From e8a80fc429bb5cec998a903ea2cfdab65c381e7b Mon Sep 17 00:00:00 2001 From: drupman Date: Tue, 19 Sep 2023 20:48:50 -0300 Subject: [PATCH] (feat) add quote volume to trade_fill --- utils/database_manager.py | 1 + 1 file changed, 1 insertion(+) diff --git a/utils/database_manager.py b/utils/database_manager.py index dd3eb6e..4570bf9 100644 --- a/utils/database_manager.py +++ b/utils/database_manager.py @@ -160,6 +160,7 @@ class DatabaseManager: trade_fills["realized_pnl"] = trade_fills["net_realized_pnl"].diff() trade_fills["timestamp"] = pd.to_datetime(trade_fills["timestamp"], unit="ms") trade_fills["market"] = trade_fills["market"].apply(lambda x: x.lower().replace("_papertrade", "")) + trade_fills["quote_volume"] = trade_fills["price"] * trade_fills["amount"] return trade_fills def get_order_status(self, order_ids=None, start_date=None, end_date=None):