UniswapV2ExecutionModel#

tradeexecutor.ethereum.uniswap_v2_execution.UniswapV2ExecutionModel class.

class UniswapV2ExecutionModel[source]#

Bases: ExecutionModel

Run order execution on a single Uniswap v2 style exchanges.

__init__(web3, hot_wallet, min_balance_threshold=Decimal('0.5'), confirmation_block_count=6, confirmation_timeout=datetime.timedelta(seconds=300), max_slippage=0.01, stop_on_execution_failure=True, swap_gas_fee_limit=2000000)[source]#
Parameters

  • web3 (Web3) – Web3 connection used for this instance

  • hot_wallet (HotWallet) – Hot wallet instance used for this execution

  • min_balance_threshold – Abort execution if our hot wallet gas fee balance drops below this

  • confirmation_block_count – How many blocks to wait for the receipt confirmations to mitigate unstable chain tip issues

  • confirmation_timeout – How long we wait transactions to clear

  • stop_on_execution_failure – Raise an exception if any of the trades fail top execute

  • max_slippage (float) – Max slippage tolerance per trade. 0.01 is 1%.

Methods

__init__(web3, hot_wallet[, ...])

param web3

execute_trades(ts, state, trades, ...[, ...])

Execute the trades determined by the algo on a designed Uniswap v2 instance.

get_routing_state_details()

Get needed details to establish a routing state.

initialize()

Set up the wallet

is_live_trading()

is_stop_loss_supported()

Do we support stop-loss/take profit functionality with this execution model?

preflight_check()

Check that we can connect to the web3 node

Attributes

chain_id

Which chain the live execution is connected to.
__init__(web3, hot_wallet, min_balance_threshold=Decimal('0.5'), confirmation_block_count=6, confirmation_timeout=datetime.timedelta(seconds=300), max_slippage=0.01, stop_on_execution_failure=True, swap_gas_fee_limit=2000000)[source]#
Parameters

  • web3 (Web3) – Web3 connection used for this instance

  • hot_wallet (HotWallet) – Hot wallet instance used for this execution

  • min_balance_threshold – Abort execution if our hot wallet gas fee balance drops below this

  • confirmation_block_count – How many blocks to wait for the receipt confirmations to mitigate unstable chain tip issues

  • confirmation_timeout – How long we wait transactions to clear

  • stop_on_execution_failure – Raise an exception if any of the trades fail top execute

  • max_slippage (float) – Max slippage tolerance per trade. 0.01 is 1%.

property chain_id: int#

Which chain the live execution is connected to.

is_stop_loss_supported()[source]#

Do we support stop-loss/take profit functionality with this execution model?

  • For backtesting we need to have data stream for candles used to calculate stop loss

  • For production execution, we need to have special oracle data streams for checking real-time stop loss

Return type

bool

preflight_check()[source]#

Check that we can connect to the web3 node

initialize()[source]#

Set up the wallet

execute_trades(ts, state, trades, routing_model, routing_state, check_balances=False)[source]#

Execute the trades determined by the algo on a designed Uniswap v2 instance.

Returns

Tuple List of succeeded trades, List of failed trades

Parameters
get_routing_state_details()[source]#

Get needed details to establish a routing state.

TODO: API Unfinished

Return type

dict