ExchangeUniverse#

API documentation for tradingstrategy.exchange.ExchangeUniverse Python class in Trading Strategy framework.

class ExchangeUniverse[source]#

Bases: object

Exchange manager.

Contains look up for exchanges by their internal primary key ids.

__init__(exchanges)#

Parameters:: exchanges (Dict[int, Exchange]) –
Return type:: None

Methods

`__init__`(exchanges)
`add`(exchanges)	Add more exchanges to the universe.
`from_collection`(exchanges)	Create exchange universe from a collection of exchanges.
`from_dict`(kvs, *[, infer_missing])
`from_json`(s, *[, parse_float, parse_int, ...])
`from_json_fast`(data)	Deserialise exchange universe from JSON without dataclasses_json reflection.
`get_all_slugs`()	Get all exchange slugs.
`get_by_chain_and_factory`(chain_id, ...)	Get the exchange implementation on a specific chain.
`get_by_chain_and_name`(chain_id, name)	Get the exchange implementation on a specific chain.
`get_by_chain_and_slug`(chain_id, slug)	Get the exchange implementation on a specific chain.
`get_by_id`(id)
`get_exchange_count`()
`get_single`()	Get the one and the only exchange in this universe.
`get_top_exchanges_by_30d_volume`()	Get top exchanges sorted by their 30d volume.
`limit_to_chains`(chain_ids)	Remove all but named exchanges from the set.
`limit_to_slugs`(slugs)	Remove all but named exchanges from the
`schema`(*[, infer_missing, only, exclude, ...])
`to_dict`([encode_json])
`to_json`(*[, skipkeys, ensure_ascii, ...])

Attributes

exchanges

Exchange id -> Exchange data mapping.

exchanges: Dict[int, Exchange]#: Exchange id -> Exchange data mapping. In the JSON payload, keys are stringified integers (e.g. "1").

classmethod from_json_fast(data)[source]#

Deserialise exchange universe from JSON without dataclasses_json reflection.

Uses orjson for JSON parsing and direct dict-to-object construction, bypassing the per-field type introspection that makes from_json() slow for large exchange sets (~17k exchanges).

Parameters:: data (str | bytes) –
Return type:: ExchangeUniverse

static from_collection(exchanges)[source]#

Create exchange universe from a collection of exchanges.

Parameters:: exchanges (Collection[Exchange]) –
Return type:: ExchangeUniverse

get_top_exchanges_by_30d_volume()[source]#

Get top exchanges sorted by their 30d volume.

Note that we consider volume only for supported quote tokens. See tradingstrategy.exchange.Exchange for more details.

Return type:: List[Exchange]

get_by_chain_and_name(chain_id, name)[source]#

Get the exchange implementation on a specific chain.

Parameters:

chain_id (ChainId) – Blockchain this exchange is on
name (str) – Like sushi or uniswap v2. Case insensitive.

Raises:

ExchangeNotFoundError – If exchange is not found

Return type:

Optional[Exchange]

get_by_chain_and_slug(chain_id, slug)[source]#

Get the exchange implementation on a specific chain.

Parameters:

chain_id (ChainId) – Blockchain this exchange is on
slug (str) – Machine readable exchange name. Like uniswap-v2. Case sensitive.

Raises:

ExchangeNotFoundError – If exchange is not found

Return type:

Optional[Exchange]

get_by_chain_and_factory(chain_id, factory_address)[source]#

Get the exchange implementation on a specific chain.

Parameters:

chain_id (ChainId) – Blockchain this exchange is on
factory_address (str) – The smart contract address of the exchange factory

Return type:

Optional[Exchange]

get_single()[source]#

Get the one and the only exchange in this universe.

Returns:: The exchange
Raises:: AssertionError – in the case the universe does not contain a single exchange
Return type:: Exchange

get_all_slugs()[source]#

Get all exchange slugs.

Useful for debug output.

Return type:: List[str]

limit_to_chains(chain_ids)[source]#

Remove all but named exchanges from the set.

Parameters:: chain_ids (set[tradingstrategy.chain.ChainId]) –
Return type:: ExchangeUniverse

limit_to_slugs(slugs)[source]#

Remove all but named exchanges from the

Parameters:: slugs (set[str]) –
Return type:: ExchangeUniverse

add(exchanges)[source]#

Add more exchanges to the universe.

Mostly done to support vault faux data

Parameters:: exchanges (list[tradingstrategy.exchange.Exchange]) –

__init__(exchanges)#

Parameters:: exchanges (Dict[int, Exchange]) –
Return type:: None