Skip to main content

strategy.strategies.dynamic_lp.states.open_position

datetime​

partial​

TYPE_CHECKING​

pytz​

ActionType​

ExecutionStatus​

TransactionType​

Action​

ActionBundle​

OpenPositionParams​

get_current_price_and_volatility​

create_approve_2tokens_actions​

to_readable​

open_position​

def open_position(strat: "StrategyDynamicLP") -> ActionBundle

Opens a new liquidity position based on the current market conditions and strategy settings.

This function calculates the amounts to be used for the new position from the tokens available after close & swaps then determines the price bounds for the position based on current market price and strategy-defined volatility.

Arguments:

  • strat StrategyDynamicLP - The Strategy instance.

Returns:

  • ActionBundle - A bundle of actions including token approvals and the open/mint transaction.

Notes:

  • Bounds are in human readable prices, not in ticks. The conversion is done in the SDK.

  • TODO - Need to support for other model. Currently implicitly assuming volatility model.

prepare_open_position​

def prepare_open_position(strat: "StrategyDynamicLP") -> ActionBundle

Prepares the open position actions.

Returns:

  • ActionBundle - A bundle of actions including token approvals and the open/mint transaction.

validate_open_position​

def validate_open_position(strat: "StrategyDynamicLP") -> bool

Validates the open position actions and retrieves the executed amounts in the execution details.

Returns:

  • bool - True if the open position actions were successful and the amounts were retrieved correctly and can move to the next state.

sadflow_open_position​

def sadflow_open_position(strat: "StrategyDynamicLP") -> ActionBundle

Handles the sadflow for the open position state. Calls the appropriate function based on the status of the actions.

sadflow_retry​

def sadflow_retry(strat: "StrategyDynamicLP") -> ActionBundle

Handles the basic retry sadflow.

sadflow_partial_retry​

def sadflow_partial_retry(strat: "StrategyDynamicLP") -> ActionBundle

Handles the complex partial retry sadflow.

The Prepare Action sends: actions=[action_approve0, action_approve1, action_open]

  • Failure 1: One of the Approves failed -> We retry the same state as is.
  • Failure 2: Open failed -> We check the revert reason. -> For now we simply retry the same state as is (updating values), because we don't care too much double approving. Known revert reasons:
    • STF: Retry the same state for now.
    • Slippage: Retry the same state for now.

calculate_position​

def calculate_position(strat: "StrategyDynamicLP",
                       include_last_swap_amounts: bool,
                       use_specified_amounts: bool = False,
                       amount0: int = 0,
                       amount1: int = 0,
                       verbose=True) -> dict

Calculate the LP Position based on given parameters.

Arguments:

  • strat StrategyDynamicLP - The strategy instance containing relevant configuration and models.
  • include_last_swap_amounts bool - Whether to include the amounts from the last swap when calculating available capital.
  • use_specified_amounts bool, optional - If True, use the specified amount0 and amount1 instead of calculating based on available capital. Defaults to False.
  • amount0 int, optional - The specified amount of token0 to use for the position. Ignored if use_specified_amounts is False. Defaults to 0.
  • amount1 int, optional - The specified amount of token1 to use for the position. Ignored if use_specified_amounts is False. Defaults to 0.
  • verbose bool, optional - If True, prints additional debug information during the calculation. Defaults to True.

Returns:

  • include_last_swap_amounts0 - A dictionary containing the calculated position details:
    • 'amounts': Tuple of the calculated amounts for token0 and token1.
    • 'range': Tuple of the calculated price range (price_lower, price_upper).
    • 'unallocated': Tuple of the unallocated amounts for token0 and token1 vs position calculation.

Raises:

  • include_last_swap_amounts1 - If there is an issue with price bounds, invalid specified amounts, or any errors during the calculation process.
  • include_last_swap_amounts2 - If the strategy model other than volatility is requested.

Example:

result = calculate_position(strat, include_last_swap