write code for aave repay ments

components/aave_repayment.py

@@ -0,0 +1,55 @@
+class AaveRepayMent:
+    def repay_to_aave(self, price_open_close, borrow_pcg, buffer=0.01):
+        staked_asset_percentage = 0.1
+        price_repay_debt = price_open_close * (
+            1 - (staked_asset_percentage * borrow_pcg * (1 + buffer))
+        )
+        return price_repay_debt
+
+    def partial_repay_to_aave(
+        self,
+        price_open_close,
+        lending_rate,
+        collateral,
+        asset_market_price,
+        borrowing_rate,
+        total_staked_asset,
+    ):
+        lending_fee = lending_rate * collateral * asset_market_price
+        staked_asset_percentage = 0.1
+        borrow_loan_percentage = 0.25
+        current_debt_in_usd = (
+            total_staked_asset * staked_asset_percentage * price_open_close
+        )
+        borrowing_fees = borrowing_rate * current_debt_in_usd
+        if borrowing_fees > lending_fee:
+            price_repay_partial_aave = price_open_close * (
+                (borrowing_rate * borrow_loan_percentage)
+                / (lending_rate * staked_asset_percentage)
+            )
+            position_size = (
+                (lending_rate / borrowing_rate)
+                * staked_asset_percentage
+                * total_staked_asset
+                * asset_market_price
+            ) - current_debt_in_usd
+            position_size = position_size / (asset_market_price - price_open_close)
+            return {
+                "repay_price": price_repay_partial_aave,
+                "position_size": position_size,
+            }
+
+
+if __name__ == "__main__":
+    a = AaveRepayMent()
+    a = a.partial_repay_to_aave(
+        price_open_close=996,
+        lending_rate=0.0108,
+        collateral=9,
+        asset_market_price=770,
+        borrowing_rate=0.0229,
+        total_staked_asset=10,
+    )
+    # {'repay_price': 586.0468106995884, 'position_size': -14.989935030354667}
+    # a  = a.repay_to_aave(price_open_close=996.4709841514826,borrow_pcg=0.25)
+    print(a)

components/dydx_order_manager.py

@@ -75,7 +75,6 @@ def calculate_open_close_price(self, asset_pair, eth_order_size, symbol):
         ema_data = self.firebase_data_manager_obj.fetch_data(
             collection_name="ema_data", document_name=symbol
         )
-
         ema = ema_data.get("ema")
         # K must change ,K being variable will cover price movement
         # within 30s under normal market conditions
@@ -319,7 +318,9 @@ def open_order_on_dydx(self, order_details):
                     symbol=order_details["binance_asset_pair"],
                     status=is_position_open,
                 )
-                print(f"DydxOrderManager:: {order_details['asset_pair']} - Short position is open")
+                print(
+                    f"DydxOrderManager:: {order_details['asset_pair']} - Short position is open"
+                )
             else:
                 print(
                     f"DydxOrderManager:: { order_details['asset_pair']} {asset_trigger_price} is less than market price {asset_market_price}"
@@ -369,20 +370,28 @@ def close_order_on_dydx(self, order_details):
                     status=is_position_open,
                 )
 
-                print(f"class::DydxOrderManager {order_details['asset_pair']} - Short position is closed")
+                print(
+                    f"class::DydxOrderManager {order_details['asset_pair']} - Short position is closed"
+                )
             else:
                 print(
                     f"DydxOrderManager:: {order_details['asset_pair']} trigger price {asset_trigger_price} is greater than market price {asset_market_price}"
                 )
         else:
             if asset_trigger_price < asset_market_price:
-                print(f"DydxOrderManager:: {order_details['asset_pair']} short position is closed")
+                print(
+                    f"DydxOrderManager:: {order_details['asset_pair']} short position is closed"
+                )
             else:
                 print(
                     f"DydxOrderManager::{order_details['asset_pair']} trigger price {asset_trigger_price} is less than market price {asset_market_price}"
                 )
 
 
 if __name__ == "__main__":
-    a = DydxOrderManager(None)
-    a.market_volatility("ETHBUSD")
+    a = DydxOrderManager(asset_dydx_instance["ETH-USD"])
+    a = a.calculate_open_close_price(
+        asset_pair="ETH-USD", eth_order_size=10, symbol="ETHBUSD"
+    )
+    print(a)
+    # print(a.market_volatility(symbol="ETHBUSD"))

components/price_floor_manager.py

@@ -17,8 +17,8 @@ def set_price_floor(self, asset_name, number_of_days=30):
                 prices.append(asset_price_data["prices"][i][1])
             prices.sort(reverse=True)
             asset_peak_price = prices[0]
-            current_price_floor  = asset_peak_price * 0.60
-            #TODO: if  perivous_price_floor < current_price_floor : update the price floor, else don't update
+            current_price_floor = asset_peak_price * 0.60
+            # TODO: if  perivous_price_floor < current_price_floor : update the price floor, else don't update
             # get price floor
             firebase_data_manager_obj.store_data(
                 data={
@@ -55,4 +55,4 @@ def get_assets_price_floors(self):
 
 if __name__ == "__main__":
     a = PriceFloorManager()
-    print(a.set_price_floor('bitcoin'))
+    print(a.set_price_floor("bitcoin"))

services/binance_client/binance_client.py

@@ -2,6 +2,8 @@
 from binance.client import Client as Client_binance
 from settings_config import dydx_instances
 
+"""class :: BinanceClient - is used to get price data for assets"""
+
 
 class BinanceClient(object):
     def __init__(self):
@@ -12,6 +14,14 @@ def __init__(self):
             api_key=self.binance_api_key, api_secret=self.binance_api_secret
         )
 
+    """
+      method :: price_data_per_interval -  is used to get the price data for an interval.
+      params :: symbol - symbole of the asset - ETHBUSD,BTCBUSD.
+      params :: start_time  - start time for an interval.
+      params :: end_time -  end time for an interval.
+      return :: array of price data.
+    """
+
     def price_data_per_interval(self, symbol, start_time, end_time):
         data = self.client.get_historical_klines(
             symbol=symbol,