accrue_interest#

API documentation for tradeexecutor.strategy.interest.accrue_interest Python function.

accrue_interest(state, on_chain_balances, interest_distribution, block_timestamp, block_number, max_interest_gain=0.05, aave_financial_year=datetime.timedelta(days=365))[source]#

Update the internal ledger to match interest accrued on on-chain balances.

  • Read incoming on-chain balance updates

  • Distribute it to the trading positions based on our interest_distribution

  • Set the interest sync checkpoint

Parameters:

  • state (State) – Strategy state.

  • on_chain_balances (Dict[AssetIdentifier, Decimal]) – The current on-chain balances at block_number.

  • block_number (int | None) – The block number when we read the balances.

  • block_timestamp (datetime) – The timestamp of block_number.

  • max_interest_gain (float) –

    Abort if some asset has gained more interest than this threshold.

    A safety check to abort buggy code.

  • interest_distribution (InterestDistributionOperation) –

Returns:

Balance update events applied to all positions.

Return type:

Iterable[BalanceUpdate]