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Trading Strategy documentation
  • Documention home
  • Getting started
  • Overview
    • About Trading Strategy
    • Supported markets and venues
    • Accessing market data
    • Tooling
    • Oracles
    • Wrapped tokens
  • Developing strategies
    • Setting up development environment
      • Visual Studio Code Dev Container for Jupyter Notebooks
      • Docker development image
      • Binder development
      • Local Python installation
      • Google Colab
    • Code examples
      • Getting started coding tutorial
      • Drawing DEX prices using OHLCV candle charts
      • Interactive charts
      • Technical analysis
      • Exploring trading pairs
      • Finding low fee trading pairs
      • Preface
      • Liquidity analysis
      • Price impact estimation
      • Query pool liquidity on a decentralised exchange
      • Dataset download
      • Charts and diagrams (old)
      • Aave v3 candles
      • Loading exchange, pair, and candlestick data for Uniswap V3
      • Streaming JSONL data
    • Strategy examples
      • Running the strategy backtests and examples
      • EMA crossover strategy
      • EMA cross over strategy with stop loss
      • Exploring the Power of Detached Technical Indicators
      • Portfolio construction model trading strategy example
      • Portfolio construction model example 2 (Trader Joe)
      • TradingView’s PineScript strategy conversion example
      • Grid search example
      • Synthetic data backtesting example
      • Synthetic data w/stop loss backtesting example
      • Backtesting fee analysis
      • Examining live trading strategy using notebook
      • Debugging live strategy
      • Osmosis ATOM-OSMO mean reversion strategy
      • Backtest template
      • Momentum Crossover Strategy
      • Osmosis synthetic data backtesting example
      • Examine live strategy 2
      • Tags overview
        • advanced (4)
          • Grid search example
          • Momentum Crossover Strategy
          • Portfolio construction model trading strategy example
          • Portfolio construction model example 2 (Trader Joe)
        • alpha-model (2)
          • Portfolio construction model trading strategy example
          • Portfolio construction model example 2 (Trader Joe)
        • bollinger-bands (2)
          • TradingView’s PineScript strategy conversion example
          • Grid search example
        • dark-theme (1)
          • Osmosis ATOM-OSMO mean reversion strategy
        • debugging (1)
          • Debugging live strategy
        • ema (8)
          • Osmosis synthetic data backtesting example
          • Momentum Crossover Strategy
          • Osmosis ATOM-OSMO mean reversion strategy
          • Exploring the Power of Detached Technical Indicators
          • EMA cross over strategy with stop loss
          • EMA crossover strategy
          • Synthetic data w/stop loss backtesting example
          • Synthetic data backtesting example
        • fee-analysis (1)
          • Backtesting fee analysis
        • get-started (4)
          • TradingView’s PineScript strategy conversion example
          • Exploring the Power of Detached Technical Indicators
          • EMA cross over strategy with stop loss
          • EMA crossover strategy
        • grid-search (1)
          • Grid search example
        • live-strategy (3)
          • Debugging live strategy
          • Examining live trading strategy using notebook
          • Examine live strategy 2
        • mean-reversion (2)
          • TradingView’s PineScript strategy conversion example
          • Grid search example
        • momentum (2)
          • Momentum Crossover Strategy
          • Portfolio construction model trading strategy example
        • multipair (2)
          • Portfolio construction model trading strategy example
          • Portfolio construction model example 2 (Trader Joe)
        • old (1)
          • Backtest template
        • rsi (3)
          • TradingView’s PineScript strategy conversion example
          • Grid search example
          • Momentum Crossover Strategy
        • sma (1)
          • Portfolio construction model example 2 (Trader Joe)
        • stop-loss (7)
          • TradingView’s PineScript strategy conversion example
          • Grid search example
          • Momentum Crossover Strategy
          • Exploring the Power of Detached Technical Indicators
          • EMA cross over strategy with stop loss
          • Synthetic data w/stop loss backtesting example
          • Portfolio construction model example 2 (Trader Joe)
        • synthetic-data (5)
          • Backtesting fee analysis
          • Osmosis synthetic data backtesting example
          • Osmosis ATOM-OSMO mean reversion strategy
          • Synthetic data w/stop loss backtesting example
          • Synthetic data backtesting example
        • template (1)
          • Backtest template
        • trend-analysis (8)
          • Osmosis synthetic data backtesting example
