TradeExecution#
API documentation for tradeexecutor.state.trade.TradeExecution Python class in Trading Strategy framework.
- class TradeExecution[source]#
Bases:
object
Trade execution tracker.
One TradeExecution instance can only represent one swap
Each trade has a reserve currency that we use to trade the token (usually USDC).
Each trade can be
Buy: swap quote token -> base token
Sell: swap base token -> quote token
When doing a buy planned_reserve (fiat) is the input. This yields to executed_quantity of tokens that may be different from planned_quantity.
When doing a sell planned_quantity (token) is the input. This yields to executed_reserve of fiat that might be different from `planned_reserve.
Trade execution has four states
Planning: The execution object is prepared
Capital allocation and transaction creation: We move reserve from out portfolio to the trade in internal accounting
Transaction broadcast: trade cannot be cancelled in this point
Resolving the trade: We check the Ethereum transaction receipt to see how well we succeeded in the trade
There trade state is resolved based on the market variables (usually timestamps).
- __init__(trade_id, position_id, trade_type, pair, opened_at, planned_quantity, planned_reserve, planned_price, reserve_currency, route=None, flags=None, triggers=<factory>, activated_trigger=None, expired_triggers=<factory>, planned_collateral_allocation=None, executed_collateral_allocation=None, planned_collateral_consumption=None, executed_collateral_consumption=None, reserve_currency_exchange_rate=None, planned_mid_price=None, planned_max_slippage=None, started_at=None, reserve_currency_allocated=None, broadcasted_at=None, executed_at=None, failed_at=None, executed_price=None, executed_quantity=None, executed_reserve=None, slippage_tolerance=None, fee_tier=None, lp_fees_paid=None, lp_fees_estimated=None, lp_fee_exchange_rate=None, native_token_price=None, retry_of=None, blockchain_transactions=<factory>, notes=None, repaired_at=None, repaired_trade_id=None, price_structure=None, post_execution_price_structure=None, cost_of_gas=None, portfolio_value_at_creation=None, leverage=None, planned_loan_update=None, executed_loan_update=None, closing=None, claimed_interest=None, paid_interest=None, exchange_name=None)#
- Parameters:
trade_id (int) –
position_id (int) –
trade_type (TradeType) –
pair (TradingPairIdentifier) –
opened_at (datetime.datetime | None) –
planned_quantity (Decimal) –
planned_reserve (Decimal) –
planned_price (float) –
reserve_currency (AssetIdentifier) –
blockchain_transactions (List[BlockchainTransaction]) –
price_structure (Optional[TradePricing]) –
post_execution_price_structure (Optional[TradePricing]) –
- Return type:
None
Methods
__init__
(trade_id, position_id, trade_type, ...)add_note
(line)Add a new-line separated note to the trade.
Get the expected amount fo token balance change in a wallet for this trade.
from_dict
(kvs, *[, infer_missing])from_json
(s, *[, parse_float, parse_int, ...])What is the action verb for this trade.
get_allocated_value
()How much US interest we have claimed in this trade.
Get the cost of gas for this trade in USD
How many tokens this trade takes/adds to the reserves.
Return class contents for logging.
How long it took between strategy decision cycle starting and the strategy to make a decision.
Get the planned or executed quantity of the base token.
Get the planned or executed quantity of the quote token.
Estimate the USD value of this trade.
How long it took between strategy decision cycle starting and the trade executed.
When this trade should be executed.
How much this trade is impacting the borrowed quantity on a loan.
How much this trade is impacting the collateral quantity on a loan.
Get the transaction that failed this trade.
Get total swap fees paid for trade.
User friendly description for this trade
How we fund this trade.
What asset we receive out from this trade
get_planned_collateral_allocation
()Get the maximum gas fee set to all transactions in this trade.
get_planned_reserve
()How much we plan to swap in this trade.
Get the planned or executed quantity of the base token.
Return the amount of allocated collteraal for the buy as raw token units.
