avantis-trader-sdk 0.8.2__py3-none-any.whl → 0.8.4__py3-none-any.whl

avantis_trader_sdk/rpc/blended.py

@@ -1,71 +1,71 @@
-import asyncio
-from ..types import Utilization, Skew
-
-
-class BlendedRPC:
-    """
-    This class provides methods to retrieve and calculate various blended parameters
-    """
-
-    def __init__(self, client):
-        """
-        Constructor for the BlendedRPC class.
-
-        Args:
-            client: The TraderClient object.
-        """
-        self.client = client
-
-    async def get_blended_utilization_ratio(self):
-        """
-        Retrieves the blended utilization ratio for all trading pairs.
-
-        Returns:
-            A Utilization instance containing the blended utilization ratio for each trading pair.
-        """
-        pairs_info = await self.client.pairs_cache.get_pairs_info()
-        asset_task = self.client.asset_parameters.get_utilization()
-        category_task = self.client.category_parameters.get_utilization()
-
-        asset_utilization, category_utilization = await asyncio.gather(
-            asset_task, category_task
-        )
-
-        utilization = {}
-
-        for _, pair in pairs_info.items():
-            if str(pair.group_index) in category_utilization.utilization:
-                utilization[pair.from_ + "/" + pair.to] = (
-                    asset_utilization.utilization[pair.from_ + "/" + pair.to] * 25
-                    + category_utilization.utilization[str(pair.group_index)] * 75
-                ) / 100
-            else:
-                utilization[pair.from_ + "/" + pair.to] = 0
-
-        return Utilization(utilization=utilization)
-
-    async def get_blended_skew(self):
-        """
-        Retrieves the blended skew for all trading pairs.
-
-        Returns:
-            A Skew instance containing the blended skew for each trading pair.
-        """
-        pairs_info = await self.client.pairs_cache.get_pairs_info()
-        asset_task = self.client.asset_parameters.get_asset_skew()
-        category_task = self.client.category_parameters.get_category_skew()
-
-        asset_skew, category_skew = await asyncio.gather(asset_task, category_task)
-
-        skew = {}
-
-        for _, pair in pairs_info.items():
-            if str(pair.group_index) in category_skew.skew:
-                skew[pair.from_ + "/" + pair.to] = (
-                    asset_skew.skew[pair.from_ + "/" + pair.to] * 25
-                    + category_skew.skew[str(pair.group_index)] * 75
-                ) / 100
-            else:
-                skew[pair.from_ + "/" + pair.to] = 0
-
-        return Skew(skew=skew)
+import asyncio
+from ..types import Utilization, Skew
+
+
+class BlendedRPC:
+    """
+    This class provides methods to retrieve and calculate various blended parameters
+    """
+
+    def __init__(self, client):
+        """
+        Constructor for the BlendedRPC class.
+
+        Args:
+            client: The TraderClient object.
+        """
+        self.client = client
+
+    async def get_blended_utilization_ratio(self):
+        """
+        Retrieves the blended utilization ratio for all trading pairs.
+
+        Returns:
+            A Utilization instance containing the blended utilization ratio for each trading pair.
+        """
+        pairs_info = await self.client.pairs_cache.get_pairs_info()
+        asset_task = self.client.asset_parameters.get_utilization()
+        category_task = self.client.category_parameters.get_utilization()
+
+        asset_utilization, category_utilization = await asyncio.gather(
+            asset_task, category_task
+        )
+
+        utilization = {}
+
+        for _, pair in pairs_info.items():
+            if str(pair.group_index) in category_utilization.utilization:
+                utilization[pair.from_ + "/" + pair.to] = (
+                    asset_utilization.utilization[pair.from_ + "/" + pair.to] * 25
+                    + category_utilization.utilization[str(pair.group_index)] * 75
+                ) / 100
+            else:
+                utilization[pair.from_ + "/" + pair.to] = 0
+
+        return Utilization(utilization=utilization)
+
+    async def get_blended_skew(self):
+        """
+        Retrieves the blended skew for all trading pairs.
