ostium-python-sdk 0.2.100__tar.gz → 0.2.103__tar.gz

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: ostium-python-sdk
-Version: 0.2.100
+Version: 0.2.103
 Summary: A python based SDK developed for interacting with Ostium, a leveraged trading application for trading currencies, commodities, indices, crypto and more.
 Home-page: https://github.com/0xOstium/ostium-python-sdk
 Author: ami@ostium.io

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk/config.py

@@ -22,9 +22,9 @@ class NetworkConfig:
 
     @classmethod
     def testnet(cls) -> 'NetworkConfig':
-        return cls( # tbd
-            
-            
+        return cls(  # tbd
+
+
             graph_url="https://subgraph.satsuma-prod.com/391a61815d32/ostium/ost-sep-final/api",
             contracts={
                 "usdc": "0xe73B11Fb1e3eeEe8AF2a23079A4410Fe1B370548",

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk/formulae.py

@@ -1,7 +1,10 @@
-from decimal import Decimal
+from decimal import Decimal, getcontext, ROUND_DOWN
 from .constants import MAX_PROFIT_P, MAX_STOP_LOSS_P, PRECISION_16, PRECISION_2, PRECISION_6, PRECISION_12, PRECISION_18, LIQ_THRESHOLD_P
 from typing import Dict
+from .scscript.funding import getPendingAccFundingFees, getTargetFundingRate
 
+quantization_6 = Decimal('0.000001')
+quantization_18 = Decimal('0.000000000000000001')
 #
 # This is a copy-cat of formulae repo originally written in TypeScript
 #
@@ -75,6 +78,8 @@ def CurrentTradeProfitP(open_price: str, current_price: str, long: bool, leverag
         return str(e)
 
 # tbd - used by SDK
+
+
 def GetTradeLiquidationPrice(
     open_price: str,
     long: bool,
@@ -149,6 +154,8 @@ def GetTradeRolloverFee(
         raise Exception(f"Unable to compute Trade Rollover Fee: {error}")
 
 # Gets the funding fee (abs) for an open trade (up to this block, aka based on current_funding up till this block)
+
+
 def GetTradeFundingFee(
     trade_funding: str,
     current_funding: str,
@@ -288,6 +295,8 @@ def CurrentTradeProfitRaw(
         raise Exception(f"Unable to compute Current Trade Profit Raw: {error}")
 
 # calculates the net profit (after fees) of an open trade (abs)
+
+
 def CurrentTotalProfitRaw(
     open_price: str,
     current_price: str,
@@ -337,65 +346,9 @@ def CurrentTotalProfitP(total_profit: str, collateral: str) -> str:
         raise Exception(
             f"Unable to compute Current Total Profit Percentage: {error}")
 
-# given desired TP percentage, like 35, 50, 75, 100, 500 and 900 which is max: gives you the TP price
-
-def get_target_funding_rate(
-    normalized_oi_delta: Decimal,
-    hill_inflection_point: Decimal,
-    max_fr: Decimal,
-    hill_pos_scale: Decimal,
-    hill_neg_scale: Decimal,
-) -> Decimal:
-    a = Decimal('184')
-    k = Decimal('16')
-    
-    x = a * normalized_oi_delta / PRECISION_2
-    x2 = x * x * PRECISION_6  # convert to PRECISION_18
-    hill = x2 * PRECISION_18 / (k * PRECISION_16 + x2)
-
-    if normalized_oi_delta >= 0:
-        target_fr = hill_pos_scale * hill / PRECISION_2 + hill_inflection_point
-    else:
-        target_fr = hill_neg_scale * Decimal('-1') * hill / PRECISION_2 + hill_inflection_point
-
-    if target_fr > PRECISION_18:
-        target_fr = PRECISION_18
-    elif target_fr < PRECISION_18 * Decimal('-1'):
-        target_fr = PRECISION_18 * Decimal('-1')
-
-    return target_fr * max_fr / PRECISION_18
-
-def exponential_approximation(x: Decimal) -> Decimal:
-    approx_threshold = Decimal('793231258909201900')
-
-    if abs(x) < approx_threshold:
-        three_with_precision = PRECISION_18 * 3
-        numerator = x + three_with_precision
-        numerator = numerator * numerator / PRECISION_18 + three_with_precision
-        denominator = x - three_with_precision
-        denominator = denominator * denominator / PRECISION_18 + three_with_precision
-
-        return numerator * PRECISION_18 / denominator
-    else:
-        k = [1648721, 1284025, 1133148, 1064494, 1031743, 1015748, 1007843, 1003915, 1001955, 1000977]
-        integer_part = abs(x) // PRECISION_18
-        decimal_part = abs(x) - (integer_part * PRECISION_18)
-
-        approx = PRECISION_6
-
-        for ki in k:
-            decimal_part = decimal_part * 2
-            if decimal_part >= PRECISION_18:
-                approx = approx * Decimal(str(ki)) / PRECISION_6
-                decimal_part = decimal_part - PRECISION_18
-            if decimal_part == 0:
-                break
-
-        return (PRECISION_18 * PRECISION_18 / 
-                (Decimal('2') ** integer_part * 
-                 (approx / Decimal('1000') * Decimal('1e15'))) / 
-                Decimal('1e15') * Decimal('1e15'))
 