Return the amount of USD token for the buy as raw token units.
Return the amount of USD token for the buy as raw token units.
How much USD interest payments this trade made.
What was the reserve stablecoin exchange trade for this trade.
Get the planned or executed quantity of the quote token.
Get the transaction failure reason.
Get action + token + trade id label.
get_sign
()Return the sign of the trade.
Resolve the trade status.
Get estimated or realised value of this trade.
Get the volume this trade generated.
Does this trade contribute towards the trading position equity.
This trade is an accounting correction.
is_buy
()Trade is considered spot buy or long if the planned quantity is positive.
This trade uses loans
This is a credit supply trade.
Did this trade ever execute.
This trade was succcessfully completed.
This is margined trade.
is_long
()This is margined long trade.
Trade failed to generate transactions.
This trade was succcessfully completed.
This trade is still in planning, unallocated.
This trade is part of the normal strategy rebalance.
This trade decreases the exposure of existing position.
This trade needs repair, but is not repaired yet.
This trade repairs another trade in the same position.
The automatic execution failed and this was later repaired.
is_sell
()Trade is considered sell or short if planned quantity is set negative.
is_short
()This is margined short trade.
is_spot
()This is a spot marget trade.
This trade has a txid allocated.
This trade is made to close stop loss on a position.
This trade was succcessfully completed.
This trade is made to close take profit on a position.
is_test
()The trade was performed by perform-test-trade command.
Was this trade based on a trigger signal.
We could not confirm this trade back from the blockchain after broadcasting.
mark_broadcasted
(broadcasted_at[, rebroadcast])Mark this trade to enter a brodcast phase.
mark_failed
(failed_at)mark_success
(executed_at, executed_price, ...)Mark trade success.
Get diagnostics output for the trade.
schema
(*[, infer_missing, only, exclude, ...])Set the physical transactions needed to perform this trade.
to_dict
([encode_json])to_json
(*[, skipkeys, ensure_ascii, ...])Attributes
What was the trigger that activated this trade.
When this trade entered mempool
How much interest we have claimed from collateral for this position.
Closing flag set on leveraged positions.
Cost of gas in terms of native token
The DEX name where this trade was executed.
Timestamp of the block where the txid was first mined.
Executed amount of collateral we spend for the debt token buyback
Planned amount of collateral that we use to pay back the debt
New position loan parameters that become effective if this trade executes
What was the actual price we received
How much underlying token we traded, the actual realised amount.
How much reserves we spend for this traded, the actual realised amount.
The trade did not go through.
LP fee % recorded before the execution starts.
Execution specific flags.
Leverage factor used when opening a position
What is the conversation rate between quote token and US dollar used in LP fee conversion.
LP fees estimated in the USD
LP fees paid, in terms of the amount in token
USD price per blockchain native currency unit, at the time of execution
Human readable notes about this trade
How much interest this trade paid back on the debt.
Planned amount of reserve currency that goes in or out to collateral.
Planned amount of collateral that we use to pay back the debt
New position loan parameters that will become effective if this trade executes
How much slippage we could initially tolerate, 0.01 is 1% slippage.
What we thought was the mid-price when we made the decision to tale this trade
The total porfolio value when this position was opened
TradePricing after the trade was executed.
Related TradePricing instance
Trade was manually repaired
Which is the trade that this trade is repairing.
How much reserves was moved on this trade before execution
What is the reserve currency exchange rate used for this trade
retry_of
Taken route.
Slippage tolerance for this trade.
When this trade was decided
Alias for
opened_at
.Trade id is unique among all trades in the same portfolio
Position id is unique among all trades in the same portfolio
Spot, margin, lending, etc.
Which trading pair this trade was for
What was the strategy cycle timestamp for it was created.
Positive for buy, negative for sell.
How many reserve tokens (USD) we use in this trade
What we thought the execution price for this trade would have been at the moment of strategy decision.
Which reserve currency we are going to take.
