get_liquidity_today

API documentation for tradingstrategy.utils.liquidity_filter.get_liquidity_today Python function.

get_liquidity_today(liquidity_df, pair_id, delay=Timedelta('30 days 00:00:00'))

Get the current liquidity of a trading pair

Parameters:

delay –

Look back X days.

To avoid indexer delays.

Returns:

US dollars

Return type:

float