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Trading Strategy documentation
  • Documention home
  • Getting started
  • Overview
    • About Trading Strategy
    • Supported markets and venues
    • Accessing market data
    • Tooling
    • Oracles
    • Wrapped tokens
  • Developing strategies
    • Setting up development environment
      • Visual Studio Code Dev Container for Jupyter Notebooks
      • Docker development image
      • Binder development
      • Local Python installation
      • Google Colab
    • Code examples
      • Getting started coding tutorial
      • Drawing DEX prices using OHLCV candle charts
      • Interactive charts
      • Technical analysis
      • Exploring trading pairs
      • Liquidity analysis
      • Price impact estimation
      • Query pool liquidity on a decentralised exchange
      • Dataset download
      • Charts and diagrams (old)
    • Strategy examples
      • Running the strategy backtests and examples
      • EMA crossover strategy
      • EMA cross over strategy with stop loss
      • Portfolio construction model trading strategy example
      • Portfolio construction model example 2 (Trader Joe)
      • Trading pair analysis
      • Alpha model timeline
      • Individual pair analysis
      • Synthetic data backtesting example
      • Synthetic data w/stop loss backtesting example
      • Backtesting fee analysis
      • Generating synthetic trading data
      • Trade execution chart
      • Examining live trading strategy using notebook
      • Debugging live strategy
      • Osmosis ATOM-OSMO mean reversion strategy
      • Backtest template
    • API documentation
      • Market data client
        • client
          • Client
        • chain
          • ChainId
        • exchange
          • Exchange
          • ExchangeType
          • ExchangeUniverse
        • pair
          • DEXPair
          • LegacyPairUniverse
          • PandasPairUniverse
          • StablecoinFilteringMode
          • filter_for_exchanges
          • filter_for_quote_tokens
          • filter_for_stablecoins
          • resolve_pairs_based_on_ticker
        • candle
          • Candle
          • CandleResult
          • GroupedCandleUniverse
          • TradingPairDataAvailability
          • is_candle_green
          • is_candle_red
        • liquidity
          • GroupedLiquidityUniverse
          • LiquidityResult
          • ResampledLiquidityUniverse
          • XYLiquidity
        • timebucket
          • TimeBucket
        • reader
          • read_parquet
        • priceimpact
          • HistoricalXYPriceImpactCalculator
          • LiquiditySampleMeasure
          • PriceImpact
          • estimate_xyk_price_impact
        • stablecoin
          • is_stablecoin_like
        • types
        • portfolioanalyzer
          • AssetSnapshot
          • PortfolioAnalyzer
          • PortfolioSnapshot
          • expand_snapshot_to_row
          • expand_timeline
        • profitdistribution
          • plot_trade_profit_distribution
        • tradeanalyzer
          • AssetTradeHistory
          • SpotTrade
          • TradeAnalyzer
          • TradePosition
          • TradeSummary
          • expand_timeline
        • tradehint
          • TradeHint
          • TradeHintType
        • backtrader
          • DEXFeed
          • DEXStrategy
          • TradeRecorder
          • add_dataframes_as_feeds
          • analyse_strategy_trades
          • convert_backtrader_timestamp
          • prepare_candles_for_backtrader
          • reindex_pandas_for_backtrader
        • qstrader
          • DEXAsset
          • TradingStrategyDataSource
          • analyse_portfolio_development
          • analyse_trade_history
          • create_portfolio_snapshot
          • prepare_candles_for_qstrader
      • Trade execution engine
        • state
          • blockhain_transaction
            • BlockchainTransaction
            • solidity_arg_encoder
          • freeze
            • freeze_position_on_failed_trade
          • identifier
            • AssetIdentifier
            • TradingPairIdentifier
          • metadata
            • Metadata
          • portfolio
            • Portfolio
          • position
            • PositionType
            • TradingPosition
          • repair
            • RepairResult
            • find_trades_to_be_repaired
            • make_counter_trade
            • reconfirm_trade
            • repair_trade
            • repair_trades
            • unfreeze_position
          • reserve
            • ReservePosition
          • revaluation
            • RevalueEvent
          • state
            • State
          • statistics
            • FinalPositionStatistics
            • PortfolioStatistics
            • PositionStatistics
            • Statistics
            • calculate_naive_profitability
          • store
            • JSONFileStore
            • NoneStore
            • StateStore
            • StateStoreModel
          • sync
