SyncModel#

tradeexecutor.strategy.sync_model.SyncModel Python class in Trading Strategy framework.

class SyncModel[source]#

Bases: ABC

Abstract class for syncing on-chain fund movements event to the strategy treasury.

__init__()#

Methods

__init__()

create_transaction_builder()

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

get_hot_wallet()

Get the vault address we are using.

get_vault_address()

Get the vault address we are using.

sync_initial(state, **kwargs)

Initialize the vault connection.

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

Apply the balance sync before each strategy cycle.
get_vault_address()[source]#

Get the vault address we are using.

Returns:

None if the strategy is not vaulted

Return type:

Optional[str]

get_hot_wallet()[source]#

Get the vault address we are using.

Returns:

None if the executor is not using hot wallet (dummy, backtesting, etc.)

Return type:

Optional[HotWallet]

abstract sync_initial(state, **kwargs)[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) –

abstract sync_treasury(strategy_cycle_ts, state, supported_reserves=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.

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

Returns:

List of balance updates detected.

  • Deposits

  • Redemptions

Return type:

List[BalanceUpdate]

abstract 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]