TradeRouting#
API documentation for tradeexecutor.strategy.default_routing_options.TradeRouting Python class in Trading Strategy framework.
- class TradeRouting[source]#
Bases:
Enum
What trade routing should the strategy use.
These values can be given to trade_routing variable in a strategy.
Thus option hides the complexity of the actual routing logic form an average developer.
See also
tradeexecutor.ethereum.routing_data
for actual routing data implementation.- __init__()#
Methods
Do we need Uniswap v2 routing model
Do we need Uniswap v3 routing model
Do we need 1delta routing model
Attributes
Two or three-legged trades on PancakeSwap.
Two or three-legged trades on PancakeSwap.
Two or three legged trades on Pancake on BSC
Two or three legged trades on Quickswap on Polygon
Two or three legged trades on Quickswap on Polygon
Two or three legged trades on Quickswap on Polygon
Two or three legged trades on Trader Joe on Avalanche
Two or three legged trades on Trader Joe on Avalanche
Two or three legged trades on Uniswap v2 on Ethereum mainnet
Two or three legged trades on Uniswap V2 on Ethereum
Two or three legged trades on Uniswap V2 on Ethereum
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Two or three legged trades on Uniswap v3 on Polygon mainnet
Two or three legged trades on Uniswap v3 on Polygon mainnet
Two or three legged trades on Uniswap v3 on Arbitrum mainnet
Two or three legged trades on Uniswap v3 on Arbitrum mainnet
Two or three legged trades on Uniswap v3 on Arbitrum mainnet
Two legged trades on 1delta on Polygon mainnet
Use user supplied routing model
Backtesting only
Use any generic USDC routing
- pancakeswap_busd = 'pancakeswap_busd'#
Two or three-legged trades on PancakeSwap.
Open positions with BUSD quote token.
Open positions with WBNB quote token.
- pancakeswap_usdc = 'pancakeswap_usdc'#
Two or three-legged trades on PancakeSwap.
Open positions with USDC quote token.
Open positions with WBNB quote token.
- pancakeswap_usdt = 'pancakeswap_usdt'#
Two or three legged trades on Pancake on BSC
Open positions with USDT quote token.
Open positions with WBNB quote token.
- quickswap_usdc = 'quickswap_usdc'#
Two or three legged trades on Quickswap on Polygon
Open positions with USDC quote token.
Open positions with WMATIC quote token.
- quickswap_usdt = 'quickswap_usdt'#
Two or three legged trades on Quickswap on Polygon
Open positions with USDT quote token.
Open positions with WMATIC quote token.
- quickswap_dai = 'quickswap_dai'#
Two or three legged trades on Quickswap on Polygon
Open positions with DAI quote token.
Open positions with USDC quote token.
- trader_joe_usdc = 'trader_joe_usdc'#
Two or three legged trades on Trader Joe on Avalanche
Open positions with USDC quote token.
Open positions with WAVAX quote token.
- trader_joe_usdt = 'trader_joe_usdt'#
Two or three legged trades on Trader Joe on Avalanche
Open positions with USDT quote token.
Open positions with WAVAX quote token.
- uniswap_v2_usdc = 'uniswap_v2_usdc'#
Two or three legged trades on Uniswap v2 on Ethereum mainnet
Open positions with USDC quote token.
Open positions with WETH quote token.
- uniswap_v2_usdt = 'uniswap_v2_usdt'#
Two or three legged trades on Uniswap V2 on Ethereum
Open positions with USDT quote token.
Open positions with WETH quote token.
- uniswap_v2_dai = 'uniswap_v2_dai'#
Two or three legged trades on Uniswap V2 on Ethereum
Open positions with DAI quote token.
Open positions with WETH quote token.
- uniswap_v3_usdc = 'uniswap_v3_usdc'#
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Open positions with USDC quote token.
Open positions with WETH quote token.
- uniswap_v3_usdt = 'uniswap_v3_usdt'#
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Open positions with USDT quote token.
Open positions with WETH quote token.
Open positions with USDC quote token.
- uniswap_v3_dai = 'uniswap_v3_dai'#
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Open positions with DAI quote token.
Open positions with WETH quote token.
Open positions with USDC quote token.
- uniswap_v3_busd = 'uniswap_v3_busd'#
Two or three legged trades on Uniswap v3 on Ethereum mainnet
Open positions with BUSD quote token.
Open positions with USDC quote token.
Open positions with USDT quote token.
Open positions with DAI quote token.
- uniswap_v3_usdc_poly = 'uniswap_v3_usdc_poly'#
Two or three legged trades on Uniswap v3 on Polygon mainnet
Open positions with USDC quote token.
Open positions with WETH quote token.
- uniswap_v3_usdt_poly = 'uniswap_v3_usdt_poly'#
Two or three legged trades on Uniswap v3 on Polygon mainnet
Open positions with USDT quote token.
Open positions with WETH quote token.
Open positions with USDC quote token.
- uniswap_v3_usdc_arbitrum_bridged = 'uniswap_v3_usdc_arbitrum_bridged'#
Two or three legged trades on Uniswap v3 on Arbitrum mainnet
See two flavours of USDC on Arbitrum https://arbitrumfoundation.medium.com/usdc-to-come-natively-to-arbitrum-f751a30e3d83
This USDC is 0xff970a61a04b1ca14834a43f5de4533ebddb5cc8
Open positions with USDC quote token.
- uniswap_v3_usdc_arbitrum_native = 'uniswap_v3_usdc_arbitrum_native'#
Two or three legged trades on Uniswap v3 on Arbitrum mainnet
See two flavours of USDC on Arbitrum https://arbitrumfoundation.medium.com/usdc-to-come-natively-to-arbitrum-f751a30e3d83
This USDC is 0xaf88d065e77c8cC2239327C5EDb3A432268e5831
Open positions with USDC quote token.
- uniswap_v3_usdt_arbitrum = 'uniswap_v3_usdt_arbitrum'#
Two or three legged trades on Uniswap v3 on Arbitrum mainnet
Open positions with USDT quote token.
Open positions with WETH quote token.
- one_delta_polygon_usdc = 'one_delta_polygon_usdc'#
Two legged trades on 1delta on Polygon mainnet
Open positions with USDC quote token.
- user_supplied_routing_model = 'user_supplied_routing_model'#
Use user supplied routing model
The routing table is constructed by the developer in the Python code.
Mostly useful for unit testing.
- ignore = 'ignore'#
Backtesting only
The order routing is ignored. We use backtest estimations for trading fees and assume all pairs are tradeable.
- default = 'default'#
Use any generic USDC routing
Support Uniswap v2, Uniswap v3, Aave and 1delta based on the default configurations
Use USDC as a reserve currency