            • DummmyWalletSyncer
            • apply_sync_events
          • trade
            • TradeExecution
            • TradeStatus
            • TradeType
          • types
          • uptime
            • Uptime
          • validator
            • validate_nested_state_dict
            • validate_state_serialisation
            • validate_state_value
            • walk
          • visualisation
            • Plot
            • PlotKind
            • PlotShape
            • Visualisation
        • strategy
          • alpha_model
            • AlphaModel
            • TradingPairSignal
          • approval
            • ApprovalModel
            • ApprovalType
            • UncheckedApprovalModel
          • bootstrap
            • bootstrap_strategy
            • import_strategy_file
            • make_factory_from_strategy_mod
          • cycle
            • CycleDuration
            • round_datetime_down
            • round_datetime_up
            • snap_to_next_tick
            • snap_to_previous_tick
          • default_routing_options
            • TradeRouting
          • description
            • StrategyExecutionDescription
          • dummy
            • DummyExecutionModel
          • execution_context
            • ExecutionContext
            • ExecutionMode
          • execution_model
            • ExecutionModel
            • TradeExecutionType
          • factory
            • StrategyFactory
          • output
            • format_position
            • format_trade
            • output_positions
            • output_trades
          • pandas_trader
            • decision_trigger
              • UpdatedUniverseResult
              • fetch_availability
              • fetch_data
              • update_universe
              • validate_latest_candles
              • wait_for_universe_data_availability_jsonl
            • position_manager
              • PositionManager
            • rebalance
              • get_existing_portfolio_weights
              • get_weight_diffs
              • rebalance_portfolio_old
            • runner
              • PandasTraderRunner
            • trade_decision
              • TradeDecider
          • pricing_model
            • PricingModel
          • qstrader
            • alpha_model
              • AlphaModel
            • order_sizer
              • CashBufferedOrderSizer
            • portfolio_construction_model
              • PortfolioConstructionModel
            • runner
              • QSTraderRunner
          • reserve_currency
            • ReserveCurrency
          • reverse_universe
            • DataRangeMode
            • reverse_trading_universe_from_state
          • routing
            • RoutingModel
            • RoutingState
          • run_state
            • ExceptionData
            • LatestStateVisualisation
            • RunState
          • runner
            • StrategyRunner
          • stop_loss
            • check_position_triggers
            • report_position_triggered
          • strategy_cycle_trigger
            • StrategyCycleTrigger
          • strategy_module
            • CreateTradingUniverseProtocol
            • DecideTradesProtocol
            • StrategyModuleInformation
            • parse_strategy_module
            • pregenerated_create_trading_universe
            • read_strategy_module
          • strategy_type
            • StrategyType
          • summary
            • StrategySummary
            • StrategySummaryStatistics
          • trade_pricing
            • TradePricing
            • format_fees_dollars
            • format_fees_percentage
          • trading_strategy_universe
            • Dataset
            • DefaultTradingStrategyUniverseModel
            • TradingStrategyUniverse
            • TradingStrategyUniverseModel
            • create_pair_universe_from_code
            • load_all_data
            • load_pair_data_for_single_exchange
            • load_partial_data
            • translate_token
            • translate_trading_pair
          • universe_model
            • StaticUniverseModel
            • StrategyExecutionUniverse
            • UniverseModel
            • UniverseOptions
          • valuation
            • ValuationModel
            • ValuationModelFactory
          • weighting
            • check_normalised_weights
            • clip_to_normalised
            • normalise_weights
            • weight_by_1_slash_n
            • weight_passthrouh
        • analysis
          • alpha_model_analyser
            • construct_event_timeline
            • create_alpha_model_timeline_all_assets
            • render_alpha_model_plotly_table
          • multipair
            • analyse_multipair
            • analyse_pair_trades
            • forma_multipair_summary
          • trade_analyser
            • AssetTradeHistory
            • SpotTrade
            • TimelineRowStylingMode
            • TimelineStyler
            • TradeAnalysis
            • TradePosition
            • TradeSummary
            • avg
