filter_for_derivatives#

API documentation for tradingstrategy.utils.token_filter.filter_for_derivatives Python function.

filter_for_derivatives(pairs, derivatives=False)[source]#

Detect derivative token.

  • These tokens do not present underlying trading pair, but derive their value from some other token e.g. stETH in stETH/ETH

  • They behave as stable/stable pairs

Parameters:

  • derivatives – Set false to exclude derivative token, True to have only them.

  • pairs (DataFrame) –

Return type:

DataFrame