solve conflict

32ethers · 32ethers · commit e3c4bded7ac6 · 2025-08-19T13:25:06.000+08:00
diff --git a/demeter/aave/market.py b/demeter/aave/market.py
@@ -26,7 +26,7 @@
 )
 from .core import AaveV3CoreLib
 from .. import DemeterError, TokenInfo
-from .._typing import DECIMAL_0, UnitDecimal, ChainType
+from .._typing import DECIMAL_0, UnitDecimal, ChainType, USD
 from ..broker import Market, MarketInfo, write_func
 from ..utils import get_formatted_predefined, STYLE, get_formatted_from_dict, console_text
 from ..utils.application import require, float_param_formatter, to_decimal
@@ -58,9 +58,7 @@ def __init__(
         self._supplies: Dict[TokenInfo, SupplyInfo] = {}
         self._borrows: Dict[TokenInfo, BorrowInfo] = {}
 
-        self._risk_parameters: pd.DataFrame | Dict[str, RiskParameter] = helper.load_risk_parameter(
-            risk_parameters_path
-        )
+        self._risk_parameters: pd.DataFrame | Dict[str, RiskParameter] = helper.load_risk_parameter(risk_parameters_path)
 
         # caches, since amounts and values are calculated by base_amount, and they are commonly used, cache is introduced to speed up back test.
         # when base amount or price has changed, they must be reset.
@@ -131,8 +129,7 @@ def supplies_value(self) -> Dict[TokenInfo, Decimal]:
             for k, v in self._supplies.items():
                 self._supplies_amount_cache.set(
                     k,
-                    AaveV3CoreLib.get_amount(v.base_amount, self._market_status.data[k.name].liquidity_index)
-                    * self._price_status[k.name],
+                    AaveV3CoreLib.get_amount(v.base_amount, self._market_status.data[k.name].liquidity_index) * self._price_status[k.name],
                 )
         return self._supplies_amount_cache.value
 
@@ -176,8 +173,7 @@ def borrows_value(self) -> Dict[TokenInfo, Decimal]:
             for k, v in self._borrows.items():
                 self._borrows_amount_cache.set(
                     k,
-                    AaveV3CoreLib.get_amount(v.base_amount, self._market_status.data[k.name].variable_borrow_index)
-                    * self._price_status[k.name],
+                    AaveV3CoreLib.get_amount(v.base_amount, self._market_status.data[k.name].variable_borrow_index) * self._price_status[k.name],
                 )
         return self._borrows_amount_cache.value
 
@@ -321,9 +317,7 @@ def total_apy(self) -> Decimal:
         total_borrows = self.total_borrows_value
         supply_apy = self.supply_apy
         borrow_apy = self.borrow_apy
-        return AaveV3CoreLib.safe_div_zero(
-            supply_apy * total_supplies - borrow_apy * total_borrows, total_supplies - total_borrows
-        )
+        return AaveV3CoreLib.safe_div_zero(supply_apy * total_supplies - borrow_apy * total_borrows, total_supplies - total_borrows)
 
     def get_supply(self, token_info: TokenInfo) -> Supply:
         """
@@ -393,9 +387,7 @@ def get_market_balance(self) -> AaveBalance:
 
         supply_apy = self.supply_apy.quantize(rounding)
         borrow_apy = self.borrow_apy.quantize(rounding)
-        net_apy = AaveV3CoreLib.safe_div_zero(
-            supply_apy * total_supplies - borrow_apy * total_borrows, total_supplies - total_borrows
-        )
+        net_apy = AaveV3CoreLib.safe_div_zero(supply_apy * total_supplies - borrow_apy * total_borrows, total_supplies - total_borrows)
 
