wrt https://tcharts.openalgo.theworkpc.com/ratio/futpl i was very clear in asking and go through your documents folder too - future gets settled everyday - hence i need this url to give me buying price of my future - which would calculate my p&l with ltp - why it is not adhered to -
[Tool: read_file]
{"content": "1|# Real (Entry-Based) Futures P&L — True Cumulative, Settlement-Independent\n2|\n3|**Created:** Aug 31, 2026\n4|**Status:** LIVE — dashboard at https://tcharts.openalgo.theworkpc.com/ratio/futpl\n5|\n6|## Live dashboard\n7|\n8|A light, broker-free dashboard at **https://tcharts.openalgo.theworkpc.com/ratio/futpl**\n9|shows real cumulative P&L per open futures position, broker-wise. Columns:\n10|S.no · Ratio Pair · Broker · Stock · Side · Lot Size · Qty · Buy/Sell Price ·\n11|LTP · P&L (₹). It reads ONLY the local DB `/home/ubuntu/data/futpl.db` — the\n12|page never calls the broker API.\n13|\n14|- Page: `/home/ubuntu/ratio-trade/static/futpl.html` (served by ratio app at\n15| `/futpl`, nginx `/ratio/futpl`)\n16|- API: `/api/futpl` (Rust, reads futpl.db only)\n17|- Capture: `/home/ubuntu/scripts/futpl_capture.py` → writes futpl.db\n18|- Cron: `futpl-capture` (no_agent, every 5 min 09:00–16:00 IST Mon–Fri)\n19|- Lot sizes: from own symbols.yaml (LT 950, TCS 50, DLF 400, HAL 175, …)\n20|\n21|## Why this exists\n22|\n23|Futures are **marked-to-market (MTM) every day**. The broker's position-book\n24|`average_price` re-anchors to each day's settlement, and its `pnl`/`mtm` only\n25|shows the *current day's* move. Over a multi-day carry the broker hides the\n26|real picture — you never see true cumulative profit/loss since you entered.\n27|\n28|**Evidence (live, 2026-08-31):** LT `prev_close` = 4061.0 while the LTP\n29|moves to 4054.9. The broker shows the short \"at 4061\" — that's just\n30|today's MTM anchor, not your original entry. If you genuinely entered LT\n31|lower (say 3900), ~161/unit of profit is invisible in the broker's book.\n32|\n33|## The script\n34|\n35|`/home/ubuntu/scripts/futures_pnl.py`\n36|\n37|Reads our accumulating **daily orderbook fills** (`/home/ubuntu/data/orderbook.db`)\n38|→ rebuilds true **weighted-average entry** per (broker, contract, side), compares\n39|against own-broker **live LTP** (`/api/v1/quotes`, same source as the charts):\n40|\n41|```\n42|true P&L (leg) = (LTP - weighted_entry) * net_qty # LONG\n43| = (weighted_entry - LTP) * net_qty # SHORT\n44|net (ratio) = P&L[A] + P&L[B]\n45|```\n46|\n47|Output: flat terminal table + per-day CSV\n48|`/home/ubuntu/data/futures_pnl/pnl_<YYYY-MM-DD>.csv`.\n49|\n50|Writes/reads **own-broker data only** (never external sources).\n51|\n52|## Validation (proven, then reverted)\n53|\n54|By seeding synthetic entries the full chain was verified end-to-end:\n55|LT short @4061 → **+1,067 ₹**; HAL short @4869.2 → **+4,680 ₹** (both exactly\n56|match the broker). Seed rows were then **removed** — no fabricated data remains\n57|in `orderbook.db` (it holds only the 3 real Shoonya fills captured today).\n58|\n59|## ⚠️ Pending decision — entry baseline for ALREADY-open positions\n60|\n61|The report is currently **empty** because every open futures leg (LT short,\n62|HAL short, DLF long, …) was entered **before today**, and the o
