nqs_sdk.bindings.spots.wgn_spot module

class nqs_sdk.bindings.spots.wgn_spot.WGNSpotGenerator(token_pairs, s0, mean, vol)[source]

Bases: SpotGenerator

__init__(token_pairs, s0, mean, vol)[source]
generate_spot_timestamps(ts)[source]

Generate spot price trajectories for each token pair using a fully vectorized geometric Brownian motion model. The noise computation is vectorized over time and token pairs.

Parameters:

timestamps – List of timestamps for price generation

Return type:

list[tuple[list[int], list[float]]]

Returns:

A list of corresponding spot prices for each timestamp