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Model il #138

Merged
merged 89 commits into from
Jul 11, 2023
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2bd25e0
Changes from private repo
poliwop Apr 20, 2023
ee04e82
Edit cash out tests (#119)
jepidoptera Apr 21, 2023
7716d98
restoring test file to 'other tests' folder
jepidoptera Apr 25, 2023
8faf297
delted extra line
jepidoptera Apr 25, 2023
eda4ac4
deleted extra line
jepidoptera Apr 25, 2023
27e014d
Update python-app.yml
jepidoptera Apr 25, 2023
721659e
Fix manipulation tests (#118)
poliwop Apr 25, 2023
a260f31
Removed cadCAD (#121)
poliwop Apr 27, 2023
0ec6c1a
added to test_omnipool_lp to cover new feature from invest_all
jepidoptera Apr 27, 2023
7708718
rewrote test_withdraw_size_limit into test_LP_limits
jepidoptera Apr 28, 2023
b6c33ad
reset fail on update()
jepidoptera Apr 28, 2023
9e6c114
Merge pull request #125 from galacticcouncil/fix-multiple_balance_checks
jepidoptera May 1, 2023
6e44ce4
clarified that you can specify just one asset using a string
jepidoptera May 3, 2023
3594fbf
rewrote test_omnipool_LP, removed dependency on withdraw_all
jepidoptera May 3, 2023
125412f
added back some (stale) code I accidentally deleted, because deleting…
jepidoptera May 3, 2023
5e46d1f
restoring test file to 'other tests' folder
jepidoptera Apr 25, 2023
aeeb061
delted extra line
jepidoptera Apr 25, 2023
980f87e
deleted extra line
jepidoptera Apr 25, 2023
79729fc
Update python-app.yml
jepidoptera Apr 25, 2023
408e946
Merge remote-tracking branch 'origin/add-price_manipulation_tests' in…
jepidoptera May 3, 2023
9d4bb6e
deleted file
jepidoptera May 3, 2023
9704a03
deleted stale and misplaced tests
jepidoptera May 3, 2023
d16da48
deleted manipulate_and_withdraw strategy
jepidoptera May 3, 2023
d886835
Merge pull request #129 from galacticcouncil/test-invest_all
jepidoptera May 3, 2023
70c647e
Merge branch 'feat-liquidity-fee' into add-price_manipulation_tests
jepidoptera May 5, 2023
933c338
Merge pull request #126 from galacticcouncil/fix-test_LP_limits
jepidoptera May 5, 2023
f6093a7
import_binance_prices defaults to USDT
jepidoptera May 9, 2023
063db22
added price_sensitive_trading strategy
jepidoptera May 9, 2023
9d93275
added changes that allow cash_out_omnipool to work on OmnipoolArchive…
jepidoptera May 10, 2023
4e300f6
Withdraw fee (#127)
poliwop May 11, 2023
f97f057
improved volatility limit test: higher sensitivity (#130)
jepidoptera May 11, 2023
32818ef
Removing extraneous oracle parameter
poliwop May 12, 2023
fe9414a
Merge pull request #122 from galacticcouncil/add-price_manipulation_t…
jepidoptera May 12, 2023
6132c5a
edits to cash_out_omnipool (#128)
jepidoptera May 12, 2023
714d96c
removing unused asset_cap function
poliwop May 12, 2023
ebdb9c8
Merge pull request #133 from galacticcouncil/remove_asset_cap_function
jepidoptera May 12, 2023
f89ab5d
Merge pull request #132 from galacticcouncil/remove-oracle-parameter-…
jepidoptera May 12, 2023
7d4f5ad
Merge branch 'feat-liquidity-fee' into model-LP-returns
jepidoptera May 12, 2023
9938222
notebook showing returns for an LP in the Omnipool under various cond…
jepidoptera May 13, 2023
02b4ca3
save volume_in and volume_out from current_block
jepidoptera May 15, 2023
cda16e4
some updates
jepidoptera May 15, 2023
e91cb9c
Merge branch 'main' into model-LP-returns
jepidoptera May 16, 2023
175c087
removed duplicated tests
jepidoptera May 16, 2023
d4ea730
A second and hopefully improved look at LP returns over time, includi…
