CarbonSim-LitepaperExamplesShort.ipynb

{
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   "cell_type": "markdown",
   "id": "fdd485eb",
   "metadata": {},
   "source": [
    "<p align=\"left\">\n",
    "<img width=\"50%\" src=\"https://drive.google.com/uc?export=view&id=10y3NKbbk7yt7cZDMszMt04g6NquTEa4p\" alt=\"Carbon Logo\" />\n",
    "</p>\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fa78c8d2",
   "metadata": {},
   "source": [
    "# Carbon Simulator - Litepaper Examples\n",
    "\n",
    "Those are the examples from the [Litepaper][lp] \"Use Cases\" section, presented very concisely. Please see the book `CarbonSim-Examples.ipynb` for a longer discussion, more technical explanations, and additional examples.\n",
    "\n",
    "[lp]:https://carbondefi.xyz/r/litepaper"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "bf877949",
   "metadata": {},
   "outputs": [],
   "source": [
    "from carbon import CarbonSimulatorUI"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "3bf24390",
   "metadata": {},
   "source": [
    "## LP Example: Limit Order"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "256b37a7",
   "metadata": {},
   "source": [
    "**Bob creates a strategy where he buys ETH when the price goes to 1500 USDC. He is willing to spend 5000 USDC for this. He would like to buy at this specific price only.**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "cd860b8a",
   "metadata": {},
   "outputs": [],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETHUSDC\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "db5491e7",
   "metadata": {},
   "outputs": [
    {
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       "  <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>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>10000000.0</td>\n",
       "      <td>10000000.0</td>\n",
       "      <td>10000000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>10000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn    y_int        y y_unit     p_start       p_end  \\\n",
       "0   0  ETHUSDC   ETH      0.0      0.0    ETH  10000000.0  10000000.0   \n",
       "1   1  ETHUSDC  USDC  10000.0  10000.0   USDC      1500.0      1500.0   \n",
       "\n",
       "       p_marg        p_unit  lid  \n",
       "0  10000000.0  USDC per ETH    1  \n",
       "1      1500.0  USDC per ETH    0  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy(tkn=\"ETH\", amt_sell=0, psell_start=10000000, psell_end=10000000, amt_buy=10000, pbuy_start=1500, pbuy_end=1500)[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1dbda73c",
   "metadata": {},
   "source": [
    "The market is attempting to pass the following orders against it. The last one fails because there is not enough USDC left."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "d6cc5aed",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'success': False,\n",
       " 'error': 'Insufficient liquidity across all user positions to support this trade.',\n",
       " 'exception': AssertionError('Insufficient liquidity across all user positions to support this trade.')}"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for size in [2,1.4,3,0.5]:\n",
    "    result = Sim.trader_sells(\"ETH\", size)\n",
    "result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "5f7da177",
   "metadata": {},
   "outputs": [
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       "      <th></th>\n",
       "      <th>uid</th>\n",
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       "      <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 3000USDC buys 2ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>2.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1500.0</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 2100USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>2100.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.4</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1500.0</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 4500USDC buys 3ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>4500.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>3.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1500.0</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 3000USDC buys 2ETH  True  True      None  3000.0   \n",
       "0   1   1     A  AMM sells 2100USDC buys 1ETH  True  True      None  2100.0   \n",
       "0   2   2     A  AMM sells 4500USDC buys 3ETH  True  True      None  4500.0   \n",
       "\n",
       "   tkn1  amt2 tkn2     pair routeix  nroutes   price        p_unit  \n",
       "0  USDC   2.0  ETH  ETHUSDC     [1]        1  1500.0  USDC per ETH  \n",
       "0  USDC   1.4  ETH  ETHUSDC     [1]        1  1500.0  USDC per ETH  \n",
       "0  USDC   3.0  ETH  ETHUSDC     [1]        1  1500.0  USDC per ETH  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"].query(\"aggr==True\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7177b34b",
   "metadata": {},
   "source": [
    "After those trades, Bob purchased 6.4 ETH. This should have cost him USDC 9600. It did."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "2a961da5",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "9600.0\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "0    6.4\n",
