feat(portfolio): track realized PnL on sell orders

4 files changed, 81 insertions, 4 deletions

diff --git a/services/portfolio-manager/src/portfolio_manager/main.py b/services/portfolio-manager/src/portfolio_manager/main.py
index c453745..a7f1a14 100644
--- a/services/portfolio-manager/src/portfolio_manager/main.py
+++ b/services/portfolio-manager/src/portfolio_manager/main.py
@@ -34,7 +34,7 @@ async def save_snapshot(
     unrealized = sum(p.unrealized_pnl for p in positions)
     await db.insert_portfolio_snapshot(
         total_value=total_value,
-        realized_pnl=Decimal("0"),  # TODO: track realized PnL
+        realized_pnl=tracker.realized_pnl,
         unrealized_pnl=unrealized,
     )
     await notifier.send_daily_summary(positions, total_value, unrealized)
diff --git a/services/portfolio-manager/src/portfolio_manager/portfolio.py b/services/portfolio-manager/src/portfolio_manager/portfolio.py
index 2c93643..4a7a11f 100644
--- a/services/portfolio-manager/src/portfolio_manager/portfolio.py
+++ b/services/portfolio-manager/src/portfolio_manager/portfolio.py
@@ -18,6 +18,11 @@ class PortfolioTracker:
 
     def __init__(self) -> None:
         self._positions: dict[str, _PositionState] = {}
+        self._realized_pnl: Decimal = Decimal("0")
+
+    @property
+    def realized_pnl(self) -> Decimal:
+        return self._realized_pnl
 
     def _get_or_create(self, symbol: str) -> _PositionState:
         if symbol not in self._positions:
@@ -35,8 +40,12 @@ class PortfolioTracker:
             if state.quantity > Decimal("0"):
                 state.avg_entry = total_cost / state.quantity
         elif order.side == OrderSide.SELL:
-            state.quantity -= order.quantity
-            # Keep avg_entry unchanged unless fully sold
+            # Calculate realized PnL for this sell
+            sell_quantity = min(order.quantity, state.quantity)
+            if sell_quantity > 0 and state.avg_entry > 0:
+                self._realized_pnl += sell_quantity * (order.price - state.avg_entry)
+
+            state.quantity -= sell_quantity
             if state.quantity <= Decimal("0"):
                 state.quantity = Decimal("0")
                 state.avg_entry = Decimal("0")
diff --git a/services/portfolio-manager/tests/test_portfolio.py b/services/portfolio-manager/tests/test_portfolio.py
index 92ff6ca..5a7ac64 100644
--- a/services/portfolio-manager/tests/test_portfolio.py
+++ b/services/portfolio-manager/tests/test_portfolio.py
@@ -56,3 +56,69 @@ def test_portfolio_no_position_returns_none() -> None:
     tracker = PortfolioTracker()
     position = tracker.get_position("ETH/USDT")
     assert position is None
+
+
+def test_realized_pnl_on_sell() -> None:
+    """Selling should track realized PnL."""
+    tracker = PortfolioTracker()
+
+    # Buy at 50000
+    tracker.apply_order(Order(
+        signal_id="s1", symbol="BTCUSDT", side=OrderSide.BUY,
+        type=OrderType.MARKET, price=Decimal("50000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+    assert tracker.realized_pnl == Decimal("0")
+
+    # Sell at 55000 — profit of 500
+    tracker.apply_order(Order(
+        signal_id="s2", symbol="BTCUSDT", side=OrderSide.SELL,
+        type=OrderType.MARKET, price=Decimal("55000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+    assert tracker.realized_pnl == Decimal("500")
+
+
+def test_realized_pnl_on_loss() -> None:
+    """Selling at a loss should track negative realized PnL."""
+    tracker = PortfolioTracker()
+
+    tracker.apply_order(Order(
+        signal_id="s1", symbol="BTCUSDT", side=OrderSide.BUY,
+        type=OrderType.MARKET, price=Decimal("50000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+    tracker.apply_order(Order(
+        signal_id="s2", symbol="BTCUSDT", side=OrderSide.SELL,
+        type=OrderType.MARKET, price=Decimal("45000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+    assert tracker.realized_pnl == Decimal("-500")
+
+
+def test_realized_pnl_accumulates() -> None:
+    """Multiple sells accumulate realized PnL."""
+    tracker = PortfolioTracker()
+
+    # Buy 0.2 at 50000
+    tracker.apply_order(Order(
+        signal_id="s1", symbol="BTCUSDT", side=OrderSide.BUY,
+        type=OrderType.MARKET, price=Decimal("50000"),
+        quantity=Decimal("0.2"), status=OrderStatus.FILLED,
+    ))
+
+    # Sell 0.1 at 55000 -> +500
+    tracker.apply_order(Order(
+        signal_id="s2", symbol="BTCUSDT", side=OrderSide.SELL,
+        type=OrderType.MARKET, price=Decimal("55000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+
+    # Sell 0.1 at 60000 -> +1000
+    tracker.apply_order(Order(
+        signal_id="s3", symbol="BTCUSDT", side=OrderSide.SELL,
+        type=OrderType.MARKET, price=Decimal("60000"),
+        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+    ))
+
+    assert tracker.realized_pnl == Decimal("1500")
diff --git a/services/portfolio-manager/tests/test_snapshot.py b/services/portfolio-manager/tests/test_snapshot.py
index 89d23d7..a464599 100644
--- a/services/portfolio-manager/tests/test_snapshot.py
+++ b/services/portfolio-manager/tests/test_snapshot.py
@@ -21,6 +21,7 @@ class TestSaveSnapshot:
 
         tracker = MagicMock()
         tracker.get_all_positions.return_value = [pos]
+        tracker.realized_pnl = Decimal("500")
 
         db = AsyncMock()
         notifier = AsyncMock()
@@ -33,7 +34,7 @@ class TestSaveSnapshot:
 
         db.insert_portfolio_snapshot.assert_awaited_once_with(
             total_value=expected_total,
-            realized_pnl=Decimal("0"),
+            realized_pnl=Decimal("500"),
             unrealized_pnl=expected_unrealized,
         )
         notifier.send_daily_summary.assert_awaited_once_with(
@@ -51,6 +52,7 @@ class TestSaveSnapshot:
 
         tracker = MagicMock()
         tracker.get_all_positions.return_value = []
+        tracker.realized_pnl = Decimal("0")
 
         db = AsyncMock()
         notifier = AsyncMock()