liquidity#

tradingstrategy.liquidity Python module in Trading Strategy framework.

Module description#

Liquidity data feed manipulation.

For more information about liquidity in automatic market making pools see AMM and XY liquidity model.

Classes#

GroupedLiquidityUniverse

A universe where each trading pair has its own liquidity data feed.

LiquidityResult

Server-reply for live queried liquidity data.

ResampledLiquidityUniverse

Backtesting performance optimised version of liquidity universe.

XYLiquidity

Data structure that presents liquidity status in bonding curve pool.