def _ideal_fiat_value_per_coin(self, market_state: MarketState) -> float:
"""We define "ideal" value as total value (in fiat) / # of available
coins (including fiat).
"""
total_value = market_state.estimate_total_value(
market_state.balances, self.fiat)
num_coins = len(market_state.available_coins())
return total_value / num_coins
def rebalancing_proposed_trades(
self,
coins_to_rebalance: List[str],
market_state: MarketState,
) -> List[ProposedTrade]:
possible_investments = self._possible_investments(market_state)
total_value = market_state.estimate_total_value()
ideal_fiat_value_per_coin = total_value / len(possible_investments)
proposed_trades_to_fiat = list(
self._propose_trades_to_fiat(coins_to_rebalance,
ideal_fiat_value_per_coin,
market_state))
# Next, we will simulate actually executing all of these trades
# Afterward, we'll get some simulated balances
est_bals_after_fiat_trades = market_state.simulate_trades(
proposed_trades_to_fiat)
if self.fiat in coins_to_rebalance and len(
proposed_trades_to_fiat) > 0:
fiat_after_trades = est_bals_after_fiat_trades[self.fiat]
to_redistribute = fiat_after_trades - ideal_fiat_value_per_coin
coins_divested_from = [
proposed.sell_coin for proposed in proposed_trades_to_fiat
]
coins_to_buy = possible_investments - set(coins_divested_from) - {
self.fiat
}
to_redistribute_per_coin = to_redistribute / len(coins_to_buy)
proposed_trades_from_fiat = self._propose_trades_from_fiat(
coins_to_buy, to_redistribute_per_coin, market_state)
trades = proposed_trades_to_fiat + list(proposed_trades_from_fiat)
return trades
return proposed_trades_to_fiat