How to get Binance Futures USD-M PNL and ROE?

API Futures API
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I’m trying to use the formula mentioned on Binance for Futures USD-M PNL & ROE but not getting the first part correctly (PNL).

Link to the guide: How to Calculate Profit and Loss for Futures Contracts | Binance Support

Formula to get Unrealized PNL: Unrealized PNL = position size * direction of order * (mark price - entry price)

Binance app:

OVype
OVype1367×824 124 KB

My attempt:

quantity = 6.645
entry_price = 221.230
exit_price = 221.470

unrealized_pnl = quantity * -1 * (exit_price - entry_price)
print(f"Unrealized PNL is: {unrealized_pnl}")

Output: Unrealized PNL is: -1.5948000000000604

What am I missing?

EDIT: I got the PNL working, I think. I used the following code:

unrealized_pnl = (mark_price - entry_price) * 0.03

Still no idea how to get ROE…

Formula:

> ROE% =Unrealized PNL in USDT / entry margin = ( ( mark Price - entry Price ) * direction of order * size ) / （position_amount * contract_multiplier * mark_price* IMR

What to enter for contract_multiplier? What is “size” and “position_amount”? How do they differ?

6

Sory but, have you solved this question?

7 
positions = client.futures_position_information()
 for position in positions:
        if symbol and symbol == position['symbol']:
etc....

# Data trade
    symbol = position['symbol']
    entry_price = float(position['entryPrice'])    
    mark_price = get_mark_price(symbol)
    position_amount = float(position['positionAmt'])

    # Verifica se a posição é comprada ou vendida
    if position_amount > 0: #LONG
        #side = OrderSide.BUY
        direction = 1
    else:#SHORT
        #side = OrderSide.SELL
        direction = -1
    #direction = 1 if position['positionSide'] == 'LONG' else -1
    leverage = int(position['leverage'])

    # Cálculo do ROE
    contract_multiplier = 1  # ou outro valor dependendo do par de negociação
    imr = 1 / leverage
    unrealized_pnl = position_amount * direction * (mark_price - entry_price) * contract_multiplier
    entry_margin = position_amount * contract_multiplier * mark_price * imr
    roe = unrealized_pnl / entry_margin * 100
    log_print(f"Par {symbol} Tem ROE {roe}%")
3

Contract multiplier represents the value of a contract.

USD-M
Each futures contract specifies the base asset’s quantity delivered for a single contract, also known as “Contract Unit”. For instance, BTC/USDT, ETH/USDT, and BCH/USDT futures contracts represent only one unit of its respective base asset, similar to spot markets.

Coin-M
Each BTC futures contract represents 100 USD, while each ETH futures contract represents 10 USD. For example, 1,000 USD of BTCUSD Quarterly 1225 equals 100 USD x 10 contracts, and 1,000 USD of ETHUSD Quarterly 1225 equals 10 USD x 100 contracts.

4

I did not quite understand. Can you provide more examples for USD-M, please?

5

USD-M contract multiplier is always 1.