UniswapV2PoolValuationMethodV0#

tradeexecutor.ethereum.uniswap_v2_valuation_v0.UniswapV2PoolValuationMethodV0 class.

class UniswapV2PoolValuationMethodV0[source]#

Bases: ValuationModel

Legacy valuation methdd.

__init__(uniswap)[source]#
Parameters

uniswap (UniswapV2Deployment) –

Methods

__init__(uniswap)

__init__(uniswap)[source]#
Parameters

uniswap (UniswapV2Deployment) –

__call__(ts, position)[source]#
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, USDollarAmount]