avantis_trader_sdk.rpc package
Submodules
avantis_trader_sdk.rpc.asset_parameters module
- class avantis_trader_sdk.rpc.asset_parameters.AssetParametersRPC(client)[source]
Bases:
object
This class provides methods to retrieve and calculate various asset parameters related to open interest, open interest limits, and asset utilization.
- async get_asset_skew()[source]
Calculates the asset skew for all trading pairs.
- Returns:
An Skew instance containing the asset skew absolute value for each trading pair.
- async get_oi()[source]
Retrieves the current open interest for all trading pairs.
- Returns:
An OpenInterest instance containing the long and short open interest ratios for each trading pair.
- async get_oi_limits()[source]
Retrieves the open interest limits for all trading pairs.
- Returns:
An OpenInterestLimits instance containing the open interest limits for each trading pair.
- async get_one_percent_depth()[source]
Retrieves the one percent depth for all trading pairs.
- Returns:
A Depth instance containing the one percent depth for each trading pair.
- async get_opening_price_impact_spread(pair, position_size=0, open_price=0, is_long=None)[source]
Retrieves the trade price impact spread for pair.
- Parameters:
pair (
str
) – The trading pair for which the price impact is to be calculated.position_size (
int
) – The size of the position (collateral * leverage). Supports upto 6 decimals. Defaults to 0.open_price (
float
) – The price at which the position was opened. Supports upto 10 decimals. Defaults to 0.is_long (
Optional
[bool
]) – A boolean indicating if the position is a buy or sell. Defaults to None. If None, the price impact for both buy and sell will be returned.
- Returns:
A Spread instance containing the trade price impact for pair in bps.
- async get_price_impact_spread(position_size=0, is_long=None, pair=None)[source]
Retrieves the price impact spread for all trading pairs.
- Parameters:
is_long (
Optional
[bool
]) – A boolean indicating if the position is a buy or sell. Defaults to None. If None, the price impact spread for both buy and sell will be returned.position_size (
int
) – The size of the position (collateral * leverage). Supports upto 6 decimals. Defaults to 0.pair (
str
) – The trading pair for which the price impact spread is to be calculated. Defaults to None. If None, the price impact spread for all trading pairs will be returned.
- Returns:
A Spread instance containing the price impact spread for each trading pair in bps.
- async get_skew_impact_spread(position_size=0, is_long=None, pair=None)[source]
Retrieves the skew impact spread for all trading pairs.
- Parameters:
is_long (
Optional
[bool
]) – A boolean indicating if the position is a buy or sell. Defaults to None. If None, the skew impact spread for both buy and sell will be returned.position_size (
int
) – The size of the position (collateral * leverage). Supports upto 6 decimals. Defaults to 0.pair (
str
) – The trading pair for which the skew impact spread is to be calculated. Defaults to None. If None, the skew impact spread for all trading pairs will be returned.
- Returns:
A Spread instance containing the skew impact spread for each trading pair in bps.
avantis_trader_sdk.rpc.blended module
- class avantis_trader_sdk.rpc.blended.BlendedRPC(client)[source]
Bases:
object
This class provides methods to retrieve and calculate various blended parameters
avantis_trader_sdk.rpc.category_parameters module
- class avantis_trader_sdk.rpc.category_parameters.CategoryParametersRPC(client)[source]
Bases:
object
This class provides methods to retrieve and calculate various category parameters related to open interest, open interest limits, and category utilization.
- async get_category_skew()[source]
Calculates the category skew for all categories.
- Returns:
An Skew instance containing the category skew absolute value for each category.
- async get_oi()[source]
Retrieves the current open interest for all categories.
- Returns:
An OpenInterest instance containing the long and short open interest
avantis_trader_sdk.rpc.fee_parameters module
- class avantis_trader_sdk.rpc.fee_parameters.FeeParametersRPC(client)[source]
Bases:
object
This class provides methods to retrieve and calculate various fee parameters related to trades.
- async constant_spread_parameter()[source]
Retrieves the spread for all trading pairs.
- Returns:
A PairSpread instance containing the spread for each trading pair in bps.
- async get_margin_fee()[source]
Retrieves the margin fee for all trading pairs.
- Returns:
A MarginFee instance containing the margin fee for each trading pair in bps.
- async get_new_trade_opening_fee(trade_input)[source]
Retrieves the opening fee for a trade with referral rebate in USDC.
- Parameters:
trade_input (
TradeInput
) – The trade input object.- Returns:
Final opening fee in USDC
- async get_opening_fee(position_size=0, is_long=None, pair_index=None, pair=None)[source]
Retrieves the opening fee for all trading pairs in bps.
- Parameters:
is_long (
Optional
[bool
]) – A boolean indicating if the position is a buy or sell. Defaults to None. If None, the opening fee for both buy and sell will be returned.position_size (
float
) – The size of the position (collateral * leverage). Supports upto 6 decimals. Defaults to 0.pair_index (
int
) – The pair index for which the opening fee is to be calculated. Defaults to None. If None, the opening fee for all trading pairs will be returned.pair (
str
) – The trading pair for which the opening fee is to be calculated. Defaults to None. If None, the opening fee for all trading pairs will be returned.
- Returns:
A Fee instance containing the opening Fee for each trading pair in bps.
avantis_trader_sdk.rpc.pairs_cache module
- class avantis_trader_sdk.rpc.pairs_cache.PairsCache(client)[source]
Bases:
object
This class provides methods to retrieve pairs information from the blockchain.
- async get_group_indexes()[source]
Retrieves the group ids from the blockchain.
- Returns:
The group ids as a set.
- async get_pair_index(pair)[source]
Retrieves the index of a pair from the blockchain.
- Parameters:
pair – The pair to retrieve the index for. Expects a string in the format “from/to”.
- Returns:
The index of the pair as an integer.
- Raises:
ValueError – If the pair is not found in the pairs information.
- async get_pair_name_from_index(pair_index)[source]
Retrieves the pair name from the index.
- Parameters:
pair_index – The pair index.
- Returns:
The pair name.
- async get_pairs_count()[source]
Retrieves the number of pairs from the blockchain.
- Returns:
The number of pairs as an integer.
- async get_pairs_info(force_update=False)[source]
Retrieves the pairs information from the blockchain. The information is cached and will be returned from the cache if it is available and force_update is False. This is to avoid unnecessary calls to the blockchain.
- Parameters:
force_update – If True, the cache will be ignored and the information will be retrieved from the blockchain. Defaults to False.
- Returns:
A dictionary containing the pairs information.