AnthonyFJGarner

Surely then the answer is to subscribe to a data service which simply downloads updates to CSV files and then ingest those? CSI Data for instance. There seems to be...

[Notebook](https://gist.github.com/AnthonyFJGarner/7f4bc9513b167dd2683794bb42e7ea8b) Link to downloadable notebook on Gist

I'll send you three other Deribit files since I have a total of 4 subaccounts although I can not offhand remember whether I have ever partially closed (IE reduces) positions...

I will take a look. And revert. However I would say that the 'signal' is not the only problem. Accumulation of the daily cash flow gives an accumulated PNL for...

But maybe I have misunderstood your message. In any event I will check out the commit and see what I can make of it.

OK, as I suspected this information is not correct. > It did not require the position size to be monitored, instead the "trade" will have a position of zero which...

The moving of positions between sub_accounts is of course more problematic, since the due proportion of accumulated cashflow will have to be reduced in the FROM account and increased in...

I should also mention a position reversal although I don't have an example in my statements. If a position goes from long to short or vice versa the whole accumulated...

I will, I will. Sorry to have been silent after all the work you have done. I have been tussling with Binance and how to achieve the same sort of...

The variable "unrealised_pnl" should be accumulated using ONLY the column Cash Flow row_dict["Cash Flow"]. Column "Cash Flow" in the Deribit statement includes 2 elements: (1) marked to market PnL; and...