AssetWithTrackedValue

API documentation for tradeexecutor.state.identifier.AssetWithTrackedValue Python class in Trading Strategy framework.

class AssetWithTrackedValue

Bases: object

Track one asset with a value.

• Track asset quantity

• The asset can be vToken/aToken for interest based tracking, in this case presentation is set

• Any tracked asset must get USD oracle price from somewhere

__init__(asset, quantity, last_usd_price, last_pricing_at, created_at=<factory>, created_strategy_cycle_at=None)

Parameters:

• asset (AssetIdentifier) –

• quantity (Decimal) –

• last_usd_price (float) –

• last_pricing_at (datetime) –

• created_at (datetime) –

• created_strategy_cycle_at (Optional[datetime]) –

Return type:

None

Methods

__init__(asset, quantity, last_usd_price, ...)
change_quantity_and_value(delta, price, when)	The tracked asset amount is changing due to position increase/reduce.
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
get_usd_value()	Rrturn the approximate value of this tracked asset.
revalue(price, when)	Update the latest known price of the asset.
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

asset	Asset we are tracking
quantity	How many token units we have.
last_usd_price	What was the last known USD price of a single unit of quantity
last_pricing_at	When the last pricing happened
created_at	Strategy cycle time stamp when the tracking was started
created_strategy_cycle_at	Strategy cycle time stamp when the tracking was started

asset: AssetIdentifier

Asset we are tracking

The is aToken or vToken asset.

Use asset.underlying to get the token.

quantity: Decimal

How many token units we have.

In the case of loans this represents the underlying asset (WETH), not any gained interest (vWETH).

last_usd_price: float

What was the last known USD price of a single unit of quantity

last_pricing_at: datetime

When the last pricing happened

created_at: datetime

Strategy cycle time stamp when the tracking was started

created_strategy_cycle_at: datetime.datetime | None

Strategy cycle time stamp when the tracking was started

get_usd_value()

Rrturn the approximate value of this tracked asset.

Priced in the last_usd_price

Return type:

float

revalue(price, when)

Update the latest known price of the asset.

Parameters:

• price (float) –

• when (datetime) –

__init__(asset, quantity, last_usd_price, last_pricing_at, created_at=<factory>, created_strategy_cycle_at=None)

Parameters:

• asset (AssetIdentifier) –

• quantity (Decimal) –

• last_usd_price (float) –

• last_pricing_at (datetime) –

• created_at (datetime) –

• created_strategy_cycle_at (Optional[datetime]) –

Return type:

None

change_quantity_and_value(delta, price, when, allow_negative=False, available_accrued_interest=Decimal('0'), epsilon=Decimal('1.00000000000000007154242405462192450852805618492324772617063644020163337700068950653076171875E-18'), close_position=False)

The tracked asset amount is changing due to position increase/reduce.

Parameters:

• allow_negative (bool) –

  Backtesting helper parameter.

  Bail out with an exception if delta is too high and balance would go negative.

• available_accrued_interest (Decimal) –

  How much interest we have gained.

  To be used with allow_negative.

• delta (Decimal) –

• price (float) –

• when (datetime) –

• epsilon (Decimal) –