CarbonSim-Demo-1-3.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "81b04bbc",
   "metadata": {},
   "outputs": [],
   "source": [
    "from carbon import CarbonSimulatorUI"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "04af7ee4",
   "metadata": {},
   "source": [
    "# Carbon Simulation - Demo 1-3\n",
    "\n",
    "In this demo we look at **multi-curve unidirectional liquidity with a zero width range**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "b987b57a",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "CarbonSimulatorUI(<0 orders, 0 trades>, pair='ETHUSDC')"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETHUSDC\", verbose=False)\n",
    "Sim"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "55548937",
   "metadata": {},
   "source": [
    "We are setting up unidirectional ranges for selling ETH at 2000, 2010, ..., 2040 and seed them with 10 ETH each"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "761009d3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair  tkn  y_int     y y_unit  p_start   p_end  p_marg  \\\n",
       "0   0  ETHUSDC  ETH   10.0  10.0    ETH   2000.0  2000.0  2000.0   \n",
       "1   1  ETHUSDC  ETH   10.0  10.0    ETH   2010.0  2010.0  2010.0   \n",
       "2   2  ETHUSDC  ETH   10.0  10.0    ETH   2020.0  2020.0  2020.0   \n",
       "3   3  ETHUSDC  ETH   10.0  10.0    ETH   2030.0  2030.0  2030.0   \n",
       "4   4  ETHUSDC  ETH   10.0  10.0    ETH   2040.0  2040.0  2040.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    0  \n",
       "1  USDC per ETH    1  \n",
       "2  USDC per ETH    2  \n",
       "3  USDC per ETH    3  \n",
       "4  USDC per ETH    4  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_order(\"ETH\", 10, 2000, 2000)\n",
    "Sim.add_order(\"ETH\", 10, 2010, 2010)\n",
    "Sim.add_order(\"ETH\", 10, 2020, 2020)\n",
    "Sim.add_order(\"ETH\", 10, 2030, 2030)\n",
    "Sim.add_order(\"ETH\", 10, 2040, 2040)\n",
    "Sim.state()[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "805864ac",
   "metadata": {},
   "source": [
    "We are now selling five times 10 ETH and we see that they indeed just match those positions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "658a022b",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20100USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20100.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20200USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20200.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[2]</td>\n",
       "      <td>1</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3</td>\n",
       "      <td>3</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20300USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20300.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[3]</td>\n",
       "      <td>1</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20400USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20400.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[4]</td>\n",
       "      <td>1</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  uid  id subid                            note  aggr  exec limitfail  amt1  \\\n",
       "0   0   0     A  AMM sells 10ETH buys 20000USDC  True  True      None  10.0   \n",
       "0   1   1     A  AMM sells 10ETH buys 20100USDC  True  True      None  10.0   \n",
       "0   2   2     A  AMM sells 10ETH buys 20200USDC  True  True      None  10.0   \n",
       "0   3   3     A  AMM sells 10ETH buys 20300USDC  True  True      None  10.0   \n",
       "0   4   4     A  AMM sells 10ETH buys 20400USDC  True  True      None  10.0   \n",
       "\n",
       "  tkn1     amt2  tkn2     pair routeix  nroutes   price        p_unit  \n",
       "0  ETH  20000.0  USDC  ETHUSDC     [0]        1  2000.0  USDC per ETH  \n",
       "0  ETH  20100.0  USDC  ETHUSDC     [1]        1  2010.0  USDC per ETH  \n",
       "0  ETH  20200.0  USDC  ETHUSDC     [2]        1  2020.0  USDC per ETH  \n",
       "0  ETH  20300.0  USDC  ETHUSDC     [3]        1  2030.0  USDC per ETH  \n",
       "0  ETH  20400.0  USDC  ETHUSDC     [4]        1  2040.0  USDC per ETH  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells(\"ETH\", 10)\n",
    "Sim.amm_sells(\"ETH\", 10)\n",
    "Sim.amm_sells(\"ETH\", 10)\n",
    "Sim.amm_sells(\"ETH\", 10)\n",
    "Sim.amm_sells(\"ETH\", 10)\n",
    "Sim.state()[\"trades\"].query(\"aggr==True\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "be06d426",
   "metadata": {},
   "source": [
    "All orders are no used up..."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "71f94206",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>2010.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>2020.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>2040.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair  tkn  y_int    y y_unit  p_start   p_end  p_marg        p_unit  \\\n",
       "0   0  ETHUSDC  ETH   10.0  0.0    ETH   2000.0  2000.0  2000.0  USDC per ETH   \n",
       "1   1  ETHUSDC  ETH   10.0  0.0    ETH   2010.0  2010.0  2010.0  USDC per ETH   \n",
       "2   2  ETHUSDC  ETH   10.0  0.0    ETH   2020.0  2020.0  2020.0  USDC per ETH   \n",
       "3   3  ETHUSDC  ETH   10.0  0.0    ETH   2030.0  2030.0  2030.0  USDC per ETH   \n",
       "4   4  ETHUSDC  ETH   10.0  0.0    ETH   2040.0  2040.0  2040.0  USDC per ETH   \n",
       "\n",
       "   lid  \n",
       "0    0  \n",
       "1    1  \n",
       "2    2  \n",
       "3    3  \n",
       "4    4  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5ffe5b8b",
   "metadata": {},
   "source": [
    "...so we can't even sell epsilon"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "35bdd37f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'success': False,\n",
       " 'error': 'token ETH has no non-empty liquidity positions',\n",
       " 'exception': ValueError('token ETH has no non-empty liquidity positions')}"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells(\"ETH\", 0.00001)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "7a22f7e1",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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