         return AaveBalance(
             net_value=net_worth,
@@ -420,6 +412,7 @@ def check_market(self):
         """
         super().check_market()
         require(len(self.tokens) > 0, "should set tokens")
+        require(self.quote_token == USD, "Quote token of AAVE market must be USD")
         for t in self.tokens:
             require(
                 t.name in self.risk_parameters.index,
@@ -487,19 +480,15 @@ def supply(self, token_info: TokenInfo, amount: Decimal | float, collateral: boo
         :rtype: SupplyKey
         """
         if collateral:
-            require(
-                self._risk_parameters.loc[token_info.name].usageAsCollateralEnabled, "Can not supplied as collateral"
-            )
+            require(self._risk_parameters.loc[token_info.name].usageAsCollateralEnabled, "Can not supplied as collateral")
         token_status = self._market_status.data[token_info.name]
         #  calc in pool value
         pool_amount = AaveV3CoreLib.get_base_amount(amount, token_status.liquidity_index)
 
         self.broker.subtract_from_balance(token_info, amount)
 
         if token_info not in self._supplies:
-            self._supplies[token_info] = SupplyInfo(
-                base_amount=Decimal(0), collateral=collateral, begin_supply_index=token_status.liquidity_index
-            )
+            self._supplies[token_info] = SupplyInfo(base_amount=Decimal(0), collateral=collateral, begin_supply_index=token_status.liquidity_index)
         else:
             require(self._supplies[token_info].collateral == collateral, "Collateral different from existing supply")
         self._supplies[token_info].base_amount += pool_amount
@@ -571,9 +560,7 @@ def withdraw(
         # try calc new health factor after withdraw. if health factor is low, raise an error
         if self._supplies[token_info].collateral:
             old_base_amount = self._supplies[token_info].base_amount
-            self._supplies[token_info].base_amount -= AaveV3CoreLib.get_base_amount(
-                amount, self._market_status.data[token_info.name].liquidity_index
-            )
+            self._supplies[token_info].base_amount -= AaveV3CoreLib.get_base_amount(amount, self._market_status.data[token_info.name].liquidity_index)
             self._supplies_amount_cache.reset()
             self._collaterals_amount_cache.reset()
             if self.health_factor < AaveV3CoreLib.HEALTH_FACTOR_LIQUIDATION_THRESHOLD:
@@ -587,9 +574,7 @@ def withdraw(
                 market=self.market_info,
                 token=token_info.name,
                 amount=UnitDecimal(amount, token_info.name),
-                deposit_after=UnitDecimal(
-                    AaveV3CoreLib.get_amount(final_base_amount, token_status.liquidity_index), token_info.name
-                ),
+                deposit_after=UnitDecimal(AaveV3CoreLib.get_amount(final_base_amount, token_status.liquidity_index), token_info.name),
             )
         )
 
@@ -697,9 +682,7 @@ def get_max_repay_amount(self, token_info: TokenInfo) -> Decimal:
         :return: max amount to repay
         :rtype: Decimal
         """
-        return AaveV3CoreLib.get_amount(
-            self._borrows[token_info].base_amount, self.market_status.data[token_info.name].variable_borrow_index
-        )
+        return AaveV3CoreLib.get_amount(self._borrows[token_info].base_amount, self.market_status.data[token_info.name].variable_borrow_index)
 
     def _get_swap_amount(self, from_token: TokenInfo, to_token: TokenInfo, amount: Decimal, swap_fee=0):
         return amount * (1 - swap_fee) * self._price_status.loc[from_token.name] / self._price_status.loc[to_token.name]
@@ -738,13 +721,9 @@ def repay(
                 repay_collateral_token = borrow_token
             repay_collateral_key = repay_collateral_token
             require(repay_collateral_key in self.supplies.keys(), f"token {repay_collateral_token} is not in supply")
-            require(
-                self.supplies[repay_collateral_key].collateral, f"token {repay_collateral_token} is not in collateral"
-            )
+            require(self.supplies[repay_collateral_key].collateral, f"token {repay_collateral_token} is not in collateral")
 
