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Dynamic fee parameters #191

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Dynamic fee parameters #191

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Commits on Jul 1, 2024

  1. notebook to examine different fee parameters

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    jepidoptera committed Jul 1, 2024
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  2. change "jan" to "January"

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    jepidoptera committed Jul 1, 2024
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  3. add frequency paramater to omnipool_arbitrage

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    jepidoptera committed Jul 1, 2024
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  4. simplified notebook version

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    jepidoptera committed Jul 1, 2024
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Commits on Jul 2, 2024

  1. corrected absolute imports to relative

    @jepidoptera
    jepidoptera committed Jul 2, 2024
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  2. streamlined output method, show graphs for two scenarios

    @jepidoptera
    jepidoptera committed Jul 2, 2024
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Commits on Jul 8, 2024

  1. trouble getting SQLPad data except for this one query

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    jepidoptera committed Jul 8, 2024
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Commits on Jul 11, 2024

  1. notebook examining recorded vs simulated dynamic fees in Omnipool

    @jepidoptera
    jepidoptera committed Jul 11, 2024
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  2. remove one irrelevant cell and regenerate plots

    @jepidoptera
    jepidoptera committed Jul 11, 2024
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Commits on Jul 12, 2024

  1. measure price against USDC

    @jepidoptera
    jepidoptera committed Jul 12, 2024
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Commits on Jul 18, 2024

  1. update volume_in and volume_out data in lrna_swap

    @jepidoptera
    jepidoptera committed Jul 18, 2024
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  2. simulate dynamic fee with historical trades, compare with historical … 

    …fees
    @jepidoptera
    jepidoptera committed Jul 18, 2024
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  3. simulate dynamic fee with historical trades, compare with historical … 

    …fees
    @jepidoptera
    jepidoptera committed Jul 18, 2024
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Commits on Aug 6, 2024

  1. refactor get_omnipool_balance_history

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  2. comment out this LRNA holdings check because it makes some test fail

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  3. add dateutil requirement

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  4. when loading history, use data from .model directory

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  5. add history data files to model folder

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  6. change 'round' to 'int'

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    jepidoptera committed Aug 6, 2024
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  7. handle end of data gracefully

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  8. ran

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    jepidoptera committed Aug 6, 2024
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  9. download latest

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    jepidoptera committed Aug 6, 2024
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  10. delete

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  11. test balance history load

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    jepidoptera committed Aug 6, 2024
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  12. delete last cell

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  13. ignore data files in notebooks/Misc

    @jepidoptera
    jepidoptera committed Aug 6, 2024
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  14. run once more

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    jepidoptera committed Aug 6, 2024
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Commits on Sep 10, 2024

  1. replace swap_lrna calls with swap

    @jepidoptera
    jepidoptera committed Sep 10, 2024
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  2. use spot prices for both recorded and simulated fees

    @jepidoptera
    jepidoptera committed Sep 10, 2024
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  3. mark _lrna_swap as a private method so oracle update will happen corr… 

    …ectly
    @jepidoptera
    jepidoptera committed Sep 10, 2024
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  4. GlobalState.evolve() returns self

    @jepidoptera
    jepidoptera committed Sep 10, 2024
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Commits on Sep 12, 2024

  1. fix test_oracle_one_block_with_swaps

    @jepidoptera
    jepidoptera committed Sep 12, 2024
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  2. fix test_stableswap_router_arbitrage

    @jepidoptera
    jepidoptera committed Sep 12, 2024
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Commits on Sep 13, 2024

  1. add model/data folder

    @jepidoptera
    jepidoptera committed Sep 13, 2024
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  2. notebook examining difference in cash out value between LPs who bough… 

    …t in at different prices
    @jepidoptera
    jepidoptera committed Sep 13, 2024
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  3. fix price curve

    @jepidoptera
    jepidoptera committed Sep 13, 2024
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  4. add axis labels

    @jepidoptera
    jepidoptera committed Sep 13, 2024
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Commits on Sep 17, 2024

  1. formatting

    @jepidoptera
    jepidoptera committed Sep 17, 2024
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  2. add graphs separating DOT and LRNA returns

    @jepidoptera
    jepidoptera committed Sep 17, 2024
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  3. remove widthdrawal fee

    @jepidoptera
    jepidoptera committed Sep 17, 2024
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  4. add additional sanity check to test_remove_liquidity_no_fee

    @jepidoptera
    jepidoptera committed Sep 17, 2024
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Commits on Sep 19, 2024

  1. add a graph tracking the ratio of agent1_value/agent2/value

    @jepidoptera
    jepidoptera committed Sep 19, 2024
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  2. add shares option to omnipool setup

    @jepidoptera
    jepidoptera committed Sep 19, 2024
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  3. increase range and flexibility of simulation

    @jepidoptera
    jepidoptera committed Sep 19, 2024
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Commits on Sep 23, 2024

  1. delete stale notebook

    @jepidoptera
    jepidoptera committed Sep 23, 2024
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  2. include instructions for adding .env file with sqlpad username and pa… 

    …ssword
    @jepidoptera
    jepidoptera committed Sep 23, 2024
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  3. delete stale notebook

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    jepidoptera committed Sep 23, 2024
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