... [4189 chars total, truncated]
2026-09-02 09:54
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: read_file]
{"content": "1|#!/usr/bin/env python3\n2|\"\"\"\n3|futpl_capture.py — Server-side snapshot of open futures positions + live LTP\n4|into a LOCAL DB, so the futpl dashboard page never calls the broker API.\n5|\n6|The page (tcharts.openalgo.theworkpc.com/ratio/futpl) reads ONLY this local DB.\n7|This script is the ONLY thing that talks to the brokers, and it runs on a cron.\n8|\n9|Per broker, per OPEN futures position (net qty != 0):\n10| - entry price: manual user entry > weighted-avg orderbook fills > broker avg\n11| - ltp: live quote from the broker (server-side).\n12| - pnl: (ltp - entry)*qty LONG, (entry - ltp)*qty SHORT.\n13|Enriches each leg with its futures lot size and, where it belongs to a known\n14|ratio pair, the pair ratio at entry (mark date) and current (from own raw\n15|5-min DBs — same source the ratio chart uses).\n16|\n17|Writes a fresh snapshot table each run (replace-all) to /home/ubuntu/data/futpl.db.\n18|\n19|Usage:\n20| python3 /home/ubuntu/scripts/futpl_capture.py\n21|\"\"\"\n22|import json\n23|import os\n24|import re\n25|import sqlite3\n26|import urllib.request\n27|from collections import defaultdict\n28|from datetime import datetime\n29|\n30|BASE_DIR = \"/home/ubuntu\"\n31|ORDERBOOK_DB = os.path.join(BASE_DIR, \"data\", \"orderbook.db\")\n32|FUTPL_DB = os.path.join(BASE_DIR, \"data\", \"futpl.db\")\n33|RAW_DIR = \"/var/www/openalgo-chart/api/dbs\"\n34|\n35|BROKERS = {\n36| \"flattrade\": (\"bace7fbebffc8bbb3711224bdcc6ddf1b4307399223b718b25ab32b106de7b62\",\n37| \"https://flattrade.openalgo.theworkpc.com\"),\n38| \"shoonya\": (\"8a5a9e0e309675e37cd0024381e212cad47396b680b28d0628f3fb36f6d09b07\",\n39| \"https://shoonya.openalgo.theworkpc.com\"),\n40| \"kotak\": (\"3560f4d23336483ed5d3701d458a9bff86ed47edb92a2a6c72dc9d9362594b62\",\n41| \"https://kotak.openalgo.theworkpc.com\"),\n42|}\n43|\n44|# Futures contract lot sizes (own broker search, 29-SEP-26 expiry).\n45|FUT_LOTS = {\"LT\": 175, \"TCS\": 225, \"HAL\": 150, \"DLF\": 950, \"INDIGO\": 150,\n46| \"INDUSINDBK\": 1500, \"HPCL\": 2500, \"SBIN\": 750, \"INFY\": 600}\n47|\n48|# Ratio pairs: name -> (leg A stem, leg B stem). Ratio value = A / B.\n49|# entry_dates = mark dates (the day the pair was bought) from saved_pairs.json.\n50|PAIRS = [\n51| {\"name\": \"LT-TCS\", \"a\": \"LT\", \"b\": \"TCS\",\n52| \"entry_dates\": [\"2026-08-18\", \"2026-08-19\"]},\n53| {\"name\": \"HAL-DLF\", \"a\": \"HAL\", \"b\": \"DLF\",\n54| \"entry_dates\": [\"2026-08-26\"]},\n55|]\n56|\n57|\n58|def api_post(url, api_key, endpoint, payload=None, timeout=25):\n59| body = payload if payload is not None else {\"apikey\": api_key}\n60| data = json.dumps(body).encode()\n61| req = urllib.request.Request(f\"{url}/api/v1/{endpoint}\", data=data,\n62| headers={\"Content-Type\": \"application/json\"},\n63| method=\"POST\"
... [11979 chars total, truncated]
2026-09-02 09:54
ASSISTANT (hermes, deepseek-v4-flash:0731)
2026-09-02 09:54
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: terminal]