+
+        Returns:
+            A Skew instance containing the blended skew for each trading pair.
+        """
+        pairs_info = await self.client.pairs_cache.get_pairs_info()
+        asset_task = self.client.asset_parameters.get_asset_skew()
+        category_task = self.client.category_parameters.get_category_skew()
+
+        asset_skew, category_skew = await asyncio.gather(asset_task, category_task)
+
+        skew = {}
+
+        for _, pair in pairs_info.items():
+            if str(pair.group_index) in category_skew.skew:
+                skew[pair.from_ + "/" + pair.to] = (
+                    asset_skew.skew[pair.from_ + "/" + pair.to] * 25
+                    + category_skew.skew[str(pair.group_index)] * 75
+                ) / 100
+            else:
+                skew[pair.from_ + "/" + pair.to] = 0
+
+        return Skew(skew=skew)

avantis_trader_sdk/rpc/category_parameters.py

@@ -1,216 +1,216 @@
-import asyncio
-from ..types import OpenInterest, OpenInterestLimits, Utilization, Skew
-
-
-class CategoryParametersRPC:
-    """
-    This class provides methods to retrieve and calculate various category parameters
-    related to open interest, open interest limits, and category utilization.
-    """
-
-    def __init__(self, client):
-        """
-        Constructor for the CategoryParametersRPC class.
-
-        Args:
-            client: The TraderClient object.
-        """
-        self.client = client
-
-    async def get_oi_limits(self):
-        """
-        Retrieves the open interest limits for all categories.
-
-        Returns:
-            An OpenInterestLimits instance containing the open interest limits. The index of the list
-            corresponds to the category index.
-        """
-        PairStorage = self.client.contracts.get("PairStorage")
-        Multicall = self.client.contracts.get("Multicall")
-        pairs_info = await self.client.pairs_cache.get_pairs_info()
-        group_indexes = await self.client.pairs_cache.get_group_indexes()
-
-        pair_indexes = []
-        for group_index in group_indexes:
-            for _, pair in pairs_info.items():
-                if pair.group_index == group_index:
-                    pair_indexes.append(pair.fee_index)
-                    break
-
-        calls = []
-        for pair_index in pair_indexes:
-            call_data = PairStorage.encodeABI(fn_name="groupMaxOI", args=[pair_index])
-            calls.append((PairStorage.address, call_data))
-
-        response = await Multicall.functions.aggregate(calls).call()
-        decoded_response = [
-            int.from_bytes(value, byteorder="big") / 10**6 for value in response[1]
-        ]
-        decoded_response = {
-            str(group_index): value
-            for group_index, value in zip(group_indexes, decoded_response)
-        }
-        return OpenInterestLimits(limits=decoded_response)
-
-    async def get_oi(self):
-        """
-        Retrieves the current open interest for all categories.
-
-        Returns:
-            An OpenInterest instance containing the long and short open interest
-        """
-        PairStorage = self.client.contracts.get("PairStorage")
-        Multicall = self.client.contracts.get("Multicall")
-        group_indexes = await self.client.pairs_cache.get_group_indexes()
-
-        long_calls = []
-        short_calls = []
-        for group_index in group_indexes:
-            call_data = PairStorage.encodeABI(fn_name="groupOIs", args=[group_index, 0])
-            long_calls.append((PairStorage.address, call_data))
-
-            call_data = PairStorage.encodeABI(fn_name="groupOIs", args=[group_index, 1])
-            short_calls.append((PairStorage.address, call_data))
-
-        long_task = Multicall.functions.aggregate(long_calls).call()
-        short_task = Multicall.functions.aggregate(short_calls).call()
-
-        long_response, short_response = await asyncio.gather(long_task, short_task)
-
-        long_response = [
-            int.from_bytes(value, byteorder="big") / 10**6 for value in long_response[1]
-        ]
-        short_response = [
-            int.from_bytes(value, byteorder="big") / 10**6
-            for value in short_response[1]
-        ]
-
-        long_response = {
-            str(group_index): value
-            for group_index, value in zip(group_indexes, long_response)
-        }
-        short_response = {
-            str(group_index): value
-            for group_index, value in zip(group_indexes, short_response)
-        }
-
-        return OpenInterest(long=long_response, short=short_response)
-
-    # async def get_oi(self):
-    #     """
-    #     Retrieves the current open interest for all categories.
