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Model il (#138)
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* Notebooks which illustrate IL exposure in Omnipool

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Co-authored-by: poliwop <grove.colin@gmail.com>
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jepidoptera and poliwop committed Jul 11, 2023
1 parent b4ee7d7 commit 8e884b8
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227 changes: 227 additions & 0 deletions hydradx/notebooks/Omnipool/vault/ImpermanentLossAnalysis.ipynb

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231 changes: 231 additions & 0 deletions hydradx/notebooks/Omnipool/vault/ImpermanentLossAnalysis2.ipynb

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2 changes: 1 addition & 1 deletion hydradx/tests/test_omnipool_amm.py
Original file line number Diff line number Diff line change
Expand Up @@ -1917,7 +1917,7 @@ def test_swap_exploit(lp_multiplier, trade_mult, oracle_mult):

@given(
omnipool_reasonable_config(),
st.floats(min_value=1e-8, max_value=0.02),
st.floats(min_value=1e-7, max_value=0.02),
st.booleans(),
st.floats(min_value=1e-8, max_value=0.1),
st.floats(min_value=0.1, max_value=10.0),
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