jepidoptera May 18, 2023
675e167
cleaned up throughout and corrected the title
jepidoptera May 19, 2023
931225c
forgot to save some changes before pushing
jepidoptera May 19, 2023
4d9a4ca
re-added the cell I accidentally deleted
jepidoptera May 19, 2023
ce5636e
new version
jepidoptera May 22, 2023
42cd9da
edits
jepidoptera May 22, 2023
af856d7
deleted old versions
jepidoptera May 23, 2023
1a35a42
renamed main notebook and moved to vault
jepidoptera May 23, 2023
e2db45f
corrected and re-ran
jepidoptera May 23, 2023
d3e07b0
corrected and re-ran
jepidoptera May 23, 2023
c9901bf
Merge remote-tracking branch 'origin/model-LP-returns' into model-LP-…
jepidoptera May 23, 2023
3a2db23
Fixing an unrelated test in which Hypothesis just found a failing cor…
poliwop May 23, 2023
2643dad
Changed INTR -> TKN in the text
poliwop May 24, 2023
4de89b3
new notebook, trying to do a simpler explanation of how impermanent l…
jepidoptera May 30, 2023
4501b77
moved to vault
jepidoptera May 30, 2023
a0ea41c
tweaked so it will work from the vault
jepidoptera May 30, 2023
fc3bcfa
added more labels and a grid to the graph
jepidoptera May 30, 2023
d695062
edited wording in the explanation
jepidoptera May 30, 2023
9b39e75
edited wording in the explanation
jepidoptera May 30, 2023
8cbd21f
added more lines to show the IL with different initial TKN weights
jepidoptera May 30, 2023
9dbdd54
added a second plot with a narrower range
jepidoptera Jun 1, 2023
020fc79
accidentally pushed an error, smh
jepidoptera Jun 1, 2023
2b4120d
accidentally pushed an error, smh
jepidoptera Jun 1, 2023
bbe7f7d
cleaned up
jepidoptera Jun 1, 2023
3a95b32
added a second section where HDX price changes but TKN doesn't
jepidoptera Jun 5, 2023
9a385a2
commented out a section in omnipool_arbitrage that was causing the se…
jepidoptera Jun 5, 2023
c238708
split the second analysis into a new notebook
jepidoptera Jun 6, 2023
c5a11d4
corrected the labels on the price change graph to reflect only the di…
jepidoptera Jun 6, 2023
af06b60
Merge branch 'main' into model-IL
jepidoptera Jun 13, 2023
cd1ab41
reverted change
jepidoptera Jun 13, 2023
6af8ae9
raised minimum price move for test_withdraw_manipulation to prevent r…
jepidoptera Jun 13, 2023
3983023
workaround to get correct graph - *almost* fixes it
jepidoptera Jun 13, 2023
11eb505
moved descriptions to the top
jepidoptera Jun 13, 2023
82c8ed7
fixed small remaining bump on the graph
jepidoptera Jun 13, 2023
536e1d0
explicitly declared no withdrawal fee
jepidoptera Jun 14, 2023
aa071da
replaced HDX with TKN2 as the volatile asset
jepidoptera Jun 14, 2023
d8a3393
corrected the variable definition for impermanent loss
jepidoptera Jun 15, 2023
3f0f3bc
improved the explanation at the top so that it doesn't assume familia…
jepidoptera Jun 15, 2023
903feea
corrected the variable definition for impermanent loss
jepidoptera Jun 15, 2023
f4d3399
deleted extra breakpoint lines
jepidoptera Jun 15, 2023
079f648
Merge branch 'main' into model-IL
jepidoptera Jun 27, 2023
bb6e827
re-ran in case anything changes with the add_liquidity bug fix
jepidoptera Jun 27, 2023
8023d7e
switched the roles for TKN and TKN2 to make it more consistent with t…
jepidoptera Jul 3, 2023
9df9714
changed so that HDX also moves with the market, not just TKN2
jepidoptera Jul 10, 2023
19c41f2
changed graph labels
jepidoptera Jul 10, 2023
8311b4a
changed 0 to 1x
jepidoptera Jul 10, 2023
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