avantis-trader-sdk 0.8.2__py3-none-any.whl → 0.8.3__py3-none-any.whl

avantis_trader_sdk/rpc/pairs_cache.py

@@ -1,130 +1,130 @@
-from ..types import PairInfoWithData
-
-
-class PairsCache:
-    """
-    This class provides methods to retrieve pairs information from the blockchain.
-    """
-
-    def __init__(self, client):
-        """
-        Constructor for the PairsCache class.
-
-        Args:
-            client: The TraderClient object.
-        """
-        self.client = client
-        self._pair_info_cache = {}
-        self._group_indexes_cache = {}
-        self._pair_mapping = {}
-
-    async def get_pairs_info(self, force_update=False):
-        """
-        Retrieves the pairs information from the blockchain. The information is cached and will be returned from the cache if it is available and force_update is False. This is to avoid unnecessary calls to the blockchain.
-
-        Args:
-            force_update: If True, the cache will be ignored and the information will be retrieved from the blockchain. Defaults to False.
-
-        Returns:
-            A dictionary containing the pairs information.
-        """
-        if not force_update and not self._pair_info_cache:
-            Multicall = self.client.contracts.get("Multicall")
-            PairStorage = self.client.contracts.get("PairStorage")
-            pairs_count = await self.get_pairs_count()
-
-            calls = []
-            for pair_index in range(pairs_count):
-                core_call_data = PairStorage.encodeABI(
-                    fn_name="pairs", args=[pair_index]
-                )
-                pair_data_call_data = PairStorage.encodeABI(
-                    fn_name="getPairData", args=[pair_index]
-                )
-                calls.extend(
-                    [
-                        (PairStorage.address, core_call_data),
-                        (PairStorage.address, pair_data_call_data),
-                    ]
-                )
-
-            _, raw_data = await Multicall.functions.aggregate(calls).call()
-
-            decoded_data = []
-            for i in range(0, len(raw_data), 2):
-                pair_info = self.client.utils["decoder"](
-                    PairStorage, "pairs", raw_data[i]
-                )
-                pair_data = self.client.utils["decoder"](
-                    PairStorage, "getPairData", raw_data[i + 1]
-                )
-                pair_info.update(pair_data)
-                decoded_data.append(PairInfoWithData(**pair_info))
-
-            for index, pair_info in enumerate(decoded_data):
-                if not pair_info.from_:
-                    pair_info.from_ = f"DELISTED_{index}"
-                    pair_info.to = f"DELISTED_{index}"
-                self._pair_info_cache[index] = pair_info
-
-            group_indexes = set([pair.group_index for pair in decoded_data])
-            self._group_indexes_cache = group_indexes
-            self._pair_mapping = {
-                f"{info.from_}/{info.to}": index
-                for index, info in self._pair_info_cache.items()
-            }
-
-        return self._pair_info_cache
-
-    async def get_pairs_count(self):
-        """
-        Retrieves the number of pairs from the blockchain.
-
-        Returns:
-            The number of pairs as an integer.
-        """
-        PairStorage = self.client.contracts.get("PairStorage")
-        return await PairStorage.functions.pairsCount().call()
-
-    async def get_group_indexes(self):
-        """
-        Retrieves the group ids from the blockchain.
-
-        Returns:
-            The group ids as a set.
-        """
-        if not self._group_indexes_cache:
-            await self.get_pairs_info()
-        return self._group_indexes_cache
-
-    async def get_pair_index(self, pair):
-        """
-        Retrieves the index of a pair from the blockchain.
-
-        Args:
-            pair: The pair to retrieve the index for. Expects a string in the format "from/to".
-
-        Returns:
-            The index of the pair as an integer.
-
-        Raises:
-            ValueError: If the pair is not found in the pairs information.
-        """
-        pairs_info = await self.get_pairs_info()
-        for index, pair_info in pairs_info.items():
-            if pair_info.from_ + "/" + pair_info.to == pair:
-                return index
-        raise ValueError(f"Pair {pair} not found in pairs info.")