       "Name: y, dtype: float64"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "print(6.4*1500)\n",
    "Sim.state()[\"orders\"].query(\"y_unit=='ETH'\")[\"y\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6ac59190",
   "metadata": {},
   "source": [
    "We confirm that: Bob as 400 USDC left from the initial 10000"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "f5938f1b",
   "metadata": {
    "lines_to_next_cell": 2
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "400.0\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "1    400.0\n",
       "Name: y, dtype: float64"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "print(10000-6.4*1500)\n",
    "Sim.state()[\"orders\"].query(\"y_unit=='USDC'\")[\"y\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "d4f02ca0",
   "metadata": {},
   "source": [
    "## LP Example: \"Buy-Low Sell-High\" Strategy"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "70c01786",
   "metadata": {},
   "source": [
    "**Alice creates a strategy where she buys ETH as the price goes between 1500 and 1600 USDC. She is willing to spend 5000 USDC for this. She also wants to sell her acquired ETH when the price goes from 2000 to 2500 USDC.**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "6159c7c8",
   "metadata": {},
   "outputs": [],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETHUSDC\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "242b206d",
   "metadata": {},
   "outputs": [
    {
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       "      <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>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</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     0.0     0.0    ETH   2000.0  2500.0  2000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  5000.0   USDC   1600.0  1500.0  1600.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy(tkn=\"ETH\", amt_sell=0, psell_start=2000, psell_end=2500, amt_buy=5000, pbuy_start=1600, pbuy_end=1500)[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b2276b95",
   "metadata": {},
   "source": [
    "The market is attempting to pass the following orders against it. The last one fails because there is not enough USDC left."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "58d1ae07",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'success': False,\n",
       " 'error': 'Insufficient liquidity across all user positions to support this trade.',\n",
       " 'exception': AssertionError('Insufficient liquidity across all user positions to support this trade.')}"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for size in [1,1,1,1]:\n",
    "    result = Sim.trader_sells(tkn=\"ETH\", amt=size, pair='ETHUSDC')\n",
    "result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "e516eb8e",
   "metadata": {},
   "outputs": [
    {
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       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1584USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</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 1552USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1552.357373</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1552.357373</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 1522USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1521.742595</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1521.742595</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  uid  id subid                          note  aggr  exec limitfail  \\\n",
       "0   0   0     A  AMM sells 1584USDC buys 1ETH  True  True      None   \n",
       "0   1   1     A  AMM sells 1552USDC buys 1ETH  True  True      None   \n",
       "0   2   2     A  AMM sells 1522USDC buys 1ETH  True  True      None   \n",
       "\n",
       "          amt1  tkn1  amt2 tkn2     pair routeix  nroutes        price  \\\n",
       "0  1583.905411  USDC   1.0  ETH  ETHUSDC     [1]        1  1583.905411   \n",
       "0  1552.357373  USDC   1.0  ETH  ETHUSDC     [1]        1  1552.357373   \n",
       "0  1521.742595  USDC   1.0  ETH  ETHUSDC     [1]        1  1521.742595   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  "
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"].query(\"aggr==True\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "86f7956d",
   "metadata": {},
   "source": [
    "Looking at the order(s) we see that the \"sell USDC, buy ETH\" range is mostly empty -- she has 341.99 USDC left from here initial 5000. We also see that the marginal price of the range is now at 1506.7 which is very close to the end point of the range at 1500, so the last dollar she will sell expensively (buy ETH cheaply). If she can of course."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "ecdbe475",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
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       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</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>3.0</td>\n",
       "      <td>3.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>2000.000000</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>341.994621</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1506.737091</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</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     3.0    3.000000    ETH   2000.0  2500.0  2000.000000   \n",
