ostium-python-sdk 0.2.105__tar.gz → 0.2.107__tar.gz

{ostium_python_sdk-0.2.105 → ostium_python_sdk-0.2.107}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: ostium-python-sdk
-Version: 0.2.105
+Version: 0.2.107
 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-0.2.105 → ostium_python_sdk-0.2.107}/ostium_python_sdk/formulae.py

@@ -366,7 +366,7 @@ def get_funding_rate(
     s_factor_up_scale_p: str,
     s_factor_down_scale_p: str,
     verbose: bool = False
-) -> tuple[int, int, int, int]:
+) -> dict:
     """
     Calculate funding rates and return as integers multiplied by PRECISION_18
     Returns: (acc_funding_long, acc_funding_short, latest_funding_rate, target_fr)
@@ -441,11 +441,9 @@ def get_funding_rate(
     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),
-    )
+    return {
+        'accFundingLong': acc_funding_long_int,
+        'accFundingShort': acc_funding_short_int,
+        'latestFr1Year': int((latest_funding_rate * 10 / 3 * 60 * 60 * 24 * 365 * 100).quantize(quantization_6, rounding=ROUND_DOWN)),
+        'targetFr1Year': int((target_fr * 10 / 3 * 60 * 60 * 24 * 365 * 100).quantize(quantization_6, rounding=ROUND_DOWN))
+    }