          • Osmosis ATOM-OSMO mean reversion strategy
          • Exploring the Power of Detached Technical Indicators
          • EMA cross over strategy with stop loss
          • EMA crossover strategy
          • Synthetic data w/stop loss backtesting example
          • Synthetic data backtesting example
          • Portfolio construction model example 2 (Trader Joe)
    • API documentation
      • Market data client
        • client
          • BaseClient
          • Client
        • chain
          • ChainId
        • exchange
          • Exchange
          • ExchangeType
          • ExchangeUniverse
        • pair
          • DEXPair
          • LegacyPairUniverse
          • PandasPairUniverse
          • StablecoinFilteringMode
          • filter_for_exchanges
          • filter_for_quote_tokens
          • filter_for_stablecoins
          • generate_address_columns
          • resolve_pairs_based_on_ticker
        • candle
          • Candle
          • CandleResult
          • GroupedCandleUniverse
          • TradingPairDataAvailability
          • is_candle_green
          • is_candle_red
        • liquidity
          • GroupedLiquidityUniverse
          • LiquidityResult
          • ResampledLiquidityUniverse
          • XYLiquidity
        • timebucket
          • TimeBucket
        • token
          • Token
        • reader
          • read_parquet
        • priceimpact
          • HistoricalXYPriceImpactCalculator
          • LiquiditySampleMeasure
          • PriceImpact
          • estimate_xyk_price_impact
        • stablecoin
          • is_stablecoin_like
        • types
        • utils
          • columnar
            • iterate_columnar_dicts
          • format
            • format_duration_days_hours_mins
            • format_percent
            • format_percent_2_decimals
            • format_price
            • format_value
          • forward_fill
            • forward_fill
          • groupeduniverse
            • PairGroupedUniverse
            • filter_bad_wicks
            • filter_for_pairs
            • filter_for_single_pair
            • fix_bad_wicks
            • resample_candles
          • jupyter
            • JupyterOutputMode
            • display_with_styles
            • get_notebook_output_mode
            • is_pyodide
          • schema
            • append_to_columnar_work_buffer
            • create_columnar_work_buffer
            • create_pyarrow_schema_for_dataclass
            • map_field_to_arrpw
            • unmappable
          • time
            • assert_compatible_timestamp
            • is_compatible_timestamp
            • to_int_unix_timestamp
        • transport
          • base
            • BaseTransport
          • cache
            • CachedHTTPTransport
          • data_trigger
            • wait_for_data
          • jsonl
            • load_candles_jsonl
            • load_trading_strategy_like_jsonl_data
          • pyodide
        • charting
          • candle_chart
            • VolumeBarMode
            • create_label
            • make_candle_labels
            • validate_ohclv_dataframe
            • validate_plot_info
            • visualise_ohlcv
        • testing
          • mock_client
            • MockClient
          • uniswap_v2_mock_client
            • UniswapV2MockClient
        • direct_feed
          • candle_feed
            • CandleFeed
            • prepare_raw_candle_data
          • conversion
            • CurrencyConversion
            • convert_to_float
          • dash
          • direct_feed_pair
          • ohlcv_aggregate
            • OHLCVCandle
            • get_feed_for_pair
            • resample_trades_into_ohlcv
            • truncate_ohlcv
          • store
            • DirectFeedStore
          • synthetic_feed
            • SyntheticTradeFeed
          • timeframe
            • Timeframe
          • trade_feed
            • SaveHook
            • Trade
            • TradeDelta
            • TradeFeed
          • trade_store
            • ParquetFileStore
            • TradeFeedStore
          • uniswap_v2
            • SwapKind
            • UniswapV2TradeFeed
            • calculate_reserve_price_in_quote_token_decimal
            • decode_swap
            • decode_sync
          • warn
            • disable_pandas_warnings
      • Trade execution engine
        • state
          • balance_update
            • BalanceUpdate
            • BalanceUpdateCause
            • BalanceUpdatePositionType
          • blockhain_transaction
            • BlockchainTransaction
            • BlockchainTransactionType
            • JSONAssetDelta
            • solidity_arg_encoder
          • freeze
            • freeze_position_on_failed_trade
          • generic_position
            • GenericPosition
          • identifier
            • AssetIdentifier
            • TradingPairIdentifier
          • metadata
            • EnzymeSmartContracts
            • Metadata
            • OnChainData
          • pickle_over_json
            • decode_pickle_over_json
            • encode_pickle_over_json