            • build_trade_analysis
            • expand_timeline
            • expand_timeline_raw
        • visual
          • benchmark
            • visualise_all_cash
            • visualise_benchmark
            • visualise_buy_and_hold
            • visualise_portfolio_equity_curve
          • equity_curve
            • calculate_aggregate_returns
            • calculate_cumulative_return
            • calculate_equity_curve
            • calculate_returns
            • get_daily_returns
          • image_output
            • render_plotly_figure_as_image_file
          • single_pair
            • export_trade_for_dataframe
            • export_trades_as_dataframe
            • get_position_hover_text
            • visualise_positions_with_duration_and_slippage
            • visualise_single_pair
            • visualise_single_pair_positions_with_duration_and_slippage
            • visualise_trades
          • strategy_state
            • draw_single_pair_strategy_state
          • technical_indicator
            • export_plot_as_dataframe
            • overlay_all_technical_indicators
            • visualise_technical_indicator
        • backtest
          • backtest_execution
            • BacktestExecutionModel
            • fix_sell_token_amount
          • backtest_pricing
            • BacktestSimplePricingModel
            • backtest_pricing_factory
          • backtest_routing
            • BacktestRoutingIgnoredModel
            • BacktestRoutingModel
            • BacktestRoutingState
          • backtest_runner
            • BacktestSetup
            • guess_data_delay_tolerance
            • run_backtest
            • run_backtest_inline
            • setup_backtest
            • setup_backtest_for_universe
          • backtest_sync
            • BacktestSyncer
          • backtest_valuation
            • BacktestValuationModel
            • backtest_valuation_factory
          • data_preload
            • preload_data
          • simulated_wallet
            • SimulatedWallet
        • ethereum
          • eth_pricing_model
            • EthereumPricingModel
          • eth_valuation
            • EthereumPoolRevaluator
          • ethereumtrader
            • EthereumTrader
            • get_base_quote_contracts
            • get_mock_erc20_contract
          • execution
            • EthereumExecutionModel
            • approve_infinity
            • approve_tokens
            • broadcast
            • confirm_approvals
            • get_held_assets
            • get_swap_transactions
            • is_swap_function
            • prepare_swaps
            • report_failure
            • translate_to_naive_swap
            • update_confirmation_status
            • wait_trades_to_complete
          • hot_wallet_sync
            • EthereumHotWalletReserveSyncer
          • routing_data
            • RoutingData
            • create_compatible_routing
            • create_uniswap_v2_compatible_routing
            • create_uniswap_v3_compatible_routing
            • get_backtest_routing_model
            • get_pancake_default_routing_parameters
            • get_quickswap_default_routing_parameters
            • get_routing_model
            • get_trader_joe_default_routing_parameters
            • get_uniswap_v2_compatible_routing_types
            • get_uniswap_v2_default_routing_parameters
            • get_uniswap_v3_compatible_routing_types_eth
            • get_uniswap_v3_compatible_routing_types_poly
            • get_uniswap_v3_ethereum_default_routing_parameters
            • get_uniswap_v3_polygon_default_routing_parameters
            • validate_reserve_currency
          • routing_model
            • EthereumRoutingModel
          • routing_state
            • EthereumRoutingState
            • get_base_quote
            • get_base_quote_intermediary
            • get_token_for_asset
            • route_tokens
          • tx
            • TransactionBuilder
          • uniswap_v2_execution
            • UniswapV2ExecutionModel
            • get_current_price
          • uniswap_v2_execution_v0
            • UniswapV2ExecutionModelVersion0
            • UniswapV2RoutingInstructions
            • broadcast_and_resolve
            • resolve_trades
          • uniswap_v2_live_pricing
            • UniswapV2LivePricing
            • uniswap_v2_live_pricing_factory
          • uniswap_v2_routing
            • UniswapV2RoutingState
            • UniswapV2SimpleRoutingModel
            • get_uniswap_for_pair
          • uniswap_v2_valuation
            • UniswapV2PoolRevaluator
            • uniswap_v2_sell_valuation_factory
          • uniswap_v2_valuation_v0
            • UniswapV2PoolValuationMethodV0
            • uniswap_v2_sell_valuation_factory
          • uniswap_v3_execution
            • UniswapV3ExecutionModel
            • get_current_price
          • uniswap_v3_live_pricing
            • UniswapV3LivePricing
            • uniswap_v3_live_pricing_factory
          • uniswap_v3_routing