-
-    #     Returns:
-    #         An OpenInterest instance containing the long and short open interest
-    #     """
-    #     pair_info = await self.client.pairs_cache.get_pairs_info()
-    #     pair_oi = await self.client.asset_parameters.get_oi()
-    #     group_indexes = await self.client.pairs_cache.get_group_indexes()
-
-    #     long_response = {}
-    #     short_response = {}
-
-    #     for group_index in group_indexes:
-    #         long_response[group_index] = 0
-    #         short_response[group_index] = 0
-
-    #     for pair_key, oi in pair_oi.long.items():
-    #         if pair_key in self.client.pairs_cache._pair_mapping:
-    #             pair_index = self.client.pairs_cache._pair_mapping[pair_key]
-    #             pair = pair_info[pair_index]
-    #             group_index = pair.group_index
-    #             long_response[group_index] += oi
-    #             # Assuming pair_oi.short has the same keys as pair_oi.long
-    #             short_response[group_index] += pair_oi.short[pair_key]
-    #         else:
-    #             print(f"Warning: {pair_key} not found in pair_info")
-
-    #     return OpenInterest(long=long_response, short=short_response)
-
-    # async def get_utilization(self):
-    #     """
-    #     Calculates the category utilization for all categories.
-
-    #     Returns:
-    #         A Utilization instance containing the category utilization
-    #         percentage % for each category.
-    #     """
-    #     PairStorage = self.client.contracts.get("PairStorage")
-    #     Multicall = self.client.contracts.get("Multicall")
-    #     pairs_info = await self.client.pairs_cache.get_pairs_info()
-    #     group_indexes = await self.client.pairs_cache.get_group_indexes()
-
-    #     pair_indexes = []
-    #     for group_index in group_indexes:
-    #         for _, pair in pairs_info.items():
-    #             if pair.group_index == group_index:
-    #                 pair_indexes.append(pair.fee_index)
-    #                 break
-
-    #     calls = []
-    #     for pair_index in pair_indexes:
-    #         call_data = PairStorage.encodeABI(fn_name="groupOI", args=[pair_index])
-    #         calls.append((PairStorage.address, call_data))
-
-    #     oi_limits_task = self.get_oi_limits()
-    #     aggregate_task = Multicall.functions.aggregate(calls).call()
-
-    #     oi_limits, aggregate_response = await asyncio.gather(
-    #         oi_limits_task, aggregate_task
-    #     )
-
-    #     utilization = {}
-
-    #     for pair_index in range(len(aggregate_response[1])):
-    #         current_oi = (
-    #             int.from_bytes(aggregate_response[1][pair_index], byteorder="big")
-    #             / 10**6
-    #         )
-    #         limit = oi_limits.limits[str(pair_index)]
-    #         print(current_oi, limit)
-    #         utilization[pair_index] = current_oi * 100 / limit if limit else 0
-
-    #     return Utilization(utilization=utilization)
-
-    async def get_utilization(self):
-        """
-        Calculates the category utilization for all categories.
-
-        Returns:
-            A Utilization instance containing the category utilization
-            absolute value for each category.
-        """
-        oi_limits_task = self.get_oi_limits()
-        oi_task = self.get_oi()
-
-        oi_limits, oi = await asyncio.gather(oi_limits_task, oi_task)
-
-        utilization = {}
-
-        for group_index in range(len(oi.long)):
-            current_oi = oi.long[str(group_index)] + oi.short[str(group_index)]
-            limit = oi_limits.limits[str(group_index)]
-            utilization[str(group_index)] = current_oi / limit if limit else 0
-
-        return Utilization(utilization=utilization)
-
-    async def get_category_skew(self):
-        """
-        Calculates the category skew for all categories.
