Trade

API documentation for tradingstrategy.direct_feed.trade_feed.Trade Python class in Trading Strategy framework.

class Trade

Bases: object

Capture information about single trade.

Designed for technical analysis and trading, prices are not intentionally unit accurate and thus not suitable for accounting.

__init__(pair, block_number, block_hash, timestamp, tx_hash, log_index, price, amount, exchange_rate)

Parameters:

• pair (str) –

• block_number (int) –

• block_hash (str) –

• timestamp (Timestamp) –

• tx_hash (str) –

• log_index (int) –

• price (Decimal) –

• amount (Decimal) –

• exchange_rate (Decimal) –

Return type:

None

Methods

__init__(pair, block_number, block_hash, ...)
filter_buys(df)	Filter buy in trades.
filter_sells(df)	Filter buy in trades.
get_dataframe_columns()

Attributes

pair	Trading pair id.
block_number	Block number
block_hash	Block hash
timestamp	Block mined at
tx_hash	Block mined at
log_index	Trade index within the block
price	Trade price in quote token
amount	Trade amount in quote token.
exchange_rate	The US dollar conversion rate.

pair: str

Trading pair id.

Ethereum address. Always lowercased.

block_number: int

Block number

block_hash: str

Block hash

timestamp: Timestamp

Block mined at

tx_hash: str

Block mined at

log_index: int

Trade index within the block

price: Decimal

Trade price in quote token

amount: Decimal

Trade amount in quote token.

Positive for buys, negative for sells.

exchange_rate: Decimal

The US dollar conversion rate.

You can use this to convert price and amount to US dollars.

static filter_buys(df)

Filter buy in trades.

Parameters:

df (DataFrame) –

Return type:

DataFrame

static filter_sells(df)

Filter buy in trades.

Parameters:

df (DataFrame) –

Return type:

DataFrame

__init__(pair, block_number, block_hash, timestamp, tx_hash, log_index, price, amount, exchange_rate)

Parameters:

• pair (str) –

• block_number (int) –

• block_hash (str) –

• timestamp (Timestamp) –

• tx_hash (str) –

• log_index (int) –

• price (Decimal) –

• amount (Decimal) –

• exchange_rate (Decimal) –

Return type:

None