WIP - stableswap notebook

galacticcouncil · Feb 7, 2025 · 8c666d9 · 8c666d9
1 parent d76e28a
commit 8c666d9
Showing 1 changed file with 96 additions and 0 deletions.
diff --git a/hydradx/notebooks/Stableswap/RepeggingStableswapArbAttack2.ipynb b/hydradx/notebooks/Stableswap/RepeggingStableswapArbAttack2.ipynb
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+{
+ "cells": [
+  {
+   "metadata": {},
+   "cell_type": "code",
+   "outputs": [],
+   "execution_count": null,
+   "source": [
+    "import sys\n",
+    "sys.path.append('../..')\n",
+    "\n",
+    "from model.amm.stableswap_amm import StableSwapPoolState\n",
+    "from model.amm.agents import Agent\n",
+    "import matplotlib.pyplot as plt\n"
+   ],
+   "id": "8b003c868a5fd00e"
+  },
+  {
+   "metadata": {},
+   "cell_type": "code",
+   "outputs": [],
+   "execution_count": null,
+   "source": [
+    "highest_pct = 0.0003\n",
+    "lowest_pct = 0.000001\n",
+    "t = 100\n",
+    "repeg_pcts = [lowest_pct + i * (highest_pct - lowest_pct) / t for i in range(t)]\n",
+    "balance_pct = 10\n",
+    "\n",
+    "init_vDOT_price = 1\n",
+    "t=1\n",
+    "fee = 0.0001\n",
+    "amp = 100\n"
+   ],
+   "id": "5daf3cd065915a22"
+  },
+  {
+   "metadata": {},
+   "cell_type": "code",
+   "outputs": [],
+   "execution_count": null,
+   "source": [
+    "arb_size = 1\n",
+    "agent = Agent(holdings={'DOT': arb_size})  # value of vDOT is going up so agent will buy vDOT before repeg, sell vDOT after repeg"
+   ],
+   "id": "5c3c979e81f71149"
+  },
+  {
+   "metadata": {},
+   "cell_type": "code",
+   "outputs": [],
+   "execution_count": null,
+   "source": [
+    "balanced_tokens = {'DOT': init_vDOT_price * 1000000, 'vDOT': 1000000}\n",
+    "tokens = {'DOT': balance_pct / (balance_pct + 1) * balanced_tokens['DOT'], 'vDOT': 1 / (balance_pct + 1) * balanced_tokens['vDOT']}\n",
+    "print(tokens)\n",
+    "pool = StableSwapPoolState(tokens, amp, trade_fee=fee, peg=init_vDOT_price)\n",
+    "# spot_prices = [pool.spot_price(1)]\n",
+    "print(pool.spot_price(1))\n",
+    "profits = []\n",
+    "for repeg_pct in repeg_pcts:\n",
+    "    temp_pool = pool.copy()\n",
+    "    temp_agent = agent.copy()\n",
+    "    temp_pool.swap(temp_agent, 'DOT', 'vDOT', sell_quantity=arb_size)\n",
+    "    temp_pool.set_peg(pool.peg[1] * (1 + repeg_pct))\n",
+    "    temp_pool.swap(temp_agent, 'vDOT', 'DOT', sell_quantity=temp_agent.holdings['vDOT'])\n",
+    "    profits.append(temp_agent.holdings['DOT'] - agent.holdings['DOT'])\n"
+   ],
+   "id": "80c9b20252132662"
+  },
+  {
+   "metadata": {},
+   "cell_type": "code",
+   "outputs": [],
+   "execution_count": null,
+   "source": [
+    "# plt.plot(repeg_pcts)\n",
+    "# plt.show()\n",
+    "plt.plot(repeg_pcts, profits)\n",
+    "plt.show()"
+   ],
+   "id": "86150823c98fb703"
+  },
+  {
+   "metadata": {},
+   "cell_type": "code",
+   "outputs": [],
+   "execution_count": null,
+   "source": "",
+   "id": "31927c298f5f7ffc"
+  }
+ ],
+ "metadata": {},
+ "nbformat": 5,
+ "nbformat_minor": 9
+}