Trading Strategy Protocol Updates September 2023

Trading Strategy Protocol Updates September 2023
  • We have integrated Aave v3 and added in the new lending reserve data.
  • The DEX market data sets have been expanded providing even larger data sets and better presented data.
  • We have developed our trade executor UI, which includes strategy tiles and performance tables giving you a look into the protocols look and feel.

The Trading Strategy team have been hard at work over the past few months making major updates to the protocol and building out the algorithmic trading framework, in order for you to build, host and participate in algorithmic trading strategies.

Let’s take a look through some of the new updates and what’s to come in future updates.

Aave integration and new lending reserve data

We have recently integrated Aave v3 and added lending reserve data to the Trading Strategy market data sets.

  • You can now view lending and borrowing data from over 50 lending reserves.
  • View lending data such as total supply, supply rate, variable borrow rate, stable borrow rate and utilisation rate.
  • Users will be able to utilise lending and borrowing capabilities for algorithmic trading strategies through Aave - coming soon…
  • Ability to automatically long and short positions through trading strategies.
  • Utilise lending pools for trading strategies and earn yield from supplying liquidity on Aave.
  • Create trading strategies that borrow against the collateral across multiple protocols and chains.

Read up on the full integration details here.

Even more DEX market data

  • Trading Strategy market data sets now comprise data from 5 blockchains, 4,600+ DEXs, 2m+ trading pairs and 50+ lending reserves.

We have been continuing to develop our decentralised market data sets to index more data from supported blockchains and DEXs providing you with more trading pairs.

Highest volumes modules for each blockchain

The team has been working on how we illustrate the market data on the protocol to help you interpret and use the data in the most effective way. We have added new modules where you can look at the highest volumes within each blockchain for exchanges, trading pairs, liquidity tokens and lowest APR lending reserves.

We have also improved our advanced search functionality through the search bar. You can now use the search bar to find any exchange, trading pair or lending reserve indexed on the protocol. Each data entry is tagged and organised by type along with the associated blockchain it operates on. Alongside this we have updated the search function to include the newly added lending reserve data through the Aave v3 integration.

Total Value Locked (TVL) Data

We have also added in Total Value Locked (TVL) data to the market data sets on trading pairs. We currently have this data available for certain Uniswap v3 pairs but will have this completed to all exchanges in the very near future.

This TVL data is also available for lending reserve data and can be used as a sort function when viewing lending reserves.

Trade executor and strategy performance interface

As we have launched proprietary strategies on the Trading Strategy protocol we have developed our trade executor and strategy performance interface. This includes summary information of the strategy itself, including the name of the strategy, the purpose of the strategy, which blockchain, exchange and assets are being used along with performance metrics such as, profitability, total assets, maximum drawdown, sharpe and sortino ratio.

For more information regarding any of these updates join our Discord community and drop a message to one of the team members in any of the channels. operated by Trading Strategy Operations Ltd., Victoria, Mahe, Seychelles.