OneDeltaExecution#

API documentation for tradeexecutor.ethereum.one_delta.one_delta_execution.OneDeltaExecution Python class in Trading Strategy framework.

class OneDeltaExecution[source]#

Bases: EthereumExecution

Run order execution on 1delta.

__init__(tx_builder, min_balance_threshold=Decimal('0.5'), confirmation_block_count=6, confirmation_timeout=datetime.timedelta(seconds=300), max_slippage=0.01, stop_on_execution_failure=True, swap_gas_fee_limit=2000000, mainnet_fork=False)[source]#
Parameters:

  • tx_builder (TransactionBuilder) – Hot wallet instance used for this execution

  • min_balance_threshold – Abort execution if our hot wallet gas fee balance drops below this

  • confirmation_block_count – How many blocks to wait for the receipt confirmations to mitigate unstable chain tip issues

  • confirmation_timeout – How long we wait transactions to clear

  • stop_on_execution_failure – Raise an exception if any of the trades fail top execute

  • max_slippage (float) – Max slippage tolerance per trade. 0.01 is 1%.

Methods

__init__(tx_builder[, ...])

param tx_builder:

broadcast_and_resolve_multiple_nodes(...[, ...])

Do the live trade execution using multiple nodes.

broadcast_and_resolve_old(state, trades, ...)

Do the live trade execution.

create_default_routing_model(strategy_universe)

Get the default routing model for this executor.

execute_trades(ts, state, trades, ...[, ...])

Execute the trades determined by the algo on a designed Uniswap v2 instance.

get_balance_address()

Get the address where the strat holds tokens.

get_routing_state_details()

Get needed details to establish a routing state.

get_safe_latest_block()

Fix the block number for all checks and actions.

initialize()

Set up the wallet

is_live_trading()

is_stop_loss_supported()

Do we support stop-loss/take profit functionality with this execution model?

pre_execute_assertions(ts, routing_model, ...)

preflight_check()

Check that we can connect to the web3 node

repair_unconfirmed_trades(state)

Repair unconfirmed trades.

resolve_trades(ts, routing_model, state, ...)

Resolve trade outcome.

update_confirmation_status(ts, tx_map, receipts)

First update the state of all transactions, as we now have receipt for them.

Attributes

chain_id

Which chain the live execution is connected to.

web3

__init__(tx_builder, min_balance_threshold=Decimal('0.5'), confirmation_block_count=6, confirmation_timeout=datetime.timedelta(seconds=300), max_slippage=0.01, stop_on_execution_failure=True, swap_gas_fee_limit=2000000, mainnet_fork=False)[source]#
Parameters:

  • tx_builder (TransactionBuilder) – Hot wallet instance used for this execution

  • min_balance_threshold – Abort execution if our hot wallet gas fee balance drops below this

  • confirmation_block_count – How many blocks to wait for the receipt confirmations to mitigate unstable chain tip issues

  • confirmation_timeout – How long we wait transactions to clear

  • stop_on_execution_failure – Raise an exception if any of the trades fail top execute

  • max_slippage (float) – Max slippage tolerance per trade. 0.01 is 1%.