API documentation for tradeexecutor.strategy.asset.get_relevant_assets Python function.

get_relevant_assets(pair_universe, reserve_assets, state)[source]#

Get list of tokens that are relevant for the straegy.

We need to know the list of tokens we need to scan for the strategy to do the accounting checks.

A token is relevant if it

  • Can be used in a trading position

  • Can be used as a reserve currency

For open-ended trading universes we only consider trading pairs that have been traded at least once.


A list of tokens of which balances we need to check when doing accounting

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