OneDeltaLivePricing#

API documentation for tradeexecutor.ethereum.one_delta.one_delta_live_pricing.OneDeltaLivePricing Python class in Trading Strategy framework.

class OneDeltaLivePricing[source]#

Bases: EthereumPricingModel

1delta live pricing.

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'), epsilon=0.001)[source]#
Parameters:

Methods

__init__(web3, pair_universe, routing_model)

calculate_trade_adjusted_slippage_tolerance(...)

Get slippage for a given trading pair, for a given trade.

check_supported_quote_token(pair)

get_buy_price(ts, pair, reserve)

Get live price on Uniswap.

get_mid_price(ts, pair)

Get the mid price from Uniswap pool.

get_pair_fee(ts, pair)

Estimate the trading/LP fees for a trading pair.

get_pair_for_id(internal_id)

Look up a trading pair.

get_quote_token_tvl(timestamp, pair)

Get TVL in a pool.

get_sell_price(ts, pair, quantity)

Get live price on Uniswap.

get_uniswap(target_pair)

Helper function to speed up Uniswap v2 or v3 deployment resolution.

get_usd_tvl(timestamp, pair)

Get TVL in a pool.

quantize_base_quantity(pair, quantity[, ...])

Convert any base token quantity to the native token units by its ERC-20 decimals.

set_trading_fee_override(trading_fee_override)

Set the trading fee override.

validate_mid_price_for_buy(lp_fee, price, ...)

Validate the mid price calculation for a buy trade.

validate_mid_price_for_sell(lp_fee, ...)

Validate the mid price calculation for a sell trade.
__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'), epsilon=0.001)[source]#
Parameters:
get_uniswap(target_pair)[source]#

Helper function to speed up Uniswap v2 or v3 deployment resolution.

Parameters:

target_pair (TradingPairIdentifier) –

get_sell_price(ts, pair, quantity)[source]#

Get live price on Uniswap.

Parameters:
Return type:

TradePricing

get_buy_price(ts, pair, reserve)[source]#

Get live price on Uniswap.

Parameters:
Returns:

Price for one reserve unit e.g. a dollar

Return type:

TradePricing