45 lines
1.6 KiB
Python
45 lines
1.6 KiB
Python
# # ⚠ Warning
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
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# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
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# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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#
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# [🥭 Mango Markets](https://mango.markets/) support is available at:
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# [Docs](https://docs.mango.markets/)
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# [Discord](https://discord.gg/67jySBhxrg)
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# [Twitter](https://twitter.com/mangomarkets)
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# [Github](https://github.com/blockworks-foundation)
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# [Email](mailto:hello@blockworks.foundation)
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from dataclasses import dataclass
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from decimal import Decimal
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from ..instrumentvalue import InstrumentValue
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from ..token import Token
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@dataclass
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class UnsettledFundingParams:
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quote_token: Token
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base_position: InstrumentValue
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long_funding: Decimal
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long_settled_funding: Decimal
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short_funding: Decimal
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short_settled_funding: Decimal
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def calculate_unsettled_funding(params: UnsettledFundingParams) -> InstrumentValue:
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result: Decimal
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if params.base_position > 0:
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result = params.base_position.value * (
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params.long_funding - params.long_settled_funding
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)
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else:
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result = params.base_position.value * (
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params.short_funding - params.short_settled_funding
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)
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return InstrumentValue(params.quote_token, result)
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