-
-    async def get_pair_name_from_index(self, pair_index):
-        """
-        Retrieves the pair name from the index.
-
-        Args:
-            pair_index: The pair index.
-
-        Returns:
-            The pair name.
-        """
-        pairs_info = await self.get_pairs_info()
-        return pairs_info[pair_index].from_ + "/" + pairs_info[pair_index].to
+from ..types import PairInfoWithData
+
+
+class PairsCache:
+    """
+    This class provides methods to retrieve pairs information from the blockchain.
+    """
+
+    def __init__(self, client):
+        """
+        Constructor for the PairsCache class.
+
+        Args:
+            client: The TraderClient object.
+        """
+        self.client = client
+        self._pair_info_cache = {}
+        self._group_indexes_cache = {}
+        self._pair_mapping = {}
+
+    async def get_pairs_info(self, force_update=False):
+        """
+        Retrieves the pairs information from the blockchain. The information is cached and will be returned from the cache if it is available and force_update is False. This is to avoid unnecessary calls to the blockchain.
+
+        Args:
+            force_update: If True, the cache will be ignored and the information will be retrieved from the blockchain. Defaults to False.
+
+        Returns:
+            A dictionary containing the pairs information.
+        """
+        if not force_update and not self._pair_info_cache:
+            Multicall = self.client.contracts.get("Multicall")
+            PairStorage = self.client.contracts.get("PairStorage")
+            pairs_count = await self.get_pairs_count()
+
+            calls = []
+            for pair_index in range(pairs_count):
+                core_call_data = PairStorage.encodeABI(
+                    fn_name="pairs", args=[pair_index]
+                )
+                pair_data_call_data = PairStorage.encodeABI(
+                    fn_name="getPairData", args=[pair_index]
+                )
+                calls.extend(
+                    [
+                        (PairStorage.address, core_call_data),
+                        (PairStorage.address, pair_data_call_data),
+                    ]
+                )
+
+            _, raw_data = await Multicall.functions.aggregate(calls).call()
+
+            decoded_data = []
+            for i in range(0, len(raw_data), 2):
+                pair_info = self.client.utils["decoder"](
+                    PairStorage, "pairs", raw_data[i]
+                )
+                pair_data = self.client.utils["decoder"](
+                    PairStorage, "getPairData", raw_data[i + 1]
+                )
+                pair_info.update(pair_data)
+                decoded_data.append(PairInfoWithData(**pair_info))
+
+            for index, pair_info in enumerate(decoded_data):
+                if not pair_info.from_:
+                    pair_info.from_ = f"DELISTED_{index}"
+                    pair_info.to = f"DELISTED_{index}"
+                self._pair_info_cache[index] = pair_info
+
+            group_indexes = set([pair.group_index for pair in decoded_data])
+            self._group_indexes_cache = group_indexes
+            self._pair_mapping = {
+                f"{info.from_}/{info.to}": index
+                for index, info in self._pair_info_cache.items()
+            }
+
+        return self._pair_info_cache
+
+    async def get_pairs_count(self):
+        """
+        Retrieves the number of pairs from the blockchain.
+
+        Returns:
+            The number of pairs as an integer.
+        """
+        PairStorage = self.client.contracts.get("PairStorage")
+        return await PairStorage.functions.pairsCount().call()
+
+    async def get_group_indexes(self):
+        """
+        Retrieves the group ids from the blockchain.
+
+        Returns:
+            The group ids as a set.
+        """
+        if not self._group_indexes_cache:
+            await self.get_pairs_info()
+        return self._group_indexes_cache
+
+    async def get_pair_index(self, pair):
+        """
+        Retrieves the index of a pair from the blockchain.
+
+        Args:
+            pair: The pair to retrieve the index for. Expects a string in the format "from/to".
+
+        Returns:
+            The index of the pair as an integer.