       "1   1  ETHUSDC  USDC  5000.0  341.994621   USDC   1600.0  1500.0  1506.737091   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "56f4940e",
   "metadata": {},
   "source": [
    "Specifically, after those trades, Alice has 3 ETH, and she has the aforemention 341.99 USDC left."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "f7b1a0c8",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
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       "\n",
       "    .dataframe thead th {\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3.000000</td>\n",
       "      <td>ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>341.994621</td>\n",
       "      <td>USDC</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            y y_unit\n",
       "0    3.000000    ETH\n",
       "1  341.994621   USDC"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"][['y', 'y_unit']]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1d75d030",
   "metadata": {},
   "source": [
    "Then the market turns, and it buys ETH at the price the Alice is willing to sell it. We see that the current marginal price of her \"sell ETH position\" is at 2000. In other words -- the first infinitesimal unit of ETH will be sold at 2000."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "4e83368b",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</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>3.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</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    3.0  3.0    ETH   2000.0  2500.0  2000.0  USDC per ETH   \n",
       "\n",
       "   lid  \n",
       "0    1  "
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"].query(\"tkn=='ETH'\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "46c79987",
   "metadata": {},
   "source": [
    "Again the market (\"traders\") is trading against Alice here, buying ETH. The last trade fails because there is not enough ETH left to sell in Alice's position."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "894967fd",
   "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": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for size in [1,1,1,1]:\n",
    "    result = Sim.trader_buys(tkn=\"ETH\", amt=size, pair='ETHUSDC')\n",
    "result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "911bc1d1",
   "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>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>3</td>\n",
       "      <td>3</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1ETH buys 2073USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2072.949017</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2072.949017</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 1ETH buys 2230USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2229.893067</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2229.893067</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>5</td>\n",
       "      <td>5</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1ETH buys 2405USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2405.361849</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2405.361849</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   3   3     A  AMM sells 1ETH buys 2073USDC  True  True      None   1.0   \n",
       "0   4   4     A  AMM sells 1ETH buys 2230USDC  True  True      None   1.0   \n",
       "0   5   5     A  AMM sells 1ETH buys 2405USDC  True  True      None   1.0   \n",
       "\n",
       "  tkn1         amt2  tkn2     pair routeix  nroutes        price        p_unit  \n",
       "0  ETH  2072.949017  USDC  ETHUSDC     [0]        1  2072.949017  USDC per ETH  \n",
       "0  ETH  2229.893067  USDC  ETHUSDC     [0]        1  2229.893067  USDC per ETH  \n",
       "0  ETH  2405.361849  USDC  ETHUSDC     [0]        1  2405.361849  USDC per ETH  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"].query(\"aggr==True\").query(\"tkn1=='ETH'\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8cb30374",
   "metadata": {},
   "source": [
    "At the end, Alice has 7050 USDC, against a starting value of 5000."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "id": "36705b89",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>7050.198554</td>\n",
       "      <td>USDC</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             y y_unit\n",
       "0     0.000000    ETH\n",
       "1  7050.198554   USDC"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"][['y', 'y_unit']]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "9acd707d",
   "metadata": {},
   "source": [
    "## LP Example: \"Average-In\" Order"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "20092ded",
   "metadata": {},
   "source": [
    "**Jane creates a strategy to buy ETH between 1500 and 1600 USDC. She is willing to spend 5000 USDC for this.**\n",
    "\n",
    "Note: this is simply Alice's strategy without the sell part."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "8b80384c",
   "metadata": {},
