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Model stableswap il #147

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wants to merge 94 commits into from
Closed

Model stableswap il #147

wants to merge 94 commits into from

Commits on Jul 3, 2023

  1. tweaked to keep invest_all from running more than once

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  2. added some checks for add and remove liquidity

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  3. removed copy operation from add_liquidity

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  4. WIP version of the notebook looking at IL in a stableswap subpool

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  5. WIP version of the notebook looking at IL in a stableswap subpool

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Commits on Jul 6, 2023

  1. Model stableswap IL

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  2. fixed notebook and execute_add_liquidity in stableswap_amm.py

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Commits on Jul 7, 2023

  1. WIP attack modeling

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  2. added a test for exploitability

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Commits on Jul 14, 2023

  1. Added logic to test_exploitability that allows it to zero in on the a… 

    …ppropriate arb trade. It now fails.
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Commits on Jul 18, 2023

  1. clarified graphs

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  2. clarified graphs

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Commits on Jul 20, 2023

  1. cleaned up code, added description and graph detail

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  2. when test_exploitability fails, print the amount

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  3. in test_omnipool_LP, copy the initial state so the test doesn't fail

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  4. add execute_ methods to AMM prototype

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  5. modified invest_all so it mutates and returns the state instead of re… 

    …turning a mutated copy
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  6. Merge branch 'fix-invest-all-strategy' into model-stableswap-IL 

    # Conflicts:
#	hydradx/model/amm/stableswap_amm.py
#	hydradx/model/amm/trade_strategies.py
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  7. fixed invest_all strategy (again)

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    jepidoptera committed Jul 20, 2023
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Commits on Jul 21, 2023

  1. added graphs at multiple amplification levels

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  2. added some explanation of the different amplification levels

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  3. Merge branch 'fix-invest-all-strategy' into model-stableswap-IL 

    # Conflicts:
#	hydradx/model/amm/trade_strategies.py
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  4. undid change to amm.py

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Commits on Jul 24, 2023

  1. added a 25-amplification graph set

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    jepidoptera committed Jul 24, 2023
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Commits on Jul 27, 2023

  1. combined different amplifications into the same graphs for easier com… 

    …parison
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  2. exploring the dynamics of stableswap price manipulation to see if it'… 

    …s exploitable
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  3. Merge branch 'main' into model-stableswap-IL

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  4. re-ran exploitability test with higher precision numbers, no profit t… 

    …his time
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  5. Merge remote-tracking branch 'origin/model-stableswap-IL' into model-… 

    …stableswap-IL
    @jepidoptera
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  6. removed unnecessary title

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Commits on Aug 17, 2023

  1. removed safety check from TradeStrategy.execute because it was causin… 

    …g tests to fail and is out of scope
    @jepidoptera
    jepidoptera committed Aug 17, 2023
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  2. switched to curve-style withdraw fees

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    jepidoptera committed Aug 17, 2023
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Commits on Aug 18, 2023

  1. made test_buy_from_stableswap more efficient

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  2. increased deadline for test_buy_from_stableswap

    @jepidoptera
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  3. increased deadline for test_add_stableswap_liquidity

    @jepidoptera
    jepidoptera committed Aug 18, 2023
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  4. tweaked to keep invest_all from running more than once

    @jepidoptera
    jepidoptera committed Aug 18, 2023
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  5. added some checks for add and remove liquidity

    @jepidoptera
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  6. removed copy operation from add_liquidity

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  7. WIP version of the notebook looking at IL in a stableswap subpool

    @jepidoptera
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  8. WIP version of the notebook looking at IL in a stableswap subpool

    @jepidoptera
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  9. Model stableswap IL

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  10. fixed notebook and execute_add_liquidity in stableswap_amm.py

    @poliwop @jepidoptera
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  11. WIP attack modeling

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  12. added a test for exploitability

    @jepidoptera
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  13. Added logic to test_exploitability that allows it to zero in on the a… 

    …ppropriate arb trade. It now fails.
    @poliwop @jepidoptera
    poliwop authored and jepidoptera committed Aug 18, 2023
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  14. clarified graphs

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  15. clarified graphs

    @jepidoptera
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  16. cleaned up code, added description and graph detail

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  17. when test_exploitability fails, print the amount

    @jepidoptera
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  18. in test_omnipool_LP, copy the initial state so the test doesn't fail

    @jepidoptera
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  19. add execute_ methods to AMM prototype

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  20. added graphs at multiple amplification levels

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  21. added some explanation of the different amplification levels

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  22. added a check to ensure the same state object is returned by trade st… 

    …rategies
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  23. noticed that we could skip the deepcopy because list(keys()) already … 

    …creates a new object
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  24. undid change to amm.py

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  25. added a 25-amplification graph set

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  26. combined different amplifications into the same graphs for easier com… 

    …parison
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  27. exploring the dynamics of stableswap price manipulation to see if it'… 

    …s exploitable
    @jepidoptera
    jepidoptera committed Aug 18, 2023
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  28. re-ran exploitability test with higher precision numbers, no profit t… 

    …his time
    @jepidoptera
    jepidoptera committed Aug 18, 2023
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  29. removed unnecessary title

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  30. removed safety check from TradeStrategy.execute because it was causin… 

    …g tests to fail and is out of scope
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  31. switched to curve-style withdraw fees

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  32. made test_buy_from_stableswap more efficient

    @jepidoptera
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  33. increased deadline for test_buy_from_stableswap

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  34. increased deadline for test_add_stableswap_liquidity

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  35. Merge remote-tracking branch 'origin/model-stableswap-IL' into model-… 

    …stableswap-IL

# Conflicts:
#	hydradx/model/amm/stableswap_amm.py
#	hydradx/model/amm/trade_strategies.py
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  36. deleted unused import

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  37. re-ran and cleaned up notebooks

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Commits on Aug 29, 2023

  1. Model stableswap IL

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  2. fixed notebook and execute_add_liquidity in stableswap_amm.py

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  3. clarified graphs

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  4. cleaned up code, added description and graph detail

    @jepidoptera
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  5. Fixing invest_all

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  6. Fixing invest_all

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  7. add execute_ methods to AMM prototype

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  8. modified invest_all so it mutates and returns the state instead of re… 

    …turning a mutated copy
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  9. fixed invest_all strategy (again)

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  10. added graphs at multiple amplification levels

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  11. added some explanation of the different amplification levels

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  12. added a check to ensure the same state object is returned by trade st… 

    …rategies
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  13. noticed that we could skip the deepcopy because list(keys()) already … 

    …creates a new object
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  14. modified invest_all so it returns the same state object (otherwise ch… 

    …eck in trade_strategy.execute fails)
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  15. undid change to amm.py

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  16. added a 25-amplification graph set

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  17. combined different amplifications into the same graphs for easier com… 

    …parison
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  18. removed unnecessary title

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  19. removed safety check from TradeStrategy.execute because it was causin… 

    …g tests to fail and is out of scope
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  20. switched to curve-style withdraw fees

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  21. deleted unused import

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  22. re-ran and cleaned up notebooks

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  23. Merge remote-tracking branch 'origin/model-stableswap-IL' into model-… 

    …stableswap-IL
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Commits on Sep 11, 2023

  1. Merge branch 'main' into model-stableswap-IL 

    # Conflicts:
#	hydradx/model/amm/global_state.py
#	hydradx/model/amm/stableswap_amm.py
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  2. fixed test_exploitability

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