OneDeltaLivePricing#

API documentation for tradeexecutor.ethereum.one_delta.one_delta_live_pricing.OneDeltaLivePricing Python class in Trading Strategy framework.

class OneDeltaLivePricing[source]#

Bases: EthereumPricingModel

1delta live pricing.

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'), epsilon=0.001)[source]#

Parameters:

Methods

`__init__`(web3, pair_universe, routing_model)
`check_supported_quote_token`(pair)
`get_buy_price`(ts, pair, reserve)	Get live price on Uniswap.
`get_mid_price`(ts, pair)	Get the mid price from Uniswap pool.
`get_pair_fee`(ts, pair)	Estimate the trading/LP fees for a trading pair.
`get_pair_for_id`(internal_id)	Look up a trading pair.
`get_quote_token_tvl`(timestamp, pair)	Get the raw TVL of a trading pair.
`get_sell_price`(ts, pair, quantity)	Get live price on Uniswap.
`get_uniswap`(target_pair)	Helper function to speed up Uniswap v2 or v3 deployment resolution.
`get_usd_tvl`(timestamp, pair)	Get the TVL of a trading pair.
`quantize_base_quantity`(pair, quantity[, ...])	Convert any base token quantity to the native token units by its ERC-20 decimals.
`set_trading_fee_override`(trading_fee_override)	Set the trading fee override.
`validate_mid_price_for_buy`(lp_fee, price, ...)	Validate the mid price calculation for a buy trade.
`validate_mid_price_for_sell`(lp_fee, ...)	Validate the mid price calculation for a sell trade.

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'), epsilon=0.001)[source]#

Parameters:

get_uniswap(target_pair)[source]#

Helper function to speed up Uniswap v2 or v3 deployment resolution.

get_sell_price(ts, pair, quantity)[source]#

Get live price on Uniswap.

Parameters:

Return type:

TradePricing

get_buy_price(ts, pair, reserve)[source]#

Get live price on Uniswap.

Parameters:

reserve (Optional[Decimal]) – The buy size in quote token e.g. in dollars
ts (datetime) –
pair (TradingPairIdentifier) –

Returns:

Price for one reserve unit e.g. a dollar

Return type:

TradePricing