AaveV3RoutingState

API documentation for tradeexecutor.ethereum.aave_v3.aave_v3_routing.AaveV3RoutingState Python class in Trading Strategy framework.

class AaveV3RoutingState

Bases: EthereumRoutingState

__init__(pair_universe, tx_builder=None, swap_gas_limit=None, approve_gas_limit=None)

Parameters:

• pair_universe (PandasPairUniverse) – Pairs we trade

• tx_builder (Optional[HotWalletTransactionBuilder]) –

  For creating trade transactions.

  Can be set to None on DummyExecutionModel.

• web3 –

  Use for routing smart contract reads.

  Given when tx_builder is not present.

• swap_gas_limit – What is the max gas we are willing to pay for a swap.

Methods

__init__(pair_universe[, tx_builder, ...])	param pair_universe:
adjust_spend(asset, required_amount[, ...])	Check that our on-chain balances have enough tokens to cover the trade.
check_has_enough_tokens(erc_20, amount)	Check we have enough buy side tokens to do a trade.
create_signed_transaction(contract, ...[, notes])
ensure_multiple_tokens_approved(*, ...)	Make sure we have ERC-20 approve() for the 1delta
ensure_token_approved(token_address, ...[, ...])	Make sure we have ERC-20 approve() for the trade
get_aave_v3_deployment(address_map)
get_uniswap_for_pair(address_map, target_pair)	Get a router for a trading pair.
is_approved_on_chain(token_address, ...)
is_route_approved(router_address)
lend_on_aave_v3(*, aave_v3_deployment, ...)
mark_router_approved(token_address, ...)
trade_on_router_three_way(uniswap, ...[, ...])	Not used for now
trade_on_router_two_way(uniswap, ...[, ...])	Not used for now
validate_exchange(target_pair, intermediary_pair)	Check routing happens on the same exchange
validate_pairs(target_pair, intermediary_pair)	Check we can chain two pairs

Attributes

__init__(pair_universe, tx_builder=None, swap_gas_limit=None, approve_gas_limit=None)

Parameters:

• pair_universe (PandasPairUniverse) – Pairs we trade

• tx_builder (Optional[HotWalletTransactionBuilder]) –

  For creating trade transactions.

  Can be set to None on DummyExecutionModel.

• web3 –

  Use for routing smart contract reads.

  Given when tx_builder is not present.

• swap_gas_limit – What is the max gas we are willing to pay for a swap.

get_uniswap_for_pair(address_map, target_pair)

Get a router for a trading pair.

Parameters:

• address_map (dict) –

• target_pair (TradingPairIdentifier) –

Return type:

UniswapV3Deployment

trade_on_router_two_way(uniswap, target_pair, reserve_asset, reserve_amount, max_slippage, check_balances, asset_deltas=None, notes='', one_delta=None)

Not used for now

Parameters:

• uniswap (UniswapV3Deployment) –

• target_pair (TradingPairIdentifier) –

• reserve_asset (AssetIdentifier) –

• reserve_amount (int) –

• max_slippage (float) –

• check_balances (False) –

• asset_deltas (Optional[List[AssetDelta]]) –

• one_delta (eth_defi.one_delta.deployment.OneDeltaDeployment | None) –

trade_on_router_three_way(uniswap, target_pair, intermediary_pair, reserve_asset, reserve_amount, max_slippage, check_balances, asset_deltas=None, notes='', one_delta=None)

Not used for now

Parameters:

• uniswap (UniswapV3Deployment) –

• target_pair (TradingPairIdentifier) –

• intermediary_pair (TradingPairIdentifier) –

• reserve_asset (AssetIdentifier) –

• reserve_amount (int) –

• max_slippage (float) –

• check_balances (False) –

• asset_deltas (Optional[List[AssetDelta]]) –

• one_delta (eth_defi.one_delta.deployment.OneDeltaDeployment | None) –

ensure_multiple_tokens_approved(*, aave_v3_deployment, collateral_token_address, atoken_address)

Make sure we have ERC-20 approve() for the 1delta

• Infinite approval on-chain

• …or previous approval in this state,

Parameters:

• token_address –

• aave_v3_deployment (AaveV3Deployment) –

• collateral_token_address (str) –

• atoken_address (str) –

Returns:

Create 0 or 1 transactions if needs to be approved

Return type:

list[tradeexecutor.state.blockhain_transaction.BlockchainTransaction]