Trigger type
Trigger that have been phased out for this trade.
Associated blockchain transaction details.
- pair: TradingPairIdentifier#
Which trading pair this trade was for
- opened_at: datetime.datetime | None#
What was the strategy cycle timestamp for it was created.
Naive UTC timestamp.
If the trade was executed by a take profit/stop loss trigger then this is the trigger timestamp (not wall clock time)
Not available if the trade was done outside the strategy execution (manual trades, accounting corrections).
See also
- planned_quantity: Decimal#
Positive for buy, negative for sell.
Always accurately known for sells.
This can be zero for leveraged trades if the trade only adjusts the collateral.
- planned_reserve: Decimal#
How many reserve tokens (USD) we use in this trade
For spot market
Always a position number (only the sign of
planned_quantity
changes between buy/sell)For buys, Always known accurately for buys.
For sells, an estimation based on
planned_price
Expressed in
reserve_currency
.For leverage
Positive: we need to move our reserves to collateral to increase margin
Negative: position exposure is reduced, so we need less collateral and are getting collateral back
- planned_price: float#
What we thought the execution price for this trade would have been at the moment of strategy decision.
This price includes any fees we pay for LPs, and should become executed_price if the execution is perfect.
For the market price see
planned_mid_price
.
- reserve_currency: AssetIdentifier#
Which reserve currency we are going to take. Note that pair.quote might be different from reserve currency. This is because we can do three-way trades like BUSD -> BNB -> Cake when our routing model supports this.
- route: str | None = None#
Taken route.
This is set by
GenericRouting
and allows match to trades to their taken routes after the trades have been executed.This is e.g. used when analysing the execution success of trades.
The value of the string is one of the route names in py:class:GenericRouting. For single executer configuration, this value is left
None
.
- flags: Optional[Set[TradeFlag]] = None#
Execution specific flags.
See
TradeFlag
for info. Not available on legacy data.
- triggers: Optional[List[Trigger]]#
Trigger type
Simulate market limit orders
Stop loss/take profit have hardcoded triggers as they were developed before trigger data structure
See
TradeFlag
for info. Not available on legacy data.
- activated_trigger: tradeexecutor.state.trigger.Trigger | None = None#
What was the trigger that activated this trade.
Other triggers will be moved to the expires list.
- planned_collateral_allocation: Optional[Decimal] = None#
Planned amount of reserve currency that goes in or out to collateral.
Negative if collateral is released and added to the reserves
Positive if reserve currency is added as the collateral
This is different from
planned_reserve
, as any collateral adjustment is done after the trade has been executed, where asplanned_reserve
needs to be deposited before the trade is executed.Must be None for spot positions.
- executed_collateral_allocation: Optional[Decimal] = None#
Executed amount of collateral we spend for the debt token buyback
See
planned_collateral_allocation
for details.
- planned_collateral_consumption: Optional[Decimal] = None#
Planned amount of collateral that we use to pay back the debt
Negative if collateral is spend to pay back the debt
Positive if reserve currency is added as the collateral
Must be None for spot positions.
- executed_collateral_consumption: Optional[Decimal] = None#
Planned amount of collateral that we use to pay back the debt
#:
planned_collateral_consumption
for details.
- reserve_currency_exchange_rate: Optional[float] = None#
What is the reserve currency exchange rate used for this trade
Access using
get_reserve_currency_exchange_rate
.USDC/USD exchange rate.
If not set (legacy) assume 1.0 reset assets / USD
- planned_mid_price: Optional[float] = None#
What we thought was the mid-price when we made the decision to tale this trade
This is the market price of the asset at the time of the trade decision.
- planned_max_slippage: Optional[float] = None#
How much slippage we could initially tolerate, 0.01 is 1% slippage.
- started_at: Optional[datetime] = None#
When this trade was decided
Wall clock time.
For backtested trades, this is always set to opened_at.
