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refactor(simulation-py): make price() function optional #126

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merged 2 commits into from
Feb 14, 2025
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refactor(simulation-py): make price() function optional #126

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refactor(simulation-py): make `price()` function optional
zizou0x Jan 22, 2025
59fd6d9
Merge branch 'main' into zz/python-sim/make-price-optional
zizou0x Feb 14, 2025
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67 changes: 46 additions & 21 deletions tycho_simulation_py/python/tycho_simulation_py/evm/pool_state.py
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Original file line number Diff line number Diff line change
Expand Up @@ -166,28 +166,53 @@ def _set_engine(self):
self._engine = engine

def _set_marginal_prices(self):
"""Set the spot prices for this pool.
"""Set the spot prices for this pool."""
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Can you add more docs on this? There are important design decisions that led to this implementation

if Capability.PriceFunction in self.capabilities:
for t0, t1 in itertools.permutations(self.tokens, 2):
sell_amount = t0.to_onchain_amount(
self.get_sell_amount_limit(t0, t1) * Decimal("0.01")
)
frac = self._adapter_contract.price(
cast(HexStr, self.id_),
t0,
t1,
[sell_amount],
block=self.block,
overwrites=self._get_overwrites(t0, t1),
)[0]
if Capability.ScaledPrices in self.capabilities:
self.marginal_prices[(t0, t1)] = frac_to_decimal(frac)
else:
scaled = frac * Fraction(10**t0.decimals, 10**t1.decimals)
self.marginal_prices[(t0, t1)] = frac_to_decimal(scaled)
else:

We currently require the price function capability for now.
"""
self._ensure_capability(Capability.PriceFunction)
for t0, t1 in itertools.permutations(self.tokens, 2):
sell_amount = t0.to_onchain_amount(
self.get_sell_amount_limit(t0, t1) * Decimal("0.01")
)
frac = self._adapter_contract.price(
cast(HexStr, self.id_),
t0,
t1,
[sell_amount],
block=self.block,
overwrites=self._get_overwrites(t0,t1),
)[0]
if Capability.ScaledPrices in self.capabilities:
self.marginal_prices[(t0, t1)] = frac_to_decimal(frac)
else:
scaled = frac * Fraction(10**t0.decimals, 10**t1.decimals)
self.marginal_prices[(t0, t1)] = frac_to_decimal(scaled)
def swap(
sell_token: EthereumToken,
sell_amount: Decimal,
buy_token: EthereumToken,
) -> Decimal:
overwrites = self._get_overwrites(sell_token, buy_token)
trade, _ = self._adapter_contract.swap(
cast(HexStr, self.id_),
sell_token,
buy_token,
False,
sell_token.to_onchain_amount(sell_amount),
block=self.block,
overwrites=overwrites,
)

buy_amount = buy_token.from_onchain_amount(trade.received_amount)

return buy_amount

for t0, t1 in itertools.permutations(self.tokens, 2):
x1 = self.get_sell_amount_limit(t0, t1) * Decimal("0.01")
x2 = x1 + (x1 / 100)
y1 = swap(t0, x1, t1)
y2 = swap(t0, x2, t1)
self.marginal_prices[(t0, t1)] = (y2 - y1) / (x2 - x1)

def _ensure_capability(self, capability: Capability):
"""Ensures the protocol/adapter implement a certain capability."""
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