+# returns (acc_funding_long, acc_funding_short, latest_funding_rate, target_fr)
+# latest_funding_rate and target_fr are in % per year - how much long pay per year
 def get_funding_rate(
     acc_per_oi_long: str,
     acc_per_oi_short: str,
@@ -412,72 +365,87 @@ def get_funding_rate(
     spring_factor: str,
     s_factor_up_scale_p: str,
     s_factor_down_scale_p: str,
-) -> Dict[str, str]:
-    # Convert string inputs to Decimal
-    acc_per_oi_long_dec = Decimal(acc_per_oi_long)
-    acc_per_oi_short_dec = Decimal(acc_per_oi_short)
-    last_funding_rate_dec = Decimal(last_funding_rate)
-    max_funding_fee_per_block_dec = Decimal(max_funding_fee_per_block)
-    last_update_block_dec = Decimal(last_update_block)
-    latest_block_dec = Decimal(latest_block)
+    verbose: bool = False
+) -> tuple[int, int, int, int]:
+    """
+    Calculate funding rates and return as integers multiplied by PRECISION_18
+    Returns: (acc_funding_long, acc_funding_short, latest_funding_rate, target_fr)
+    """
+    def log(message):
+        if verbose:
+            print(message)
+
+    # Set decimal precision
+    getcontext().prec = 128
+    getcontext().rounding = ROUND_DOWN
+
+    # Convert all inputs to Decimal
     oi_long_dec = Decimal(oi_long)
     oi_short_dec = Decimal(oi_short)
     oi_cap_dec = Decimal(oi_cap)
-    spring_factor_dec = Decimal(spring_factor)
-    s_factor_up_scale_p_dec = Decimal(s_factor_up_scale_p)
-    s_factor_down_scale_p_dec = Decimal(s_factor_down_scale_p)
-    hill_inflection_point_dec = Decimal(hill_inflection_point)
-    hill_pos_scale_dec = Decimal(hill_pos_scale)
-    hill_neg_scale_dec = Decimal(hill_neg_scale)
-
-    # Calculate open interest max
+
+    log(f"Input values:")
+    log(f"OI Long: {oi_long_dec}")
+    log(f"OI Short: {oi_short_dec}")
+    log(f"OI Cap: {oi_cap_dec}")
+    log(f"Last Funding Rate: {last_funding_rate}")
+    log(f"Last Update Block: {last_update_block}")
+    log(f"Latest Block: {latest_block}")
+
+    # Calculate normalized OI delta
     open_interest_max = max(oi_long_dec, oi_short_dec)
-    denominator = max(oi_cap_dec, open_interest_max)
-    oi_delta = (oi_long_dec - oi_short_dec) * PRECISION_6 / denominator
-
-    # Get target funding rate
-    target_fr = get_target_funding_rate(
-        oi_delta,
-        hill_inflection_point_dec,
-        max_funding_fee_per_block_dec,
-        hill_pos_scale_dec,
-        hill_neg_scale_dec,
+    normalized_oi_delta = ((oi_long_dec - oi_short_dec)
+                           * PRECISION_6) / max(oi_cap_dec, open_interest_max)
+
+    log(f"\nCalculated values:")
+    log(f"Open Interest Max: {open_interest_max}")
+    log(f"Normalized OI Delta: {normalized_oi_delta}")
+
+    # Get funding values
+    acc_funding_long, acc_funding_short, latest_funding_rate, target_fr = getPendingAccFundingFees(
+        blockNumber=Decimal(latest_block),
+        lastUpdateBlock=Decimal(last_update_block),
+        valueLong=Decimal(acc_per_oi_long),
+        valueShort=Decimal(acc_per_oi_short),
+        openInterestUsdcLong=oi_long_dec,
+        openInterestUsdcShort=oi_short_dec,
+        OiCap=oi_cap_dec,
+        maxFundingFeePerBlock=Decimal(max_funding_fee_per_block),
+        lastFundingRate=Decimal(last_funding_rate),
+        hillInflectionPoint=Decimal(hill_inflection_point),
+        hillPosScale=Decimal(hill_pos_scale),
+        hillNegScale=Decimal(hill_neg_scale),
+        springFactor=Decimal(spring_factor),
+        sFactorUpScale=Decimal(s_factor_up_scale_p),
+        sFactorDownScaleP=Decimal(s_factor_down_scale_p),
     )
 
