VaultHistoricalRead

Documentation for eth_defi.vault.base.VaultHistoricalRead Python class.

class VaultHistoricalRead

Bases: object

Vault share price and fee structure at the point of time.

Attributes summary

vault

Vault for this result is

block_number

block number of the reade

timestamp

Naive datetime in UTC

share_price

What was the share price in vault denomination token

total_assets

NAV / Assets under management in denomination token

total_supply

Number of share tokens

performance_fee

What was the vault performance fee around the time

management_fee

What was the vault management fee around the time

errors

Add RPC error messages and such related to this read

vault_poll_frequency

What dynamic read frequency was used at the time of taking this sample

max_deposit

Maximum deposit amount allowed at this point in time (ERC-4626 maxDeposit).

max_redeem

Maximum redeem amount allowed at this point in time (ERC-4626 maxRedeem).

deposits_open

Whether deposits were open at this point in time (protocol-specific logic)

redemption_open

Whether redemptions were open at this point in time (protocol-specific logic)

trading

Whether the vault was actively trading at this point in time.

available_liquidity

Available liquidity for immediate withdrawal.

utilisation

Utilisation percentage of the lending vault.

Methods summary

__init__(vault, block_number, timestamp, ...)

export()

Convert historical read for a Parquet/DataFrame export.

is_almost_equal(other[, epsilon])

Check if the read statistics match.

migrate_parquet_schema(existing_table)

Migrate an existing Parquet table to the current schema.

to_pyarrow_schema()

Get parquet schema for writing this data.
vault: eth_defi.vault.base.VaultBase

Vault for this result is

block_number: int

block number of the reade

timestamp: datetime.datetime

Naive datetime in UTC

share_price: decimal.Decimal | None

What was the share price in vault denomination token

None if the read failed (call execution reverted)

total_assets: decimal.Decimal | None

NAV / Assets under management in denomination token

None if the read failed (call execution reverted)

total_supply: decimal.Decimal | None

Number of share tokens

None if the read failed (call execution reverted)

performance_fee: float | None

What was the vault performance fee around the time

management_fee: float | None

What was the vault management fee around the time

errors: list[str] | None

Add RPC error messages and such related to this read

Exported as empty string in Parquet if no errors, otherwise concat strings

vault_poll_frequency: str | None

What dynamic read frequency was used at the time of taking this sample

Useful for diagnostics of scanning process

max_deposit: decimal.Decimal | None

Maximum deposit amount allowed at this point in time (ERC-4626 maxDeposit).

In denomination token units.

max_redeem: decimal.Decimal | None

Maximum redeem amount allowed at this point in time (ERC-4626 maxRedeem).

In share token units.

deposits_open: bool | None

Whether deposits were open at this point in time (protocol-specific logic)

redemption_open: bool | None

Whether redemptions were open at this point in time (protocol-specific logic)

trading: bool | None

Whether the vault was actively trading at this point in time.

Currently only supported for D2 Finance vaults.

available_liquidity: decimal.Decimal | None

Available liquidity for immediate withdrawal.

Only applicable to lending protocol vaults (IPOR, Euler, Morpho, Gearbox, etc.) In denomination token units.

utilisation: float | None

Utilisation percentage of the lending vault.

Only applicable to lending protocol vaults. Value between 0.0 and 1.0 (0% to 100%).

is_almost_equal(other, epsilon=0.001)

Check if the read statistics match.

  • Throttle with epsilon relative difference to get rid of small increment rows

Parameters
Return type

bool

export()

Convert historical read for a Parquet/DataFrame export.

Return type

dict

classmethod to_pyarrow_schema()

Get parquet schema for writing this data.

  • Write multiple chains, multiple vaults, to a single Parquet file

Return type

pyarrow.Schema

static migrate_parquet_schema(existing_table)

Migrate an existing Parquet table to the current schema.

When new columns are added to to_pyarrow_schema(), existing parquet files still have the old schema. This function adds missing columns as null arrays so incremental scans can write new data without losing columns.

Parameters

existing_table (pyarrow.Table) – Table read from an older parquet file.

Returns

Table with all current schema columns, missing ones filled with nulls.

Return type

pyarrow.Table

__init__(vault, block_number, timestamp, share_price, total_assets, total_supply, performance_fee, management_fee, errors, vault_poll_frequency=None, max_deposit=None, max_redeem=None, deposits_open=None, redemption_open=None, trading=None, available_liquidity=None, utilisation=None)
Parameters
Return type

None