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docker-finance/container/src/hledger-flow/accounts/coinbase/coinbase-shared.bash
Aaron Fiore 07023ea952 hledger-flow: coinbase: refactor for ccxt raw ledger
ccxt's raw ledger object resides in [info]
2024-07-03 19:05:39 -07:00

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#!/usr/bin/env bash
# docker-finance | modern accounting for the power-user
#
# Copyright (C) 2021-2024 Aaron Fiore (Founder, Evergreen Crypto LLC)
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <https://www.gnu.org/licenses/>.
#
# "Libraries"
#
[ -z "$DOCKER_FINANCE_CONTAINER_REPO" ] && exit 1
source "${DOCKER_FINANCE_CONTAINER_REPO}/src/hledger-flow/lib/lib_preprocess.bash" "$1" "$2"
#
# Implementation
#
[ -z "$global_year" ] && exit 1
[ -z "$global_subaccount" ] && exit 1
[ -z "$global_in_path" ] && exit 1
[ -z "$global_out_path" ] && exit 1
[ -z "$global_in_filename" ] && exit 1
#
# Notes regarding this implementation:
#
# - Input data MUST be provided by Coinbase SIWC V2 REST API (via `fetch`).
#
# - Output data will consist of a "universal" CSV format for hledger rules.
#
function add_to_headers()
{
[ -z "$universal_header" ] && exit 1
[ -z "$selected_header" ] && exit 1
local _column_name="$1"
[ -z "$_column_name" ] && exit 1
universal_header+=",${_column_name}"
lib_preprocess::test_header "$_column_name" \
&& selected_header+=",${_column_name}"
}
function join_to_header()
{
# WARNING: csvjoin *MUST* use -I or else satoshis like 0.00000021 will turn into 21000000 BTC!
# TODO: `xsv join` is significantly faster but does not produce same results
csvjoin -I --snifflimit 0 "$1" <(echo "$2")
}
#
# Internal implementation for forming "universal" CSV stream
#
function __parse()
{
gawk -v global_year="$global_year" -v global_subaccount="$global_subaccount" \
'{
if (NR<2 || $9 !~ global_year)
next
# Remove `-` for calculations (must re-add in rules)
direction=($5 ~ /^-/ ? "OUT" : "IN")
sub(/^-/, "", $5)
sub(/^-/, "", $7)
# Cleanup timestamp
sub(/T/, " ", $9);
sub(/Z/, "", $9);
sub(/\+.*/, "", $9);
# Allow numerical symbols
gsub(/1INCH/, "ONEINCH")
# Print [info] object for rules consumption
printf $1 OFS # account_id (prepended column)
printf $2 OFS # info_id (coinbase_id)
printf $3 OFS # info_type
printf $4 OFS # info_status
printf $5 OFS # info_amount_amount
printf $6 OFS # info_amount_currency
printf $7 OFS # info_native_amount_amount
printf $8 OFS # info_native_amount_currency
printf $9 OFS # info_created_at
printf $10 OFS # info_resource
printf $11 OFS # info_resource_path
printf $12 OFS # info_description
printf $13 OFS # info_network_status
printf $14 OFS # info_network_network_name
printf $15 OFS # info_network_hash (txid)
printf("%.8f", $16); printf OFS # info_network_transaction_fee_amount
printf $17 OFS # info_network_transaction_fee_currency
printf $18 OFS # info_to_resource
printf $19 OFS # info_to_address
printf $20 OFS # info_to_email
printf $21 OFS # info_from_resource
printf $22 OFS # info_from_resource_path
printf $23 OFS # info_from_id
printf $24 OFS # info_from_name
printf $25 OFS # info_cancelable
printf $26 OFS # info_idem
printf("%.8f", $27); printf OFS # info_buy_total_amount
printf $28 OFS # info_buy_total_currency
printf("%.8f", $29); printf OFS # info_buy_subtotal_amount