          • portfolio
            • Portfolio
          • position
            • PositionType
            • TradingPosition
            • TriggerPriceUpdate
          • repair
            • RepairResult
            • find_trades_to_be_repaired
            • make_counter_trade
            • reconfirm_trade
            • repair_trade
            • repair_trades
            • unfreeze_position
          • reserve
            • ReservePosition
          • revaluation
            • RevalueEvent
          • state
            • BacktestData
            • State
          • statistics
            • FinalPositionStatistics
            • PortfolioStatistics
            • PositionStatistics
            • Statistics
            • calculate_naive_profitability
          • store
            • JSONFileStore
            • NoneStore
            • StateStore
            • StateStoreModel
          • sync
            • Accounting
            • BalanceEventRef
            • Deployment
            • Sync
            • Treasury
          • trade
            • TradeExecution
            • TradeStatus
            • TradeType
          • types
          • uptime
            • Uptime
          • validator
            • validate_nested_state_dict
            • validate_state_serialisation
            • validate_state_value
            • walk
          • visualisation
            • Plot
            • PlotKind
            • PlotShape
            • RecordingTime
            • Visualisation
        • strategy
          • account_correction
            • AccountingBalanceCheck
            • AccountingCorrectionCause
            • apply_accounting_correction
            • calculate_account_corrections
            • check_accounts
            • correct_accounts
            • transfer_away_assets_without_position
          • alpha_model
            • AlphaModel
            • TradingPairSignal
          • approval
            • ApprovalModel
            • ApprovalType
            • UncheckedApprovalModel
          • asset
            • get_relevant_assets
            • map_onchain_asset_to_position
          • bootstrap
            • bootstrap_strategy
            • import_strategy_file
            • make_factory_from_strategy_mod
          • cycle
            • CycleDuration
            • round_datetime_down
            • round_datetime_up
            • snap_to_next_tick
            • snap_to_previous_tick
          • default_routing_options
            • TradeRouting
          • description
            • StrategyExecutionDescription
          • dummy
            • DummyExecutionModel
          • execution_context
            • ExecutionContext
            • ExecutionMode
          • execution_model
            • AssetManagementMode
            • ExecutionModel
            • RoutingStateDetails
          • factory
            • StrategyFactory
          • output
            • format_position
            • format_trade
            • output_positions
            • output_trades
          • pandas_trader
            • decision_trigger
              • UpdatedUniverseResult
              • fetch_availability
              • fetch_data
              • update_universe
              • validate_latest_candles
              • wait_for_universe_data_availability_jsonl
            • position_manager
              • PositionManager
            • rebalance
              • get_existing_portfolio_weights
              • get_weight_diffs
              • rebalance_portfolio_old
            • runner
              • PandasTraderRunner
            • trade_decision
              • TradeDecider
          • pricing_model
            • PricingModel
          • qstrader
            • alpha_model
              • AlphaModel
            • order_sizer
              • CashBufferedOrderSizer
            • portfolio_construction_model
              • PortfolioConstructionModel
            • runner
              • QSTraderRunner
          • reserve_currency
            • ReserveCurrency
          • reverse_universe
            • DataRangeMode
            • reverse_trading_universe_from_state
          • routing
            • RoutingModel
            • RoutingState
          • run_state
            • ExceptionData
            • LatestStateVisualisation
            • RunState
          • runner
            • StrategyRunner
          • stop_loss
            • check_position_triggers
            • report_position_triggered
          • strategy_cycle_trigger
            • StrategyCycleTrigger
          • strategy_module
            • CreateTradingUniverseProtocol
            • DecideTradesProtocol
            • StrategyModuleInformation
            • parse_strategy_module
            • pregenerated_create_trading_universe
            • read_strategy_module
          • strategy_type
            • StrategyType
          • summary
            • KeyMetric
            • KeyMetricCalculationMethod
            • KeyMetricKind
            • KeyMetricSource
            • StrategySummary
            • StrategySummaryStatistics
          • sync_model
