backtest_lp_strategy
GET
http://api.fibonacci.fi/backtest_lp_strategy/{chain}/{poolid}/{overXlastdays}/{lower_bound_price}/{upper_bound_price}
This API can be used to backtest concentrated-liquidity provision strategies for Uniswap V3. Takes into account real executed trades, also provides a P&L attribution by risk factors
Path Parameters
Name | Type | Description |
---|---|---|
chain* | String | indicates the blockchain network to use (only ETH Uniswap v3 supported so far) |
poolid* | String | indicates the uniswap v3 pool id to use for the backtesting (e.g. "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640", corresponds to ethusdc) |
timeperiod* | Integer | Indicates the number of days to perform the backtesting over |
lower_bound_price* | String | Indicates the lower bound price to market make in (e.g. "1200") |
upper_bound_price* | String | Indicates the upper bound price to market make in (e.g. "1900") |
Example
Request
Response
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