marginpy.utp.observation module

class ObservationRaw

Bases: object

timestamp: int

free_collateral: int

is_empty: bool

is_rebalance_deposit_valid: bool

max_rebalance_deposit_amount: int

init_margin_requirement: int

equity: int

liquidation_value: int

class UtpObservation(timestamp: datetime, equity: float, free_collateral: float, init_margin_requirement: float, liquidation_value: float, is_rebalance_deposit_needed: bool, max_rebalance_deposit_amount: float, is_empty: bool)

Bases: object

UtpObservation struct mirroring on-chain data. Contains a UTP health metrics.

timestamp: datetime

equity: float

free_collateral: float

init_margin_requirement: float

liquidation_value: float

is_rebalance_deposit_needed: bool

max_rebalance_deposit_amount: float

is_empty: bool

static from_raw(raw: ObservationRaw) → UtpObservation