            • DummySyncModel
            • OnChainBalance
            • SyncModel
          • trade_pricing
            • TradePricing
            • format_fees_dollars
            • format_fees_percentage
          • trading_strategy_universe
            • Dataset
            • DefaultTradingStrategyUniverseModel
            • TradingStrategyUniverse
            • TradingStrategyUniverseModel
            • create_pair_universe_from_code
            • load_all_data
            • load_pair_data_for_single_exchange
            • load_partial_data
            • translate_token
            • translate_trading_pair
          • universe_model
            • StaticUniverseModel
            • StrategyExecutionUniverse
            • UniverseModel
            • UniverseOptions
          • valuation
            • ValuationModel
            • ValuationModelFactory
          • weighting
            • check_normalised_weights
            • clip_to_normalised
            • normalise_weights
            • weight_by_1_slash_n
            • weight_equal
            • weight_passthrouh
        • analysis
          • advanced_metrics
            • AdvancedMetricsMode
            • calculate_advanced_metrics
            • visualise_advanced_metrics
          • alpha_model_analyser
            • analyse_alpha_model_weights
            • construct_event_timeline
            • create_alpha_model_timeline_all_assets
            • create_pair_weight_analysis_summary_table
            • render_alpha_model_plotly_table
          • fee_analyser
            • analyse_trading_fees
            • create_pair_trading_fee_summary_table
          • grid_search
            • analyse_combination
            • analyse_grid_search_result
            • visualise_heatmap_2d
            • visualise_table
          • multipair
            • analyse_multipair
            • analyse_pair_trades
            • format_multipair_summary
            • make_clickable
          • position
            • display_positions
            • display_reserve_position_events
          • slippage
            • display_slippage
          • trade_analyser
            • TimelineRowStylingMode
            • TimelineStyler
            • TradeAnalysis
            • TradeSummary
            • avg
            • avg_timedelta
            • build_trade_analysis
            • expand_timeline
            • expand_timeline_raw
        • visual
          • benchmark
            • visualise_all_cash
            • visualise_benchmark
            • visualise_buy_and_hold
            • visualise_portfolio_equity_curve
          • custom_indicators
            • calculate_on_balance_volume
          • equity_curve
            • calculate_aggregate_returns
            • calculate_compounding_realised_trading_profitability
            • calculate_cumulative_return
            • calculate_daily_returns
            • calculate_deposit_adjusted_returns
            • calculate_equity_curve
            • calculate_investment_flow
            • calculate_realised_profitability
            • calculate_returns
            • calculate_size_relative_realised_trading_returns
            • visualise_equity_curve
            • visualise_returns_distribution
            • visualise_returns_over_time
          • image_output
            • open_plotly_figure_in_browser
            • render_plotly_figure_as_image_file
          • multiple_pairs
            • PairSubplotInfo
            • get_start_and_end_full
            • visualise_multiple_pairs
          • single_pair
            • get_position_hover_text
            • visualise_positions_with_duration_and_slippage
            • visualise_single_pair
            • visualise_single_pair_positions_with_duration_and_slippage
          • strategy_state
            • draw_multi_pair_strategy_state
            • draw_single_pair_strategy_state
            • visualise_single_pair_strategy_state
          • technical_indicator
            • export_plot_as_dataframe
            • overlay_all_technical_indicators
            • visualise_technical_indicator
          • utils
            • export_trade_for_dataframe
            • export_trades_as_dataframe
            • get_all_positions
            • get_all_text
            • get_num_detached_and_names
            • get_pair_base_quote_names
            • get_pair_name_from_first_trade
            • get_start_and_end
            • visualise_trades
          • web_chart
            • TimeWindow
            • WebChart
            • WebChartSource
            • WebChartType
            • export_time_series
            • render_web_chart
        • backtest
          • backtest_execution
            • BacktestExecutionModel
            • fix_sell_token_amount
          • backtest_pricing
            • BacktestSimplePricingModel
            • backtest_pricing_factory
          • backtest_routing
            • BacktestRoutingIgnoredModel
            • BacktestRoutingModel
            • BacktestRoutingState
          • backtest_runner
            • BacktestSetup
