UniswapV2LivePricing#

tradeexecutor.ethereum.uniswap_v2_live_pricing.UniswapV2LivePricing class.

class UniswapV2LivePricing[source]#

Bases: PricingModel

Always pull the latest dollar price for an asset from Uniswap v2 deployment.

Supports

Two-way BUSD -> Cake
Three-way trades BUSD -> BNB -> Cake

… within a single exchange.

Note

If a trade quantity/currency amount is not given uses a “default small value” that is 0.1. Depending on the token, this value might be too much/too little, as Uniswap fixed point math starts to break for very small amounts. For example, for USDC trade 10 cents is already quite low.

More information

About ask and bid:

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'))[source]#

Parameters

web3 (Web3) –
pair_universe (PandasPairUniverse) –
routing_model (UniswapV2SimpleRoutingModel) –

Methods

`__init__`(web3, pair_universe, routing_model)
`check_supported_quote_token`(pair)
`get_buy_price`(ts, pair, reserve)	Get live price on Uniswap.
`get_mid_price`(ts, pair)	Get the mid price by the candle.
`get_pair_for_id`(internal_id)	Look up a trading pair.
`get_sell_price`(ts, pair, quantity)	Get live price on Uniswap.
`quantize_base_quantity`(pair, quantity[, ...])	Convert any base token quantity to the native token units by its ERC-20 decimals.

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'))[source]#

Parameters

web3 (Web3) –
pair_universe (PandasPairUniverse) –
routing_model (UniswapV2SimpleRoutingModel) –

get_pair_for_id(internal_id)[source]#

Look up a trading pair.

Useful if a strategy is only dealing with pair integer ids.

Returns: None if the price data is not available
Parameters: internal_id (int) –
Return type: Optional[TradingPairIdentifier]

get_sell_price(ts, pair, quantity)[source]#

Get live price on Uniswap.

Parameters

ts (datetime) –
pair (TradingPairIdentifier) –
quantity (Optional[Decimal]) –

Return type

USDollarAmount

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

Get live price on Uniswap.

Parameters

reserve (Optional[Decimal]) – The buy size in quote token e.g. in dollars
ts (datetime) –
pair (TradingPairIdentifier) –

Returns

Price for one reserve unit e.g. a dollar

Return type

USDollarAmount

get_mid_price(ts, pair)[source]#

Get the mid price by the candle.

Parameters

ts (datetime) –
pair (TradingPairIdentifier) –

Return type

USDollarAmount

quantize_base_quantity(pair, quantity, rounding='ROUND_DOWN')[source]#

Convert any base token quantity to the native token units by its ERC-20 decimals.

Parameters

pair (TradingPairIdentifier) –
quantity (Decimal) –

Return type

Decimal