enzyme.blue_historical

Documentation for eth_defi.enzyme.blue_historical Python module.

Historical share-price and TVL reader for Enzyme Blue funds.

Classes

EnzymeBlueVaultHistoricalReader

Read Blue GAV, share supply, and derived denomination-token price.

class EnzymeBlueVaultHistoricalReader

Bases: eth_defi.vault.base.VaultHistoricalReader

Read Blue GAV, share supply, and derived denomination-token price.

Blue’s ComptrollerProxy.calcGav() returns the gross asset value in the denomination-token’s raw units. Combining this with VaultProxy supply in one Multicall request gives TVL and the gross share value without requiring an ERC-4626 interface. Historical fee configurations are deliberately TODO: Blue fees may be changed during a release migration. Historical deposit and redemption availability is also unsupported: Blue does not expose a universal availability flag, and its mutable policies can depend on the investor and exact transaction. The reader consequently leaves deposits_open and redemption_open as None rather than inferring them from GAV, supply, or a current policy configuration.

Create a Blue historical reader with optional adaptive state.

__init__(vault, stateful)

Create a Blue historical reader with optional adaptive state.

Parameters

• vault (EnzymeBlueVault) –

• stateful (bool) –

construct_multicalls()

Construct GAV and VaultProxy supply calls for the shared batch.

Return type

collections.abc.Iterable[eth_defi.event_reader.multicall_batcher.EncodedCall]

process_result(block_number, timestamp, call_results)

Decode one sampled Blue GAV/supply response into a vault row.

Parameters

• block_number (int) – Sampled chain block.

• timestamp (datetime.datetime) – Naive UTC time of block_number.

• call_results (list[eth_defi.event_reader.multicall_batcher.EncodedCallResult]) – The two grouped Multicall responses.

Returns

Derived share price, TVL, supply, and individual call errors.

Return type

eth_defi.vault.base.VaultHistoricalRead

fetch_contextual_historical_reads(start_block, end_block, step)

Yield protocol-sourced historical rows outside the static call grid.

Contextual readers override this method and read an already-prefilled local cache. Network collection belongs before the common price scan.

Parameters

• start_block (int) – Inclusive archive block boundary.

• end_block (int) – Exclusive archive block boundary.

• step (int) – Approximate block spacing used to downsample source observations.

Returns

Ordinary VaultHistoricalRead rows for the common writer.

Raises

NotImplementedError – If a reader opts into contextual history without implementing it.

Return type

Iterable[eth_defi.vault.base.VaultHistoricalRead]

property share_price_change_threshold: float

Return this reader’s sparse share-price comparison threshold.

Event-only readers may require every exact price change; ordinary readers retain the existing ten-basis-point suppression threshold.

Returns

Non-negative relative suppression threshold.

property uses_contextual_history: bool

Return whether this reader supplies protocol-sourced observations.

Most EVM vaults expose static calldata that the common multicaller can execute on a regular block grid. Protocols such as GMX instead expose sparse value events that are prefetched into a protocol-owned cache.

Returns

False for the ordinary static-multicall path.

property uses_share_price_equivalence: bool

Return whether cash flows must be ignored by the sparse filter.

Vault-like products without a standard share-price method can still expose a supply-normalised price equivalent. Their TVL and supply changes must not create false performance observations.

Returns

True when the vault carries the share_price_equivalence feature.