            • guess_data_delay_tolerance
            • run_backtest
            • run_backtest_inline
            • setup_backtest
            • setup_backtest_for_universe
          • backtest_sync
            • BacktestSyncModel
            • FundFlowEvent
          • backtest_valuation
            • BacktestValuationModel
            • backtest_valuation_factory
          • data_preload
            • preload_data
          • grid_search
            • GridCombination
            • GridParameter
            • GridSearchResult
            • GridSearchWorker
            • perform_grid_search
            • pick_best_grid_search_result
            • pick_grid_search_result
            • prepare_grid_combinations
            • run_grid_combination
            • run_grid_combination_multiprocess
            • run_grid_search_backtest
          • legacy_backtest_sync
            • BacktestSyncer
          • notebook
            • OutputMode
            • setup_charting_and_output
          • report
            • BacktestReporter
            • export_backtest_report
          • simulated_wallet
            • SimulatedWallet
        • ethereum
          • enzyme
            • asset
              • EnzymeAsset
              • EnzymeAssetType
              • load_enzyme_asset_list
            • tx
              • EnzymeTransactionBuilder
            • vault
              • EnzymeVaultSyncModel
          • eth_pricing_model
            • EthereumPricingModel
          • eth_valuation
            • EthereumPoolRevaluator
          • ethereumtrader
            • EthereumTrader
            • get_base_quote_contracts
            • get_mock_erc20_contract
          • execution
            • EthereumExecutionModel
            • approve_infinity
            • approve_tokens
            • broadcast
            • confirm_approvals
            • get_held_assets
            • get_swap_transactions
            • is_swap_function
            • prepare_swaps
            • report_failure
            • translate_to_naive_swap
            • update_confirmation_status
            • wait_trades_to_complete
          • hot_wallet_sync_model
            • HotWalletSyncModel
            • EthereumHotWalletReserveSyncer
          • onchain_balance
            • fetch_address_balances
          • revert
            • clean_revert_reason_message
          • routing_data
            • RoutingData
            • create_compatible_routing
            • create_uniswap_v2_compatible_routing
            • create_uniswap_v3_compatible_routing
            • get_backtest_routing_model
            • get_pancake_default_routing_parameters
            • get_quickswap_default_routing_parameters
            • get_routing_model
            • get_trader_joe_default_routing_parameters
            • get_uniswap_v2_compatible_routing_types
            • get_uniswap_v2_default_routing_parameters
            • get_uniswap_v3_compatible_routing_types_eth
            • get_uniswap_v3_compatible_routing_types_poly
            • get_uniswap_v3_ethereum_default_routing_parameters
            • get_uniswap_v3_polygon_default_routing_parameters
            • validate_reserve_currency
          • routing_model
            • EthereumRoutingModel
          • routing_state
            • EthereumRoutingState
            • get_base_quote
            • get_base_quote_intermediary
            • get_token_for_asset
            • route_tokens
          • token
            • fetch_token_as_asset
            • translate_token_details
          • tx
            • HotWalletTransactionBuilder
            • TransactionBuilder
          • uniswap_v2
            • uniswap_v2_execution
              • UniswapV2ExecutionModel
              • get_current_price
            • uniswap_v2_execution_v0
              • UniswapV2ExecutionModelVersion0
              • UniswapV2RoutingInstructions
              • broadcast_and_resolve
              • resolve_trades
            • uniswap_v2_live_pricing
              • UniswapV2LivePricing
              • uniswap_v2_live_pricing_factory
            • uniswap_v2_routing
              • UniswapV2RoutingState
              • UniswapV2SimpleRoutingModel
              • get_uniswap_for_pair
            • uniswap_v2_valuation
              • UniswapV2PoolRevaluator
              • uniswap_v2_sell_valuation_factory
            • uniswap_v2_valuation_v0
              • UniswapV2PoolValuationMethodV0
              • uniswap_v2_sell_valuation_factory
          • uniswap_v3
            • uniswap_v3_execution
              • UniswapV3ExecutionModel
              • get_current_price
            • uniswap_v3_live_pricing
              • UniswapV3LivePricing
              • uniswap_v3_live_pricing_factory
            • uniswap_v3_routing
              • UniswapV3RoutingState
              • UniswapV3SimpleRoutingModel
              • get_uniswap_for_pair
            • uniswap_v3_valuation
              • UniswapV3PoolRevaluator
              • uniswap_v3_sell_valuation_factory
          • universe
            • create_exchange_universe