- reserve_currency_allocated: Optional[Decimal] = None#
How much reserves was moved on this trade before execution
- executed_at: Optional[datetime] = None#
Timestamp of the block where the txid was first mined.
For failed trades, this is not set until repaired, but instead we set
failed_at
.
- failed_at: Optional[datetime] = None#
The trade did not go through. The timestamp when we figured this out.
- executed_price: Optional[float] = None#
What was the actual price we received
This may be None for even if
closed_at
is set. This is because invalid trades (execution failed) may be marked close.Set in
tradeexecutor.state.State.mark_trade_success()
.
- executed_quantity: Optional[Decimal] = None#
How much underlying token we traded, the actual realised amount. Positive for buy, negative for sell.
- executed_reserve: Optional[Decimal] = None#
How much reserves we spend for this traded, the actual realised amount.
Always positive.
In the case of spot buy, this is how much reserve currency we spent to buy tokens
In the case of sell, this is how much reserve currency we will receive after the sell is closed
- slippage_tolerance: Optional[float] = None#
Slippage tolerance for this trade.
Examples
None - not set, legacy
0: no slippage toleranc allowed at all, used for credit supply
0.01: 1% slippage tolerance
1: no slippage tolerance. MEV bots can steal all your money
We estimate executed_quantity = planned_quantity * slippage_tolerance. If any trade outcome exceeds the slippage tolerance the trade fails.
If you are usinga vault-based trading, slippage tolerance must be always set to calculate the asset delta.
See also
calculate_asset_deltas()
.
- fee_tier: Optional[float] = None#
LP fee % recorded before the execution starts.
Recorded as multiplier
Not available in the case this is ignored in backtesting or not supported by routers/trading pairs.
Used to calculate
lp_fees_estimated
.Sourced from Uniswap v2 router or Uniswap v3 pool information.
- lp_fees_paid: Optional[float] = None#
LP fees paid, in terms of the amount in token
The value is read back from the realised trade. LP fee is usually % of the trade. For Uniswap style exchanges fees are always taken from amount in token and directly passed to the LPs as the part of the swap, these is no separate fee information.
- lp_fees_estimated: Optional[float] = None#
LP fees estimated in the USD
This is set before the execution and is mostly useful for backtesting.
- lp_fee_exchange_rate: Optional[float] = None#
What is the conversation rate between quote token and US dollar used in LP fee conversion.
We set this exchange rate before the trade is started. Both lp_fees_estimated and lp_fees_paid need to use the same exchange rate, even though it would not be timestamp accurte.
- native_token_price: Optional[float] = None#
USD price per blockchain native currency unit, at the time of execution
Used for converting tx fees and gas units to dollars
- blockchain_transactions: List[BlockchainTransaction]#
Associated blockchain transaction details. Each trade contains 1 … n blockchain transactions. Typically this is approve() + swap() for Uniswap v2 or just swap() if we have the prior approval and approve does not need to be done for the hot wallet anymore.
- notes: Optional[str] = None#
Human readable notes about this trade
Used to mark test trades from command line. Special case; not worth to display unless the field is filled in.
See
add_note()
.
- repaired_at: Optional[datetime] = None#
Trade was manually repaired
E.g. failed broadcast issue was fixed. Marked when the repair command is called.
- repaired_trade_id: Optional[int] = None#
Which is the trade that this trade is repairing.
This trade makes a opposing trade to the trade referred here, making accounting match again and unfreezing the position.
For the repair trade
Strategy cycle is set to the original broken trade
Trade at
repaired_trade_id
may or may not haverepaired_at
setThis is used to mark position closed in accounting correction, although the trade itself does not carry any value
Not set by open_missing_position(), instead
flags
is used
- price_structure: Optional[TradePricing] = None#
Related TradePricing instance
TradePricing instance can refer to more than one swap
- post_execution_price_structure: Optional[TradePricing] = None#
TradePricing after the trade was executed.
