hedge-pnl-engine
CommunityCalculate and explain crypto hedge PnL accurately.
Authorkann420
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This skill addresses the complexity and potential for error in calculating Profit and Loss (PnL) for cross-exchange crypto hedging strategies, ensuring accurate accounting of all components like rewards, funding, and fees.
Core Features & Use Cases
- Standardized PnL Calculation: Provides a deterministic model for PnL components (spot, hedge, rewards, funding, fees) for a specific long spot/earn + short perpetual hedge strategy.
- Cross-Quote Safety: Explicitly handles and flags strategies where long and short legs use different quote assets (e.g., USDG vs. USDT).
- Use Case: An investment firm uses this skill to provide clients with a clear, trustworthy dashboard showing the real-time PnL of their crypto hedging positions, distinguishing between market movement gains and yield-driven profits.
Quick Start
Calculate the PnL for the hedge position identified by 'strategy-123' as of the current timestamp.
Dependency Matrix
Required Modules
None requiredComponents
references
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: hedge-pnl-engine Download link: https://github.com/kann420/Cross-Arbitrage-Exchange/archive/main.zip#hedge-pnl-engine Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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