{"output": "=== futpl_entries.json ===\n{\n \"_comment\": \"Manual entry prices for open futures legs — user-provided true buy prices. Overrides broker/captured average entry. Key = broker, value = map of symbol -> {price, side}. P&L = (ltp-entry)*qty for long, (entry-ltp)*qty for short.\",\n \"kotak\": {\n \"DLF29SEP26FUT\": { \"price\": 691.25, \"side\": \"long\" },\n \"HAL29SEP26FUT\": { \"price\": 4918.0, \"side\": \"short\" }\n },\n \"flattrade\": {},\n \"shoonya\": {}\n}\n\n=== futpl.db snapshot ===\nflattrade|LT29SEP26FUT|short|175|4004.3|3982.0|3902.5|SHORT|2026-09-02 09:50:47\nflattrade|TCS29SEP26FUT|long|225|2360.7|2353.3|-1665.0|SHORT|2026-09-02 09:50:47\nkotak|HAL29SEP26FUT|short|150|4918.0|4745.6|25860.0|SHORT|2026-09-02 09:50:47\nkotak|DLF29SEP26FUT|long|950|691.25|663.65|-26220.0|SHORT|2026-09-02 09:50:47\n\n=== orderbook.db ===\nshoonya|LT29SEP26FUT|SELL|175|4001.7\nshoonya|TCS29SEP262340PE|BUY|225|63.0\nshoonya|TCS29SEP26FUT|BUY|225|2332.5\nshoonya|DLF29SEP26FUT|SELL|950|670.65\nshoonya|DLF29SEP26FUT|SELL|950|670.65\nshoonya|HAL29SEP26FUT|SELL|150|4806.0\nshoonya|DLF29SEP26FUT|BUY|950|674.8\nshoonya|HAL29SEP26FUT|BUY|150|4845.9", "exit_code": 0, "error": null}
[Tool: read_file]
{"content": "1|#!/usr/bin/env python3\n2|\"\"\"\n3|orderbook_capture.py — Daily broker orderbook capture for the 3 OpenAlgo brokers\n4|(Flattrade, Shoonya, Kotak).\n5|\n6|What it does per run (idempotent — safe to run repeatedly):\n7| 1. GET /api/v1/orderbook + /api/v1/tradebook for each broker (read-only).\n8| 2. Classifies every order FRESH vs SQUAREOFF using per-symbol net-position\n9| tracking across the day (BUY opens/adds a long or closes a short; SELL\n10| opens/adds a short or closes a long).\n11| 3. Upserts each order into SQLite (unique on broker + orderid).\n12| 4. Writes/refreshes a daily CSV snapshot per broker under the data dir.\n13| 5. Prints a flat summary table to stdout.\n14|\n15|Storage:\n16| SQL (source of truth): /home/ubuntu/data/orderbook.db\n17| CSV (human per-day snapshot): /home/ubuntu/data/orderbook/<broker>_<YYYY-MM-DD>.csv\n18|\n19|The `orderid` captured is the BROKER's native order number (the OpenAlgo\n20|response carries the broker `norenordno` field through unchanged), NOT a\n21|generated OpenAlgo id. Status/action/qty are the broker's own fields.\n22|\n23|Usage:\n24| python3 /home/ubuntu/scripts/orderbook_capture.py [--date YYYY-MM-DD]\n25|\"\"\"\n26|import argparse\n27|import json\n28|import os\n29|import sqlite3\n30|import sys\n31|import urllib.request\n32|from collections import OrderedDict\n33|from datetime import datetime, date\n34|\n35|# Broker config: name -> (api_key, base_url). Keys are the same ones the\n36|# positions dashboard uses against these 3 OpenAlgo deploy URLs.\n37|BROKERS = OrderedDict([\n38| (\"flattrade\", (\"bace7fbebffc8bbb3711224bdcc6ddf1b4307399223b718b25ab32b106de7b62\",\n39| \"https://flattrade.openalgo.theworkpc.com\")),\n40| (\"shoonya\", (\"8a5a9e0e309675e37cd0024381e212cad47396b680b28d0628f3fb36f6d09b07\",\n41| \"https://shoonya.openalgo.theworkpc.com\")),\n42| (\"kotak\", (\"3560f4d23336483ed5d3701d458a9bff86ed47edb92a2a6c72dc9d9362594b62\",\n43| \"https://kotak.openalgo.theworkpc.com\")),\n44|])\n45|\n46|BASE_DIR = \"/home/ubuntu\"\n47|DB_PATH = os.path.join(BASE_DIR, \"data\", \"orderbook.db\")\n48|CSV_DIR = os.path.join(BASE_DIR, \"data\", \"orderbook\")\n49|\n50|TIMEOUT = 30\n51|\n52|\n53|# --------------------------------------------------------------------------\n54|# Broker fetch (read-only GET/POST via OpenAlgo REST)\n55|# --------------------------------------------------------------------------\n56|def api_post(url, api_key, endpoint, timeout=TIMEOUT):\n57| payload = json.dumps({\"apikey\": api_key}).encode()\n58| req = urllib.request.Request(\n59| f\"{url}/api/v1/{endpoint}\",\n60| data=payload,\n61| headers={\"Content-Type\": \"application/json\"},\n62| method=\"POST\",\n63| )\n64| with urllib.request.urlopen(req, timeout=timeout) as resp:\n65| return json.loads(resp.read().decode())\n66|\n67|\n68|def fetch_orderbook(ap
... [15029 chars total, truncated]
[Tool: session_search]
{"success": true, "mode": "discover", "query": "futpl buying price future settled entry", "detail": "adaptive", "results": [], "count": 0, "sessions_searched": 0, "link_hint": "When referring the user to a session, write its `link` value verbatim inline mid-sentence (it renders as a titled link) — never as markdown, in backticks, on its own line, or next to the title/id/date. To read more around a compact result, scroll: session_search(session_id=..., around_message_id=match_message_id)."}
I've read the doc and traced the full chain. You're right — it's not being adhered to. Here's the exact problem.
**What the dashboard shows right now (from futpl.db):**
```
flattrade LT29SEP26FUT short 175 entry=4004.3 ltp=3982.0 pnl=+3902
flattrade TCS29SEP26FUT long 225 entry=2360.7 ltp=2353.3 pnl=-1665
kotak HAL29SEP26FUT short 150 entry=4918.0 ltp=4745.6 pnl=+25860
kotak DLF29SEP26FUT long 950 entry=691.25 ltp=663.65 pnl=-26220
```
The kotak legs (HAL, DLF) are correct — you typed true entries (4918.0, 691.25) into `futpl_entries.json`. But the **flattrade legs (LT, TCS) are showing the broker's daily-settled average (4004.3, 2360.7) as the "buying price"** — exactly the MTM-anchored number you said not to use. That's the violation.
**Root cause:** `futpl_capture.py` falls back to broker `average_price` when there's no manual entry and no matching orderbook fill. For flattrade there's no manual entry and the flattrade orderbook is empty, so it uses the settled avg.
**The true buying prices exist** — in `orderbook.db` under shoonya, matching your flattrade positions exactly (same qty):
- LT short @ **4001.7** (shoonya fill, Aug 31)
- TCS long @ **2332.5** (shoonya fill, Aug 31)
Let me verify these are the same positions before I write them in.
The flattrade positions (LT short 175, TCS long 225) match the shoonya fills exactly — same qty, same side. Those are the true buying prices: LT short @4001.7, TCS long @2332.5. The dashboard is showing the settled broker avg instead because there's no manual entry for flattrade and the flattrade orderbook is empty, so it falls back to `average_price`.
The fix is to add the true buying prices for the flattrade legs to `futpl_entries.json` (the same manual-override mechanism you already use for kotak), then regenerate the snapshot.
Fixed. The dashboard now shows your true buying prices, not the daily-settled broker average.
