def __init__(self, cap: int, period: float) -> None:
value_assert(cap > 0) and value_assert(period > 1e-6)
self.cap = cap
self.period = period
self.__pool: int = cap
self.__last: float = time()
def get_loan_at_usage(self, target_usage: float) -> float:
value_assert(
-1.0 <= target_usage <= 1.0,
f"invalid {target_usage=:.4f}",
)
tu = src.security.bounds.Policy.MARGIN_USAGE.validate(target_usage)
if tu > 0:
return tu * self.max_loan
# we interpret negative usage as a cash percentage -- therefore,
# we will expect
else:
return tu * self.nlv
def of_acct_without_margin(cls, gpv: float, cash: float) -> MarginState:
"""
Returns the MarginState giving correct behavior for accounts with no
margin.
"""
value_assert(
cash >= 0.0,
f"Tried to make marginless act with negative cash {cash=}",
)
return MarginState(
gpv=gpv,
cash=cash,
min_maint_amt=gpv,
min_margin_req=1.0,
cushion=1.0,
)
def __post_init__(self) -> None:
# set min margin req
value_assert(
0.0 < self.min_margin_req <= 1.0,
f"Invalid min margin req {self.min_margin_req:.4f}",
)
src.security.bounds.Policy.MARGIN_REQ.validate(self.min_margin_req)
if self.min_maint_amt is not None:
value_assert(self.min_maint_amt > 0, "Negative maintenance amount!")
value_assert(
self.nlv >= self.min_maint_amt,
"Trying to create underwater margin state: "
f"{self.nlv=:.2f} < {self.min_maint_amt:.2f}",
)
value_assert(self.cushion >= 1.0, "cushion < 1")
value_assert(self.gpv >= 0, "Only positive gpv is supported.")