Source code for tradingstrategy.trade
"""Individual DEX trade data."""
from dataclasses import dataclass
[docs]@dataclass
class Trade:
"""Individual trade.
Describe the data structure used for individual trades in DEX trades dataset.
- Dataset contains all supported DEX trade across supported blockchains
- Based on emitted Solidity events
- Data can be cross-referenced to blockchain transactions and log indexed
- Trades are Swaps for Uniswap
- Dataset focuses on executed price, for market price feed
see candle datasets
- Trading pairs are normalised to base token - quote token
human-readable format, as opposite to raw Uniswap token pairs
- The approximate best effort USD exchange rate is included,
when available, to calculate US dollar measured impact of trades
- Dataset is sorted for the best file compression - trades
are not guaranteed to be ordered by time
"""