SecuritizeVaultReaderState

Documentation for eth_defi.tokenised_fund.securitize.historical.SecuritizeVaultReaderState Python class.

class SecuritizeVaultReaderState

Bases: eth_defi.erc_4626.vault.VaultReaderState

Persist adaptive Securitize history scan state.

Securitize fundamental feeds publish NAV in USD and the reader calculates total_assets in USD. There is no ERC-20 denomination token from which the generic state can derive an exchange rate.

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

All attributes we store when we serialise the read state between runs

exchange_rate

Return the exchange rate for already USD-denominated TVL.

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

on_unpriced_call(result)

Update adaptive scan state for a successful supply-only read.

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.
property exchange_rate: decimal.Decimal

Return the exchange rate for already USD-denominated TVL.

Returns

One because no further currency conversion is needed.

__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.

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
on_unpriced_call(result)

Update adaptive scan state for a successful supply-only read.

Some tokenised funds expose their share supply but no reviewed scalar NAV or TVL. They still need persistent reader state so the stateful scanner can cache token metadata, advance its last-read block and throttle historical calls. Zero values are internal scheduling sentinels only; the exported historical row must continue to expose None for its share price and total assets.

Parameters

result (eth_defi.event_reader.multicall_batcher.EncodedCallResult) – Successful supply call carrying a block number and timestamp.

Return type

None

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

first_seen_at_block

Passed from the vault discovery reader, pass the block number as args when we know this vault popped in to the existing

traction_period

How much time after deployment we allow to get traction

min_tvl_threshold

Minimum TVL traction threshold to start reading the vault

tiny_tvl_threshold_rare_read

Vaults we do no really care about

entry_count

How many on_called() invocations have we had

invoke_count_passed

How many should_invoke() invocations have we had

invoke_count_first_read

How many should_invoke() invocations have we had

invoke_count_missing_freq

How many should_invoke() invocations have we had

invoke_count_throttled

How many should_invoke() invocations have we had

rpc_error_count

Track RPCc errors

denomination_token_address

Cache denomination token address when preparing readers

share_token_address

Cache share token address when preparing readers

one_raw_share

One share in its raw units

one

Cache denomination token address when preparing readers

chain_id

Copy for state debuggin

vault_poll_frequency

Cache for how often we are polling this vault, the mode name

token_symbol

Cache for debuggin

unsupported_token

Cache for debuggin