-            required_amount_in_collateral_token = self._get_swap_amount(
-                borrow_token, repay_collateral_token, payback_amount
-            )
+            required_amount_in_collateral_token = self._get_swap_amount(borrow_token, repay_collateral_token, payback_amount)
             supply = self.get_supply(repay_collateral_key)
             if required_amount_in_collateral_token > supply.amount:
                 # contract will change payback amount instead of raise an error
@@ -766,9 +745,7 @@ def repay(
                 market=self.market_info,
                 token=borrow_token.name,
                 amount=UnitDecimal(payback_amount, borrow_token.name),
-                debt_after=UnitDecimal(
-                    AaveV3CoreLib.get_amount(debt, token_status.variable_borrow_index), borrow_token.name
-                ),
+                debt_after=UnitDecimal(AaveV3CoreLib.get_amount(debt, token_status.variable_borrow_index), borrow_token.name),
             )
         )
 
@@ -889,37 +866,27 @@ def _do_liquidate(self, collateral_token: TokenInfo, delt_token: TokenInfo, delt
             else AaveV3CoreLib.MAX_LIQUIDATION_CLOSE_FACTOR
         )
         max_liquidateble_debt = total_debt * close_factor
-        actual_debt_to_liquidate = (
-            max_liquidateble_debt if delt_value_to_cover > max_liquidateble_debt else delt_value_to_cover
-        )
+        actual_debt_to_liquidate = max_liquidateble_debt if delt_value_to_cover > max_liquidateble_debt else delt_value_to_cover
 
         # validate delt
         is_collateral_enabled = (
-            self._risk_parameters.loc[collateral_token.name].reserveLiquidationThreshold != 0
-            and self._supplies[collateral_key].collateral
+            self._risk_parameters.loc[collateral_token.name].reserveLiquidationThreshold != 0 and self._supplies[collateral_key].collateral
         )
 
         require(is_collateral_enabled, "collateral cannot be liquidated")
         require(total_debt != DECIMAL_0, "specified currency not borrowed by user")
 
-        user_collateral_balance = (
-            self._supplies[collateral_token].base_amount
-            * self._market_status.data[collateral_token.name].liquidity_index
-        )
+        user_collateral_balance = self._supplies[collateral_token].base_amount * self._market_status.data[collateral_token.name].liquidity_index
 
         # calculate actual amount
-        should_collateral = (
-            self._price_status.loc[delt_token.name]
-            * actual_debt_to_liquidate
-            / self._price_status.loc[collateral_token.name]
-        )
+        should_collateral = self._price_status.loc[delt_token.name] * actual_debt_to_liquidate / self._price_status.loc[collateral_token.name]
         max_collateral_to_liquidate = should_collateral * (1 + liquidation_bonus)
 
         if max_collateral_to_liquidate > user_collateral_balance:
             actual_collateral_to_liquidate = user_collateral_balance
-            actual_debt_to_liquidate = (
-                self._price_status.loc[collateral_token.name] * actual_collateral_to_liquidate
-            ) / (self._price_status.loc[delt_token.name] * (1 + liquidation_bonus))
+            actual_debt_to_liquidate = (self._price_status.loc[collateral_token.name] * actual_collateral_to_liquidate) / (
+                self._price_status.loc[delt_token.name] * (1 + liquidation_bonus)
+            )
         else:
             actual_collateral_to_liquidate = max_collateral_to_liquidate
             actual_debt_to_liquidate = actual_debt_to_liquidate
@@ -964,9 +931,7 @@ def _do_liquidate(self, collateral_token: TokenInfo, delt_token: TokenInfo, delt
                     ),
                     collateral_token.name,
                 ),
-                variable_debt_after=UnitDecimal(
-                    AaveV3CoreLib.get_amount(vari_debt_remaining_base, borrow_index), delt_token.name
-                ),
+                variable_debt_after=UnitDecimal(AaveV3CoreLib.get_amount(vari_debt_remaining_base, borrow_index), delt_token.name),
             )
         )
 
diff --git a/demeter/broker/broker.py b/demeter/broker/broker.py
@@ -16,7 +16,7 @@
 )
 from .market import Market
 from .._typing import DemeterError, UnitDecimal, STABLE_COINS
-from ..utils import get_formatted_from_dict, get_formatted_predefined, STYLE, float_param_formatter
+from ..utils import get_formatted_from_dict, get_formatted_predefined, STYLE, float_param_formatter, require
 
