TradeRouting#

API documentation for tradeexecutor.strategy.default_routing_options.TradeRouting Python class in Trading Strategy framework.

class TradeRouting[source]#

Bases: Enum

What trade routing should the strategy use.

These values can be given to trade_routing variable in a strategy.
Thus option hides the complexity of the actual routing logic form an average developer.

See also tradeexecutor.ethereum.routing_data for actual routing data implementation.

__init__(*args, **kwds)#

Methods

`is_uniswap_v2`()	Do we need Uniswap v2 routing model
`is_uniswap_v3`()	Do we need Uniswap v3 routing model
`is_one_delta`()	Do we need 1delta routing model

Attributes

`pancakeswap_busd`	Two or three-legged trades on PancakeSwap.
`pancakeswap_usdc`	Two or three-legged trades on PancakeSwap.
`pancakeswap_usdt`	Two or three legged trades on Pancake on BSC
`quickswap_usdc`	Two or three legged trades on Quickswap on Polygon
`quickswap_usdt`	Two or three legged trades on Quickswap on Polygon
`quickswap_dai`	Two or three legged trades on Quickswap on Polygon
`trader_joe_usdc`	Two or three legged trades on Trader Joe on Avalanche
`trader_joe_usdt`	Two or three legged trades on Trader Joe on Avalanche
`sushi_usdc`	Two or three legged trades on Sushiswap on Ethereum mainnet
`sushi_usdt`	Two or three legged trades on Sushiswap on Ethereum mainnet
`uniswap_v2_usdc`	Two or three legged trades on Uniswap v2 on Ethereum mainnet
`uniswap_v2_usdt`	Two or three legged trades on Uniswap V2 on Ethereum
`uniswap_v2_dai`	Two or three legged trades on Uniswap V2 on Ethereum
`uniswap_v3_usdc`	Two or three legged trades on Uniswap v3 on Ethereum mainnet
`uniswap_v3_usdt`	Two or three legged trades on Uniswap v3 on Ethereum mainnet
`uniswap_v3_dai`	Two or three legged trades on Uniswap v3 on Ethereum mainnet
`uniswap_v3_busd`	Two or three legged trades on Uniswap v3 on Ethereum mainnet
`uniswap_v3_usdc_poly`	Two or three legged trades on Uniswap v3 on Polygon mainnet
`uniswap_v3_usdt_poly`	Two or three legged trades on Uniswap v3 on Polygon mainnet
`uniswap_v3_usdc_arbitrum_bridged`	Two or three legged trades on Uniswap v3 on Arbitrum mainnet
`uniswap_v3_usdc_arbitrum_native`	Two or three legged trades on Uniswap v3 on Arbitrum mainnet
`uniswap_v3_usdt_arbitrum`	Two or three legged trades on Uniswap v3 on Arbitrum mainnet
`one_delta_polygon_usdc`	Two legged trades on 1delta on Polygon mainnet
`user_supplied_routing_model`	Use user supplied routing model
`ignore`	Backtesting only
`default`	Use any generic USDC routing

pancakeswap_busd = 'pancakeswap_busd'#

Two or three-legged trades on PancakeSwap.

Open positions with BUSD quote token.
Open positions with WBNB quote token.

pancakeswap_usdc = 'pancakeswap_usdc'#

Two or three-legged trades on PancakeSwap.

Open positions with USDC quote token.
Open positions with WBNB quote token.

pancakeswap_usdt = 'pancakeswap_usdt'#

Two or three legged trades on Pancake on BSC

Open positions with USDT quote token.
Open positions with WBNB quote token.

quickswap_usdc = 'quickswap_usdc'#

Two or three legged trades on Quickswap on Polygon

Open positions with USDC quote token.
Open positions with WMATIC quote token.

quickswap_usdt = 'quickswap_usdt'#

Two or three legged trades on Quickswap on Polygon

Open positions with USDT quote token.
Open positions with WMATIC quote token.

quickswap_dai = 'quickswap_dai'#

Two or three legged trades on Quickswap on Polygon

Open positions with DAI quote token.
Open positions with USDC quote token.

trader_joe_usdc = 'trader_joe_usdc'#

Two or three legged trades on Trader Joe on Avalanche

Open positions with USDC quote token.
Open positions with WAVAX quote token.

trader_joe_usdt = 'trader_joe_usdt'#

Two or three legged trades on Trader Joe on Avalanche

Open positions with USDT quote token.
Open positions with WAVAX quote token.