ostium_python_sdk-0.2.107/ostium_python_sdk/scscript/funding.py

@@ -0,0 +1,163 @@
+import sys
+from eth_abi import encode
+from decimal import *
+import math
+
+PRECISION_2 = Decimal(1e2)
+PRECISION_6 = Decimal(1e6)
+PRECISION_18 = Decimal(1e18)
+quantization_2 = Decimal('0.01')
+quantization_3 = Decimal('0.001')
+quantization_6 = Decimal('0.000001')
+quantization_12 = Decimal('0.000000000001')
+quantization_18 = Decimal('0.000000000000000001')
+
+def getTargetFundingRate(normalizedOiDelta, hillInflectionPoint, maxFundingFeePerBlock, hillPosScale, hillNegScale):
+    a = Decimal('1.84')
+    n = 2
+    K = Decimal('0.16')
+    x = (a*normalizedOiDelta).quantize(quantization_6, rounding=ROUND_DOWN)
+    x2 = (x**n).quantize(quantization_18, rounding=ROUND_DOWN)
+    hill = (x2/(K + x2)).quantize(quantization_18, rounding=ROUND_DOWN)
+    
+    targetFr = (hillPosScale * hill).quantize(quantization_18, rounding=ROUND_DOWN) + hillInflectionPoint if normalizedOiDelta >= 0 \
+    else (-hillNegScale * hill).quantize(quantization_18, rounding=ROUND_DOWN) + hillInflectionPoint
+    
+    if targetFr > Decimal('1'):
+        targetFr = Decimal('1')
+    elif targetFr < Decimal('-1'):
+        targetFr = Decimal('-1')
+    
+    return (maxFundingFeePerBlock * targetFr).quantize(quantization_18, rounding=ROUND_DOWN)
+
+
+def getPendingAccFundingFees(
+        blockNumber: Decimal,
+        lastUpdateBlock: Decimal,
+        valueLong: Decimal, 
+        valueShort: Decimal, 
+        openInterestUsdcLong: Decimal, 
+        openInterestUsdcShort: Decimal,
+        OiCap: Decimal,        
+        maxFundingFeePerBlock: Decimal,        
+        lastFundingRate: Decimal,      
+        hillInflectionPoint: Decimal,
+        hillPosScale: Decimal,
+        hillNegScale: Decimal,
+        springFactor: Decimal,
+        sFactorUpScale: Decimal,
+        sFactorDownScaleP: Decimal,
+    ):
+
+    numBlocks = blockNumber - lastUpdateBlock
+    openInterestMax = max(openInterestUsdcLong, openInterestUsdcShort)
+    normalizedOiDelta = ((openInterestUsdcLong - openInterestUsdcShort).quantize(quantization_6, rounding=ROUND_DOWN) / max(OiCap, openInterestMax).quantize(quantization_6, rounding=ROUND_DOWN)).quantize(quantization_6, rounding=ROUND_DOWN)
+
+    targetFr = getTargetFundingRate(normalizedOiDelta, hillInflectionPoint, maxFundingFeePerBlock, hillPosScale, hillNegScale)
+
+    # New regime selection based on funding rates:
+    if lastFundingRate * targetFr >= 0:  # Same sign
+        if abs(targetFr) > abs(lastFundingRate):
+            sFactor = springFactor
+        else:
+            sFactor = sFactorDownScaleP * springFactor / 100
+    else:
+        sFactor = sFactorUpScale * springFactor / 100
+
+    expComp = exponentialApproximation(-sFactor * numBlocks)
+    accFundingRate = (targetFr * numBlocks).quantize(quantization_18, rounding=ROUND_DOWN) + ((Decimal(1) - expComp) * (lastFundingRate - targetFr) / sFactor).quantize(quantization_18, rounding=ROUND_DOWN)
+
+    fr = targetFr + ((lastFundingRate - targetFr) * expComp).quantize(quantization_18, rounding=ROUND_DOWN)
+    
+    if accFundingRate > 0:
+        if openInterestUsdcLong > 0:
+            valueLong += accFundingRate
+            valueShort -= (accFundingRate * openInterestUsdcLong / openInterestUsdcShort).quantize(quantization_18, rounding=ROUND_DOWN) if openInterestUsdcShort > 0 else 0
+    else:
+        if openInterestUsdcShort > 0:
+            valueShort -= accFundingRate
+            valueLong += (accFundingRate * openInterestUsdcShort / openInterestUsdcLong).quantize(quantization_18, rounding=ROUND_DOWN) if openInterestUsdcLong > 0 else 0
+
+    return (valueLong.quantize(quantization_18, rounding=ROUND_DOWN), valueShort.quantize(quantization_18, rounding=ROUND_DOWN), fr.quantize(quantization_18, rounding=ROUND_DOWN), targetFr.quantize(quantization_18, rounding=ROUND_DOWN))
+
+
+def exponentialApproximation(value):
+  if abs(value) < Decimal('0.7932312589092019'):
+    numeratorTmp = value + Decimal('3');
+    numerator = (numeratorTmp * numeratorTmp).quantize(quantization_18, rounding=ROUND_DOWN) + Decimal('3');
+    denominatorTmp = value - Decimal('3');
+    denominator = (denominatorTmp * denominatorTmp).quantize(quantization_18, rounding=ROUND_DOWN) + Decimal('3');
+
+    return (numerator / denominator).quantize(quantization_18, rounding=ROUND_DOWN);
+  elif abs(value) <= Decimal('6.906'):
+    k = [Decimal('1.648721'), Decimal('1.284025'), Decimal('1.133148'), Decimal('1.064494'), Decimal('1.031743'), Decimal('1.015748'), Decimal('1.007843'), Decimal('1.003915'), Decimal('1.001955'), Decimal('1.000977')]
+    product = Decimal('1.0')
+
+    integer_part = math.floor(abs(value))
+    decimal_part = abs(value) - integer_part
+    
+    for i in range(len(k)):
+        decimal_part *= 2
+        if decimal_part >= 1:
+            product *= k[i]
+            decimal_part -= 1
+            product = product.quantize(quantization_6, rounding=ROUND_DOWN)
+        if decimal_part == 0:
+            break
+    product = product.quantize(quantization_3, rounding=ROUND_DOWN) * Decimal(2)**(integer_part)
+
+    return (Decimal(1) / product.quantize(quantization_18, rounding=ROUND_DOWN)).quantize(quantization_3, rounding=ROUND_DOWN)
+  else:
+    return Decimal(0)
+
+if __name__ == "__main__":
+    getcontext().prec = 128
+    getcontext().rounding = ROUND_DOWN
+    getcontext().clear_flags()
+
+    if sys.argv[1] == "targetFundingRate":        
+        normalizedOiDelta = Decimal(sys.argv[2]) / PRECISION_6
+        hillInflectionPoint = Decimal(sys.argv[3]) / PRECISION_18
+        maxFundingFeePerBlock = Decimal(sys.argv[4]) / PRECISION_18
+        hillPosScale = Decimal(sys.argv[5]) / PRECISION_2
+        hillNegScale = Decimal(sys.argv[6]) / PRECISION_2
+
+        result = getTargetFundingRate(
+            normalizedOiDelta,
+            hillInflectionPoint,
+            maxFundingFeePerBlock,
+            hillPosScale,
+            hillNegScale
+        )
+        encodedResult = "0x" + \
+            encode(["int"], [int(result*PRECISION_18)]).hex()
+        # returns targetFr
+        print(encodedResult)
+    elif sys.argv[1] == "accFundingRate": 
+        blockNumber = Decimal(sys.argv[2])
+        lastUpdateBlock = Decimal(sys.argv[3])
+        valueLong = Decimal(sys.argv[4]) / PRECISION_18
+        valueShort = Decimal(sys.argv[5]) / PRECISION_18
+        openInterestUsdcLong = Decimal(sys.argv[6]) / PRECISION_6
+        openInterestUsdcShort = Decimal(sys.argv[7]) / PRECISION_6
+        oiCap = Decimal(sys.argv[8]) / PRECISION_6
+        maxFundingFeePerBlock = Decimal(sys.argv[9]) / PRECISION_18
+        lastFundingRate = Decimal(sys.argv[10]) / PRECISION_18
+        hillInflectionPoint = Decimal(sys.argv[11]) / PRECISION_18
+        hillPosScale = Decimal(sys.argv[12]) / PRECISION_2
+        hillNegScale = Decimal(sys.argv[13]) / PRECISION_2
+        springFactor = Decimal(sys.argv[14]) / PRECISION_18
+        sFactorUpScale = Decimal(sys.argv[15]) / PRECISION_2
+        sFactorDownScaleP = Decimal(sys.argv[16]) / PRECISION_2
+
+        result = getPendingAccFundingFees(blockNumber, lastUpdateBlock, valueLong, valueShort, openInterestUsdcLong,
+                                        openInterestUsdcShort, oiCap, maxFundingFeePerBlock, lastFundingRate,
+                                        hillInflectionPoint, hillPosScale, hillNegScale, springFactor, sFactorUpScale, sFactorDownScaleP)
+        encodedResult = "0x" + \
+            encode(["int", "int", "int64"], [int(result[0]*PRECISION_18),
+                int(result[1]*PRECISION_18), int(result[2]*PRECISION_18)]).hex()
+        # returns valueLong, valueShort, fr
+        print(encodedResult)
+    else:
+        print("Invalid Operation")
+        sys.exit(1)      

