UniswapV2PoolValuationMethodV0

tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0.UniswapV2PoolValuationMethodV0 Python class in Trading Strategy framework.

class UniswapV2PoolValuationMethodV0

Bases: ValuationModel

Legacy valuation methdd.

__init__(uniswap)

Parameters:

uniswap (UniswapV2Deployment) –

Methods

__init__(uniswap)

__init__(uniswap)

Parameters:

uniswap (UniswapV2Deployment) –

__call__(ts, position)

Parameters:

• ts (datetime) – When to revalue. Used in backesting. Live strategies may ignore.

• position (TradingPosition) – Open position

Returns:

(revaluation date, price) tuple. Note that revaluation date may differ from the wantead timestamp if there is no data available.

Return type:

Tuple[datetime, float]