Omnipool stableswap arbitrage #169
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…ata. Also fixed error reporting for get_kraken_orderbook and added default rpc for get_omnipool_data
…l to liquidity, because that seems to match what's in production
# Conflicts: # hydradx/model/amm/arbitrage_agent_general.py # hydradx/model/amm/omnipool_amm.py # hydradx/model/amm/stableswap_amm.py # hydradx/model/processing.py # hydradx/notebooks/Misc/config/arbconfig3-refactor.txt # hydradx/tests/test_arbitrage_agent_refactor.py
…rbitrage # Conflicts: # hydradx/tests/test_arbitrage_agent_refactor.py
poliwop
approved these changes
Jan 29, 2024
| @@ -110,7 +110,7 @@ def test_calculate_arb_amount_bid( | |||
| sell_ex_max_sell=init_agent.holdings[tkn], | |||
| buy_ex_max_sell=init_agent.holdings[numeraire], | |||
| precision=p, | |||
| max_iters=100 | |||
| max_iters=110 | |||
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This seems really high, was this change really needed to get sufficient accuracy?
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This came about because I was getting one of those "surprise" test fails (where a test that had been passing suddenly doesn't). Long story short, I forgot to change it back after I figured out what the problem actually was. I'll change it back.
| "id": "fc7e81433023f150", | ||
| "metadata": {}, | ||
| "source": [ | ||
| "Set `get_live_markets = True` to get live markets from Kraken. Set to `False` to use order books from file." |
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notebook appears to pull from Binance too?
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