def apy(self, _: ApySamples) -> Apy:
data = requests.get(
"https://api.pickle.finance/prod/protocol/pools").json()
yvboost_eth_pool = [
pool for pool in data if pool["identifier"] == "yvboost-eth"
][0]
apy = yvboost_eth_pool["apy"] / 100.
points = ApyPoints(apy, apy, apy)
return Apy("yvecrv-jar", apy, apy, ApyFees(), points=points)
def simple(vault: VaultV1, samples: ApySamples) -> Apy:
inception_block = contract_creation_block(vault.vault.address)
if not inception_block:
raise ApyError("v1:blocks", "inception_block not found")
contract = vault.vault
price_per_share = contract.getPricePerFullShare
inception_price = 1e18
try:
now_price = price_per_share(block_identifier=samples.now)
except ValueError:
now_price = inception_price
if samples.week_ago > inception_block:
try:
week_ago_price = price_per_share(block_identifier=samples.week_ago)
except ValueError:
week_ago_price = now_price
else:
week_ago_price = now_price
if samples.month_ago > inception_block:
try:
month_ago_price = price_per_share(block_identifier=samples.month_ago)
except ValueError:
month_ago_price = week_ago_price
else:
month_ago_price = week_ago_price
now_point = SharePricePoint(samples.now, now_price)
week_ago_point = SharePricePoint(samples.week_ago, week_ago_price)
month_ago_point = SharePricePoint(samples.month_ago, month_ago_price)
inception_point = SharePricePoint(inception_block, inception_price)
week_ago_apy = calculate_roi(now_point, week_ago_point)
month_ago_apy = calculate_roi(now_point, month_ago_point)
inception_apy = calculate_roi(now_point, inception_point)
net_apy = month_ago_apy
strategy = vault.strategy
withdrawal = strategy.withdrawalFee() if hasattr(strategy, "withdrawalFee") else 0
strategist_performance = strategy.performanceFee() if hasattr(strategy, "performanceFee") else 0
strategist_reward = strategy.strategistReward() if hasattr(strategy, "strategistReward") else 0
treasury = strategy.treasuryFee() if hasattr(strategy, "treasuryFee") else 0
performance = strategist_reward + strategist_performance + treasury
apy = net_apy / (1 - performance / 1e4)
points = ApyPoints(week_ago_apy, month_ago_apy, inception_apy)
fees = ApyFees(performance=performance, withdrawal=withdrawal)
return Apy("v1:simple", apy, net_apy, fees, points=points)
def simple(vault: Vault, samples: ApySamples) -> Apy:
harvests = sorted([
harvest for strategy in vault.strategies
for harvest in strategy.harvests
])
if len(harvests) < 10:
raise ApyError("v2:harvests", "harvests are < 10")
now = harvests[-1]
week_ago = closest(harvests, samples.week_ago)
month_ago = closest(harvests, samples.month_ago)
inception_block = harvests[2]
contract = vault.vault
price_per_share = contract.pricePerShare
now_price = price_per_share(block_identifier=now)
inception_price = 10**contract.decimals()
if samples.week_ago > inception_block:
week_ago_price = price_per_share(block_identifier=week_ago)
else:
week_ago_price = now_price
if samples.month_ago > inception_block:
month_ago_price = price_per_share(block_identifier=month_ago)
else:
month_ago_price = week_ago_price
now_point = SharePricePoint(samples.now, now_price)
week_ago_point = SharePricePoint(samples.week_ago, week_ago_price)
month_ago_point = SharePricePoint(samples.month_ago, month_ago_price)
inception_point = SharePricePoint(inception_block, inception_price)
week_ago_apy = calculate_roi(now_point, week_ago_point)
month_ago_apy = calculate_roi(now_point, month_ago_point)
inception_apy = calculate_roi(now_point, inception_point)
net_apy = month_ago_apy
# performance fee is doubled since 1x strategists + 1x treasury
performance = (contract.performanceFee() *
2) if hasattr(contract, "performanceFee") else 0
management = contract.managementFee() if hasattr(contract,
"managementFee") else 0
apy = net_apy / (1 - performance / 1e4) + (management / 1e4)
points = ApyPoints(week_ago_apy, month_ago_apy, inception_apy)
fees = ApyFees(performance=performance, management=management)
return Apy("v2:simple", apy, net_apy, fees, points=points)
def simple(vault, samples: ApySamples) -> Apy:
harvests = sorted([harvest for strategy in vault.strategies for harvest in strategy.harvests])
# we don't want to display APYs when vaults are ramping up
if len(harvests) < 2:
raise ApyError("v2:harvests", "harvests are < 2")
