Interest

API documentation for tradeexecutor.state.interest.Interest Python class in Trading Strategy framework.

class Interest

Bases: object

Interest data tracking for positions that where the amount changes over time.

• Credit positions (depositing in Aave reservess)

• Longs / shorts

__init__(opening_amount, last_token_amount, last_updated_at, last_event_at, last_accrued_interest, last_updated_block_number=None, interest_payments=Decimal('0'))

Parameters:

• opening_amount (Decimal) –

• last_token_amount (Decimal) –

• last_updated_at (datetime) –

• last_event_at (datetime) –

• last_accrued_interest (Decimal) –

• last_updated_block_number (Optional[int]) –

• interest_payments (Decimal) –

Return type:

None

Methods

__init__(opening_amount, last_token_amount, ...)
adjust(delta[, epsilon])	Adjust the quantity on this loan.
claim_interest(quantity)	Update interest claims from profit from accuring interest on collateral/
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
get_principal_and_interest_quantity()	Return how many tokens exactly we have on the loan.
get_remaining_interest()	GEt the amount of interest this position has still left.
open_new(opening_amount, timestamp)
repay_interest(quantity)	Update interest payments needed to maintain the borrowed debt.
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

opening_amount	How many tokens we deposited to this position at amount.
last_token_amount	How many atokens/votkens we had on the previous read.
last_updated_at	When the denormalised data was last updated.
last_event_at	When the denormalised data was last updated.
last_accrued_interest	How much interest we have gained
last_updated_block_number	Block number for the update
interest_payments

opening_amount: Decimal

How many tokens we deposited to this position at amount.

Use this only for calculation verifications, because the amount can be increased/reduced over time

last_token_amount: Decimal

How many atokens/votkens we had on the previous read.

Absolute number of on-chain balance.

This is principal + interest.

last_updated_at: datetime

When the denormalised data was last updated.

Wall clock time.

last_event_at: datetime

When the denormalised data was last updated.

Event time (block mined timestamp).

last_accrued_interest: Decimal

How much interest we have gained

last_updated_block_number: int | None

Block number for the update

When was the last time we read aToken balance.

interest_payments: Decimal

get_principal_and_interest_quantity()

Return how many tokens exactly we have on the loan.

Assuming any aToken/vToken will be fully converted to the underlying.

Return type:

Decimal

get_remaining_interest()

GEt the amount of interest this position has still left.

This is total lifetime interest + repayments / claims.

Return type:

Decimal

claim_interest(quantity)

Update interest claims from profit from accuring interest on collateral/

Parameters:

quantity (Decimal) –

repay_interest(quantity)

Update interest payments needed to maintain the borrowed debt.

Parameters:

quantity (Decimal) –

adjust(delta, epsilon=Decimal('1.00000000000000007154242405462192450852805618492324772617063644020163337700068950653076171875E-18'))

Adjust the quantity on this loan.

Used when doing increase/reduce shorts to get a new amount. With safety checks.

Parameters:

• delta (Decimal) – Positive: increase amount, negative decrease amount.

• epsilon (Decimal) –

__init__(opening_amount, last_token_amount, last_updated_at, last_event_at, last_accrued_interest, last_updated_block_number=None, interest_payments=Decimal('0'))

Parameters:

• opening_amount (Decimal) –

• last_token_amount (Decimal) –

• last_updated_at (datetime) –

• last_event_at (datetime) –

• last_accrued_interest (Decimal) –

• last_updated_block_number (Optional[int]) –

• interest_payments (Decimal) –

Return type:

None