+
+        Raises:
+            ValueError: If the pair is not found in the pairs information.
+        """
+        pairs_info = await self.get_pairs_info()
+        for index, pair_info in pairs_info.items():
+            if pair_info.from_ + "/" + pair_info.to == pair:
+                return index
+        raise ValueError(f"Pair {pair} not found in pairs info.")
+
+    async def get_pair_name_from_index(self, pair_index):
+        """
+        Retrieves the pair name from the index.
+
+        Args:
+            pair_index: The pair index.
+
+        Returns:
+            The pair name.
+        """
+        pairs_info = await self.get_pairs_info()
+        return pairs_info[pair_index].from_ + "/" + pairs_info[pair_index].to

avantis_trader_sdk/rpc/rpc_helpers.py

@@ -1,8 +1,8 @@
-def map_output_to_pairs(pairs_info, decoded_response):
-    pairs_mapped_response = {}
-    for index, pair_info in pairs_info.items():
-        pairs_mapped_response[pair_info.from_ + "/" + pair_info.to] = decoded_response[
-            index
-        ]
-
-    return pairs_mapped_response
+def map_output_to_pairs(pairs_info, decoded_response):
+    pairs_mapped_response = {}
+    for index, pair_info in pairs_info.items():
+        pairs_mapped_response[pair_info.from_ + "/" + pair_info.to] = decoded_response[
+            index
+        ]
+
+    return pairs_mapped_response

avantis_trader_sdk/rpc/snapshot.py

@@ -1,142 +1,142 @@
-import asyncio
-from ..types import Snapshot, PairInfoExtended
-
-
-class SnapshotRPC:
-    """
-    This class provides methods to retrieve and calculate various parameters as snapshot
-    """
-
-    def __init__(self, client):
-        """
-        Constructor for the SnapshotRPC class.
-
-        Args:
-            client: The TraderClient object.
-        """
-        self.client = client
-
-    async def get_snapshot(self):
-        """
-        Retrieves the blended utilization ratio for all trading pairs.
-
-        Returns:
-            A Snapshot instance containing several pair and group related parameters.
-        """
-        pairs = await self.client.pairs_cache.get_pairs_info()
-
-        # Fetch all the required data in parallel
-        (
-            oi_limits,
-            oi,
-            utilization,
-            skew,
-            price_impact_spread,
-            skew_impact_spread,
-            margin_fee,
-            depth,
-            group_oi_limits,
-            group_oi,
-            group_utilization,
-            group_skew,
-            opening_fee,
-        ) = await asyncio.gather(
-            self.client.asset_parameters.get_oi_limits(),
-            self.client.asset_parameters.get_oi(),
-            self.client.asset_parameters.get_utilization(),
-            self.client.asset_parameters.get_asset_skew(),
-            self.client.asset_parameters.get_price_impact_spread(1000),
-            self.client.asset_parameters.get_skew_impact_spread(1000),
-            self.client.fee_parameters.get_margin_fee(),
-            self.client.asset_parameters.get_one_percent_depth(),
-            self.client.category_parameters.get_oi_limits(),
-            self.client.category_parameters.get_oi(),
-            self.client.category_parameters.get_utilization(),
-            self.client.category_parameters.get_category_skew(),
-            self.client.fee_parameters.get_opening_fee(1000),
-        )
-
-        response = {}
-
-        for pairIndex in pairs:
-            pair = pairs[pairIndex]
-            key = pair.from_ + "/" + pair.to
-            pair = pair.__dict__
-
-            pair["asset_open_interest_limit"] = oi_limits.limits[key]
-            pair["asset_open_interest"] = {"long": oi.long[key], "short": oi.short[key]}
-            pair["asset_utilization"] = utilization.utilization[key]
