VaultRouting

API documentation for tradeexecutor.ethereum.vault.vault_routing.VaultRouting Python class in Trading Strategy framework.

class VaultRouting

Bases: RoutingModel

ERC-4626 routing.

• Do trades for ERC-4626 and other vaults

__init__(reserve_token_address, profitability_estimation_lookback_window=datetime.timedelta(days=7), epsilon=Decimal('9.99999999999999954748111825886258685613938723690807819366455078125E-7'))

Parameters:

• addresses –

  Defines router smart contracts to be used with each DEX.

  Each Uniswap v2 is uniquely identified by its factory contract. Addresses always lowercase. Factory Router map

  For Uniswap V3, addresses is a dict of factory, router, position_manager, and quoter addresses

• allowed_intermediary_pairs –

  Quote token address -> pair smart contract address mapping.

  Because we hold our reserves only in one currecy e.g. BUSD and we want to trade e.g. Cake/BNB pairs, we need to whitelist BNB as an allowed intermediary token. This makes it possible to do BUSD -> BNB -> Cake trade. This set is the list of pair smart contract addresses that are allowed to be used as a hop.

• chain_id – Store the chain id for which these routes were generated for.

• reserve_token_address (str) – Token address of our reserve currency. Relevent for buy/sell routing. Lowercase.

Methods

__init__(reserve_token_address[, ...])	param addresses:
check_enter_position(routing_state, trading_pair)	Check if a pair is tradeable.
convert_address_dict_to_lower(address_dict)	Convert all key addresses to lowercase to avoid mix up with Ethereum address checksums
create_routing_state(universe, execution_details)	Create a new routing state for this cycle.
deposit_or_redeem(state, trade)	Prepare vault flow transactions.
get_default_trading_fee()	Get the trading/LP fee applied to all trading pairs.
get_reserve_asset(pair_universe)	Translate our reserve token address tok an asset description.
perform_preflight_checks_and_logging(...)	"Checks the integrity of the routing.
pre_trade_assertions(reserve_asset_amount, ...)	Some basic assertions made at the beginning of the trade() method on child class.
route_pair(pair_universe, trading_pair[, ...])	Return Uniswap routing information (path components) for a trading pair.
settle_trade(web3, state, trade, receipts[, ...])	Post-trade executed price analysis.
setup_trades(state, routing_state, trades[, ...])	See test_velvet_e2e for tests.

__init__(reserve_token_address, profitability_estimation_lookback_window=datetime.timedelta(days=7), epsilon=Decimal('9.99999999999999954748111825886258685613938723690807819366455078125E-7'))

Parameters:

• addresses –

  Defines router smart contracts to be used with each DEX.

  Each Uniswap v2 is uniquely identified by its factory contract. Addresses always lowercase. Factory Router map

  For Uniswap V3, addresses is a dict of factory, router, position_manager, and quoter addresses

• allowed_intermediary_pairs –

  Quote token address -> pair smart contract address mapping.

  Because we hold our reserves only in one currecy e.g. BUSD and we want to trade e.g. Cake/BNB pairs, we need to whitelist BNB as an allowed intermediary token. This makes it possible to do BUSD -> BNB -> Cake trade. This set is the list of pair smart contract addresses that are allowed to be used as a hop.

• chain_id – Store the chain id for which these routes were generated for.

• reserve_token_address (str) – Token address of our reserve currency. Relevent for buy/sell routing. Lowercase.

create_routing_state(universe, execution_details)

Create a new routing state for this cycle.

Parameters:

• execution_details (dict) – A dict of whatever connects live execution to routing.

• universe (StrategyExecutionUniverse) –

Return type:

VaultRoutingState

perform_preflight_checks_and_logging(pair_universe)

“Checks the integrity of the routing.

• Called from check-wallet to see our routing and balances are good

Parameters:

pair_universe (PandasPairUniverse) –

deposit_or_redeem(state, trade)

Prepare vault flow transactions.

Parameters:

• state (VaultRoutingState) –

• trade (TradeExecution) –

Return type:

list[tradeexecutor.state.blockhain_transaction.BlockchainTransaction]

setup_trades(state, routing_state, trades, check_balances=False, rebroadcast=False)

See test_velvet_e2e for tests.

Error codes:

• Revert reason: execution reverted: custom error 0xe2f23246

• 2Po: Enso slippage error, or out of funds

Parameters:

• state (State) –

• routing_state (VaultRoutingState) –

• trades (list[tradeexecutor.state.trade.TradeExecution]) –

settle_trade(web3, state, trade, receipts, stop_on_execution_failure=False)

Post-trade executed price analysis.

• Read on-chain data about the tx receipt of Enso swap

Parameters:

• state (State) – Strategy state

• web3 (Web3) – Web3 connection.

• trade (TradeExecution) – Trade executed in this execution batch

• receipts (Dict[str, dict]) –

  Blockchain receipts we received in this execution batch.

  Hash -> receipt mapping.

• stop_on_execution_failure –

  Raise an error if the trade failed.

  Used in unit testing.