From 456b19ea06c27a9565d93f933fe3baf90c42ac1a Mon Sep 17 00:00:00 2001
From: Christian Kamm <ckamm@delightful-solutions.de>
Date: Tue, 9 Nov 2021 14:50:08 +0100
Subject: [PATCH] Add example SQL script for computing mango PnL

---
 connector-mango/scripts/pnl.sql | 48 +++++++++++++++++++++++++++++++++
 1 file changed, 48 insertions(+)
 create mode 100644 connector-mango/scripts/pnl.sql

diff --git a/connector-mango/scripts/pnl.sql b/connector-mango/scripts/pnl.sql
new file mode 100644
index 0000000..f4681e5
--- /dev/null
+++ b/connector-mango/scripts/pnl.sql
@@ -0,0 +1,48 @@
+with
+    data0 as (select
+        1 as market_index,
+        (select pubkey_id from pubkey where pubkey = '98pjRuQjK3qA6gXts96PqZT4Ze5QmnCmt3QYjhbUSPue') as group_pubkey_id
+    ),
+    data1 as (select
+        *,
+        (select
+            g from mango_group_write g
+            where g.pubkey_id = group_pubkey_id
+            order by g.slot desc limit 1) as mg
+        from data0
+    ),
+    data2 as (select
+        *,
+        (select
+            c from mango_cache_write c
+            where (data1.mg).mango_cache_id = c.pubkey_id
+            order by c.slot desc limit 1) as mc
+        from data1
+    ),
+    data3 as (select
+        *,
+        (data2.mg).perp_markets[market_index].base_lot_size as contract_size,
+        (data2.mc).price_cache[market_index].price as price,
+        (data2.mc).perp_market_cache[market_index] as pmc
+        from data2
+    ),
+    perp_accounts as (select distinct on(pubkey_id)
+        pubkey, (perp_accounts[market_index]).*
+        from mango_account_processed, data0
+        where mango_group_id = group_pubkey_id
+    )
+select
+    pubkey,
+    base_position * contract_size * price +
+    quote_position - CASE
+        WHEN base_position > 0 THEN
+            ((data3.pmc).long_funding - long_settled_funding) * base_position
+        WHEN base_position < 0 THEN
+            ((data3.pmc).short_funding - short_settled_funding) * base_position
+        ELSE 0
+    END
+    as pnl
+from
+    perp_accounts
+cross join data3
+order by pnl desc;