test_cdp_calculations.py

test_cdp_calculations.py

import argparse
from typing import NamedTuple

from rotkehlchen.constants.assets import A_ETH, A_USD
from rotkehlchen.externalapis.coingecko import Coingecko
from rotkehlchen.fval import FVal


class VaultType(NamedTuple):
    name: str
    min_collateral_ratio: FVal
    stability_fee: FVal

    def max_debt(self, collateral_value: FVal) -> FVal:
        return collateral_value / self.min_collateral_ratio

    def safe_debt(self, collateral_value: FVal, max_price_drop: FVal) -> FVal:
        target_collateralization_ratio = (FVal(100) - max_price_drop) / 100 * self.min_collateral_ratio
        return collateral_value / target_collateralization_ratio

    def net_income(self, collateral_value: FVal, max_price_drop: FVal, working_apy: FVal) -> FVal:
        safe_debt = self.safe_debt(collateral_value, max_price_drop)
        net_apy = working_apy - self.stability_fee
        net_income = net_apy * safe_debt
        print(f'{self.name} net income for a max {max_price_drop}% price drop with working apy {working_apy * 100}% and net apy {net_apy * 100}% is {net_income} USD')
        return net_income


ETH_A = VaultType(
    name='ETH-A',
    min_collateral_ratio=FVal('1.5'),
    stability_fee=FVal('0.055'),
)
ETH_C = VaultType(
    name='ETH-C',
    min_collateral_ratio=FVal('1.75'),
    stability_fee=FVal('0.03'),
)


def parse_args():
    p = argparse.ArgumentParser(
        prog='CDP Calculator',
        description='Calculate some stats on CDP loans',
    )
    p.add_argument(
        '--working-apy',
        help='The APY our debt can work with',
    )
    p.add_argument(
        '--eth-amount',
        help='The ETH amount we have available',
    )
    p.add_argument(
        '--max-price-drop',
        help='The max price drop needed to liquidate the CDP in %',
    )
    return p.parse_args()


def compare(args):
    working_apy = FVal(args.working_apy) / FVal(100)
    eth_amount = FVal(args.eth_amount)
    max_price_drop = FVal(args.max_price_drop)
    coingecko = Coingecko()
    eth_price = coingecko.query_current_price(A_ETH, A_USD)

    collateral_value = eth_amount * eth_price
    etha = ETH_A.net_income(collateral_value, max_price_drop, working_apy)
    ethc = ETH_C.net_income(collateral_value, max_price_drop, working_apy)


def main():
    args = parse_args()
    compare(args)

if __name__ == '__main__':
    main()