# set our time values for simple calcs, closest to a harvest around that time period
now = closest(harvests, samples.now)
week_ago = closest(harvests, samples.week_ago)
month_ago = closest(harvests, samples.month_ago)
# set our parameters
contract = vault.vault
price_per_share = contract.pricePerShare
# calculate our current price
now_price = price_per_share(block_identifier=now)
# get our inception data
inception_price = 10 ** contract.decimals()
inception_block = harvests[:2][-1]
if now_price == inception_price:
raise ApyError("v2:inception", "no change from inception price")
# check our historical data
if samples.week_ago > inception_block:
week_ago_price = price_per_share(block_identifier=week_ago)
else:
week_ago_price = inception_price
if samples.month_ago > inception_block:
month_ago_price = price_per_share(block_identifier=month_ago)
else:
month_ago_price = inception_price
now_point = SharePricePoint(samples.now, now_price)
week_ago_point = SharePricePoint(samples.week_ago, week_ago_price)
month_ago_point = SharePricePoint(samples.month_ago, month_ago_price)
inception_point = SharePricePoint(inception_block, inception_price)
week_ago_apy = calculate_roi(now_point, week_ago_point)
month_ago_apy = calculate_roi(now_point, month_ago_point)
inception_apy = calculate_roi(now_point, inception_point)
# use the first non-zero apy, ordered by precedence
apys = [month_ago_apy, week_ago_apy, inception_apy]
net_apy = next((value for value in apys if value != 0), 0)
# for performance fee, half comes from strategy (strategist share) and half from the vault (treasury share)
strategy_fees = []
for strategy in vault.strategies: # look at all of our strategies
debt_ratio = contract.strategies(strategy.strategy)['debtRatio'] / 10000
performance_fee = contract.strategies(strategy.strategy)['performanceFee']
proportional_fee = debt_ratio * performance_fee
strategy_fees.append(proportional_fee)
strategy_performance = sum(strategy_fees)
vault_performance = contract.performanceFee() if hasattr(contract, "performanceFee") else 0
management = contract.managementFee() if hasattr(contract, "managementFee") else 0
performance = vault_performance + strategy_performance
performance /= 1e4
management /= 1e4
# assume we are compounding every week
compounding = 52
# calculate our APR after fees
apr_after_fees = compounding * ((net_apy + 1) ** (1 / compounding)) - compounding
# calculate our pre-fee APR
gross_apr = apr_after_fees / (1 - performance) + management
# 0.3.5+ should never be < 0% because of management
if net_apy < 0 and Version(vault.api_version) >= Version("0.3.5"):
net_apy = 0
points = ApyPoints(week_ago_apy, month_ago_apy, inception_apy)
fees = ApyFees(performance=performance, management=management)
return Apy("v2:simple", gross_apr, net_apy, fees, points=points)
def average(vault, samples: ApySamples) -> Apy:
harvests = sorted([harvest for strategy in vault.strategies for harvest in strategy.harvests])
# we don't want to display APYs when vaults are ramping up
if len(harvests) < 2:
raise ApyError("v2:harvests", "harvests are < 2")
# set our parameters
contract = vault.vault
price_per_share = contract.pricePerShare
# calculate our current price
now_price = price_per_share(block_identifier=samples.now)
# get our inception data
inception_price = 10 ** contract.decimals()
inception_block = harvests[:2][-1]
if now_price == inception_price:
raise ApyError("v2:inception", "no change from inception price")
# check our historical data
if samples.week_ago > inception_block:
week_ago_price = price_per_share(block_identifier=samples.week_ago)
else:
week_ago_price = inception_price
if samples.month_ago > inception_block:
month_ago_price = price_per_share(block_identifier=samples.month_ago)
else:
month_ago_price = inception_price
now_point = SharePricePoint(samples.now, now_price)
week_ago_point = SharePricePoint(samples.week_ago, week_ago_price)
month_ago_point = SharePricePoint(samples.month_ago, month_ago_price)
inception_point = SharePricePoint(inception_block, inception_price)
week_ago_apy = calculate_roi(now_point, week_ago_point)
month_ago_apy = calculate_roi(now_point, month_ago_point)
inception_apy = calculate_roi(now_point, inception_point)