printf $30 OFS # info_buy_subtotal_currency
printf("%.8f", $31); printf OFS # info_buy_fee_amount
printf $32 OFS # info_buy_fee_currency
printf $33 OFS # info_buy_id
printf $34 OFS # info_buy_payment_method_name
printf("%.8f", $35); printf OFS # info_sell_total_amount
printf $36 OFS # info_sell_total_currency
printf("%.8f", $37); printf OFS # info_sell_subtotal_amount
printf $38 OFS # info_sell_subtotal_currency
printf("%.8f", $39); printf OFS # info_sell_fee_amount
printf $40 OFS # info_sell_fee_currency
printf $41 OFS # info_sell_id
printf $42 OFS # info_sell_payment_method_name
printf("%.8f", $43); printf OFS # info_trade_fee_amount
printf $44 OFS # info_trade_fee_currency
printf $45 OFS # info_trade_id
printf $46 OFS # info_trade_payment_method_name
printf("%.8f", $47); printf OFS # info_advanced_trade_fill_fill_price
printf $48 OFS # info_advanced_trade_fill_product_id
printf $49 OFS # info_advanced_trade_fill_order_id
printf("%.8f", $50); printf OFS # info_advanced_trade_fill_commission
printf $51 OFS # info_advanced_trade_fill_order_side
#
# Add new columns to calculate fees against native currency price
#
# WARNING:
#
# - `info_amount_amount` and/or `info_native_amount_amount` may be
# given as 0 because Coinbase does not display the full value of
# either column for token values (satoshi, gwei, etc.) valued less
# than a $0.00.
#
# Quite literally, the only value information that Coinbase will
# provide for these transactions is 0 or equivalent; so, an accurate
# calculation cannot be made nor inferred because the only other
# usable information is the fee. But, since it is unknown what
# percentage the fee-tier is for these transactions, no further
# calculations can be made.
#
# With that said, any 0-value transactions should skip the following
# calculations as to avoid a divide by zero error and, instead, be
# managed within the rules file.
#
if ($7 > 0 && $5 > 0) {printf("%.8f", $7 / $5)}; printf OFS # native_amount_price
if ($7 > 0 && $5 > 0) {printf("%.8f", ($7 / $5) * $16)}; printf OFS # native_network_transaction_fee_amount
#
# Add new column to calculate the difference between amount and network fee,
# i.e., amount_amount - network_transaction_fee_amount
#
if ($16 > 0) {printf("%.8f", $5 - $16)}; printf OFS # network_transaction_amount_amount
#
# Advanced Trade: add new column for calculating real value amount
#
# - Works with any pairing (not only fiat)
#
# Multiply amount_amount by advanced_trade_fill_fill_price
real_value_amount = $5 * $47
printf("%.8f", real_value_amount); printf OFS # advanced_trade_fill_real_value_amount
#
# Advanced Trade: add new columns for trade pairing
#
split($48, pair, "-"); # Pair exists as advanced_trade_fill_product_id
printf pair[1] OFS # advanced_trade_fill_pair_lhs (left-hand side of the pair)
printf pair[2] OFS # advanced_trade_fill_pair_rhs (right-hand side of the pair)
#
# Advanced Trade: add column for cost-basis (comment2)
#
# NOTE: sale/proceeds (real_value_amount) will have the fee removed by default
cost_basis=(direction ~ /^IN$/ ? real_value_amount + $50 : real_value_amount)
printf("%.8f", cost_basis); printf OFS # advanced_trade_fill_cost_basis_amount
printf direction OFS
printf global_subaccount
printf "\n";