            • UniswapV3RoutingState
            • UniswapV3SimpleRoutingModel
            • get_uniswap_for_pair
          • uniswap_v3_valuation
            • UniswapV3PoolRevaluator
            • uniswap_v3_sell_valuation_factory
          • universe
            • create_exchange_universe
            • create_pair_universe
          • wallet
            • ReserveUpdateEvent
            • sync_reserves
            • update_wallet_balances
          • web3config
            • Web3Config
        • cli
          • approval
            • CLIApprovalModel
          • commands
            • app
            • check_universe
              • check_universe
            • check_wallet
              • check_wallet
            • console
              • console
              • launch_console
            • hello
              • hello
            • perform_test_trade
              • perform_test_trade
            • repair
              • repair
            • start
              • start
            • version
              • version
          • discord
            • get_discord_logging_handler
            • post_logging_discord_image
          • env
            • EnvVarDescription
            • get_available_env_vars
          • init
            • create_approval_model
            • create_metadata
            • create_state_store
            • create_trade_execution_model
            • create_web3_config
            • monkey_patch
            • prepare_cache
            • prepare_executor_id
            • validate_executor_id
          • latest_release
            • main
          • log
            • get_ring_buffer_handler
            • setup_custom_log_levels
            • setup_discord_logging
            • setup_file_logging
            • setup_in_memory_logging
            • setup_logging
            • setup_logstash_logging
            • setup_notebook_logging
            • setup_pytest_logging
          • loop
            • ExecutionLoop
          • main
          • result
            • display_backtesting_results
          • testtrade
            • make_test_trade
          • version_info
            • VersionInfo
          • watchdog
            • WatchdogMode
            • check_hung_workers
            • create_watchdog_registry
            • get_last_ping
            • get_timeout
            • get_watched_workers
            • mark_alive
            • register_worker
            • start_background_watchdog
            • suicide
        • utils
          • accuracy
            • setup_decimal_accuracy
            • sum_decimal
          • blockchain
            • get_latest_block_timestamp
          • dataclass
            • EthereumAddress
            • UTCFriendlyDataClassJsonMixin
          • format
            • calculate_percentage
          • fullname
            • get_object_full_name
          • price
            • is_legit_price_value
          • python_module_loader
            • extract_module_members
            • import_python_source_file
          • ring_buffer_logging_handler
            • ExportedRecord
            • RingBufferHandler
          • timer
            • timed_task
          • timestamp
            • convert_and_validate_timestamp
            • convert_and_validate_timestamp_as_float
            • convert_and_validate_timestamp_as_int
            • json_decode_timedelta
            • json_encode_timedelta
          • typing
          • url
            • get_url_domain
            • redact_url_password
        • webhook
          • api
            • web_home
            • web_logs
            • web_metadata
            • web_notify
            • web_ping
            • web_source
            • web_state
            • web_status
            • web_visulisation
          • app
            • Root
            • create_pyramid_app
            • forbidden_view
            • init_web_api
          • error
            • convert_to_api_error_response
            • error_tween_factory
            • exception_response
            • exception_view
          • events
            • add_cors_headers
          • server
            • WebhookServer
            • create_webhook_server
        • testing
          • backtest_trader
            • BacktestTrader
          • dummy_trader
            • DummyTestTrader
          • ethereumtrader_uniswap_v2
            • UniswapV2TestTrader
          • ethereumtrader_uniswap_v3
            • UniswapV3TestTrader
          • pairuniversetrader
            • PairUniverseTestTrader
          • simulated_execution_loop
            • set_up_simulated_execution_loop_uniswap_v2
            • set_up_simulated_execution_loop_uniswap_v3
          • simulated_trader
            • SimulatedTestTrader
          • synthetic_ethereum_data
            • generate_random_ethereum_address
          • synthetic_exchange_data
            • generate_exchange
            • generate_simple_routing_model
          • synthetic_price_data
            • generate_fixed_price_candles