   "outputs": [],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETHUSDC\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "7e06166a",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</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>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</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     0.0     0.0    ETH  1000000.0  1000000.0  1000000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  5000.0   USDC     1600.0     1500.0     1600.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy(tkn=\"ETH\", amt_sell=0, psell_start=1000000, psell_end=1000000, amt_buy=5000, pbuy_start=1600, pbuy_end=1500)[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "cc5329db",
   "metadata": {},
   "source": [
    "The market is attempting to pass the following orders against it. The last one fails because there is not enough USDC left."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "33cebe77",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'success': True,\n",
       " 'trades':    uid  id subid                         note   aggr  exec limitfail  \\\n",
       " 0  3.0   3     0                     route #1  False  True      None   \n",
       " 0    3   3     A  AMM sells 341USDC buys 0ETH   True  True      None   \n",
       " \n",
       "          amt1  tkn1      amt2 tkn2     pair routeix  nroutes        price  \\\n",
       " 0  340.765429  USDC  0.226667  ETH  ETHUSDC       1        1  1503.376892   \n",
       " 0  340.765429  USDC  0.226667  ETH  ETHUSDC     [1]        1  1503.376892   \n",
       " \n",
       "          p_unit  \n",
       " 0  USDC per ETH  \n",
       " 0  USDC per ETH  }"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for size in [1,1,1,340/1500]:\n",
    "    result = Sim.trader_sells(tkn=\"ETH\", amt=size, pair=\"ETHUSDC\")\n",
    "result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "ff64ab6e",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <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 1584USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</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 1552USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1552.357373</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1552.357373</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 1522USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1521.742595</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1521.742595</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 341USDC buys 0ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>340.765429</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.226667</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1503.376892</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  uid  id subid                          note  aggr  exec limitfail  \\\n",
       "0   0   0     A  AMM sells 1584USDC buys 1ETH  True  True      None   \n",
       "0   1   1     A  AMM sells 1552USDC buys 1ETH  True  True      None   \n",
       "0   2   2     A  AMM sells 1522USDC buys 1ETH  True  True      None   \n",
       "0   3   3     A   AMM sells 341USDC buys 0ETH  True  True      None   \n",
       "\n",
       "          amt1  tkn1      amt2 tkn2     pair routeix  nroutes        price  \\\n",
       "0  1583.905411  USDC  1.000000  ETH  ETHUSDC     [1]        1  1583.905411   \n",
       "0  1552.357373  USDC  1.000000  ETH  ETHUSDC     [1]        1  1552.357373   \n",
       "0  1521.742595  USDC  1.000000  ETH  ETHUSDC     [1]        1  1521.742595   \n",
       "0   340.765429  USDC  0.226667  ETH  ETHUSDC     [1]        1  1503.376892   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  "
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"].query(\"aggr==True\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fd2edf41",
   "metadata": {},
   "source": [
    "After those trades, Jane has purchased 3.2 ETH, and she has 1.2 USDC left. She bought at an average price of 1549."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "85abf0c7",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1548.5866167782422\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3.226667</td>\n",
       "      <td>ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1.229192</td>\n",
       "      <td>USDC</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "          y y_unit\n",
       "0  3.226667    ETH\n",
       "1  1.229192   USDC"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "o = Sim.state()[\"orders\"][['y', 'y_unit']]\n",
    "print((5000 - o.iloc[0]['y'])/ o.iloc[0]['y'])\n",
    "o"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ad837049",
   "metadata": {},
   "source": [
    "## LP Example: Token Distribution Order"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e50808da",
   "metadata": {},
   "source": [
    "**Token project XYZ creates a strategy to sell 1 million units of its XYZ token in the price range of 0.50-2.00. The project would like to “back-load” the distribution process, such that half of the tokens are sold between 1.50-2.00. In total, the project wishes to receive a minimum of 1.37m in cash for its tokens.**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "7af91dc0",
   "metadata": {},
   "outputs": [],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"XYZUSDC\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "id": "108b67ee",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</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>XYZUSDC</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>0.500</td>\n",