-            pair["asset_skew"] = skew.skew[key]
-
-            pair["blended_utilization"] = (
-                utilization.utilization[key] * 0.25
-                + group_utilization.utilization[str(pair["group_index"])] * 0.75
-            )
-            pair["blended_skew"] = (
-                skew.skew[key] * 0.25 + group_skew.skew[str(pair["group_index"])] * 0.75
-            )
-
-            pair["margin_fee"] = {
-                "hourly_base_fee_parameter": margin_fee.hourly_base_fee_parameter[key],
-                "hourly_margin_fee_long_bps": margin_fee.hourly_margin_fee_long_bps[
-                    key
-                ],
-                "hourly_margin_fee_short_bps": margin_fee.hourly_margin_fee_short_bps[
-                    key
-                ],
-            }
-            pair["one_percent_depth"] = {
-                "above": depth.above[key],
-                "below": depth.below[key],
-            }
-
-            pair["new_1k_long_opening_fee_bps"] = opening_fee.long[key]
-            pair["new_1k_short_opening_fee_bps"] = opening_fee.short[key]
-
-            pair["new_1k_long_opening_spread_bps"] = round(
-                pair["constant_spread_bps"]
-                + price_impact_spread.long[key]
-                + skew_impact_spread.long[key],
-                4,
-            )
-            pair["new_1k_short_opening_spread_bps"] = round(
-                pair["constant_spread_bps"]
-                + price_impact_spread.short[key]
-                + skew_impact_spread.short[key],
-                4,
-            )
-
-            pair["price_impact_spread_long_bps"] = round(
-                price_impact_spread.long[key], 4
-            )
-            pair["price_impact_spread_short_bps"] = round(
-                price_impact_spread.short[key], 4
-            )
-
-            pair["skew_impact_spread_long_bps"] = round(skew_impact_spread.long[key], 4)
-            pair["skew_impact_spread_short_bps"] = round(
-                skew_impact_spread.short[key], 4
-            )
-
-            pair["priceImpactMultiplier"] = pair.pop("price_impact_parameter") * 10**10
-            pair["skewImpactMultiplier"] = pair.pop("skew_impact_parameter") * 10**10
-            pair["spreadP"] = pair.pop("constant_spread_bps") * 10**10 / 100
-            pairs[pairIndex] = PairInfoExtended(**pair)
-
-        for group_index in group_oi_limits.limits:
-            response[group_index] = {
-                "group_open_interest_limit": group_oi_limits.limits[group_index],
-                "group_open_interest": {
-                    "long": group_oi.long[group_index],
-                    "short": group_oi.short[group_index],
-                },
-                "group_utilization": group_utilization.utilization[group_index],
-                "group_skew": group_skew.skew[group_index],
-                "pairs": {
-                    pair.from_ + "/" + pair.to: pair
-                    for _, pair in pairs.items()
-                    if pair.group_index == int(group_index)
-                },
-            }
-
-        return Snapshot(groups=response)
+import asyncio
+from ..types import Snapshot, PairInfoExtended
+
+
+class SnapshotRPC:
+    """
+    This class provides methods to retrieve and calculate various parameters as snapshot
+    """
+
+    def __init__(self, client):
+        """
+        Constructor for the SnapshotRPC class.
+
+        Args:
+            client: The TraderClient object.
+        """
+        self.client = client
+
+    async def get_snapshot(self):
+        """
+        Retrieves the blended utilization ratio for all trading pairs.
+
+        Returns:
+            A Snapshot instance containing several pair and group related parameters.
