get_liquidity_today

API documentation for tradingstrategy.utils.liquidity_filter.get_liquidity_today Python function.

get_liquidity_today(liquidity_df, pair_id, delay=Timedelta('30 days 00:00:00'))

Get the current liquidity of a trading pair

Parameters:

• delay –

  Look back X days.

  To avoid indexer delays.

• liquidity_df (DataFrameGroupBy) –

Returns:

US dollars

Return type:

float