Trade#

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

class Trade[source]#

Bases: object

Individual Uniswap trade.

Describe the data structure used for individual trades in DEX trades dataset.

  • Dataset contains all supported DEX trade across supported blockchains

  • Based on emitted Solidity events

  • Data can be cross-referenced to blockchain transactions and log indexed

  • Trades are Swaps for Uniswap

  • Dataset focuses on executed price, for market price feed see candle datasets

  • Trading pairs are normalised to base token - quote token human-readable format, as opposite to raw Uniswap token pairs

  • The approximate best effort USD exchange rate is included, when available, to calculate US dollar measured impact of trades

  • Dataset is sorted for the best file compression - trades are not guaranteed to be ordered by time

Note

Column descriptions not available yet and this module is a placeholder/ Open the Parquet file for the descriptions. See this blog post for more information.

__init__()#
Return type:

None

Methods

__init__()

__init__()#
Return type:

None