def get_liquidity_report_data(data: dataBlob):
all_liquidity_df = get_liquidity_data_df(data)
all_liquidity_df = annonate_df_index_with_positions_held(
data, all_liquidity_df)
liquidity_report_data = dict(all_liquidity_df=all_liquidity_df)
return liquidity_report_data
def table_of_last_price_updates(self):
price = get_last_price_updates_as_df(self.data)
price = annonate_df_index_with_positions_held(self.data, price)
price_table = table("Status of adjusted price / FX price collection",
price)
return price_table
def table_of_sr_costs(self):
SR_costs = self.SR_costs()
SR_costs = SR_costs.round(5)
SR_costs = annonate_df_index_with_positions_held(data=self.data,
pd_df=SR_costs)
formatted_table = table("SR costs (using stored slippage)", SR_costs)
return formatted_table
def table_of_slippage_comparison(self):
combined_df_costs = self.combined_df_costs()
combined_df_costs = combined_df_costs.round(6)
combined_df_costs = annonate_df_index_with_positions_held(
self.data, pd_df=combined_df_costs)
combined_df_costs_as_formatted_table = table("Check of slippage",
combined_df_costs)
return combined_df_costs_as_formatted_table
def get_table_of_SR_costs_as_formatted_table(data):
table_of_SR_costs = get_table_of_SR_costs(data)
table_of_SR_costs = table_of_SR_costs.round(5)
table_of_SR_costs = annonate_df_index_with_positions_held(
data=data, pd_df=table_of_SR_costs)
formatted_table = table(
"SR costs (using stored slippage): more than 0.01 means panic",
table_of_SR_costs,
)
return formatted_table
def get_costs_report_data(data: dataBlob, start_date: datetime.datetime,
end_date: datetime.datetime) -> dict:
combined_df_costs = get_combined_df_of_costs(data,
start_date=start_date,
end_date=end_date)
combined_df_costs = combined_df_costs.round(6)
combined_df_costs = annonate_df_index_with_positions_held(
data=data, pd_df=combined_df_costs)
table_of_SR_costs = get_table_of_SR_costs(data)
table_of_SR_costs = table_of_SR_costs.round(5)
table_of_SR_costs = annonate_df_index_with_positions_held(
data=data, pd_df=table_of_SR_costs)
costs_report_data = dict(combined_df_costs=combined_df_costs,
start_date=start_date,
end_date=end_date,
table_of_SR_costs=table_of_SR_costs)
return costs_report_data
def get_combined_df_of_costs_as_table(data: dataBlob,
start_date: datetime.datetime,
end_date: datetime.datetime):
combined_df_costs = get_combined_df_of_costs(data,
start_date=start_date,
end_date=end_date)
combined_df_costs = combined_df_costs.round(6)
combined_df_costs = annonate_df_index_with_positions_held(
data=data, pd_df=combined_df_costs)
combined_df_costs_as_formatted_table = table("Check of slippage",
combined_df_costs)
return combined_df_costs_as_formatted_table
def get_liquidity_report_data(data: dataBlob) -> pd.DataFrame:
all_liquidity_df = get_liquidity_data_df(data)
all_liquidity_df = annonate_df_index_with_positions_held(
data, all_liquidity_df)
return all_liquidity_df