generate_simple_routing_model#

API documentation for tradeexecutor.testing.synthetic_exchange_data.generate_simple_routing_model Python function.

generate_simple_routing_model(universe, trading_fee=None, expected_exchages=1)[source]#

Creates a routing model for data generated synthetically.

Assumes there is only one exchange in the trading universe
Assumes all pairs in the trading universe have the same quote token and its stablecoin

Parameters:

universe (TradingStrategyUniverse) –
trading_fee (Optional[float]) –
expected_exchages (int) –

Return type:

BacktestRoutingModel