
Callers supply entry, mark/exit prices, size, side, fee rates, margin, and accrued funding from their own state — no exchange clients or I/O.
API Functions
| Function | Arity | Description | Param Kinds |
|---|---|---|---|
breakeven | 1 | Compute the price where the position turns green after fees and funding. | params: value |
roe | 1 | Calculate return on equity as PnL divided by margin. | params: value |
realized_pnl | 1 | Calculate net realized PnL at exit after roundtrip fees and accrued funding. | params: value |
unrealized_pnl | 1 | Calculate mark-to-market unrealized PnL for an open position. | params: value |
Summary
Types
Inputs for fee- and funding-adjusted breakeven price.
Inputs for exit-based realized PnL including fees and funding.
Inputs for return on equity.
Position side for PnL calculations.
Inputs for mark-to-market unrealized PnL.
Functions
Return the breakeven exit price after roundtrip fees and accrued funding.
Return net realized PnL at exit_price after open/close fees and accrued funding.
Return pnl / margin * 100, or zero when margin is not positive.
Return side-aware unrealized PnL from entry to mark price.
Types
@type breakeven_params() :: %{ :entry_price => decimal_input(), :size => decimal_input(), :open_fee_rate => decimal_input(), :close_fee_rate => decimal_input(), optional(:side) => side(), optional(:accrued_funding) => decimal_input() }
Inputs for fee- and funding-adjusted breakeven price.
@type realized_params() :: %{ :entry_price => decimal_input(), :exit_price => decimal_input(), :size => decimal_input(), :side => side(), :open_fee_rate => decimal_input(), :close_fee_rate => decimal_input(), optional(:accrued_funding) => decimal_input() }
Inputs for exit-based realized PnL including fees and funding.
@type roe_params() :: %{pnl: decimal_input(), margin: decimal_input()}
Inputs for return on equity.
@type side() :: :long | :short
Position side for PnL calculations.
@type unrealized_params() :: %{ entry_price: decimal_input(), mark_price: decimal_input(), size: decimal_input(), side: side() }
Inputs for mark-to-market unrealized PnL.
Functions
@spec breakeven(breakeven_params()) :: Decimal.t()
Return the breakeven exit price after roundtrip fees and accrued funding.
Delegates to DeltaCalc.Fees.funding_adjusted_breakeven/3.
Returns entry_price unchanged when size is zero.
@spec realized_pnl(realized_params()) :: Decimal.t()
Return net realized PnL at exit_price after open/close fees and accrued funding.
Uses DeltaCalc.Fees.roundtrip_cost/1 for the fee component.
Returns zero when size or entry_price is not positive.
@spec roe(roe_params()) :: Decimal.t()
Return pnl / margin * 100, or zero when margin is not positive.
@spec unrealized_pnl(unrealized_params()) :: Decimal.t()
Return side-aware unrealized PnL from entry to mark price.
Returns zero when size or entry_price is not positive.