            • generate_ohlcv_candles
            • load_ohlcv_parquet_file
        • monkeypatch
          • dataclasses_json
            • patch_dataclasses_json
      • Technical analysis
        • Statistics
          • entropy
          • kurtosis
          • mad
          • median
          • skew
          • stdev
          • tos_stdevall
          • variance
          • zscore
        • Overlap and moving averages
          • alma
          • dema
          • ema
          • fwma
          • hilo
          • hl2
          • hlc3
          • hma
          • hwma
          • ichimoku
          • jma
          • kama
          • linreg
          • ma
          • mcgd
          • midpoint
          • midprice
          • ohlc4
          • pwma
          • rma
          • sinwma
          • sma
          • ssf
          • supertrend
          • swma
          • t3
          • tema
          • trima
          • vidya
          • vwap
          • vwma
          • wcp
          • wma
          • zlma
        • Trend indicators
          • adx
          • amat
          • aroon
          • chop
          • cksp
          • decay
          • decreasing
          • dpo
          • increasing
          • long_run
          • psar
          • qstick
          • short_run
          • tsignals
          • ttm_trend
          • vhf
          • vortex
          • xsignals
        • Momentum indicators
          • ao
          • apo
          • bias
          • bop
          • brar
          • cci
          • cfo
          • cg
          • cmo
          • coppock
          • cti
          • dm
          • er
          • eri
          • fisher
          • inertia
          • kdj
          • kst
          • macd
          • mom
          • pgo
          • ppo
          • psl
          • pvo
          • qqe
          • roc
          • rsi
          • rsx
          • rvgi
          • slope
          • smi
          • squeeze
          • squeeze_pro
          • stc
          • stoch
          • stochrsi
          • td_seq
          • trix
          • tsi
          • uo
          • willr
        • Volatility indicators
          • aberration
          • accbands
          • atr
          • bbands
          • donchian
          • hwc
          • kc
          • massi
          • natr
          • pdist
          • rvi
          • thermo
          • true_range
          • ui
        • Volume based indicators
          • ad
          • adosc
          • aobv
          • cmf
          • efi
          • eom
          • kvo
          • mfi
          • nvi
          • obv
          • pvi
          • pvol
          • pvr
          • pvt
          • vp
        • Candle pattern indicators
          • cdl_doji
          • cdl_inside
          • cdl_pattern
          • cdl_z
          • ha
        • Market cycles
          • ebsw
        • Portfolio performance
          • drawdown
          • log_return
          • percent_return
      • Web3 Ethereum DeFi
    • Market data format details
      • Market data client
      • OHLCV Candle format
      • Tracked trading pairs and tokens
      • US dollar price conversion
      • Trading pair naming conventions
      • Internal ids
      • Token tax and deflationary tokens
      • Good trading pairs to start with
    • Troubleshooting
    • Internal development process
    • Old example strategies
      • Entropy Monkey (flip the coin)
      • Ape in (buy the latest token)
      • Double 7
      • Double 7 (advanced)
  • Running strategies
    • Architecture
    • Live trading
    • Command line application
    • Webhook server
    • Strategy types
    • Serialisation
    • Unit testing
    • Live strategy deployment
    • Repairing frozen trading positions
  • Protocol
    • Overview
    • Comparison
  • Learn algorithmic trading
    • Developing portfolio construction trading strategies
    • Conference presentations and videos
    • Books on algorithmic trading
    • Online courses on algorithmic trading
    • Tutorials on algorithmic trading
    • Papers about algorithmic trading
    • Jupyter Notebook learning material
    • Algorithmic trading frameworks for Python
    • Communities around algorithmic trading
    • Develop tools and Jupyter Notebook environments
    • Charting solutions for Python
    • Additional algorithmic trading links
  • Glossary
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Market data format details#

This documentation covers market data features your can access through Trading Strategy.

  • Market data client
  • OHLCV Candle format
  • Tracked trading pairs and tokens
  • US dollar price conversion
  • Trading pair naming conventions
  • Internal ids
  • Token tax and deflationary tokens
  • Good trading pairs to start with
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Market data client
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Web3 Ethereum DeFi

Trading Strategy is in beta and still under development. Any documentation is preliminary and not final.