-    # Calculate spring factor
-    s_factor = Decimal('0')
-    if last_funding_rate_dec * target_fr >= 0:
-        if abs(target_fr) > abs(last_funding_rate_dec):
-            s_factor = spring_factor_dec
-        else:
-            s_factor = s_factor_down_scale_p_dec * spring_factor_dec / Decimal('10000')
-    else:
-        s_factor = s_factor_up_scale_p_dec * spring_factor_dec / Decimal('10000')
-
-    # Calculate blocks to charge and exponential
-    num_blocks_to_charge = latest_block_dec - last_update_block_dec
-    exp = exponential_approximation(s_factor * num_blocks_to_charge * Decimal('-1'))
-
-    # Calculate funding rates
-    acc_funding_rate = (target_fr * num_blocks_to_charge + 
-                       (PRECISION_18 - exp) * (last_funding_rate_dec - target_fr) / s_factor)
-    fr = target_fr + (last_funding_rate_dec - target_fr) * exp / PRECISION_18
-
-    # Update accumulations
-    if acc_funding_rate > 0:
-        if oi_long_dec > 0:
-            acc_per_oi_long_dec += acc_funding_rate
-            acc_per_oi_short_dec -= (acc_funding_rate * oi_long_dec / oi_short_dec 
-                                   if oi_short_dec > 0 else Decimal('0'))
-    else:
-        if oi_short_dec > 0:
-            acc_per_oi_short_dec -= acc_funding_rate
-            acc_per_oi_long_dec += (acc_funding_rate * oi_short_dec / oi_long_dec 
-                                  if oi_long_dec > 0 else Decimal('0'))
-
-    return {
-        'accFundingLong': str(acc_per_oi_long_dec),
-        'accFundingShort': str(acc_per_oi_short_dec),
-        'latestFundingRate': str(fr),
-        'targetFr': str(target_fr)
-    }
+    log(f"\nIntermediate results:")
+    log(f"Acc Funding Long (pre-conversion): {acc_funding_long}")
+    log(f"Acc Funding Short (pre-conversion): {acc_funding_short}")
+    log(f"Latest Funding Rate (pre-conversion): {latest_funding_rate}")
+    log(f"Target Funding Rate (pre-conversion): {target_fr}")
+
+    acc_funding_long_int = (
+        acc_funding_long / PRECISION_18).quantize(quantization_18, rounding=ROUND_DOWN)
+    acc_funding_short_int = (
+        acc_funding_short / PRECISION_18).quantize(quantization_18, rounding=ROUND_DOWN)
+    latest_funding_rate = (
+        latest_funding_rate / PRECISION_18).quantize(quantization_18, rounding=ROUND_DOWN)
+    target_fr = (target_fr / PRECISION_18).quantize(quantization_18,
+                                                    rounding=ROUND_DOWN)
+
+    log(f"\nFinal results (multiplied by 10^18):")
+    log(f"Acc Funding Long: {acc_funding_long_int}")
+    log(f"Acc Funding Short: {acc_funding_short_int}")
+    log(f"Latest Funding Rate: {latest_funding_rate}")
+    log(f"Target Funding Rate: {target_fr}")
+
+    return (
+        acc_funding_long_int,
+        acc_funding_short_int,
+        ((latest_funding_rate * 10 / 3 * 60) * 60 * 24 * 365 *
+         100).quantize(quantization_6, rounding=ROUND_DOWN),
+        ((target_fr * 10 / 3 * 60) * 60 * 24 * 365 *
+         100).quantize(quantization_6, rounding=ROUND_DOWN),
+    )

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk/formulae_wrapper.py

@@ -6,6 +6,8 @@ from .formulae import (PRECISION_18, PRECISION_2, PRECISION_6, GetCurrentRollove
 from typing import Dict, Union
 
