This Python framework enables quantitative financial analysis and algorithmic trading on decentralized exchanges (DEXes). It targets quantitative analysts, developers, and researchers interested in building, backtesting, and deploying automated trading strategies on blockchains like Ethereum, Binance Smart Chain, and Polygon, leveraging on-chain data from DEX aggregators.

How It Works

The framework utilizes the Trading Strategy Protocol for data fetching, supporting both historical backtesting and real-time price feeds. It integrates with Jupyter Notebooks for interactive development and allows strategies to be deployed as on-chain smart contracts, enabling users to invest directly via their wallets.

Quick Start & Requirements

• Install: poetry add trading-strategy -E direct-feed or pip install "trading-strategy[direct-feed]". For automated trading, install trade-executor separately.
• Prerequisites: Python 3.10. Familiarity with Python package management (Poetry recommended).
• Documentation: Getting Started, Documentation

Highlighted Details

• Supports multiple blockchains (Ethereum, BSC, Polygon).
• Accesses on-chain data from DEXes (SushiSwap, QuickSwap, PancakeSwap).
• Jupyter Notebook integration for data manipulation and strategy development.
• Enables deployment of strategies as investable on-chain smart contracts.

Maintenance & Community

Active community with resources on their website, Blog, Twitter, Discord, and Telegram.

Licensing & Compatibility

Licensed under GNU AGPL 3.0. This license is copyleft and may impose restrictions on linking with proprietary or closed-source software.

Limitations & Caveats

The trading-strategy package itself only provides data fetching and management. Development of automated trading strategies requires the separate installation and integration of the trade-executor package.