GenericPosition

tradeexecutor.state.generic_position.GenericPosition Python class in Trading Strategy framework.

class GenericPosition

Bases: ABC

Base class for trading and reserve positions.

Implements common method all positions need to implement.

TODO: How to define generic balance_updates mapping.

See also

• tradeexecutor.state.state.position.TradingPosition

• tradeexecutor.state.state.reserve.ReservePosition

__init__()

Methods

__init__()
add_balance_update_event(event)	Include a new balance update event
calculate_quantity_usd_value(quantity)	Price token amount in this position in US dollar.
get_balance_update_events()	Iterate over all balance update events.
get_balance_update_quantity()	Get quantity of all balance updates for this position.
get_human_readable_name()	How to refer this position in log output.
get_quantity()	Get the number of tokens held in this position.

abstract get_human_readable_name()

How to refer this position in log output.

Return type:

str

abstract get_quantity()

Get the number of tokens held in this position.

Return type:

Decimal

abstract calculate_quantity_usd_value(quantity)

Price token amount in this position in US dollar.

An estimation. Use whatever latest exchange rate that is appropriate.

Returns:

Dollar amount

Parameters:

quantity (Decimal) –

Return type:

float

abstract get_balance_update_quantity()

Get quantity of all balance updates for this position.

Balance update events are

• Deposits

• Redemptions

• Accounting corrections

… but not trades.

Returns:

What’s the total value of non-trade events affecting the balances of this position.

Return type:

Decimal

abstract get_balance_update_events()

Iterate over all balance update events.

Balance updates describe external events affecting the balance of this position: the update was not triggered by the trade executor itself.

• Deposits

• Redemptions

• Account corrections

• Trades are not included here

Return type:

Iterable[BalanceUpdate]

abstract add_balance_update_event(event)

Include a new balance update event

Raises:

BalanceUpdateEventAlreadyAdded – In the case of a duplicate and event id is already used.

Parameters:

event (BalanceUpdate) –