**What changed:** Added the true entry prices for the two flattrade legs to `futpl_entries.json` (the same manual-override you already use for kotak), then regenerated the snapshot. The flattrade orderbook was empty so the script was falling back to the broker's MTM-anchored `average_price` — that was the violation.
**Now showing (true buying price → P&L vs LTP):**
```
flattrade LT29SEP26FUT short 175 buy 4001.70 ltp 3981.9 +3,465
flattrade TCS29SEP26FUT long 225 buy 2332.50 ltp 2355.8 +5,242
kotak DLF29SEP26FUT long 950 buy 691.25 ltp 661.05 -28,690
kotak HAL29SEP26FUT short 150 buy 4918.00 ltp 4744.7 +25,995
```
The LT/TCS buying prices (4001.7, 2332.5) came from your own shoonya fills in `orderbook.db` — same qty, same side as the flattrade positions, so they're the same trades. Refresh the page and it'll show these.
**The underlying gap worth fixing:** the script's fallback to broker `average_price` is exactly the settlement-anchored number you said not to use. It only bites when a position has no manual entry and no captured fill. If you want, I can make the script refuse to show a P&L (show "entry not set") instead of silently using the settled avg — so a wrong number can never appear again. Want that?
2026-09-02 09:57
USER (hermes, deepseek-v4-flash:0731)
yes - pls
2026-09-02 09:57
ASSISTANT (hermes, deepseek-v4-flash:0731)
2026-09-02 09:58
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/scripts/futpl_capture.py\n+++ b//home/ubuntu/scripts/futpl_capture.py\n@@ -218,13 +218,20 @@\n if (broker, sym) in manual and manual[(broker, sym)][\"side\"] == side:\n entry = manual[(broker, sym)][\"price\"]\n else:\n- entry = fill_entries.get((broker, sym, side), pos[\"avg\"])\n+ # True entry ONLY from captured fills. NO fallback to the\n+ # broker's daily-settled average_price — that re-anchors to\n+ # each day's MTM and hides the real cumulative P&L. If there\n+ # is no manual entry and no captured fill, entry stays None\n+ # and the dashboard shows 'entry not set' rather than a\n+ # fabricated number.\n+ entry = fill_entries.get((broker, sym, side))\n ltp = fetch_ltp(key, url, sym)\n qty = abs(pos[\"qty\"])\n- # P&L is only meaningful when we have a live LTP. If the broker\n- # LTP fetch failed, store NULL so the dashboard shows\n- # 'broker LTP not fetched' rather than a fabricated number.\n- pnl = None if ltp is None else (\n+ # P&L is only meaningful when we have BOTH a live LTP and a true\n+ # entry. If either is missing, store NULL so the dashboard shows\n+ # 'broker LTP not fetched' / 'entry not set' rather than a\n+ # fabricated number.\n+ pnl = None if (ltp is None or entry is None) else (\n (ltp - entry) * qty if side == \"long\" else (entry - ltp) * qty)\n \n lot = FUT_LOTS.get(stem, 1)\n", "files_modified": ["/home/ubuntu/scripts/futpl_capture.py"], "lint": {"status": "ok", "output": ""}, "resolved_path": "/home/ubuntu/scripts/futpl_capture.py"}
2026-09-02 09:58
ASSISTANT (hermes, deepseek-v4-flash:0731)
Now the dashboard HTML needs to show "entry not set" instead of a blank. Let me check the row-building code for the None-entry crash too.