 # TBD - Not used by SDK
+
+
 def get_liq_price(trade_details, pair_info, block_number):
     current_funding_fee = GetTradeFundingFee(trade_details['funding'], pair_info['accFundingLong'] if trade_details['isBuy']
                                              else pair_info['accFundingShort'], trade_details['collateral'], trade_details['leverage'])
@@ -22,6 +24,8 @@ def get_liq_price(trade_details, pair_info, block_number):
     return liq_price / PRECISION_18
 
 # TBD - used by SDK
+
+
 def get_funding_fee_long_short(pair_info, block_number):
     funding_rate_raw = GetFundingRate(
         pair_info['accFundingLong'],
@@ -60,6 +64,8 @@ def get_funding_fee_long_short(pair_info, block_number):
 
 # TBD - used by SDK
 # Gets an open trade metrics: such as the open pnl, rollover, funding, liquidation price, price impact, etc.
+
+
 def get_trade_metrics(trade_details, price_data, block_number, verbose=False):
     """
     Calculate PNL and related metrics for a trade.
@@ -139,7 +145,8 @@ def get_trade_metrics(trade_details, price_data, block_number, verbose=False):
     liquidation_price = Decimal(liquidation_price) / PRECISION_18
 
     if verbose:
-        print(f"Liquidation price: {liquidation_price} with rollover {rollover_raw} and funding {funding_raw}")
+        print(
+            f"Liquidation price: {liquidation_price} with rollover {rollover_raw} and funding {funding_raw}")
 
     # Calculate price impact
     is_open = False  # Get the price assuming a close

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk/sdk.py

@@ -143,16 +143,31 @@ class OstiumSDK:
         self.log(f"Pair details: {pair_details}")
         self.log(f"Block number: {block_number}")
 
+        # Get current price
+        last_trade_price = pair_details['lastTradePrice']
+        self.log(f"lastTradePrice: {last_trade_price}")
+
+        long_oi = int(
+            (Decimal(pair_details['longOI']) *
+             Decimal(last_trade_price) / PRECISION_18 / PRECISION_12)
+        )
+        short_oi = int(
+            (Decimal(pair_details['shortOI']) *
+             Decimal(last_trade_price) / PRECISION_18 / PRECISION_12)
+        )
+
+        self.log(f"notional_long_oi: {long_oi}")
+        self.log(f"notional_short_oi: {short_oi}")
+
         ret = get_funding_rate(
             pair_details['curFundingLong'],
             pair_details['curFundingShort'],
             pair_details['lastFundingRate'],
-            # pair_details['lastFundingVelocity'],
             pair_details['maxFundingFeePerBlock'],
             pair_details['lastFundingBlock'],
             block_number,
-            pair_details['longOI'],
-            pair_details['shortOI'],
+            long_oi,  # Needs to be in USD
+            short_oi,  # Needs to be in USD
             pair_details['maxOI'],
             pair_details['hillInflectionPoint'],
             pair_details['hillPosScale'],
@@ -160,6 +175,7 @@ class OstiumSDK:
             pair_details['springFactor'],
             pair_details['sFactorUpScaleP'],
             pair_details['sFactorDownScaleP'],
+            self.verbose
         )
 
         self.log(f"Funding rate: {ret}")

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk/subgraph.py

@@ -50,8 +50,6 @@ class SubgraphClient:
               maxOI
               makerFeeP
               takerFeeP
-              usageFeeP
-              utilizationThresholdP
               makerMaxLeverage    
               curFundingLong  
               curFundingShort
@@ -70,7 +68,6 @@ class SubgraphClient:
               hillInflectionPoint
               hillPosScale
               hillNegScale
-              lastOiDelta
               springFactor
               sFactorUpScaleP
               sFactorDownScaleP

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk/utils.py

@@ -6,7 +6,6 @@ from ast import literal_eval
 from .constants import MAX_PROFIT_P, MAX_STOP_LOSS_P
 
 
-
 def format_with_precision(number, precision):
     """
     Formats a number to a specified decimal precision, removing trailing zeros.

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/ostium_python_sdk.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: ostium-python-sdk
-Version: 0.2.100
+Version: 0.2.103
 Summary: A python based SDK developed for interacting with Ostium, a leveraged trading application for trading currencies, commodities, indices, crypto and more.
 Home-page: https://github.com/0xOstium/ostium-python-sdk
 Author: ami@ostium.io

{ostium_python_sdk-0.2.100 → ostium_python_sdk-0.2.103}/setup.py

@@ -19,7 +19,7 @@ if changelog_path.exists():
 
 setup(
     name="ostium-python-sdk",
-    version="0.2.100",
+    version="0.2.103",
     packages=find_packages(),
     install_requires=read_requirements('requirements.txt'),
     extras_require={