I am using the cbpro python lib/wrapper to interact with the Coinbase Pro API. Unfortunately, it’s quite old and I’ve had to modify it myself to get it to work. The question I have is about generating daily balance reports and/or daily portfolio value reports for a given portfolio in Coinbase Pro, I can get “fills” and “account” reports easily using the create_report function in cbpro, but I have not been able to figure out how to pull the daily balance for each portfolio.
It looks like I could try to create it from fills, but it seems like that could be error prone. This seems like something that should be easy to do. Has anyone else had to solve this issue?
We like coinbase pro because we run 10+ trading bots and each one has its own portfolio–and developed our bots two years ago. Maybe there is a better client with Advanced Trade?
Bottom line, I would like to be able to generate a report from the (a) API that gives me a running daily balance from inception to now and also the fees that were spent each day if there was a trade.
Thanks ahead for your advice.