-
-        Returns:
-            An Skew instance containing the category skew
-            absolute value for each category.
-        """
-        oi = await self.get_oi()
-
-        skew = {}
-        for group_index, long_ratio in oi.long.items():
-            short_ratio = oi.short[group_index]
-            skew[group_index] = (
-                long_ratio / (long_ratio + short_ratio)
-                if long_ratio + short_ratio
-                else 0
-            )
-
-        return Skew(skew=skew)
+import asyncio
+from ..types import OpenInterest, OpenInterestLimits, Utilization, Skew
+
+
+class CategoryParametersRPC:
+    """
+    This class provides methods to retrieve and calculate various category parameters
+    related to open interest, open interest limits, and category utilization.
+    """
+
+    def __init__(self, client):
+        """
+        Constructor for the CategoryParametersRPC class.
+
+        Args:
+            client: The TraderClient object.
+        """
+        self.client = client
+
+    async def get_oi_limits(self):
+        """
+        Retrieves the open interest limits for all categories.
+
+        Returns:
+            An OpenInterestLimits instance containing the open interest limits. The index of the list
+            corresponds to the category index.
+        """
+        PairStorage = self.client.contracts.get("PairStorage")
+        Multicall = self.client.contracts.get("Multicall")
+        pairs_info = await self.client.pairs_cache.get_pairs_info()
+        group_indexes = await self.client.pairs_cache.get_group_indexes()
+
+        pair_indexes = []
+        for group_index in group_indexes:
+            for _, pair in pairs_info.items():
+                if pair.group_index == group_index:
+                    pair_indexes.append(pair.fee_index)
+                    break
+
+        calls = []
+        for pair_index in pair_indexes:
+            call_data = PairStorage.encodeABI(fn_name="groupMaxOI", args=[pair_index])
+            calls.append((PairStorage.address, call_data))
+
+        response = await Multicall.functions.aggregate(calls).call()
+        decoded_response = [
+            int.from_bytes(value, byteorder="big") / 10**6 for value in response[1]
+        ]
+        decoded_response = {
+            str(group_index): value
+            for group_index, value in zip(group_indexes, decoded_response)
+        }
+        return OpenInterestLimits(limits=decoded_response)
+
+    async def get_oi(self):
+        """
+        Retrieves the current open interest for all categories.
+
+        Returns:
+            An OpenInterest instance containing the long and short open interest
+        """
+        PairStorage = self.client.contracts.get("PairStorage")
+        Multicall = self.client.contracts.get("Multicall")
+        group_indexes = await self.client.pairs_cache.get_group_indexes()
+
+        long_calls = []
+        short_calls = []
+        for group_index in group_indexes:
+            call_data = PairStorage.encodeABI(fn_name="groupOIs", args=[group_index, 0])
+            long_calls.append((PairStorage.address, call_data))
+
+            call_data = PairStorage.encodeABI(fn_name="groupOIs", args=[group_index, 1])
+            short_calls.append((PairStorage.address, call_data))
+
+        long_task = Multicall.functions.aggregate(long_calls).call()
+        short_task = Multicall.functions.aggregate(short_calls).call()
+
+        long_response, short_response = await asyncio.gather(long_task, short_task)
+
+        long_response = [
+            int.from_bytes(value, byteorder="big") / 10**6 for value in long_response[1]
+        ]
+        short_response = [
+            int.from_bytes(value, byteorder="big") / 10**6
+            for value in short_response[1]
+        ]
+
+        long_response = {
+            str(group_index): value
+            for group_index, value in zip(group_indexes, long_response)
+        }
+        short_response = {
+            str(group_index): value
+            for group_index, value in zip(group_indexes, short_response)
+        }
+
+        return OpenInterest(long=long_response, short=short_response)
+
+    # async def get_oi(self):
+    #     """
+    #     Retrieves the current open interest for all categories.
