DummySyncModel#

API documentation for tradeexecutor.strategy.sync_model.DummySyncModel Python class in Trading Strategy framework.

class DummySyncModel[source]#

Bases: SyncModel

Do nothing sync model.

  • There is no integration to external systems

  • Used in unit testing

__init__()[source]#

Methods

__init__()

create_transaction_builder()

Creates a transaction builder instance to make trades against this asset management model.

fetch_onchain_balances(assets[, ...])

Read the on-chain asset details.

get_hot_wallet()

Get the vault address we are using.

get_safe_latest_block()

get_token_storage_address()

Get the address where tokens are stored.

get_vault_address()

Get the vault address we are using.

is_ready_for_live_trading(state)

Check that the state and sync model is ready for live trading.

reset_deposits(state)

Clear out pending withdrawals/deposits events.

resync_nonce()

Re-read hot wallet nonce before trade execution.

sync_initial(state)

Initialize the vault connection.

sync_interests(timestamp, state, universe, ...)

Update interest on all tokens that receive interest thru rebase.

sync_treasury(strategy_cycle_ts, state[, ...])

Apply the balance sync before each strategy cycle.
__init__()[source]#
sync_initial(state)[source]#

Initialize the vault connection.

Parameters:

  • kwargs –

    Extra hints for the initial sync.

    Because reading event from Ethereum blockchain is piss poor mess.

  • state (State) –

get_token_storage_address()[source]#

Get the address where tokens are stored.

Returns:

Vault address for enzyme, wallet address for hot wallet.

Return None for DummySyncModel e.g. in the case of unit and backtests.

Return type:

Optional[str]

sync_treasury(strategy_cycle_ts, state, supported_reserves=None, end_block=None)[source]#

Apply the balance sync before each strategy cycle.

Parameters:

  • strategy_cycle_ts (datetime) –

    The current strategy cycle.

    Resevers are synced before executing the strategy cycle.

  • state (State) – Current state of the execution.

  • supported_reverses –

    List of assets the strategy module wants to use as its reserves.

    May be None in testing.

  • end_block (int | None) – Sync until this block.

  • supported_reserves (Optional[List[AssetIdentifier]]) –

Returns:

List of balance updates detected.

  • Deposits

  • Redemptions

Return type:

List[BalanceUpdate]

create_transaction_builder()[source]#

Creates a transaction builder instance to make trades against this asset management model.

Only needed when trades are being executed.

Returns:

Depending on the asset management mode.

Return type:

Optional[TransactionBuilder]

fetch_onchain_balances(assets, filter_zero=True, block_identifier=None)[source]#

Read the on-chain asset details.

  • Mark the block we are reading at the start

  • Asset list is sorted to be by address to make sure the return order is deterministic

Parameters:

  • filter_zero – Do not return zero balances

  • block_identifier (Union[Literal['latest', 'earliest', 'pending', 'safe', 'finalized'], ~eth_typing.evm.BlockNumber, ~eth_typing.evm.Hash32, ~eth_typing.encoding.HexStr, ~hexbytes.main.HexBytes, int]) – Cbeck at certain block height.

  • assets (Collection[AssetIdentifier]) –

Returns:

Iterator for assets by the sort order.

Return type:

Iterable[OnChainBalance]