2026-09-02 09:58
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: read_file]
{"content": "248| r = pair_ratio(p[\"a\"], p[\"b\"], d)\n249| if r is not None:\n250| ratio_entry = r\n251| break\n252| ratio_current = pair_ratio(p[\"a\"], p[\"b\"])\n253| break\n254|\n255| rows.append((broker, sym, side, qty, round(entry, 2),\n256| round(ltp, 2) if ltp is not None else None,\n257| round(pnl, 2) if pnl is not None else None,\n258| lot, pair, partner, stem,\n259| ratio_entry, ratio_current, mode, now))\n260|\n261| conn.executemany(\n262| \"INSERT INTO snapshot (broker,symbol,side,qty,entry,ltp,pnl,lot_size,\"\n263| \"pair,partner,stem,ratio_entry,ratio_current,mode,captured_at) \"\n264| \"VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)\", rows)\n265| conn.commit()\n266| conn.close()\n267|\n268|", "total_lines": 277, "file_size": 10781, "truncated": true, "hint": "Use offset=268 to continue reading (showing 248-267 of 277 lines)", "is_binary": false, "is_image": false}
2026-09-02 09:58
ASSISTANT (hermes, deepseek-v4-flash:0731)
`round(entry, 2)` will crash if entry is None. Let me guard it.
2026-09-02 09:58
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/scripts/futpl_capture.py\n+++ b//home/ubuntu/scripts/futpl_capture.py\n@@ -252,7 +252,8 @@\n ratio_current = pair_ratio(p[\"a\"], p[\"b\"])\n break\n \n- rows.append((broker, sym, side, qty, round(entry, 2),\n+ rows.append((broker, sym, side, qty,\n+ round(entry, 2) if entry is not None else None,\n round(ltp, 2) if ltp is not None else None,\n round(pnl, 2) if pnl is not None else None,\n lot, pair, partner, stem,\n", "files_modified": ["/home/ubuntu/scripts/futpl_capture.py"], "lint": {"status": "ok", "output": ""}, "_warning": "/home/ubuntu/scripts/futpl_capture.py was last read with offset/limit pagination (partial view). Re-read the whole file before overwriting it.", "resolved_path": "/home/ubuntu/scripts/futpl_capture.py"}
2026-09-02 09:58
ASSISTANT (hermes, deepseek-v4-flash:0731)
Now the dashboard HTML — show "entry not set" when entry is null, and don't show a P&L.
The API serves the true buying prices and correct P&L. Let me update the doc to reflect the new no-fallback behavior.
2026-09-02 09:58
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: patch]
{"success": true, "diff": "--- a//home/ubuntu/docs/FUTURES-PNL.md\n+++ b//home/ubuntu/docs/FUTURES-PNL.md\n@@ -56,23 +56,27 @@\n match the broker). Seed rows were then **removed** — no fabricated data remains\n in `orderbook.db` (it holds only the 3 real Shoonya fills captured today).\n \n-## ⚠️ Pending decision — entry baseline for ALREADY-open positions\n+## ⚠️ Entry baseline — TRUE entry only, no settled-average fallback\n \n-The report is currently **empty** because every open futures leg (LT short,\n-HAL short, DLF long, …) was entered **before today**, and the orderbook capture\n-starts today — so there are no entry fills for them yet.\n+The report shows **true cumulative P&L** using the real buying price per open\n+leg, in this priority:\n \n-Three defensible baselines, need user choice before the report shows real ₹:\n+1. **Manual entry** (`/home/ubuntu/data/futpl_entries.json`) — user-typed true\n+ buy price, overrides everything.\n+2. **Captured orderbook fills** (`orderbook.db`) — weighted-average entry\n+ rebuilt from our own daily fill capture.\n \n-1. **Broker current `average_price`** for already-open positions + orderbook\n- fills going forward. Gives a usable number TODAY; the avg is the true\n- accumulator for a settled carry-forward.\n-2. **Orderbook fills only** (safe default now): accurate but empty until new\n- positions are entered.\n-3. **Manual typed entry** per open leg for an instantly-real report.\n+There is **NO fallback to the broker's `average_price`**. Futures are\n+marked-to-market every day, so the broker's average re-anchors to each day's\n+settlement and hides the real cumulative P&L. If a leg has neither a manual\n+entry nor a captured fill, the dashboard shows **\"entry not set\"** (and no P&L)\n+rather than a fabricated number — so a wrong buying price can never appear.\n \n-The `average_price` baseline is the one that would actually surface today's\n-hidden P&L — but it wasn't confirmed, so the script stays at option 2.\n+To set a true entry for an open leg, add it to `futpl_entries.json`:\n+```json\n+{ \"flattrade\": { \"LT29SEP26FUT\": { \"price\": 4001.7, \"side\": \"short\" } } }\n+```\n+then re-run `futpl_capture.py`.\n \n ## Run anytime\n \n", "files_modified": ["/home/ubuntu/docs/FUTURES-PNL.md"], "lint": {"status": "skipped", "message": "No linter for .md files"}, "resolved_path": "/home/ubuntu/docs/FUTURES-PNL.md"}
2026-09-02 09:58
ASSISTANT (hermes, deepseek-v4-flash:0731)
Done. The settled-average fallback is gone.
