Ekubo ETH/wstETH investment analysis #2
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@ManvithaMolakala please use proper PR titles |
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Incorrect file name. Its wstETH, not wETH
| " event_data = events_response_positions_updated.events[event_no].data\n", | ||
| " \n", | ||
| " # Check for the first condition\n", | ||
| " if (hex(event_data[2]) == \"0x49d36570d4e46f48e99674bd3fcc84644ddd6b96f7c741b1562b82f9e004dc7\" and \\\n", |
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Do not hardcode address values. Please initiate constants in an appropriate cell above, and use them here.
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| "outputs": [], | ||
| "source": [ | ||
| "def bool_to_sign(x):\n", |
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Functions like this are generic and since are meant to be utility, they are to be added in utils file.
| " 'block_number': combined_events_response_swap[event_no_swap].block_number,\n", | ||
| " 'transaction_hash': combined_events_response_swap[event_no_swap].transaction_hash,\n", | ||
| " 'price': 1.000001**(-combined_events_response_swap[event_no_swap].data[18] * bool_to_sign(combined_events_response_swap[event_no].data[19])),\n", | ||
| " 'tick_id': -combined_events_response_swap[event_no_swap].data[18] * bool_to_sign(combined_events_response_swap[event_no].data[19]),\n", |
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why is there a negative sign?
| "# Step 2: Convert the collected data into a pandas DataFrame\n", | ||
| "df = pd.DataFrame(block_price_data)\n", | ||
| "\n", | ||
| "# Step 3: Group by block number and calculate the median price for each block\n", |
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You could have just done on ticks directly (i.e. median tick value, instead of price) bcz finally for storing liquidity, u need tick range.
| " \n", | ||
| " # Distribute liquidity to the relevant ticks in the cumulative state\n", | ||
| " for tick in tick_array:\n", | ||
| " if tick_lower <= tick <= tick_upper:\n", |
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i think it has to be tick < tick_upper (as per uniswap v3 math, ekubo could be different. u need to check(
| "# Align both dataframes by the same date index (merge them on the 'Date' column)\n", | ||
| "data = pd.DataFrame({\n", | ||
| " 'ETH Price': eth_data['Close'],\n", | ||
| " 'wETH Price': weth_data['Close']\n", |
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Tests are unfinished. Before finishing tests, writing strategy doesnt make sense as u will never know if u r doing right or wrong math.
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Above strategy code will be reviewed after finishing tests. Look at pytest and configure tests for the project.
Resolves #1