 
 class Broker:
@@ -194,19 +194,20 @@ def get_account_status(self, prices: pd.Series | Dict[str, Decimal], timestamp=d
         """
         account_status = AccountStatus(timestamp=timestamp)
         market_sum = Decimal(0)
-        for k, v in self.markets.items():
-            ms = v.get_market_balance()
-            account_status.market_status[k] = ms
-            if v.quote_token == self.quote_token:
-                market_sum += ms.net_value
+        for market_key, market in self.markets.items():
+            market_balance = market.get_market_balance()
+            account_status.market_status[market_key] = market_balance
+            if market.quote_token == self.quote_token:
+                market_sum += market_balance.net_value
             else:
-                market_sum += ms.net_value * prices[v.quote_token.name]
+                market_sum += market_balance.net_value * prices[market.quote_token.name] / prices[self.quote_token.name]
         account_status.market_status.set_default_key(self.markets.get_default_key())
 
-        for k, v in self.assets.items():
-            account_status.asset_balances[k] = v.balance
-        asset_sum = sum([v * prices[k.name] for k, v in account_status.asset_balances.items()])
+        for asset_key, asset in self.assets.items():
+            account_status.asset_balances[asset_key] = asset.balance
+        asset_sum = sum([v * prices[k.name] for k, v in account_status.asset_balances.items()], Decimal(0))
         account_status.asset_value = asset_sum
+
         account_status.net_value = asset_sum + market_sum
         return account_status
 
@@ -229,23 +230,14 @@ def formatted_str(self):
         return str_to_print
 
     def _check_quote_token(self):
-        if self.quote_token is None:
-            raise DemeterError("Quote token of broker not set")
-
-        market_types = set([x.market_info.type for x in self.markets.values()])
-        has_usd_market = {MarketTypeEnum.squeeth, MarketTypeEnum.aave_v3}.intersection(market_types)
-
-        if has_usd_market:
-            if self.quote_token.name not in STABLE_COINS:
-                raise DemeterError("squeeth/AAVE market must quote by stable coin or None")
+        require(self.quote_token is not None, "Quote token of broker not set")
 
     def check_backtest(self):
         """
         check backtest result, including index of data, prices
         """
         # ensure a market exist
-        if len(self.markets) < 1:
-            raise DemeterError("No market assigned")
+        require(len(self.markets) > 0, "No market assigned")
 
         data_length = []  # [1440]
         for market in self.markets.values():
diff --git a/demeter/gmx/market.py b/demeter/gmx/market.py
@@ -8,9 +8,9 @@
 from demeter import MarketStatus
 from ._typing import GmxDescription, GmxBalance, BuyGlpAction, SellGlpAction, PRICE_PRECISION
 from .helper import load_gmx_v1_data, get_price_from_data
-from .._typing import TokenInfo, ChainType
+from .._typing import TokenInfo, ChainType, USD
 from ..broker import Market, MarketInfo
-from ..utils import get_formatted_predefined, get_formatted_from_dict, STYLE, console_text
+from ..utils import get_formatted_predefined, get_formatted_from_dict, STYLE, console_text, require
 
 
 class GmxMarket(Market):
@@ -201,6 +201,8 @@ def set_market_status(self, data: MarketStatus, price: pd.Series):
 
     def check_market(self):
         super().check_market()
+        require(self.quote_token == USD, "Quote token of GMX v1 market must be USD")
+
 
     def _resample(self, freq: str):
         self._data = self.data.resample(freq).first()
diff --git a/demeter/gmx/market2.py b/demeter/gmx/market2.py
@@ -4,13 +4,6 @@
 import pandas as pd
 from orjson import orjson
 