+        """
+        pairs = await self.client.pairs_cache.get_pairs_info()
+
+        # Fetch all the required data in parallel
+        (
+            oi_limits,
+            oi,
+            utilization,
+            skew,
+            price_impact_spread,
+            skew_impact_spread,
+            margin_fee,
+            depth,
+            group_oi_limits,
+            group_oi,
+            group_utilization,
+            group_skew,
+            opening_fee,
+        ) = await asyncio.gather(
+            self.client.asset_parameters.get_oi_limits(),
+            self.client.asset_parameters.get_oi(),
+            self.client.asset_parameters.get_utilization(),
+            self.client.asset_parameters.get_asset_skew(),
+            self.client.asset_parameters.get_price_impact_spread(1000),
+            self.client.asset_parameters.get_skew_impact_spread(1000),
+            self.client.fee_parameters.get_margin_fee(),
+            self.client.asset_parameters.get_one_percent_depth(),
+            self.client.category_parameters.get_oi_limits(),
+            self.client.category_parameters.get_oi(),
+            self.client.category_parameters.get_utilization(),
+            self.client.category_parameters.get_category_skew(),
+            self.client.fee_parameters.get_opening_fee(1000),
+        )
+
+        response = {}
+
+        for pairIndex in pairs:
+            pair = pairs[pairIndex]
+            key = pair.from_ + "/" + pair.to
+            pair = pair.__dict__
+
+            pair["asset_open_interest_limit"] = oi_limits.limits[key]
+            pair["asset_open_interest"] = {"long": oi.long[key], "short": oi.short[key]}
+            pair["asset_utilization"] = utilization.utilization[key]
+            pair["asset_skew"] = skew.skew[key]
+
+            pair["blended_utilization"] = (
+                utilization.utilization[key] * 0.25
+                + group_utilization.utilization[str(pair["group_index"])] * 0.75
+            )
+            pair["blended_skew"] = (
+                skew.skew[key] * 0.25 + group_skew.skew[str(pair["group_index"])] * 0.75
+            )
+
+            pair["margin_fee"] = {
+                "hourly_base_fee_parameter": margin_fee.hourly_base_fee_parameter[key],
+                "hourly_margin_fee_long_bps": margin_fee.hourly_margin_fee_long_bps[
+                    key
+                ],
+                "hourly_margin_fee_short_bps": margin_fee.hourly_margin_fee_short_bps[
+                    key
+                ],
+            }
+            pair["one_percent_depth"] = {
+                "above": depth.above[key],
+                "below": depth.below[key],
+            }
+
+            pair["new_1k_long_opening_fee_bps"] = opening_fee.long[key]
+            pair["new_1k_short_opening_fee_bps"] = opening_fee.short[key]
+
+            pair["new_1k_long_opening_spread_bps"] = round(
+                pair["constant_spread_bps"]
+                + price_impact_spread.long[key]
+                + skew_impact_spread.long[key],
+                4,
+            )
+            pair["new_1k_short_opening_spread_bps"] = round(
+                pair["constant_spread_bps"]
+                + price_impact_spread.short[key]
+                + skew_impact_spread.short[key],
+                4,
+            )
+
+            pair["price_impact_spread_long_bps"] = round(
+                price_impact_spread.long[key], 4
+            )
+            pair["price_impact_spread_short_bps"] = round(
+                price_impact_spread.short[key], 4
+            )
+
+            pair["skew_impact_spread_long_bps"] = round(skew_impact_spread.long[key], 4)
+            pair["skew_impact_spread_short_bps"] = round(
+                skew_impact_spread.short[key], 4
+            )
+
+            pair["priceImpactMultiplier"] = pair.pop("price_impact_parameter") * 10**10
+            pair["skewImpactMultiplier"] = pair.pop("skew_impact_parameter") * 10**10
+            pair["spreadP"] = pair.pop("constant_spread_bps") * 10**10 / 100
+            pairs[pairIndex] = PairInfoExtended(**pair)
+
+        for group_index in group_oi_limits.limits:
+            response[group_index] = {
+                "group_open_interest_limit": group_oi_limits.limits[group_index],
+                "group_open_interest": {
+                    "long": group_oi.long[group_index],
+                    "short": group_oi.short[group_index],
+                },
+                "group_utilization": group_utilization.utilization[group_index],
+                "group_skew": group_skew.skew[group_index],
+                "pairs": {
+                    pair.from_ + "/" + pair.to: pair
+                    for _, pair in pairs.items()
+                    if pair.group_index == int(group_index)
+                },
+            }
+
+        return Snapshot(groups=response)