Mellow Strategy SDK¶
Mellow Stratedy SDK is a set of tools for defining custom strategies and backtesting them on real Uniswap V3 data in just a few steps.
Currently the data is available for the following pools:
WBTC / WETH
USDC / WETH
USDC / USDT
The SDK is assumed to be used in Jupyter notebooks and optimized for displaying and working data in a form of Pandas Dataframes and Series.
To start using the SDK see Getting Started.
Notation¶
Each pool is assumed to contain X and Y tokens and lower x and y are the amounts of the tokens respectively.
a- the lower price for Uniswap V3 position (\(p_a\) from the whitepaper)b- the upper price for Uniswap V3 position (\(p_b\) from the whitepaper)l- the amount of virtual liquidity for the position (\(l\) from the whitepaper)c- the current price.c=y/x