liquidity

API documentation for tradingstrategy.liquidity Python module in Trading Strategy.

Module description

Liquidity data feed manipulation.

For more information about liquidity in automatic market making pools see AMM and XY liquidity model.

Classes

GroupedLiquidityUniverse	A universe where each trading pair has its own liquidity data feed.
LiquidityResult	Server-reply for live queried liquidity data.
ResampledLiquidityUniverse	Backtesting performance optimised version of liquidity universe.
XYLiquidity	Data structure that presents TVL/liquidity status in a DEX pool.