dYdX SDK
Tribulnation SDK implementation for dYdX.
Installation
pip install tribulnation-dydx
Ticker availability
tickers() reports actual bid/ask prices and quantities when depth enrichment is
enabled. Its last is None: the market catalogue only publishes an oracle price,
which is not the last traded price. base_volume_24h is also None because the
catalogue's volume24H is quote-denominated turnover. No approximate conversion or
per-market trade-history sweep is performed. Use perp_stats().index for the oracle
price and candles() for historical trade prices and base volumes.
Reporting cost basis
Report.snapshot() returns the native Snapshots.snapshot() record. Each perpetual
subaccount pairs collateral (equity - unrealizedPnl) with the venue's signed sizes
and entry prices from the same indexer response. At the corresponding marks,
collateral plus sum(size * (mark - entry_price)) preserves venue equity. Snapshot
reads do not fetch or replay fills, so fill coverage and fill/snapshot timing
mismatches cannot introduce a separate cash adjustment.
History still replays chronological fills using average-cost accounting to compute realized P&L, retaining the remaining entry basis on partial closes and resetting it on position flips. This reconstructed basis can differ from the venue's snapshot basis. Consumers must not assume that history's realized P&L and snapshot cash share one reconstructed basis. Any reconciliation must adjust both collateral and position entry prices consistently and first establish matching holdings and capture times.
Version 0.7.1 restores native snapshot delegation to fix the equity distortion in 0.7.0 (issue #39). This correction applies to newly fetched snapshots; downstream dependency rollout and correction of stored snapshots are separate work.
Funding payment signs
Since 0.11.0, funding payments are positive when received and negative when paid, for every supported history scope. Requires SDK >=2.10.0. Funding rates keep their existing signs. See migration notes before upgrading.
1 maintainer
Metadata
1 maintainer
Release files for tribulnation-dydx 0.17.0
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