Collected by
StrategyRunner
after all trades have been executed.Mostly interesting on failed trades, so we can diagnose why they might have failed due to slippage tolerance.
For backtesting, this data is filled in, but is not meaningful.
- cost_of_gas: Optional[Decimal] = None#
Cost of gas in terms of native token
E.g. on Ethereum, this is the amount of ETH spent on gas
- portfolio_value_at_creation: Optional[float] = None#
The total porfolio value when this position was opened
Used for risk metrics and other statistics.
- planned_loan_update: Optional[Loan] = None#
New position loan parameters that will become effective if this trade executes
If the trade execution fails then the loan parameters do not change
- executed_loan_update: Optional[Loan] = None#
New position loan parameters that become effective if this trade executes
Because of slippage, etc. this can differ from
planned_loan_update
- closing: Optional[bool] = None#
Closing flag set on leveraged positions.
After this trade is executed, any position collateral should return to the cash reserves.
TODO: Remove. Moved to
flags
.
- claimed_interest: Optional[Decimal] = None#
How much interest we have claimed from collateral for this position.
For interest bearing positions, how much of accrued interest was moved to reserves in this trade.
Concerns only collateral, not borrow
Borrow interest is closed in the final trade (trade size == position quantity == principal + interest)
This is the realised interest. Any accured interest must be realised by claiming it in some trade. Usually this is the trade that closes the position. See mark_trade_success for the logic.
Expressed in reserve tokens.
See also
paid_interest
TODO This must be converted to planned_paid_interest / executed_paid_interest, because the actual amount may change after execution.
- paid_interest: Optional[Decimal] = None#
How much interest this trade paid back on the debt.
Expressed in base token quantity.
This is used to mark the token debt in the last trade that closes a leveraged position.
See also
claimed_interest
TODO This must be converted to planned_paid_interest / executed_paid_interest because the actual amount may change after execution.
- exchange_name: Optional[str] = None#
The DEX name where this trade was executed.
A human-readable debugging hint.
pair
will contain the exchange address itself.Optional, to be more used in the future versions.
- property strategy_cycle_at: datetime#
Alias for
opened_at
.Get the timestamp of the strategy cycle this trade is related to
If this trade is outside the strategy cycle, then it is wall clock time
- get_action_verb()[source]#
What is the action verb for this trade.
Used to build human readable output.
See also
__repr__()
- Return type:
- pretty_print()[source]#
Get diagnostics output for the trade.
Use Python pprint module.
- Return type:
- get_debug_dump()[source]#
Return class contents for logging.
- Returns:
Indented JSON-like content
- Return type:
- get_reserve_currency_exchange_rate()[source]#
What was the reserve stablecoin exchange trade for this trade.
- Returns:
1.0 if not set
- Return type:
- is_sell()[source]#
Trade is considered sell or short if planned quantity is set negative.
For some of the repaired trades the quantity is set to zero, just to create accounting reference when correcting the total balances. These trades are considered sell trades.
- Return type:
- is_buy()[source]#
Trade is considered spot buy or long if the planned quantity is positive.
- Return type:
- is_test()[source]#
The trade was performed by perform-test-trade command.
The trade and the position should not be counted in the statistics.
- Return type:
- is_failed()[source]#
This trade was succcessfully completed.
See also
is_missing_transaction_generation()
.- Return type:
- is_missing_blockchain_transactions()[source]#
Trade failed to generate transactions.
The system crashed between decide_trades() and before the execution model prepared blockchain transactions. This is different from the trade execution itself failed (transaction reverted).
Because out of balance pre-checks
Because of some crash reason
After the trade has been marked repaired, we return False.
See also
is_failed()
.- Return type:
- is_accounted_for_equity()[source]#
Does this trade contribute towards the trading position equity.
Failed trades are reverted. Only their fees account.
- Return type:
- is_unfinished()[source]#
We could not confirm this trade back from the blockchain after broadcasting.
- Return type:
- is_repaired()[source]#
The automatic execution failed and this was later repaired.
