load_pair_data_for_single_exchange#
- load_pair_data_for_single_exchange(client, execution_context, time_bucket, chain_id, exchange_slug, pair_tickers, universe_options, liquidity=False, stop_loss_time_bucket=None)[source]#
Load pair data for a single decentralised exchange.
If you are not trading the full trading universe, this function does a much smaller dataset download than
load_all_data()
.This function uses optimised JSONL loading via
fetch_candles_by_pair_ids()
.Backtest data is never reloaded. Furthermore, the data is stored in
Client
disk cache for the subsequent notebook and backtest runs.Live trading purges old data fields and reloads data
Example:
# Time bucket for our candles candle_time_bucket = TimeBucket.d1 # Which chain we are trading chain_id = ChainId.bsc # Which exchange we are trading on. exchange_slug = "pancakeswap-v2" # Which trading pair we are trading trading_pairs = { ("WBNB", "BUSD"), ("Cake", "WBNB"), } # Load all datas we can get for our candle time bucket dataset = load_pair_data_for_single_exchange( client, execution_context, candle_time_bucket, chain_id, exchange_slug, trading_pairs, )
- Parameters
client (Client) – Trading Strategy client instance
time_bucket (TimeBucket) – The candle time frame
chain_id (ChainId) – Which blockchain hosts our exchange
exchange_slug (str) – Which exchange hosts our trading pairs
exchange_slug – Which exchange hosts our trading pairs
pair_tickers (Set[Tuple[str, str]]) – List of trading pair tickers as base token quote token tuples. E.g. [(‘WBNB’, ‘BUSD’), (‘Cake’, ‘BUSD’)].
liquidity – Set true to load liquidity data as well
stop_loss_time_bucket (Optional[TimeBucket]) – If set load stop loss trigger data using this candle granularity.
execution_context (ExecutionContext) – Defines if we are live or backtesting
universe_options (UniverseOptions) – Override values given the strategy file. Used in testing the framework.
- Return type