Hopefully a final fix for Lagoon interest tracker

tradingstrategy-ai · Feb 20, 2025 · c44a5c5 · c44a5c5
1 parent 2fb63e7
commit c44a5c5
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Showing 2 changed files with 10 additions and 6 deletions.
diff --git a/tradeexecutor/state/position.py b/tradeexecutor/state/position.py
@@ -1499,12 +1499,15 @@ def get_last_valued_at(self) -> datetime.datetime:
         """Get the timestamp when this position was last valued"""
 
         if self.is_loan_based():
+            # Loan-based positions are updated by update_interest()
+            # and it does not always update the token price (e.g. aUSDC).
+            # The timestamp for these positions must be thus taken from the interest update events.
             timestamps = []
-            if self.loan.collateral and self.loan.collateral.last_pricing_at:
-                timestamps.append(self.loan.collateral.last_pricing_at)
-            if self.loan.borrowed and self.loan.borrowed.last_pricing_at:
+            if self.loan.collateral and self.loan.collateral_interest.last_updated_at:
+                timestamps.append(self.loan.collateral_interest.last_updated_at)
+            if self.loan.borrowed and self.loan.borrowed_interest.last_updated_at:
                 # Credit position does not have borrowed part of the loan
-                timestamps.append(self.loan.borrowed.last_pricing_at)
+                timestamps.append(self.loan.borrowed_interest.last_updated_at)
             return min(timestamps)
         else:
             # Spot tokens

diff --git a/tradeexecutor/strategy/interest.py b/tradeexecutor/strategy/interest.py
@@ -111,13 +111,15 @@ def update_interest(
 
     logger.log(
         log_level,
-        f"update_interest(), block {block_number or 0:,}, new token amount: %s, old balance: %s, gained interest tokens: %s, position new USD value: %s, previous update at %s, previous block at %s",
+        f"update_interest(), block {block_number or 0:,}, new token amount: %s, old balance: %s, gained interest tokens: %s, position new USD value: %s, previous update at %s, previous block at %s, current block %s, block time %s",
         new_token_amount,
         old_balance,
         gained_interest,
         usd_value,
         previous_update_at,
         f"{previous_block or 0:,}",
+        block_number,
+        event_at,
     )
 
     gained_interest_percent = gained_interest / old_balance
@@ -152,7 +154,6 @@ def update_interest(
     interest.last_event_at = event_at
     interest.last_updated_block_number = block_number
     interest.last_token_amount = new_token_amount
-
     return evt