A manual repair command was issued and it manaeged to correctly repair this trade and underlying transactions.
See also
is_repair_trade()
.- Return type:
- is_repair_trade()[source]#
This trade repairs another trade in the same position.
See also
is_repair_trade()
.- Return type:
- is_accounting_correction()[source]#
This trade is an accounting correction.
This is a virtual trade made to have the
- Return type:
- is_reduce()[source]#
This trade decreases the exposure of existing position.
After the trade is executed we have more cash in hand.
- Return type:
- get_status()[source]#
Resolve the trade status.
Based on the different state variables set on this item, figure out what is the best status for this trade.
- Return type:
- get_executed_value()[source]#
Estimate the USD value of this trade.
Based on the
Exact quantity and exact crypto price we got executed at
USD exchange rate known at the time of the execution
- Returns:
0.0 if the trade is not executed, or repaired without proper quantity
- Return type:
- get_raw_planned_reserve()[source]#
Return the amount of USD token for the buy as raw token units.
- Return type:
- get_raw_planned_collateral_allocation()[source]#
Return the amount of allocated collteraal for the buy as raw token units.
- Return type:
- get_raw_planned_quantity()[source]#
Return the amount of USD token for the buy as raw token units.
- Return type:
- get_position_quantity()[source]#
Get the planned or executed quantity of the base token.
Positive for buy, negative for sell.
Return executed quantity if the trade has been done
Otherwise return planned quantity
- Return type:
- get_reserve_quantity()[source]#
Get the planned or executed quantity of the quote token.
Negative for buy, positive for sell.
- Return type:
- get_equity_for_position()[source]#
Get the planned or executed quantity of the base token.
Positive for buy, negative for sell.
- Return type:
- get_equity_for_reserve()[source]#
Get the planned or executed quantity of the quote token.
Negative for buy, positive for sell.
- Return type:
- get_value()[source]#
Get estimated or realised value of this trade.
Value is always a positive number.
- Return type:
- get_claimed_interest()[source]#
How much US interest we have claimed in this trade.
Interest can be only claimed on collateral
Borrow interest is paid back in the final trade
- Return type:
- get_repaid_interest()[source]#
How much USD interest payments this trade made.
Interest can be only claimed on collateral
Borrow interest is paid back in the final trade
- Return type:
- get_expected_borrow_quantity_change()[source]#
How much this trade is impacting the borrowed quantity on a loan.
- Returns:
Planned value only
- Return type:
- get_expected_collateral_quantity_change()[source]#
How much this trade is impacting the collateral quantity on a loan.
- Returns:
Planned value only
- Return type:
- get_fees_paid()[source]#
Get total swap fees paid for trade. Returns 0 instead of None
- Returns:
total amount of lp fees (swap fees) paid in US dollars
- Return type:
- get_execution_sort_position()[source]#
When this trade should be executed.
Closing trades should go first
Selling trades should go first
We need to execute sells first because we need to have cash in hand to execute buys.
- Returns:
Sortable int
- Return type:
- get_decision_lag()[source]#
How long it took between strategy decision cycle starting and the strategy to make a decision.
- Return type:
- get_execution_lag()[source]#
How long it took between strategy decision cycle starting and the trade executed.
- get_failed_transaction()[source]#
Get the transaction that failed this trade.
Extract the EVM revert reason from the underlying transactions.
Each trade can consist of multiple transactions
Iterate transactions from the last to first and return the first failure reason
- Return type:
- get_revert_reason()[source]#
Get the transaction failure reason.
Extract the EVM revert reason from the underlying transactions.
Each trade can consist of multiple transactions
Iterate transactions from the last to first and return the first failure reason
See also
- get_volume()[source]#
Get the volume this trade generated.
If the trade is not yet executed, or failed to execute, assume zero volume.
- Return type:
- mark_broadcasted(broadcasted_at, rebroadcast=False)[source]#
Mark this trade to enter a brodcast phase.
