uniswap_v3_valuation

tradeexecutor.ethereum.uniswap_v3_valuation Python module in Trading Strategy framework.

Module description

Value model based on Uniswap v3 market price.

Value positions based on their “dump” price on Uniswap, assuming we get the worst possible single trade execution.

Classes

UniswapV3PoolRevaluator

Re-value assets based on their on-chain price.

Functions

uniswap_v3_sell_valuation_factory(pricing_model)