Trading Strategy protocol Python client is a Jupyter Notebook library for researching and executing algorithmic trading on decentralised exchanges. It is aimed at quantitative finance researches working on blockchains and decentralised finance (DeFi).
Multiple changes to make the multichain backtesting possible.
This is a major release deprecating activity flags in the trading pair universe.
The multichain trading pair data is too big to include inactivate trading pairs (800k+ total trading pairs).
Thus, the pair universe set only contains active trading pairs after this release,
making the trading pair universe less than 100k trading pairs again, making it more feasible to download the data.
ExchangeUniverse.get_by_chain_and_slug()is now canonical way to refer to an exchange
PairUniverse.get_pair_by_ticker_by_exchange()is now canonical way to refer to a trading pair
Clarify primary keys may not be stable and should no longer referred permanently
Trading Strategy is an algorithmic trading protocol for decentralised markets, enabling automated trading on decentralised exchanges (DEXs). Learn more about algorithmic trading here.
Join our community of traders and developers on Discord.