{ostium_python_sdk-0.2.105 → ostium_python_sdk-0.2.107}/ostium_python_sdk/sdk.py

@@ -218,10 +218,10 @@ class OstiumSDK:
                 - longOI: Total long open interest in notional value
                 - shortOI: Total short open interest in notional value
                 - maxOI: Maximum allowed open interest
-                
+
                 - makerFeeP: Maker fee percentage
                 - takerFeeP: Taker fee percentage
-                
+
                 - maxLeverage: Maximum allowed leverage
                 - minLeverage: Minimum allowed leverage
                 - makerMaxLeverage: Maximum leverage for makers
@@ -258,10 +258,10 @@ class OstiumSDK:
                 'isMarketOpen': is_market_open,
                 'longOI': Decimal(pair_details['longOI']) / PRECISION_18,
                 'shortOI': Decimal(pair_details['shortOI']) / PRECISION_18,
-                'maxOI': Decimal(pair_details['maxOI']) / PRECISION_6,                
+                'maxOI': Decimal(pair_details['maxOI']) / PRECISION_6,
                 'makerFeeP': Decimal(pair_details['makerFeeP']) / PRECISION_6,
                 'takerFeeP': Decimal(pair_details['takerFeeP']) / PRECISION_6,
-                
+
                 'maxLeverage': Decimal(pair_details['group']['maxLeverage']) / PRECISION_2,
                 'minLeverage': Decimal(pair_details['group']['minLeverage']) / PRECISION_2,
                 'makerMaxLeverage': Decimal(pair_details['makerMaxLeverage']) / PRECISION_2,

{ostium_python_sdk-0.2.105 → ostium_python_sdk-0.2.107}/ostium_python_sdk.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: ostium-python-sdk
-Version: 0.2.105
+Version: 0.2.107
 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-0.2.105 → ostium_python_sdk-0.2.107}/ostium_python_sdk.egg-info/SOURCES.txt

@@ -25,6 +25,8 @@ ostium_python_sdk.egg-info/top_level.txt
 ostium_python_sdk/abi/__init__.py
 ostium_python_sdk/abi/abi.py
 ostium_python_sdk/abi/faucet_abi.py
+ostium_python_sdk/scscript/__init__.py
+ostium_python_sdk/scscript/funding.py
 tests/__init__.py
 tests/test_get_price_impact.py
 tests/test_slippage.py

{ostium_python_sdk-0.2.105 → ostium_python_sdk-0.2.107}/setup.py

@@ -19,7 +19,7 @@ if changelog_path.exists():
 
 setup(
     name="ostium-python-sdk",
-    version="0.2.105",
+    version="0.2.107",
     packages=find_packages(),
     install_requires=read_requirements('requirements.txt'),
     extras_require={