liquidity_filter#

API documentation for tradingstrategy.utils.liquidity_filter Python module in Trading Strategy.

Module description#

Filtering Uniswap trading pairs for liquidity.

Used to build a trading pair universe with tradeable pairs of enough liquidity, no survivorship bias
See build_liquidity_summary() for usage

`build_liquidity_summary`(liquidity_df, pair_ids)	Build a liquidity status of the trading pairs
`get_liquidity_today`(liquidity_df, pair_id[, ...])	Get the current liquidity of a trading pair
`get_somewhat_realistic_max_liquidity`(...[, ...])	Get the max liquidity of a trading pair over its history.
`get_top_liquidity_pairs_by_base_token`(...)	Get the top liquidity for pairs.