AccountingBalanceCheck

API documentation for tradeexecutor.strategy.account_correction.AccountingBalanceCheck Python class in Trading Strategy framework.

class AccountingBalanceCheck

Bases: object

Accounting correction applied to a balance.

Any irregular accounting correction will cause the position profit calcualtions and such to become invalid. Such positions should be separately market and not included in the profit calculations.

__init__(type, holding_address, asset, positions, expected_amount, actual_amount, dust_epsilon, relative_epsilon, block_number, timestamp, usd_value, reserve_asset, mismatch)

Parameters:

• type (AccountingCorrectionCause) –

• holding_address (str) –

• asset (AssetIdentifier) –

• positions (Optional[Set[GenericPosition]]) –

• expected_amount (Decimal) –

• actual_amount (Decimal) –

• dust_epsilon (Decimal) –

• relative_epsilon (Decimal) –

• block_number (int | None) –

• timestamp (datetime.datetime | None) –

• usd_value (float | None) –

• reserve_asset (bool) –

• mismatch (bool) –

Return type:

None

Methods

__init__(type, holding_address, asset, ...)
has_extra_tokens()	We have extra
is_dusty()	If there is a mismatch, is the mismatch within the dust tolerance,
is_mismatch()

Attributes

position	Backwards compatibility.
quantity	How many tokens we corrected
type
holding_address	Where is this token being stored
asset	Related on-chain asset
positions	Related positions
expected_amount
actual_amount
dust_epsilon	Dust epsilon
relative_epsilon	Relative epsilon
block_number
timestamp
usd_value	Keep track of monetary value of corrections.
reserve_asset	Is this correction for reserve asset
mismatch	Was there a balance mismatch that is larger than the epsilon

holding_address: str

Where is this token being stored

Hot wallet address or Enzyme vault address

asset: AssetIdentifier

Related on-chain asset

positions: Optional[Set[GenericPosition]]

Related positions

Set none if no open position was found

dust_epsilon: Decimal

Dust epsilon

relative_epsilon: Decimal

Relative epsilon

usd_value: float | None

Keep track of monetary value of corrections.

An estimated value at the time of the correction creation.

Negative for negative corrections

None if the the tokens are for a new position and we do not have pricing information yet available, or if the position is not a spot position.

reserve_asset: bool

Is this correction for reserve asset

mismatch: bool

Was there a balance mismatch that is larger than the epsilon

property quantity

How many tokens we corrected

property position: tradeexecutor.state.generic_position.GenericPosition | None

Backwards compatibility.

TODO: Remove code paths touching this

has_extra_tokens()

We have extra

Return type:

bool

is_dusty()

If there is a mismatch, is the mismatch within the dust tolerance,

Return type:

bool

__init__(type, holding_address, asset, positions, expected_amount, actual_amount, dust_epsilon, relative_epsilon, block_number, timestamp, usd_value, reserve_asset, mismatch)

Parameters:

• type (AccountingCorrectionCause) –

• holding_address (str) –

• asset (AssetIdentifier) –

• positions (Optional[Set[GenericPosition]]) –

• expected_amount (Decimal) –

• actual_amount (Decimal) –

• dust_epsilon (Decimal) –

• relative_epsilon (Decimal) –

• block_number (int | None) –

• timestamp (datetime.datetime | None) –

• usd_value (float | None) –

• reserve_asset (bool) –

• mismatch (bool) –

Return type:

None