Model il #138
Model il #138
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* moved test_cash_out_accuracy from omnipool_amm to omnipool_state * in test_cash_out_accuracy, give agent shares and holdings in every asset
* Added limit for add liquidity in test_add_manipulation * Excluding price_move of 0 in test_withdraw_manipulation * lift trade cap so arb trades don't fail --------- Co-authored-by: jepidoptera <jepidoptera@live.com>
* Removed cadCAD * Removed cadCAD directory * Removed cadCAD from requirements.txt
remove extra balance check from execute_swap
… it is not in scope for this PR
…to add-price_manipulation_tests
Test invest all
Fix test lp limits
* Adding tests - WIP * Adding test for minimum withdrawal fee * Added nonzero minimums to price_move and lp_percent so that test would not fail with these in the range of 1e-300 * Added test for dynamic withdrawal fee * Added test of remove_liquidity when the LP price and the current price are different * Removed redundant setting of oracle values in omnipool_config * Added error message to test_remove_liquidity_min_fee * Simplified code to set last oracle values in test_remove_liquidity_dynamic_fee * Removed unused import * Added error messages * Formatting
…fference in price
| "# price_list = processing.import_binance_prices(['BTC', 'ETH', 'DOT'], start_date='Jan 1 2023', days = 120)\n", | ||
| "\n", | ||
| "assets = {\n", | ||
| " 'HDX': {'usd price': 0.05, 'weight': 0.7999},\n", |
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HDX plays a special role in the Omnipool currently, with LRNA fees being directed to the HDX pool whenever imbalance = 0. I'd thus prefer HDX weight to be realistic (5% or so?) and for there to be some other generic token to make up the additional 65% of the pool.
Would this wind up being identical?
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In this notebook, it's the weight of USD and not HDX that changes, and the only thing that changes in price is TKN. I changed it to make that clearer and also updated the weights so USD is the majority.
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The HDX/USD price shouldn't change in this notebook, right? Is that what we see? I would expect there needs to be some trade involving HDX to make this happen, which would change its weight?
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So my question above stands... and I see that we have TKN and TKN2 in both notebooks? That's what I believe is appropriate.
hydradx/notebooks/Omnipool/vault/ImpermanentLossAnalysis2.ipynb
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…rity with the other notebook
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I think something is off in ImpermanentLossAnalysis.ipynb between the initial instantiation of the Omnipool and the instantiation in the for look. TKN2 is initially in the pool, but isn't present in the for loop. It's not clear to me which is correct.
In ImpermanentLossAnalysis2.ipynb, I think we need HDX to move with the market too. This may mean that I was wrong to suggest that we need HDX and TKN2 to be split out separately, although I still think this is actually clearer. I would simply add HDX to the "other_assets" so that it moves with the market.
| "# price_list = processing.import_binance_prices(['BTC', 'ETH', 'DOT'], start_date='Jan 1 2023', days = 120)\n", | ||
| "\n", | ||
| "assets = {\n", | ||
| " 'HDX': {'usd price': 0.05, 'weight': 0.7999},\n", |
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So my question above stands... and I see that we have TKN and TKN2 in both notebooks? That's what I believe is appropriate.
…he first ImpermanentLossAnalysis notebook
* Notebooks which illustrate IL exposure in Omnipool --------- Co-authored-by: poliwop <grove.colin@gmail.com>
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