Apache-2.0 · self-hosted · no provider API key
openportfolio is an open-source, self-hosted portfolio tracker. It pulls every brokerage, pension, wallet and bank account into a single net worth, stores the investor flows behind the price, and Brier-scores the forecasts you registered before the fact.
git clone · pnpm install · npx convex dev
£186,136.74 5 accounts · 30 snapshots · base GBP
By asset class| Symbol | Account | Venue | Qty | Price | Value |
|---|---|---|---|---|---|
| VWRL | isa | ibkr | 340 | £118.20 | £40,188.00 |
| CSPX | isa | ibkr | 42 | £754.10 | £31,672.20 |
| WORKPLACE-DC | pension | manual | 1 | £26,500 | £26,500.00 |
| MSFT | gia | ibkr | 60 | $526.40 | £23,466.90 |
| 035420 | gia | ibkr | 210 | ₩197,500 | £23,093.30 |
| ASML | gia | ibkr | 18 | €812.40 | £12,184.00 |
6 of 10 rows · every figure on this page is invented
A portfolio is scattered by construction, and market commentary is unaccountable. Both are bookkeeping failures, so openportfolio treats them as bookkeeping.
A broker here, a pension there, an ISA, an exchange account, a holding no API will ever return. Every app shows you a number and none of them shows you yours, so the figures that decide things get estimated, generously, in the direction that avoids a decision.
Price is the output of who was buying and who was made to sell. Net buying by investor type, turnover and a calendar of dated forward events are stored as first-class series, not derived when somebody remembers to ask. A forced seller is on a schedule.
Being wrong costs nothing and leaves no trace, so a forecaster worth reading and one who is merely fluent are indistinguishable. Register the call before the fact with a probability and a resolution criterion, and the machine settles it and scores it.
Track record
A mean Brier score alone hides the direction you are wrong in. The diagram puts what you said next to what happened, bucket by bucket, and the gap between the two bars is the entire point.
Calls with a parseable criterion resolve themselves when the horizon passes. Nothing waits on you remembering that you made a prediction three weeks ago.
0.187 mean Brier over 74 scored calls · coin flip is 0.25 · calibration error 6.8%
Reliability| Said | Calls | Happened | Said vs happened |
|---|---|---|---|
| 0% to 20% | 9 | 11.1% | |
| 20% to 40% | 14 | 28.6% | |
| 40% to 60% | 19 | 52.6% | |
| 60% to 80% | 21 | 61.9% | |
| 80% to 100% | 11 | 72.7% |
| Subject | Criterion | Said | Brier |
|---|---|---|---|
| MSFT | MSFT close > 520.00 | 55% | 0.203 |
| Euro area CPI | HICP yoy < 2.2 | 66% | 0.116 |
| ASML | bookings beat consensus | 58% | 0.176 |
| VWRL | VWRL close > 124.00 | 61% | open |
| ETH | ETHUSD > 4000 | 37% | open |
Flows
Net buying by investor type and session turnover, per market or per symbol, kept next to the tape rather than under it. Retail absorbing a foreign dump on collapsing volume is a fact about supply, and it is visible before it is a story.
KOSPI net buying over the last 30 sessions
| Investor | Net bought (₩bn) |
|---|---|
| individual | +7,218 |
| institution | −1,884 |
| foreigner | −5,602 |
| other_corporation | +268 |
| Date | Investor | Net (₩bn) | Turnover (₩bn) |
|---|---|---|---|
| 2026-08-07 | foreigner | −811.4 | 37,412 |
| 2026-08-07 | individual | +206.9 | 37,412 |
| 2026-08-07 | institution | +598.3 | 37,412 |
| 2026-08-06 | foreigner | −2,967.5 | 41,265 |
| 2026-08-06 | individual | +3,104.8 | 41,265 |
| 2026-08-06 | institution | −241.6 | 41,265 |
Decisions
"Wait for the print, then decide" evaporates the moment it is said out loud. The queue holds each one with a trigger condition and an outcome, and marks the ones that quietly went past their date.
Held until the book is at cost plus the target, not until one name recovers.
trigger · first of each monthDeferred once already. Deferring twice is a decision to skip it.
trigger · CPI print clearsManual row until the provider exposes an API.
trigger · provider statement arrivesETF share is above the band written at the last review.
trigger · quarterly rebalanceWatching a book is only useful if something is actually watching. Metered inference is the wrong shape for that.
When each run bills per token, every autonomous check becomes a purchase, and a product that spends your money unprompted has to ask first, or batch, or ration. All three turn a portfolio that watches itself into a portfolio that asks permission to look.
So every model call is dispatched to an agent CLI you are already signed in to, with a per-task fallback order. There is no key in this repo and no field to put one in. Agent work is bounded by quota and wall clock rather than by spend, so it never has to be justified one invocation at a time.
codex, antigravity and claude supported out of the box// actor.mts — the provider chain, not an API client
const ORDERS = {
sync: ["codex", "claude"],
review: ["claude", "codex"],
resolve: ["codex", "antigravity", "claude"],
}
// Each entry is a CLI you already signed in to.
// There is no apiKey field to fill in, in any of them.Between a spreadsheet that never updates and a hosted tracker that wants your broker password.
| openportfolio | Spreadsheet | Hosted tracker | |
|---|---|---|---|
| Data stays on your infrastructure | Yes | Yes | No |
| Updates without you | Yes | No | Yes |
| Holdings no API returns | Manual adapter | Yes | Rarely |
| Investor flow series | First class | No | No |
| Scored forecast record | Brier + reliability | No | No |
| Readable by an agent | MCP, 25 tools | No | No |
| Places orders | Never | No | Sometimes |
Node 22, pnpm, and a free Convex deployment. Nothing else is required to see a real number.
git clone https://github.com/seonglae/openportfolio.git
cd openportfolio
pnpm install
cp .env.example .env.local
npx convex dev --once
# create the first book
npx convex env set OPENPORTFOLIO_DEV_TENANT home
npx convex run tenants:create '{"slug":"home","name":"Home","baseCurrency":"GBP"}'
# the UI, then the sync loop
pnpm --filter openportfolio-browser dev
npx tsx sync-worker.mts --once
With nothing linked it registers the venues it can serve and records a net worth of zero, which is
correct. Point OPENPORTFOLIO_MANUAL_HOLDINGS at a JSON file and the same command gives you
a real total, with crypto re-quoted through the keyless CoinGecko adapter and every row converted into
one base currency.
No. The backend has no function that places an order, the adapters that ship declare
canPlaceOrders: false, and PlaceOrderRequest requires an
OrderConfirmation naming who confirmed it and when. That field has no default on purpose. It
aggregates, watches and keeps score.
In your own Convex deployment. Broker credentials stay in the worker process on your machine; the backend never receives them and this repository has nowhere to put them.
Two adapters ship: a keyless CoinGecko quote source, and a manual adapter that reads a JSON file you maintain, which is how a pension or an unlisted holding gets into the total instead of being left out of it. A keyed broker adapter is about forty lines against a documented contract.
Yes. Every table carries a tenant id and every index leads with it. A caller never says which tenant it is: the id comes from membership rows or from the service key's own row. A document belonging to another tenant reads as missing rather than forbidden, because "forbidden" confirms the row exists.
A Convex free tier, a machine you already own, and the agent CLI subscriptions you already pay for. There is no inference bill because there is no inference key.
Apache-2.0. Clone it, point it at one account, and register one call with a date on it.