sushi_usdc = 'sushi_usdc'#

Two or three legged trades on Sushiswap on Ethereum mainnet

Open positions with USDC quote token.
Open positions with WETH quote token.

sushi_usdt = 'sushi_usdt'#

Two or three legged trades on Sushiswap on Ethereum mainnet

Open positions with USDT quote token.
Open positions with WETH quote token.

uniswap_v2_usdc = 'uniswap_v2_usdc'#

Two or three legged trades on Uniswap v2 on Ethereum mainnet

Open positions with USDC quote token.
Open positions with WETH quote token.

uniswap_v2_usdt = 'uniswap_v2_usdt'#

Two or three legged trades on Uniswap V2 on Ethereum

Open positions with USDT quote token.
Open positions with WETH quote token.

uniswap_v2_dai = 'uniswap_v2_dai'#

Two or three legged trades on Uniswap V2 on Ethereum

Open positions with DAI quote token.
Open positions with WETH quote token.

uniswap_v3_usdc = 'uniswap_v3_usdc'#

Two or three legged trades on Uniswap v3 on Ethereum mainnet

Open positions with USDC quote token.
Open positions with WETH quote token.

uniswap_v3_usdt = 'uniswap_v3_usdt'#

Two or three legged trades on Uniswap v3 on Ethereum mainnet

Open positions with USDT quote token.
Open positions with WETH quote token.

uniswap_v3_dai = 'uniswap_v3_dai'#

Two or three legged trades on Uniswap v3 on Ethereum mainnet

Open positions with DAI quote token.
Open positions with WETH quote token.

uniswap_v3_busd = 'uniswap_v3_busd'#

Two or three legged trades on Uniswap v3 on Ethereum mainnet

Open positions with BUSD quote token.
Open positions with USDC quote token.
Open positions with USDT quote token.
Open positions with DAI quote token.

uniswap_v3_usdc_poly = 'uniswap_v3_usdc_poly'#

Two or three legged trades on Uniswap v3 on Polygon mainnet

Open positions with USDC quote token.
Open positions with WETH quote token.

uniswap_v3_usdt_poly = 'uniswap_v3_usdt_poly'#

Two or three legged trades on Uniswap v3 on Polygon mainnet

Open positions with USDT quote token.
Open positions with WETH quote token.
Open positions with USDC quote token.

uniswap_v3_usdc_arbitrum_bridged = 'uniswap_v3_usdc_arbitrum_bridged'#

Two or three legged trades on Uniswap v3 on Arbitrum mainnet

See two flavours of USDC on Arbitrum https://arbitrumfoundation.medium.com/usdc-to-come-natively-to-arbitrum-f751a30e3d83
Two swap between USDC.e/USDC
This USDC is 0xff970a61a04b1ca14834a43f5de4533ebddb5cc8
Open positions with USDC quote token.

uniswap_v3_usdc_arbitrum_native = 'uniswap_v3_usdc_arbitrum_native'#

Two or three legged trades on Uniswap v3 on Arbitrum mainnet

See two flavours of USDC on Arbitrum https://arbitrumfoundation.medium.com/usdc-to-come-natively-to-arbitrum-f751a30e3d83
Two swap between USDC.e/USDC
This USDC is 0xaf88d065e77c8cC2239327C5EDb3A432268e5831
Open positions with USDC quote token.

uniswap_v3_usdt_arbitrum = 'uniswap_v3_usdt_arbitrum'#

Two or three legged trades on Uniswap v3 on Arbitrum mainnet

Open positions with USDT quote token.
Open positions with WETH quote token.

one_delta_polygon_usdc = 'one_delta_polygon_usdc'#

Two legged trades on 1delta on Polygon mainnet

Open positions with USDC quote token.

user_supplied_routing_model = 'user_supplied_routing_model'#

Use user supplied routing model

The routing table is constructed by the developer in the Python code.

Mostly useful for unit testing.

ignore = 'ignore'#

Backtesting only

The order routing is ignored. We use backtest estimations for trading fees and assume all pairs are tradeable.

default = 'default'#

Use any generic USDC routing

Support Uniswap v2, Uniswap v3, Aave and 1delta based on the default configurations
Use USDC as a reserve currency

is_uniswap_v2()[source]#

Do we need Uniswap v2 routing model

Return type:: bool

is_uniswap_v3()[source]#

Do we need Uniswap v3 routing model

Return type:: bool

is_one_delta()[source]#

Do we need 1delta routing model

Return type:: bool