FreqtradePricingModel#

API documentation for tradeexecutor.strategy.freqtrade.freqtrade_pricing.FreqtradePricingModel Python class in Trading Strategy framework.

class FreqtradePricingModel[source]#

Bases: PricingModel

Price Freqtrade positions by querying Freqtrade REST API.

Freqtrade positions track capital allocation to a Freqtrade bot instance. Pricing is always 1.0 (1:1 ratio with reserve currency like USDT).

__init__(freqtrade_clients)[source]#

Initialize pricing model.

Args:: freqtrade_clients: Dict mapping freqtrade_id -> FreqtradeClient

Parameters:: freqtrade_clients (dict[str, tradeexecutor.strategy.freqtrade.freqtrade_client.FreqtradeClient]) –

Methods

`__init__`(freqtrade_clients)	Initialize pricing model.
`calculate_trade_adjusted_slippage_tolerance`(...)	Get slippage for a given trading pair, for a given trade.
`get_buy_price`(ts, pair, reserve)	Get price for depositing to Freqtrade.
`get_mid_price`(ts, pair)	Get mid price (always 1.0 for Freqtrade).
`get_pair_fee`(ts, pair)	Get trading fee for the pair.
`get_quote_token_tvl`(timestamp, pair)	Get the raw TVL of a trading pair.
`get_sell_price`(ts, pair, quantity)	Get price for withdrawing from Freqtrade.
`get_usd_tvl`(timestamp, pair)	Get the TVL of a trading pair.
`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.

__init__(freqtrade_clients)[source]#

Initialize pricing model.

Args:: freqtrade_clients: Dict mapping freqtrade_id -> FreqtradeClient

Parameters:: freqtrade_clients (dict[str, tradeexecutor.strategy.freqtrade.freqtrade_client.FreqtradeClient]) –

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

Get price for depositing to Freqtrade.

When depositing to Freqtrade, 1 USDT = 1 USDT (1:1 ratio).

Args:: ts: Timestamp pair: Freqtrade trading pair reserve: Amount of reserve currency being deposited
Returns:: TradePricing with price=1.0

Parameters:

ts (datetime) –
pair (TradingPairIdentifier) –
reserve (Optional[Decimal]) –

Return type:

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

Get price for withdrawing from Freqtrade.

When withdrawing from Freqtrade, 1 tracked USDT = 1 USDT withdrawn.

Args:: ts: Timestamp pair: Freqtrade trading pair quantity: Amount of tracked units being withdrawn
Returns:: TradePricing with price=1.0

Parameters:

ts (datetime) –
pair (TradingPairIdentifier) –
quantity (Optional[Decimal]) –

Return type:

get_mid_price(ts, pair)[source]#

Get mid price (always 1.0 for Freqtrade).

Args:: ts: Timestamp pair: Freqtrade trading pair
Returns:: Mid price (always 1.0)

Parameters:

ts (datetime) –
pair (TradingPairIdentifier) –

Return type:

get_pair_fee(ts, pair)[source]#

Get trading fee for the pair.

No fees for Freqtrade position tracking (fees are internal to Freqtrade).

Args:: ts: Timestamp pair: Freqtrade trading pair
Returns:: 0.0 (no fees)

Parameters:

ts (datetime) –
pair (TradingPairIdentifier) –

Return type:

Optional[float]