}' FS=, OFS=,
}
#
# Notes regarding the parsing process:
#
# 0. Since given headers may be variable, it's not possible to assert a single header.
#
# - `fetch`-provided input CSVs are a beast. Headers are inconsistent and complex.
#
# 1. Create a "selected" header which describes the given header (the header given by `fetch`).
#
# 2. Select all of the columns in said "selected" header.
#
# 3. Join the "universal" header (which contains the entirety of all possible entries)
#
# - Input streams with duplicate header columns will be joined with a new column name (e.g., `col2` instead of `col`).
#
# 4. Do a final select on input stream using the "universal" header.
#
# - This will only select the correct columns while also removing duplicates (e.g., said `col2`)
#
# 5. Have a drink while contemplating life.
#
function parse()
{
#
# Create account ID as first column, followed by TXID
#
# WARNING: Existing filename *MUST* have the following format (where X is account ID):
#
# XXXXXXXXXXXXX-XXXX-XXXX-XXXXXXXXXXXX_transactions.csv
#
# TODO: fetch/preprocess: Coinbase API provides `account` type `vault`.
# This can be prepended to an account file so it's known that it's a vault
# (versus a wallet, which can also be prepended).
local -r _account_id="${global_in_filename:0:-17}"
#
# Reconstruct [info] object (raw ledger) with "universal" header
#
# Required Coinbase schema, per documentation, that appears to exist amongst all entries
declare -g universal_header="info_id,info_type,info_status,info_amount_amount,info_amount_currency,info_native_amount_amount,info_native_amount_currency,info_created_at,info_resource,info_resource_path"
# Selected header will always have minimum requirements
declare -g selected_header+="$universal_header"
# `description`
add_to_headers "info_description"
# `network`
add_to_headers "info_network_status"
add_to_headers "info_network_network_name"
add_to_headers "info_network_hash"
add_to_headers "info_network_transaction_fee_amount"
add_to_headers "info_network_transaction_fee_currency"
# `to`
add_to_headers "info_to_resource"
add_to_headers "info_to_address"
add_to_headers "info_to_email"
# `from`
add_to_headers "info_from_resource"
add_to_headers "info_from_resource_path"
add_to_headers "info_from_id"
add_to_headers "info_from_name"
# Remaining SEND related
add_to_headers "info_cancelable"
add_to_headers "info_idem"
# `buy`
add_to_headers "info_buy_total_amount"
add_to_headers "info_buy_total_currency"
add_to_headers "info_buy_subtotal_amount"
add_to_headers "info_buy_subtotal_currency"
add_to_headers "info_buy_fee_amount"
add_to_headers "info_buy_fee_currency"
add_to_headers "info_buy_id"
add_to_headers "info_buy_payment_method_name"
# `sell`
add_to_headers "info_sell_total_amount"
add_to_headers "info_sell_total_currency"
add_to_headers "info_sell_subtotal_amount"
add_to_headers "info_sell_subtotal_currency"
add_to_headers "info_sell_fee_amount"
add_to_headers "info_sell_fee_currency"
add_to_headers "info_sell_id"
add_to_headers "info_sell_payment_method_name"
# `trade`
add_to_headers "info_trade_fee_amount"
add_to_headers "info_trade_fee_currency"
add_to_headers "info_trade_id"
add_to_headers "info_trade_payment_method_name"
# `advanced_trade_fill`
# Note: Coinbase appears to always present this in an ordered set
add_to_headers "info_advanced_trade_fill_fill_price"
add_to_headers "info_advanced_trade_fill_product_id"
add_to_headers "info_advanced_trade_fill_order_id"
add_to_headers "info_advanced_trade_fill_commission"
add_to_headers "info_advanced_trade_fill_order_side"
#
# Finalize the "universal" format and parse
#
# NOTE: prepends account_id to header (this will now be the first column)
xsv select "$selected_header" "$global_in_path" \
| join_to_header - "$universal_header" \
| xsv select "$universal_header" \
| sed -e "s:^:${_account_id},:g" -e "1 s:^${_account_id},:account_id,:g" \
| __parse >"$global_out_path"
}
function main()
{
parse
}
main "$@"
# vim: sw=2 sts=2 si ai et