VaultReaderState

Documentation for eth_defi.erc_4626.vault.VaultReaderState Python class.

class VaultReaderState

Bases: eth_defi.event_reader.multicall_batcher.BatchCallState

Adaptive reading frequency for vaults.

  • This class maintains the per-vault state of reading between different eth_call reads over time

  • Most vaults are uninteresting, but we do not know ahead of time which ones

  • We need 1h data for interesting vaults to make good trade decisions

  • We switch to 1h scanning if the TVL is above a threshold, otherwise we read it once per day

Note

Due to filtering, only handles stablecoin vaults correctly at the moment. Lacks exchange rate support.

Parameters

  • vault – The vault we are reading historical data for

  • tvl_threshold_1d_read – If the TVL is below this threshold, we will not read it more than once per day, otherwise hourly.

  • down_hard – Stop reading the vault if the TVL is down by this percentage from the peak.

  • min_tvl_threshold – If the vault never reaches this TVL, we stop reading it after the traction period.

  • traction_period – How long we wait for the vault to get traction before we stop reading it.

Parm peaked_tvl_threshold

The TVL value we first need to reach to trigger down hard condition.

Attributes summary

SERIALISABLE_ATTRIBUTES

exchange_rate

Get the exchange rate for TVL estimation

Methods summary

__init__(vault[, tvl_threshold_1d_read, ...])

param vault

get_broken_calls()

Get all calls marked as broken.

get_call_status(function_name)

Get the status of a function call.

get_frequency()

How fast we are reading this vault or should the further reading be skipped.

load(data)

Load the state from a dictionary.

on_called(result[, total_assets, share_price])

param result

pformat()

Pretty print the current state.

save()

Persist state across multiple runs.

set_call_status(function_name, check_block, ...)

Record the status of a function call.

should_invoke(call, block_identifier, timestamp)

Check the condition if this multicall is good to go.

should_skip_call(function_name)

Check if a specific function call should be skipped for this vault.
__init__(vault, tvl_threshold_1d_read=Decimal('10000'), tiny_tvl_threshold_rare_read=Decimal('1000'), peaked_tvl_threshold=Decimal('200000'), min_tvl_threshold=Decimal('1500'), down_hard=0.98, traction_period=datetime.timedelta(days=60))
Parameters

  • vault (eth_defi.erc_4626.vault.ERC4626Vault) – The vault we are reading historical data for

  • tvl_threshold_1d_read – If the TVL is below this threshold, we will not read it more than once per day, otherwise hourly.

  • down_hard – Stop reading the vault if the TVL is down by this percentage from the peak.

  • min_tvl_threshold – If the vault never reaches this TVL, we stop reading it after the traction period.

  • traction_period (datetime.timedelta) – How long we wait for the vault to get traction before we stop reading it.

Parm peaked_tvl_threshold

The TVL value we first need to reach to trigger down hard condition.

property exchange_rate: decimal.Decimal

Get the exchange rate for TVL estimation

get_broken_calls()

Get all calls marked as broken.

Returns

Dict of function_name -> check_block for broken calls

Return type

dict[str, int]

get_call_status(function_name)

Get the status of a function call.

Parameters

function_name (str) – The function name to check

Returns

Tuple of (check_block, reverts) or None if not checked yet

Return type

Optional[tuple[int, bool]]

get_frequency()

How fast we are reading this vault or should the further reading be skipped.

Return type

tuple[Literal[‘peaked’, ‘faded’, ‘large_tvl’, ‘small_tvl’, ‘tiny_tvl’, ‘first_read’, ‘not_started’, ‘early’], datetime.timedelta | None]

load(data)

Load the state from a dictionary.

Parameters

data (dict) –

on_called(result, total_assets=None, share_price=None)
Parameters
pformat()

Pretty print the current state.

Return type

str

save()

Persist state across multiple runs.

Returns

Pickleable Python object

Return type

dict

set_call_status(function_name, check_block, reverts)

Record the status of a function call.

Parameters

  • function_name (str) – The function name to record

  • check_block (int) – The block number when we checked

  • reverts (bool) – True if the call reverted

Return type

None

should_invoke(call, block_identifier, timestamp)

Check the condition if this multicall is good to go.

Parameters
Return type

bool

should_skip_call(function_name)

Check if a specific function call should be skipped for this vault.

Part of the warmup system to detect and skip broken contract calls. See README-reader-states.md for documentation.

Parameters

function_name (str) – The function name as stored in extra_data[“function”]

Returns

True if the call was marked as reverting

Return type

bool