            • create_pair_universe
          • wallet
            • ReserveUpdateEvent
            • sync_reserves
            • update_wallet_balances
          • web3config
            • Web3Config
        • cli
          • approval
            • CLIApprovalModel
          • bootstrap
            • create_approval_model
            • create_client
            • create_execution_and_sync_model
            • create_execution_model
            • create_metadata
            • create_state_store
            • create_sync_model
            • create_web3_config
            • monkey_patch
            • prepare_cache
            • prepare_executor_id
            • validate_executor_id
          • close_all
            • close_all
          • commands
            • app
            • backtest
              • backtest
            • check_accounts
              • check_accounts
            • check_universe
              • check_universe
            • check_wallet
              • check_wallet
            • close_all
              • close_all
            • console
              • console
              • launch_console
            • correct_accounts
              • correct_accounts
            • enzyme_asset_list
              • enzyme_asset_list
            • enzyme_deploy_vault
              • enzyme_deploy_vault
            • hello
              • hello
            • init
              • init
            • perform_test_trade
              • parse_pair_data
              • perform_test_trade
            • reinit
              • reinit
            • repair
              • repair
            • shared_options
            • show_positions
              • show_positions
            • start
              • start
            • version
              • version
          • discord
            • get_discord_logging_handler
            • post_logging_discord_image
          • env
            • EnvVarDescription
            • get_available_env_vars
          • latest_release
            • main
          • log
            • get_ring_buffer_handler
            • setup_custom_log_levels
            • setup_discord_logging
            • setup_file_logging
            • setup_in_memory_logging
            • setup_logging
            • setup_logstash_logging
            • setup_notebook_logging
            • setup_pytest_logging
          • loop
            • ExecutionLoop
            • ExecutionTestHook
          • main
          • result
            • display_backtesting_results
          • testtrade
            • make_test_trade
          • version_info
            • VersionInfo
          • watchdog
            • WatchdogMode
            • check_hung_workers
            • create_watchdog_registry
            • get_last_ping
            • get_timeout
            • get_watched_workers
            • mark_alive
            • register_worker
            • start_background_watchdog
            • stop_watchdog
            • suicide
        • utils
          • accuracy
            • setup_decimal_accuracy
            • sum_decimal
          • blockchain
            • get_latest_block_timestamp
          • crossover
            • contains_cross_over
            • contains_cross_under
          • dataclass
            • EthereumAddress
            • UTCFriendlyDataClassJsonMixin
          • format
            • calculate_percentage
          • fullname
            • get_object_full_name
          • price
            • is_legit_price_value
          • python_module_loader
            • extract_module_members
            • import_python_source_file
          • ring_buffer_logging_handler
            • ExportedRecord
            • RingBufferHandler
          • summarydataframe
            • Format
            • Value
            • as_bars
            • as_dollar
            • as_duration
            • as_integer
            • as_missing
            • as_percent
            • create_summary_table
            • format_value
            • format_values
          • timer
            • timed_task
          • timestamp
            • convert_and_validate_timestamp
            • convert_and_validate_timestamp_as_float
            • convert_and_validate_timestamp_as_int
            • json_decode_timedelta
            • json_encode_timedelta
          • typing
          • url
            • get_url_domain
            • redact_url_password
        • webhook
          • api
            • web_chart
            • web_file
            • web_home
            • web_logs
            • web_metadata
            • web_notify
            • web_ping
            • web_source
            • web_state
            • web_status
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create_approval_model#

create_approval_model(approval_type)[source]#
Parameters:

approval_type (ApprovalType) –

Return type:

ApprovalModel

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Trading Strategy is in beta and still under development. Any documentation is preliminary and not final.

Contents
  • create_approval_model
    • create_approval_model()