# we should look at a vault's harvests, age, etc to determine whether to show new APY or not
# use the first non-zero apy, ordered by precedence
apys = [month_ago_apy, week_ago_apy]
two_months_ago = datetime.now() - timedelta(days=60)
if contract.activation() > two_months_ago.timestamp():
# if the vault was activated less than two months ago then it's ok to use
# the inception apy, otherwise using it isn't representative of the current apy
apys.append(inception_apy)
net_apy = next((value for value in apys if value != 0), 0)
# for performance fee, half comes from strategy (strategist share) and half from the vault (treasury share)
strategy_fees = []
for strategy in vault.strategies: # look at all of our strategies
debt_ratio = contract.strategies(strategy.strategy)['debtRatio'] / 10000
performance_fee = contract.strategies(strategy.strategy)['performanceFee']
proportional_fee = debt_ratio * performance_fee
strategy_fees.append(proportional_fee)
strategy_performance = sum(strategy_fees)
vault_performance = contract.performanceFee() if hasattr(contract, "performanceFee") else 0
management = contract.managementFee() if hasattr(contract, "managementFee") else 0
performance = vault_performance + strategy_performance
performance /= 1e4
management /= 1e4
# assume we are compounding every week
compounding = 52
# calculate our APR after fees
# if net_apy is negative no fees are charged
apr_after_fees = compounding * ((net_apy + 1) ** (1 / compounding)) - compounding if net_apy > 0 else net_apy
# calculate our pre-fee APR
gross_apr = apr_after_fees / (1 - performance) + management
# 0.3.5+ should never be < 0% because of management
if net_apy < 0 and Version(vault.api_version) >= Version("0.3.5"):
net_apy = 0
points = ApyPoints(week_ago_apy, month_ago_apy, inception_apy)
fees = ApyFees(performance=performance, management=management)
return Apy("v2:averaged", gross_apr, net_apy, fees, points=points)
def simple(vault, samples: ApySamples) -> Apy:
inception_block = contract_creation_block(vault.vault.address)
if not inception_block:
raise ApyError("v1:blocks", "inception_block not found")
contract = vault.vault
price_per_share = contract.getPricePerFullShare
inception_price = 1e18
try:
now_price = price_per_share(block_identifier=samples.now)
except ValueError:
now_price = inception_price
if samples.week_ago > inception_block:
try:
week_ago_price = price_per_share(block_identifier=samples.week_ago)
except ValueError:
week_ago_price = now_price
else:
week_ago_price = now_price
if samples.month_ago > inception_block:
try:
month_ago_price = price_per_share(
block_identifier=samples.month_ago)
except ValueError:
month_ago_price = week_ago_price
else:
month_ago_price = week_ago_price
now_point = SharePricePoint(samples.now, now_price)
week_ago_point = SharePricePoint(samples.week_ago, week_ago_price)
month_ago_point = SharePricePoint(samples.month_ago, month_ago_price)
inception_point = SharePricePoint(inception_block, inception_price)
week_ago_apy = calculate_roi(now_point, week_ago_point)
month_ago_apy = calculate_roi(now_point, month_ago_point)
inception_apy = calculate_roi(now_point, inception_point)
# use the first non-zero apy, ordered by precedence
apys = [week_ago_apy, month_ago_apy, inception_apy]
net_apy = next((value for value in apys if value != 0), 0)
strategy = vault.strategy
withdrawal = strategy.withdrawalFee() if hasattr(strategy,
"withdrawalFee") else 0
strategist_performance = strategy.performanceFee() if hasattr(
strategy, "performanceFee") else 0
strategist_reward = strategy.strategistReward() if hasattr(
strategy, "strategistReward") else 0
treasury = strategy.treasuryFee() if hasattr(strategy,
"treasuryFee") else 0
performance = (strategist_reward + strategist_performance + treasury) / 1e4
# assume we are compounding every week
compounding = 52
# calculate our APR after fees
# if net_apy is negative no fees are charged
apr_after_fees = compounding * (
(net_apy + 1)**
(1 / compounding)) - compounding if net_apy > 0 else net_apy
# calculate our pre-fee APR
gross_apr = apr_after_fees / (1 - performance)
points = ApyPoints(week_ago_apy, month_ago_apy, inception_apy)
fees = ApyFees(performance=performance, withdrawal=withdrawal)
return Apy("v1:simple", gross_apr, net_apy, fees, points=points)