fCash Markets

Get active fCash Markets

We can use the getActiveMarkets method to get a list of the current active markets in a given currency:

 activeMarkets = notional.getActiveMarkets(currencyId)

Get a market's total fCash and total Prime Cash holdings

market3Months = activeMarkets[0]
market6Months = activeMarkets[1]

# Get the maturity of the 3 Month market
maturity = market3Months[1]

# Get the 3 Month market total Prime Cash balance 
primeCashBalance3MonthMarket = market3Months[3]/1e8

# Get the 3 Month market total fCash balance
fCashBalance3MonthMarket  = market3Months[2]/1e8

Get a market's utilization

An fCash market's utilization is defined as total fCash/ (total fCash + total Prime Cash in underlying):

from brownie.network.state import Chain
chain = Chain()

primeFactors = notional.getPrimeFactorsStored(currencyId, chain.time())
supplyScalar = primeFactors["factors"]["supplyScalar"]/1e18
underlyingScalar = primeFactors["factors"]["underlyingScalar"]/1e18

marketPrimeCashSupply = primeCashBalance3MonthMarket * underlyingScalar * supplyScalar
fCashMarketUtilization =  fCashBalance3MonthMarket / (fCashBalance3MonthMarket + marketPrimeCashSupply) 

Get fCash rates

# Last Implied Rate 3 Month Market
lastImpliedRate = market3Months[5] 

# Oracle Rate 3 Month Market
oracleRate = market3Months[6]