get_somewhat_realistic_max_liquidity#

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

get_somewhat_realistic_max_liquidity(liquidity_df, pair_id, samples=10, broken_liquidity=100000000)[source]#

Get the max liquidity of a trading pair over its history.

  • Get the token by its maximum ever liquidity, so we avoid survivorship bias

  • Instead of picking the absolute top, we pick n top samples and choose lowest of those

  • This allows us to avoid data sampling issues when the liquidity value, as calculated with the function of price, might have been weird when the token launched

Parameters:

broken_liquidity – Cannot have more than 100M USD

Return type:

float