EthereumBacktestPairConfigurator

API documentation for tradeexecutor.backtest.backtest_generic_router.EthereumBacktestPairConfigurator Python class in Trading Strategy framework.

class EthereumBacktestPairConfigurator

Bases: PairConfigurator

Set up routes for EVM trading pairs in backtesting.

See tradeexecutor.ethereum.ethereum_protocol_adapter.EthereumPairConfigurator for live trading implementation.

All routes

Supported protocols

• 1delta

• Uniswap v2 likes

• Uniswap v3 likes

__init__(strategy_universe, data_delay_tolerance=Timedelta('2 days 00:00:00'))

Initialise pair configuration.

Parameters:

strategy_universe (TradingStrategyUniverse) –

The initial strategy universe.

TODO: Currently only reserve currency, exchange and pair data is used. Candle data is discarded.

Methods

__init__(strategy_universe[, ...])	Initialise pair configuration.
create_config(routing_id)	Create a protocol configuraiton
get_config(router)	Get cached config for a specific protocol.
get_pricing(pair)	Get pricing model for a pair.
get_routing(pair)	Get routing model for a pair.
get_supported_routers()	Create supported routing options based on the loaded trading universe.
get_valuation(pair)	Get valuation model for a pair.
match_router(pair)	Map a trading pair to a supported protocol.

Attributes

get_supported_routers()

Create supported routing options based on the loaded trading universe.

Returns:

List of protocols we can handle in this trading universe

Return type:

Set[ProtocolRoutingId]

create_config(routing_id)

Create a protocol configuraiton

• Initialise pricing, valuation and router models for a particular protocol

• Called only once per process life cycle, created models are cached

Parameters:

routing_id (ProtocolRoutingId) – The protocol we are initialising

match_router(pair)

Map a trading pair to a supported protocol.

Parameters:

pair (TradingPairIdentifier) –

The trading pair.

For spot, return uniswap-v2 or uniswap-v3 routing id.

For leverage, return 1delta routing id.

Raises:

UnroutableTrade – In the case we do not have exchange data loaded in the trading universe to route the pair.

Return type:

ProtocolRoutingId