Move the trade to the broadcasting phase
Aftr this, the execution model will attempt to perform blockchain txs and read the results back
- Parameters:
broadcasted_at (datetime) – Wall-clock time
rebroadcast – Is this a second attempt to try to get the tx to the chain
- mark_success(executed_at, executed_price, executed_quantity, executed_reserve, lp_fees, native_token_price, force=False, cost_of_gas=None, executed_collateral_consumption=None, executed_collateral_allocation=None)[source]#
Mark trade success.
Called by execution engine when we get a confirmation from the blockchain our blockchain txs where good
Called by repair to force trades to good state
- Parameters:
force –
Do not check if we are in the correct previous state (broadcasted).
Used in the accounting corrections.
cost_of_gas (Optional[float]) – How much we paid for gas for this trade in terms of native token e.g. Eth in Ethereum.
executed_at (datetime) –
executed_price (float) –
executed_quantity (Decimal) –
executed_reserve (Decimal) –
lp_fees (float) –
native_token_price (float) –
- set_blockchain_transactions(txs)[source]#
Set the physical transactions needed to perform this trade.
- Parameters:
txs (List[BlockchainTransaction]) –
- get_planned_max_gas_price()[source]#
Get the maximum gas fee set to all transactions in this trade.
- Return type:
- calculate_asset_deltas()[source]#
Get the expected amount fo token balance change in a wallet for this trade.
Needed for vault based trading to work, as they run slippage tolerance checks on expectd inputs and outputs.
Each trade has minimum of two asset deltas
The token you spent to buu/sell (input)
The token you receive (output)
The output will always have
slippage_tolerance
applied. Input is passed as is.- Returns:
List of asset deltas [input, output]
- Return type:
- get_credit_supply_reserve_change()[source]#
How many tokens this trade takes/adds to the reserves.
Positive for consuming reserves and moving them to lending pool
Negative for removing lending collateral and returning them to the reservers
Only negative value warrants for action, because capital allocation for the credit supply is done when the transaction is prepared.
- Returns:
None
if not a credit supply trade- Return type:
decimal.Decimal | None
- add_note(line)[source]#
Add a new-line separated note to the trade.
Do not remove any old notes.
- Parameters:
line (str) –
- __init__(trade_id, position_id, trade_type, pair, opened_at, planned_quantity, planned_reserve, planned_price, reserve_currency, route=None, flags=None, triggers=<factory>, activated_trigger=None, expired_triggers=<factory>, planned_collateral_allocation=None, executed_collateral_allocation=None, planned_collateral_consumption=None, executed_collateral_consumption=None, reserve_currency_exchange_rate=None, planned_mid_price=None, planned_max_slippage=None, started_at=None, reserve_currency_allocated=None, broadcasted_at=None, executed_at=None, failed_at=None, executed_price=None, executed_quantity=None, executed_reserve=None, slippage_tolerance=None, fee_tier=None, lp_fees_paid=None, lp_fees_estimated=None, lp_fee_exchange_rate=None, native_token_price=None, retry_of=None, blockchain_transactions=<factory>, notes=None, repaired_at=None, repaired_trade_id=None, price_structure=None, post_execution_price_structure=None, cost_of_gas=None, portfolio_value_at_creation=None, leverage=None, planned_loan_update=None, executed_loan_update=None, closing=None, claimed_interest=None, paid_interest=None, exchange_name=None)#
- Parameters:
trade_id (int) –
position_id (int) –
trade_type (TradeType) –
pair (TradingPairIdentifier) –
opened_at (datetime.datetime | None) –
planned_quantity (Decimal) –
planned_reserve (Decimal) –
planned_price (float) –
reserve_currency (AssetIdentifier) –
blockchain_transactions (List[BlockchainTransaction]) –
price_structure (Optional[TradePricing]) –
post_execution_price_structure (Optional[TradePricing]) –
- Return type:
None