       "      <td>2.000</td>\n",
       "      <td>0.500</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.001</td>\n",
       "      <td>0.001</td>\n",
       "      <td>0.001</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1.500</td>\n",
       "      <td>2.000</td>\n",
       "      <td>1.500</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.001</td>\n",
       "      <td>0.001</td>\n",
       "      <td>0.001</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>2</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  XYZUSDC   XYZ  500000.0  500000.0    XYZ    0.500  2.000   0.500   \n",
       "1   1  XYZUSDC  USDC       0.0       0.0   USDC    0.001  0.001   0.001   \n",
       "2   2  XYZUSDC   XYZ  500000.0  500000.0    XYZ    1.500  2.000   1.500   \n",
       "3   3  XYZUSDC  USDC       0.0       0.0   USDC    0.001  0.001   0.001   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per XYZ    1  \n",
       "1  USDC per XYZ    0  \n",
       "2  USDC per XYZ    3  \n",
       "3  USDC per XYZ    2  "
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy(tkn=\"XYZ\", amt_sell=500000, psell_start=0.5, psell_end=2, amt_buy=0, pbuy_start=0.001, pbuy_end=0.001, pair='XYZUSDC')\n",
    "Sim.add_strategy(tkn=\"XYZ\", amt_sell=500000, psell_start=1.5, psell_end=2, amt_buy=0, pbuy_start=0.001, pbuy_end=0.001, pair='XYZUSDC')\n",
    "Sim.state()[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c9bffd55",
   "metadata": {},
   "source": [
    "The market is now buying"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "c3acad32",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'success': False,\n",
       " 'error': 'Insufficient liquidity across all user positions to support this trade.',\n",
       " 'exception': AssertionError('Insufficient liquidity across all user positions to support this trade.')}"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for size in [100]*11:\n",
    "    result = Sim.trader_buys(tkn=\"XYZ\", amt=size*999.999, pair='XYZUSDC')\n",
    "result"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "99cdddc0",
   "metadata": {},
   "source": [
    "We see that initially the price is rising fast, but as soon as both positions yield tokens (above 1.50) there is more capacity in any given price range"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "8412f117",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1</td>\n",
       "      <td>0.555555</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1</td>\n",
       "      <td>0.694444</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1</td>\n",
       "      <td>0.892857</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1</td>\n",
       "      <td>1.190475</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>2</td>\n",
       "      <td>1.50838</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>2</td>\n",
       "      <td>1.592973</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>2</td>\n",
       "      <td>1.671989</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>2</td>\n",
       "      <td>1.757033</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>2</td>\n",
       "      <td>1.848734</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>99999.9</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>2</td>\n",
       "      <td>1.947808</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      amt1 tkn1  nroutes     price\n",
       "0  99999.9  XYZ        1  0.555555\n",
       "0  99999.9  XYZ        1  0.694444\n",
       "0  99999.9  XYZ        1  0.892857\n",
       "0  99999.9  XYZ        1  1.190475\n",
       "0  99999.9  XYZ        2   1.50838\n",
       "0  99999.9  XYZ        2  1.592973\n",
       "0  99999.9  XYZ        2  1.671989\n",
       "0  99999.9  XYZ        2  1.757033\n",
       "0  99999.9  XYZ        2  1.848734\n",
       "0  99999.9  XYZ        2  1.947808"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"].query(\"aggr==True\")[[\"amt1\", \"tkn1\", \"nroutes\", \"price\"]]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "39ac618c",
   "metadata": {},
   "source": [
    "After those trades, the token project has sold most of its tokens (just 1 left across both positions), and has received USD 1,366,023"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "id": "26e650ad",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "y            1.0\n",
       "y_unit    XYZXYZ\n",
       "dtype: object"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "o = Sim.state()[\"orders\"][['y', 'y_unit']]\n",
    "o.query(\"y_unit=='XYZ'\").sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "95ea770e",
   "metadata": {
    "lines_to_next_cell": 2
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "y         1366023.403785\n",
       "y_unit          USDCUSDC\n",
       "dtype: object"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "o.query(\"y_unit=='USDC'\").sum()"
   ]
  }
 ],
 "metadata": {
  "jupytext": {
   "cell_metadata_filter": "-all",
   "notebook_metadata_filter": "-all"
  },
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.8.8"
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 },
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