Source code for tradeexecutor.strategy.default_routing_options
"""Default routing options for trading strategies.
The strategy :ref:`routing model` defines how individual trades
are split to different blockchain transactions. Furthermore,
we might need to do a currency conversion between our strategy :term:`reserve currency`
and the trading pair quote token and this is a part of the routing.
The :py:class:`TradeRouting`, we define the default routing model options a trading strategy can have.
There is also a custom `user_supplied_routing_model` option in which case you need to construct
the routing model in the code yourself.
"""
import enum
[docs]class TradeRouting(enum.Enum):
"""What trade routing should the strategy use.
- These values can be given to `trade_routing` variable in a strategy.
- Thus option hides the complexity of the actual routing logic
form an average developer.
See also :py:mod:`tradeexecutor.ethereum.routing_data`
for actual routing data implementation.
"""
#: Two or three-legged trades on PancakeSwap.
#:
#: - Open positions with BUSD quote token.
#:
#: - Open positions with WBNB quote token.
pancakeswap_busd = "pancakeswap_busd"
#: Two or three-legged trades on PancakeSwap.
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with WBNB quote token.
pancakeswap_usdc = "pancakeswap_usdc"
#: Two or three legged trades on Pancake on BSC
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WBNB quote token.
pancakeswap_usdt = "pancakeswap_usdt"
#: Two or three legged trades on Quickswap on Polygon
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with WMATIC quote token.
quickswap_usdc = "quickswap_usdc"
#: Two or three legged trades on Quickswap on Polygon
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WMATIC quote token.
quickswap_usdt = "quickswap_usdt"
#: Two or three legged trades on Quickswap on Polygon
#:
#: - Open positions with DAI quote token.
#:
#: - Open positions with USDC quote token.
quickswap_dai = "quickswap_dai"
#: Two or three legged trades on Trader Joe on Avalanche
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with WAVAX quote token.
trader_joe_usdc = "trader_joe_usdc"
#: Two or three legged trades on Trader Joe on Avalanche
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WAVAX quote token.
trader_joe_usdt = "trader_joe_usdt"
#: Two or three legged trades on Uniswap v2 on Ethereum mainnet
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with WETH quote token.
uniswap_v2_usdc = "uniswap_v2_usdc"
#: Two or three legged trades on Uniswap V2 on Ethereum
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WETH quote token.
uniswap_v2_usdt = "uniswap_v2_usdt"
#: Two or three legged trades on Uniswap V2 on Ethereum
#:
#: - Open positions with DAI quote token.
#:
#: - Open positions with WETH quote token.
uniswap_v2_dai = "uniswap_v2_dai"
#: Two or three legged trades on Uniswap v3 on Ethereum mainnet
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with WETH quote token.
uniswap_v3_usdc = "uniswap_v3_usdc"
#: Two or three legged trades on Uniswap v3 on Ethereum mainnet
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WETH quote token.
#:
#: - Open positions with USDC quote token.
uniswap_v3_usdt = "uniswap_v3_usdt"
#: Two or three legged trades on Uniswap v3 on Ethereum mainnet
#:
#: - Open positions with DAI quote token.
#:
#: - Open positions with WETH quote token.
#:
#: - Open positions with USDC quote token.
uniswap_v3_dai = "uniswap_v3_dai"
#: Two or three legged trades on Uniswap v3 on Ethereum mainnet
#:
#: - Open positions with BUSD quote token.
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with DAI quote token.
uniswap_v3_busd = "uniswap_v3_busd"
#: Two or three legged trades on Uniswap v3 on Polygon mainnet
#:
#: - Open positions with USDC quote token.
#:
#: - Open positions with WETH quote token.
uniswap_v3_usdc_poly = "uniswap_v3_usdc_poly"
#: Two or three legged trades on Uniswap v3 on Polygon mainnet
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WETH quote token.
#:
#: - Open positions with USDC quote token.
uniswap_v3_usdt_poly = "uniswap_v3_usdt_poly"
#: Two or three legged trades on Uniswap v3 on Arbitrum mainnet
#:
#: - See two flavours of USDC on Arbitrum https://arbitrumfoundation.medium.com/usdc-to-come-natively-to-arbitrum-f751a30e3d83
#:
#: - `Two swap between USDC.e/USDC <https://app.uniswap.org/#/swap?exactField=input&exactAmount=10&inputCurrency=0xff970a61a04b1ca14834a43f5de4533ebddb5cc8&outputCurrency=0xaf88d065e77c8cC2239327C5EDb3A432268e5831>`__
#:
#: - This USDC is `0xff970a61a04b1ca14834a43f5de4533ebddb5cc8`
#:
#: - Open positions with USDC quote token.
#:
uniswap_v3_usdc_arbitrum_bridged = "uniswap_v3_usdc_arbitrum_bridged"
#: Two or three legged trades on Uniswap v3 on Arbitrum mainnet
#:
#: - See two flavours of USDC on Arbitrum https://arbitrumfoundation.medium.com/usdc-to-come-natively-to-arbitrum-f751a30e3d83
#:
#: - `Two swap between USDC.e/USDC <https://app.uniswap.org/#/swap?exactField=input&exactAmount=10&inputCurrency=0xff970a61a04b1ca14834a43f5de4533ebddb5cc8&outputCurrency=0xaf88d065e77c8cC2239327C5EDb3A432268e5831>`__
#:
#: - This USDC is `0xaf88d065e77c8cC2239327C5EDb3A432268e5831`
#:
#: - Open positions with USDC quote token.
#:
uniswap_v3_usdc_arbitrum_native = "uniswap_v3_usdc_arbitrum_native"
#: Two or three legged trades on Uniswap v3 on Arbitrum mainnet
#:
#: - Open positions with USDT quote token.
#:
#: - Open positions with WETH quote token.
uniswap_v3_usdt_arbitrum = "uniswap_v3_usdt_arbitrum"
#: Use user supplied routing model
#:
#: The routing table is constructed by the developer in the
#: Python code.
#:
#: Mostly useful for unit testing.
user_supplied_routing_model = "user_supplied_routing_model"
#: Backtesting only
#:
#: The order routing is ignored. We use backtest estimations for trading
#: fees and assume all pairs are tradeable.
ignore = "ignore"
[docs] def is_uniswap_v2(self) -> bool:
"""Do we neeed Uniswap v2 routing model"""
return self not in self.get_uniswap_v3_elements() | {TradeRouting.ignore, TradeRouting.user_supplied_routing_model}
[docs] def is_uniswap_v3(self) -> bool:
"""Do we neeed Uniswap v3 routing model"""
return self in self.get_uniswap_v3_elements()
@staticmethod
def get_uniswap_v3_elements() -> set:
return {
TradeRouting.uniswap_v3_usdc_poly,
TradeRouting.uniswap_v3_usdc,
TradeRouting.uniswap_v3_usdt_poly,
TradeRouting.uniswap_v3_usdt,
TradeRouting.uniswap_v3_dai,
TradeRouting.uniswap_v3_busd,
TradeRouting.uniswap_v3_usdc_arbitrum_bridged,
TradeRouting.uniswap_v3_usdc_arbitrum_native,
TradeRouting.uniswap_v3_usdt_arbitrum,
}