filter_for_quote_tokens#
API documentation for tradingstrategy.utils.token_filter.filter_for_quote_tokens Python function.
- filter_for_quote_tokens(pairs, quote_token_addresses)[source]#
Filter dataset so that it only contains data for the trading pairs that have a certain quote tokens.
Useful as a preprocess step for creating
tradingstrategy.candle.GroupedCandleUniverse
ortradingstrategy.liquidity.GroupedLiquidityUniverse
.You might, for example, want to construct a trading universe where you have only BUSD pairs.
Example:
exchange_universe = client.fetch_exchange_universe() quote_tokens = { "0x2791bca1f2de4661ed88a30c99a7a9449aa84174", # USDC polygon "0xc2132d05d31c914a87c6611c10748aeb04b58e8f", # USDT polygon } pairs_df = client.fetch_pair_universe().to_pandas() # Find out all volatile pairs traded against USDC and USDT on Polygon pairs_df = filter_for_chain(pairs_df, ChainId.polygon) pairs_df = filter_for_stablecoins(pairs_df, StablecoinFilteringMode.only_volatile_pairs) pairs_df = filter_for_quote_tokens(pairs_df, quote_tokens) pairs_df = filter_for_quote_tokens(pairs_df, lending_reserves.get_asset_addresses()) pair_universe = PandasPairUniverse(pairs_df, exchange_universe=exchange_universe)