-from .gmx_v2.MarketUtils import MarketUtils
-from .helper2 import load_gmx_v2_data, get_price_from_v2_data
-from .gmx_v2 import PoolConfig, LPResult
-from .gmx_v2.ExecuteDepositUtils import ExecuteDepositUtils
-from .gmx_v2.ExecuteWithdrawUtils import ExecuteWithdrawUtils
-from .. import MarketStatus, TokenInfo, DECIMAL_0, ChainType, DemeterWarning, DemeterError, UnitDecimal
-from ..broker import Market, MarketInfo, MarketBalance
 from ._typing2 import (
     GmxV2Pool,
     GmxV2Description,
@@ -20,7 +13,15 @@
     Gmx2WithdrawAction,
     Gmx2DepositAction,
 )
-from ..utils import get_formatted_predefined, get_formatted_from_dict, STYLE
+from .gmx_v2 import PoolConfig, LPResult
+from .gmx_v2.ExecuteDepositUtils import ExecuteDepositUtils
+from .gmx_v2.ExecuteWithdrawUtils import ExecuteWithdrawUtils
+from .gmx_v2.MarketUtils import MarketUtils
+from .helper2 import load_gmx_v2_data, get_price_from_v2_data
+from .. import TokenInfo, DECIMAL_0, ChainType, DemeterError, UnitDecimal
+from .._typing import USD
+from ..broker import Market, MarketInfo
+from ..utils import get_formatted_predefined, get_formatted_from_dict, STYLE, require
 
 
 class GmxV2Market(Market):
@@ -62,6 +63,7 @@ def market_status(self) -> GmxV2MarketStatus:
 
     def check_market(self):
         super().check_market()
+        require(self.quote_token == USD, "Quote token of GMX v2 market must be USD")
 
         if self.long_token not in self.broker.assets:
             self.broker.set_balance(self.long_token, DECIMAL_0)
diff --git a/demeter/squeeth/market.py b/demeter/squeeth/market.py
@@ -1,11 +1,9 @@
-import os
 from datetime import date, timedelta, datetime
 from decimal import Decimal
-from orjson import orjson
 from typing import Tuple, Dict
 
-import numpy as np
 import pandas as pd
+from orjson import orjson
 
 from ._typing import (
     ETH_MAINNET,
@@ -14,7 +12,6 @@
     Vault,
     SqueethChain,
     SqueethBalance,
-    USDC,
     VaultKey,
     AddVaultAction,
     UpdateCollateralAction,
@@ -26,17 +23,17 @@
     SqueethDescription,
 )
 from .helper import calc_twap_price, vault_to_dataframe, load_squeeth_data, get_price_from_data
-from .. import MarketInfo, TokenInfo, DemeterError, MarketStatus, DECIMAL_0, UnitDecimal, MarketTypeEnum
+from .. import MarketInfo, TokenInfo, DemeterError, MarketStatus, DECIMAL_0, UnitDecimal
+from .._typing import USD
 from ..broker import Market
-from ..data import CacheManager
 from ..uniswap import UniLpMarket, PositionInfo
 from ..utils import (
-    to_decimal,
     float_param_formatter,
     get_formatted_predefined,
     STYLE,
     get_formatted_from_dict,
     console_text,
+    require,
 )
 
 
@@ -819,6 +816,8 @@ def check_market(self):
         check market before back test
         """
         super().check_market()
+        require(self.quote_token == USD, "Quote token of Squeeth market must be USD")
+
 
     def load_data(self, start_date: date, end_date: date):
         self._data = load_squeeth_data(start_date, end_date, self.data_path)
diff --git a/demeter/strategy/strategy.py b/demeter/strategy/strategy.py
@@ -21,7 +21,7 @@ def __init__(self):
         self.data: MarketDict[pd.DataFrame] = MarketDict()
         self.markets: MarketDict[Market] = MarketDict()
         self.prices: pd.DataFrame | None = None
-        self.triggers: [Trigger] = []
+        self.triggers: List[Trigger] = []
         self.account_status: List[AccountStatus] = []
         self.account_status_df: pd.DataFrame | None = None
         self.comment_last_action: Callable[[str], None] | None = None
diff --git a/demeter/uniswap/market.py b/demeter/uniswap/market.py
diff --git a/release_note.md b/release_note.md
