BalanceUpdate

tradeexecutor.state.balance_update.BalanceUpdate Python class in Trading Strategy framework.

class BalanceUpdate

Bases: object

Processed balance update event.

Events that are generated on

• Deposits

• Redemptions

• Interest payments

Events are stored in TradingPosition and ReservePosition by their id.

Events are referred in tradeexecutor.sync.Treasury..

__init__(balance_update_id, cause, position_type, asset, block_mined_at, strategy_cycle_included_at, chain_id, quantity, old_balance, usd_value, created_at=<factory>, owner_address=None, tx_hash=None, log_index=None, position_id=None, notes=None, block_number=None)

Parameters:

• balance_update_id (int) –

• cause (BalanceUpdateCause) –

• position_type (BalanceUpdatePositionType) –

• asset (AssetIdentifier) –

• block_mined_at (datetime) –

• strategy_cycle_included_at (datetime.datetime | None) –

• chain_id (int) –

• quantity (Decimal) –

• old_balance (Decimal) –

• usd_value (float) –

• created_at (datetime.datetime | None) –

• owner_address (Optional[str]) –

• tx_hash (Optional[str]) –

• log_index (Optional[int]) –

• position_id (Optional[int]) –

• notes (Optional[str]) –

• block_number (Optional[int]) –

Return type:

None

Methods

__init__(balance_update_id, cause, ...[, ...])
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
is_reserve_update()	Return whether this event updates reserve balance or open position balance
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

block_number	Block number related to the event.
log_index	Log that updated the balance
notes	Human-readable notes regarding this event
owner_address	Investor address that the balance update is related to
position_id	If this update was for open position
tx_hash	Transaction that updated the balance
balance_update_id	Allocated from portfolio
cause	What caused the balance update event to happen
position_type	What kind of position this event modified
asset	Asset that was updated
block_mined_at	When the balance event was generated
strategy_cycle_included_at	When balance event was included to the strategy's treasury.
chain_id	Chain that updated the balance
quantity	What was delta of the asset.
old_balance	What was the total of the asset in the position before this event was applied.
usd_value	How much this deposit/redemption was worth
created_at	Wall clock time when this event was created

balance_update_id: int

Allocated from portfolio

This id is referred in tradeexecutor.state.position.TradingPosition and tradeexecutor.state.reserve.ReservePosition

cause: BalanceUpdateCause

What caused the balance update event to happen

position_type: BalanceUpdatePositionType

What kind of position this event modified

asset: AssetIdentifier

Asset that was updated

block_mined_at: datetime

When the balance event was generated

The block mined timestamp

strategy_cycle_included_at: datetime.datetime | None

When balance event was included to the strategy’s treasury.

The strategy cycle timestamp.

It might be outside the cycle frequency if treasuries were processed in a cron job outside the cycle for slow moving strategies.

For accounting corrections this is set to None.

chain_id: int

Chain that updated the balance

quantity: Decimal

What was delta of the asset.

Positive for deposits, negative for redemptions.

old_balance: Decimal

What was the total of the asset in the position before this event was applied.

usd_value: float

How much this deposit/redemption was worth

Used for deposit/redemption inflow/outflow calculation. This is the asset value from our internal price keeping at the time of the event.

created_at: datetime.datetime | None

Wall clock time when this event was created

owner_address: Optional[str] = None

Investor address that the balance update is related to

tx_hash: Optional[str] = None

Transaction that updated the balance

Set None for interested calculation updates

log_index: Optional[int] = None

Log that updated the balance

Set None for interest rate updates

position_id: Optional[int] = None

If this update was for open position

Set None for reserve updates

notes: Optional[str] = None

Human-readable notes regarding this event

block_number: int | None = None

Block number related to the event.

Not always available.

is_reserve_update()

Return whether this event updates reserve balance or open position balance

Return type:

bool

__init__(balance_update_id, cause, position_type, asset, block_mined_at, strategy_cycle_included_at, chain_id, quantity, old_balance, usd_value, created_at=<factory>, owner_address=None, tx_hash=None, log_index=None, position_id=None, notes=None, block_number=None)

Parameters:

• balance_update_id (int) –

• cause (BalanceUpdateCause) –

• position_type (BalanceUpdatePositionType) –

• asset (AssetIdentifier) –

• block_mined_at (datetime) –

• strategy_cycle_included_at (datetime.datetime | None) –

• chain_id (int) –

• quantity (Decimal) –

• old_balance (Decimal) –

• usd_value (float) –

• created_at (datetime.datetime | None) –

• owner_address (Optional[str]) –

• tx_hash (Optional[str]) –

• log_index (Optional[int]) –

• position_id (Optional[int]) –

• notes (Optional[str]) –

• block_number (Optional[int]) –

Return type:

None