aave_v3.rates

Documentation for eth_defi.aave_v3.rates Python module.

Aave v3 rate calculation.

Functions

aave_v3_calculate_accrued_deposit_interest(df, ...)

aave_v3_calculate_accrued_interests(df, ...)

Calculate total interest accrued for a given time period.

aave_v3_calculate_accrued_stable_borrow_interest(df, ...)

aave_v3_calculate_accrued_variable_borrow_interest(df, ...)

aave_v3_calculate_apr_apy_rates(df)

Calculate APR and APY columns for Aave v3 DataFrame previously generated from the blockchain events.

aave_v3_calculate_mean(df, time_bucket, ...)

Calculate mean values for a given time bucket (e.g.

aave_v3_calculate_ohlc(df, time_bucket, ...)

Calculate OHLC (Open, High, Low, Close) values for a given time bucket (e.g.

aave_v3_filter_by_date_range(df, start_time)

Filter the DataFrame by date range suitable for interest calculation (loan start to loan end time) The DataFrame must be indexed by timestamp.

aave_v3_filter_by_token(df[, token])

Filter the DataFrame by token.

Classes

AaveAccruedInterest

AaveAccruedInterest(actual_start_time, actual_end_time, interest)

AaveAccruedInterests

AaveAccruedInterests(actual_start_time, actual_end_time, deposit_interest, variable_borrow_interest, stable_borrow_interest)