+
+    #     Returns:
+    #         An OpenInterest instance containing the long and short open interest
+    #     """
+    #     pair_info = await self.client.pairs_cache.get_pairs_info()
+    #     pair_oi = await self.client.asset_parameters.get_oi()
+    #     group_indexes = await self.client.pairs_cache.get_group_indexes()
+
+    #     long_response = {}
+    #     short_response = {}
+
+    #     for group_index in group_indexes:
+    #         long_response[group_index] = 0
+    #         short_response[group_index] = 0
+
+    #     for pair_key, oi in pair_oi.long.items():
+    #         if pair_key in self.client.pairs_cache._pair_mapping:
+    #             pair_index = self.client.pairs_cache._pair_mapping[pair_key]
+    #             pair = pair_info[pair_index]
+    #             group_index = pair.group_index
+    #             long_response[group_index] += oi
+    #             # Assuming pair_oi.short has the same keys as pair_oi.long
+    #             short_response[group_index] += pair_oi.short[pair_key]
+    #         else:
+    #             print(f"Warning: {pair_key} not found in pair_info")
+
+    #     return OpenInterest(long=long_response, short=short_response)
+
+    # async def get_utilization(self):
+    #     """
+    #     Calculates the category utilization for all categories.
+
+    #     Returns:
+    #         A Utilization instance containing the category utilization
+    #         percentage % for each category.
+    #     """
+    #     PairStorage = self.client.contracts.get("PairStorage")
+    #     Multicall = self.client.contracts.get("Multicall")
+    #     pairs_info = await self.client.pairs_cache.get_pairs_info()
+    #     group_indexes = await self.client.pairs_cache.get_group_indexes()
+
+    #     pair_indexes = []
+    #     for group_index in group_indexes:
+    #         for _, pair in pairs_info.items():
+    #             if pair.group_index == group_index:
+    #                 pair_indexes.append(pair.fee_index)
+    #                 break
+
+    #     calls = []
+    #     for pair_index in pair_indexes:
+    #         call_data = PairStorage.encodeABI(fn_name="groupOI", args=[pair_index])
+    #         calls.append((PairStorage.address, call_data))
+
+    #     oi_limits_task = self.get_oi_limits()
+    #     aggregate_task = Multicall.functions.aggregate(calls).call()
+
+    #     oi_limits, aggregate_response = await asyncio.gather(
+    #         oi_limits_task, aggregate_task
+    #     )
+
+    #     utilization = {}
+
+    #     for pair_index in range(len(aggregate_response[1])):
+    #         current_oi = (
+    #             int.from_bytes(aggregate_response[1][pair_index], byteorder="big")
+    #             / 10**6
+    #         )
+    #         limit = oi_limits.limits[str(pair_index)]
+    #         print(current_oi, limit)
+    #         utilization[pair_index] = current_oi * 100 / limit if limit else 0
+
+    #     return Utilization(utilization=utilization)
+
+    async def get_utilization(self):
+        """
+        Calculates the category utilization for all categories.
+
+        Returns:
+            A Utilization instance containing the category utilization
+            absolute value for each category.
+        """
+        oi_limits_task = self.get_oi_limits()
+        oi_task = self.get_oi()
+
+        oi_limits, oi = await asyncio.gather(oi_limits_task, oi_task)
+
+        utilization = {}
+
+        for group_index in range(len(oi.long)):
+            current_oi = oi.long[str(group_index)] + oi.short[str(group_index)]
+            limit = oi_limits.limits[str(group_index)]
+            utilization[str(group_index)] = current_oi / limit if limit else 0
+
+        return Utilization(utilization=utilization)
+
+    async def get_category_skew(self):
+        """
+        Calculates the category skew for all categories.
+
+        Returns:
+            An Skew instance containing the category skew
+            absolute value for each category.
+        """
+        oi = await self.get_oi()
+
+        skew = {}
+        for group_index, long_ratio in oi.long.items():
+            short_ratio = oi.short[group_index]
+            skew[group_index] = (
+                long_ratio / (long_ratio + short_ratio)
+                if long_ratio + short_ratio
+                else 0
+            )
+
+        return Skew(skew=skew)