FixedPricing#

API documentation for tradeexecutor.strategy.pricing_model.FixedPricing Python class in Trading Strategy framework.

class FixedPricing[source]#

Bases: PricingModel

Dummy pricing model that will always return the same price.

  • Used in unit testing

  • Same price for all pairs

__init__(price, lp_fee, tvl=None)[source]#
Parameters:

Methods

__init__(price, lp_fee[, tvl])

get_buy_price(ts, pair, reserve)

Get the buy price for an asset.

get_mid_price(ts, pair)

Get the mid-price for an asset.

get_pair_fee(ts, pair)

Estimate the trading/LP fees for a trading pair.

get_quote_token_tvl(timestamp, pair)

Get the raw TVL of a trading pair.

get_sell_price(ts, pair, quantity)

Get the sell price for an asset.

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__(price, lp_fee, tvl=None)[source]#
Parameters:
get_sell_price(ts, pair, quantity)[source]#

Get the sell price for an asset.

Parameters:

  • ts (datetime) – When to get the price. Used in backtesting. Live models may ignore.

  • pair (TradingPairIdentifier) – Trading pair we are intereted in

  • quantity (Optional[Decimal]) – If the sel quantity is known, get the price with price impact.

Returns:

Price structure for the trade.

Return type:

TradePricing

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

Get the buy price for an asset.

Parameters:

  • ts (datetime) – When to get the price. Used in backtesting. Live models may ignore.

  • pair (TradingPairIdentifier) – Trading pair we are intereted in

  • reserve (Optional[Decimal]) – If the buy token quantity is known, get the buy price with price impact.

Returns:

Price structure for the trade.

Return type:

TradePricing

get_mid_price(ts, pair)[source]#

Get the mid-price for an asset.

Mid price is an non-trddeable price between the best ask and the best pid.

Parameters:
Returns:

The mid price for the pair at a timestamp.

Return type:

float

get_pair_fee(ts, pair)[source]#

Estimate the trading/LP fees for a trading pair.

This information can come either from the exchange itself (Uni v2 compatibles), or from the trading pair (Uni v3).

The return value is used to fill the fee values for any newly opened trades.

Parameters:

  • ts (datetime) – Timestamp of the trade. Note that currently fees do not vary over time, but might do so in the future.

  • pair (TradingPairIdentifier) –

    Trading pair for which we want to have the fee.

    Can be left empty if the underlying exchange is always offering the same fee.

Returns:

The estimated trading fee, expressed as %.

Returns None if the fee information is not available. This can be different from zero fees.

Return type:

Optional[float]

get_usd_tvl(timestamp, pair)[source]#

Get the TVL of a trading pair.

  • Used by tradeexecutor.strategy.tvl_size_risk.

  • Assumes to use already-USD converted values

  • Might be a misleading number for

  • See also get_quote_token_tvl()

  • Optional: May not be available in all pricing model implementations

Returns:

TVL in US dollar

Parameters:
Return type:

float