OneDeltaRoutingState

API documentation for tradeexecutor.ethereum.one_delta.one_delta_routing.OneDeltaRoutingState Python class in Trading Strategy framework.

class OneDeltaRoutingState

Bases: EthereumRoutingState

__init__(pair_universe, tx_builder=None, swap_gas_limit=2000000)

Parameters:

• pair_universe (PandasPairUniverse) – Pairs we trade

• tx_builder (Optional[HotWalletTransactionBuilder]) –

  For creating trade transactions.

  Can be set to None on DummyExecutionModel.

• web3 –

  Use for routing smart contract reads.

  Given when tx_builder is not present.

• swap_gas_limit – What is the max gas we are willing to pay for a swap.

Methods

__init__(pair_universe[, tx_builder, ...])	param pair_universe:
adjust_spend(asset, required_amount[, epsilon])	Check that our on-chain balances have enough tokens to cover the trade.
check_has_enough_tokens(erc_20, amount)	Check we have enough buy side tokens to do a trade.
create_signed_transaction(contract, ...[, notes])
ensure_multiple_tokens_approved(*, ...[, ...])	Make sure we have ERC-20 approve() for the 1delta
ensure_token_approved(token_address, ...[, ...])	Make sure we have ERC-20 approve() for the trade
ensure_vtoken_delegation_approved(...[, amount])	Make sure we have approveDelegation() for the trade
get_aave_v3_for_pair(address_map, target_pair)
get_one_delta_for_pair(address_map, target_pair)
get_uniswap_for_pair(address_map, target_pair)	Get a router for a trading pair.
is_approved_on_chain(token_address, ...)
is_route_approved(router_address)
lend_via_one_delta(*, one_delta, ...[, ...])
mark_router_approved(token_address, ...)
trade_on_one_delta(*, one_delta, uniswap, ...)
trade_on_router_three_way(uniswap, ...[, ...])	Not used for now
trade_on_router_two_way(uniswap, ...[, ...])	Not used for now
validate_exchange(target_pair, intermediary_pair)	Check routing happens on the same exchange
validate_pairs(target_pair, intermediary_pair)	Check we can chain two pairs

Attributes

__init__(pair_universe, tx_builder=None, swap_gas_limit=2000000)

Parameters:

• pair_universe (PandasPairUniverse) – Pairs we trade

• tx_builder (Optional[HotWalletTransactionBuilder]) –

  For creating trade transactions.

  Can be set to None on DummyExecutionModel.

• web3 –

  Use for routing smart contract reads.

  Given when tx_builder is not present.

• swap_gas_limit – What is the max gas we are willing to pay for a swap.

get_uniswap_for_pair(address_map, target_pair)

Get a router for a trading pair.

Parameters:

• address_map (dict) –

• target_pair (TradingPairIdentifier) –

Return type:

UniswapV3Deployment

trade_on_router_two_way(uniswap, target_pair, reserve_asset, reserve_amount, max_slippage, check_balances, asset_deltas=None, notes='', one_delta=None)

Not used for now

Parameters:

• uniswap (UniswapV3Deployment) –

• target_pair (TradingPairIdentifier) –

• reserve_asset (AssetIdentifier) –

• reserve_amount (int) –

• max_slippage (float) –

• check_balances (False) –

• asset_deltas (Optional[List[AssetDelta]]) –

• one_delta (Optional[OneDeltaDeployment]) –

trade_on_router_three_way(uniswap, target_pair, intermediary_pair, reserve_asset, reserve_amount, max_slippage, check_balances, asset_deltas=None, notes='', one_delta=None)

Not used for now

Parameters:

• uniswap (UniswapV3Deployment) –

• target_pair (TradingPairIdentifier) –

• intermediary_pair (TradingPairIdentifier) –

• reserve_asset (AssetIdentifier) –

• reserve_amount (int) –

• max_slippage (float) –

• check_balances (False) –

• asset_deltas (Optional[List[AssetDelta]]) –

• one_delta (Optional[OneDeltaDeployment]) –

ensure_multiple_tokens_approved(*, one_delta, aave_v3, collateral_token_address, borrow_token_address, atoken_address, vtoken_address, uniswap_v3=None)

Make sure we have ERC-20 approve() for the 1delta

• Infinite approval on-chain

• …or previous approval in this state,

Parameters:

• token_address –

• one_delta (OneDeltaDeployment) –

• aave_v3 (AaveV3Deployment) –

• collateral_token_address (str) –

• borrow_token_address (str) –

• atoken_address (str) –

• vtoken_address (str) –

• uniswap_v3 (Optional[UniswapV3Deployment]) –

Returns:

Create 0 or 1 transactions if needs to be approved

Return type:

list[tradeexecutor.state.blockhain_transaction.BlockchainTransaction]

ensure_vtoken_delegation_approved(token_address, destination_address, amount=115792089237316195423570985008687907853269984665640564039457584007913129639935)

Make sure we have approveDelegation() for the trade

• Infinite approval on-chain

• …or previous approval in this state,

Parameters:

• token_address (str) –

• destination_address (str) –

• amount (int) – How much to approve, default to approve infinite amount

Returns:

Create 0 or 1 transactions if needs to be approved

Return type:

list[tradeexecutor.state.blockhain_transaction.BlockchainTransaction]