Add pending pnl and net yield for GMX v2 market

Author: 32ethers

demeter/gmx/_typing2.py

@@ -16,6 +16,8 @@ class GmxV2Balance(MarketBalance):
     gm_amount: Decimal
     long_amount: Decimal
     short_amount: Decimal
+    net_yield: Decimal
+    pending_pnl: Decimal
 
 
 @dataclass

demeter/gmx/gmx_v2/MarketUtils.py

@@ -1,6 +1,6 @@
 from typing import Tuple
 
-from ._typing import PoolConfig, GmxV2PoolStatus, MarketPoolValueInfo
+from ._typing import PoolConfig, GmxV2PoolStatus
 
 
 class MarketUtils:
@@ -86,15 +86,3 @@ def getTokenAmountsFromGM(
     def get_values(amount: float, price: float, decimal: float) -> Tuple[float, float]:
         return amount, amount * price
 
-    @staticmethod
-    def getPoolValueInfo(pool_status: GmxV2PoolStatus) -> MarketPoolValueInfo:
-        result = MarketPoolValueInfo()
-        result.longTokenAmount = pool_status.longAmount
-        result.shortTokenAmount = pool_status.shortAmount
-
-        result.longTokenUsd = result.longTokenAmount * pool_status.longPrice
-        result.shortTokenUsd = result.shortTokenAmount * pool_status.shortPrice
-
-        result.poolValue = result.longTokenUsd + result.shortTokenUsd
-
-        return result

demeter/gmx/gmx_v2/_typing.py

@@ -51,12 +51,13 @@ class GmxV2PoolStatus:
     poolValue: float
     marketTokensSupply: float
     impactPoolAmount: float
+    pendingPnl: float
+    realizedNetYield: float
     longPrice: float
     shortPrice: float
     indexPrice: float
 
 
-
 @dataclass
 class LPResult:
     long_amount: float
@@ -71,18 +72,3 @@ class LPResult:
     fee_usd: float
 
     price_impact_usd: float
-
-
-@dataclass
-class MarketPoolValueInfo:
-    poolValue: float = 0
-    longPnl: float = 0
-    shortPnl: float = 0
-    netPnl: float = 0
-    longTokenAmount: float = 0
-    shortTokenAmount: float = 0
-    longTokenUsd: float = 0
-    shortTokenUsd: float = 0
-    totalBorrowingFees: float = 0
-    borrowingFeePoolFactor: float = 0
-    impactPoolAmount: float = 0

demeter/gmx/market2.py

@@ -82,17 +82,22 @@ def get_market_balance(self) -> GmxV2Balance:
         if self.amount > 0:
             pool_data: GmxV2PoolStatus = self._market_status.data
             longAmount, shortAmount = MarketUtils.getTokenAmountsFromGM(pool_data, self.amount)
+            share = Decimal(self.amount / pool_data.marketTokensSupply)
             long_amount = Decimal(longAmount)
             short_amount = Decimal(shortAmount)
-            net_value = Decimal(self.amount * pool_data.poolValue / pool_data.marketTokensSupply)
+            net_value = Decimal(pool_data.poolValue) * share
+            pending_pnl = Decimal(pool_data.pendingPnl) * share
+            net_yield = Decimal(pool_data.realizedNetYield) * share
         else:
-            net_value = long_amount = short_amount = Decimal(0)
+            net_value = long_amount = short_amount = net_yield = pending_pnl = Decimal(0)
 
         return GmxV2Balance(
             net_value=net_value,
             gm_amount=Decimal(self.amount),
             long_amount=long_amount,
             short_amount=short_amount,
+            net_yield=net_yield,
+            pending_pnl=pending_pnl,
         )
 
     def formatted_str(self):

docs/source/conf.py

@@ -15,7 +15,7 @@
 project = 'Demeter'
 copyright = '2024, zelos research'
 author = 'zelos research'
-release = '1.1.0'
+release = '1.1.1'
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

release_note.md

@@ -1,3 +1,7 @@
+# Ver 1.1.1
+
+* Add pending pnl and net yield for GMX v2 market
+
 # Ver 1.1.0
 
 * Add gmx v2 market

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name="zelos-demeter",
-    version="1.1.0",
+    version="1.1.1",
     packages=find_packages(exclude=["tests", "tests.*", "samples", "samples.*"]),
     url="https://zelos-demeter.readthedocs.io",
     license="MIT",