UniswapV2ExecutionModel#

tradeexecutor.ethereum.uniswap_v2_execution.UniswapV2ExecutionModel Python class in Trading Strategy framework.

class UniswapV2ExecutionModel[source]#

Bases: EthereumExecutionModel

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:

analyse_trade_by_receipt(web3, uniswap, tx, ...)

Links to either uniswap v2 or v3 implementation in eth_defi

broadcast_and_resolve(state, trades[, ...])

Do the live trade execution.

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?

is_v3()

Returns true if instance is related to Uniswap V3, else false.

mock_partial_deployment_for_analysis(web3, ...)

Links to either uniswap v2 or v3 implementation in eth_defi

pre_execute_assertions(ts, routing_model, ...)

preflight_check()

Check that we can connect to the web3 node

repair_unconfirmed_trades(state)

Repair unconfirmed trades.

resolve_trades(ts, state, tx_map, receipts)

Resolve trade outcome.

update_confirmation_status(ts, tx_map, receipts)

First update the state of all transactions, as we now have receipt for them.

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%.

static analyse_trade_by_receipt(web3, uniswap, tx, tx_hash, tx_receipt)[source]#

Links to either uniswap v2 or v3 implementation in eth_defi

Parameters:
Return type:

eth_defi.trade.TradeSuccess | eth_defi.trade.TradeFail

static mock_partial_deployment_for_analysis(web3, router_address)[source]#

Links to either uniswap v2 or v3 implementation in eth_defi

Parameters:

  • web3 (Web3) –

  • router_address (str) –

Return type:

UniswapV2Deployment

static is_v3()[source]#

Returns true if instance is related to Uniswap V3, else false. Kind of a hack to be able to share resolve trades function amongst v2 and v3.

Return type:

bool