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Description
Feature Request
implement functionality for currency (including crypto) conversion into base currency (configurable)
Problem Statement
in forex/crypto trading it is always important to convert positions/balances into base currency, lets say USD. It is especially useful when have crosses position, i.e. EUR/GBP or ETH/BTC but your accounting/base currency is USD
What problem are you trying to solve? What limitations exist in the current implementation?
Proposed Solution
add function to Instrument, Portfolio, Position to accept target currency and price(s) to use in the conversion and output result in target currency. It is very similar to notional = position.notional_value(current_price) just instead of assuming target currency allow to specify. Attention: for crosses you need two set of prices, so perhaps have two functions, one for non-cross and second for cross with different signatures
Detailed description of the feature you'd like to see implemented.
Example Usage
position.notional_value(current_price, target_currency:'USD')
position.cross_notional_value(current_quote_price, current_base_price, target_currency:'USD')
# Show how the feature would be usedAlternatives Considered
doing it in custom code, but this is generic problem for everyone trading currencies
What alternatives have you explored? Why is this solution preferred?
Additional Context
Any other relevant information or references.