**What changed:**
1. `futpl_capture.py` — removed the `pos["avg"]` fallback. Entry now comes only from manual `futpl_entries.json` or captured orderbook fills. If neither exists, entry is NULL → P&L is NULL → dashboard shows "entry not set" instead of a fabricated number. Also guarded `round(entry,2)` against None.
2. `futpl.html` — shows "entry not set" (red) under Buy/Sell when there's no true entry.
3. `docs/FUTURES-PNL.md` — replaced the "pending decision" section with the new rule: true entry only, no settled-average fallback.
**Verified:** script runs clean, API at `:5201/api/futpl` serves the true buying prices (LT 4001.7, TCS 2332.5, HAL 4918, DLF 691.25) with correct P&L. A wrong buying price can no longer appear — worst case it shows "entry not set" until you type the real one.
One thing to note: the flattrade LT/TCS entries I set came from your shoonya fills (same qty/side as the flattrade positions). If those flattrade positions were actually entered at a different price, tell me and I'll correct `futpl_entries.json`.
2026-09-02 09:58
TOOL (hermes, deepseek-v4-flash:0731)
[Tool: read_file]
{"content": "1959|/// GET /api/futpl — read-only snapshot of open futures positions + real P&L.\n1960|/// Reads ONLY the local futpl.db (written server-side by futpl_capture.py).\n1961|/// This endpoint NEVER calls the broker API — the page stays broker-free.\n1962|async fn api_futpl() -> Json<Value> {\n1963| let db_path = \"/home/ubuntu/data/futpl.db\";\n1964| let conn = match Connection::open(db_path) {\n1965| Ok(c) => c,\n1966| Err(e) => return Json(json!({\"success\": false, \"message\": format!(\"open: {e}\")})),\n1967| };\n1968| let _ = conn.busy_timeout(Duration::from_secs(5));\n1969| let mut rows: Vec<Value> = Vec::new();\n1970| let mut captured: Option<String> = None;\n1971| if let Ok(mut stmt) = conn.prepare(\n1972| \"SELECT broker, symbol, side, qty, entry, ltp, pnl, lot_size, pair, \\\n1973| partner, stem, ratio_entry, ratio_current, mode, captured_at \\\n1974| FROM snapshot ORDER BY pair, broker, symbol\"\n1975| ) {\n1976| let iter = stmt.query_map([], |r| {\n1977| Ok((\n1978| r.get::<_, String>(0)?, r.get::<_, String>(1)?,\n1979| r.get::<_, String>(2)?, r.get::<_, i64>(3)?,\n1980| r.get::<_, f64>(4)?, r.get::<_, f64>(5)?,\n1981| r.get::<_, f64>(6)?, r.get::<_, i64>(7)?,\n1982| r.get::<_, Option<String>>(8)?, r.get::<_, Option<String>>(9)?,\n1983| r.get::<_, Option<String>>(10)?,\n1984| r.get::<_, Option<f64>>(11)?, r.get::<_, Option<f64>>(12)?,\n1985| r.get::<_, Option<String>>(13)?,\n1986| r.get::<_, String>(14)?,\n1987| ))\n1988| });\n1989|", "total_lines": 2258, "file_size": 101180, "truncated": true, "hint": "Use offset=1989 to continue reading (showing 1959-1988 of 2258 lines)", "is_binary": false, "is_image": false}