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Dynamic fee tweaks #194

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Dynamic fee tweaks #194

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implementing changes to the dynamic fee spec

jepidoptera added 30 commits July 1, 2024 15:33
@jepidoptera
notebook to examine different fee parameters
1379ef2
@jepidoptera
change "jan" to "January"
5398057
@jepidoptera
add frequency paramater to omnipool_arbitrage
9c5428c
@jepidoptera
simplified notebook version
84468fe
@jepidoptera
corrected absolute imports to relative
1d97c4b
@jepidoptera
streamlined output method, show graphs for two scenarios
d2566cd
@jepidoptera
trouble getting SQLPad data except for this one query
a9a1fe9
@jepidoptera
notebook examining recorded vs simulated dynamic fees in Omnipool
808114d
@jepidoptera
remove one irrelevant cell and regenerate plots
64628d0
@jepidoptera
measure price against USDC
733039c
@jepidoptera
update volume_in and volume_out data in lrna_swap
4d8ebaa
@jepidoptera
simulate dynamic fee with historical trades, compare with historical …
80eabab 
…fees
@jepidoptera
simulate dynamic fee with historical trades, compare with historical …
00da71b 
…fees
@jepidoptera
refactor get_omnipool_balance_history
62f06aa
@jepidoptera
comment out this LRNA holdings check because it makes some test fail
03673d7
@jepidoptera
add dateutil requirement
ec4daf8
@jepidoptera
when loading history, use data from .model directory
ab7ac65
@jepidoptera
add history data files to model folder
f6ded52
@jepidoptera
change 'round' to 'int'
13b2188
@jepidoptera
handle end of data gracefully
a72d00a
@jepidoptera
ran
af4af35
@jepidoptera
download latest
eb15db2
@jepidoptera
delete
f1a8270
@jepidoptera
test balance history load
097ede2
@jepidoptera
delete last cell
2daa5a0
@jepidoptera
ignore data files in notebooks/Misc
bad7966
@jepidoptera
run once more
77dd8ba
@jepidoptera
replace swap_lrna calls with swap
a5d5598
@jepidoptera
use spot prices for both recorded and simulated fees
6334c72
@jepidoptera
mark _lrna_swap as a private method so oracle update will happen corr…
8222b9b 
…ectly
jepidoptera and others added 30 commits December 9, 2024 12:45
@jepidoptera
refactor dynamic fees
be1e350
@jepidoptera
notebook examining LP returns with and without fee sharing
6b9db95
@jepidoptera
upgrade test_lrna_swap_equivalency
070b564
@jepidoptera
fix errors in lrna fee calculation
cebd66d
@jepidoptera
re-ran notebook with update fee calculation
870051a
@poliwop
in swap specification, removed imbalance, added LRNA fee that gets us…
5b88352 
…ed to buy back HDX
@poliwop
Updated specifications to reflect LRNA minting to compensate for asse…
85d0896 
…t fee that stays in pool
@jepidoptera
make sure to copy liquidity when initializing dynamic fee
bad1fc9
@jepidoptera
change oracle name to default
56bde5f
@jepidoptera
update arb swaps
4136feb
@jepidoptera
add test_calculate_sell_from_buy and improve test_lrna_swap_equivalency
41d5148
@jepidoptera
Merge remote-tracking branch 'origin/dynamic_fee_tweaks' into dynamic…
8d803f6 
…_fee_tweaks
@jepidoptera
fix errors in lrna fee calculation
5596894
@jepidoptera
fix test_buy_stableswap_for_stableswap using omnipool router
57c4f87
@jepidoptera
fix test_buy_omnipool_with_stable_swap using omnipool router
c8a359d
@jepidoptera
fix division by 0 when lrna fee = 0
cfa5e97
@jepidoptera
fix setup issue with dynamic fee tests
f0d2d28
@jepidoptera
fixed test_dynamic_fees_with_trade
2545c0a
@jepidoptera
minor fixes
ffde305
@jepidoptera
fix typo in jupyterlab version
2a32856
@poliwop
Fee spec change
243e45b
@jepidoptera
update
37a1631
@jepidoptera
add lrna_fee_burn and lrna_fee_destination parameters
d39ed39
@jepidoptera
change lp_lrna_share to lrna_fee_burn
978c1fd
@jepidoptera
Merge remote-tracking branch 'origin/dynamic_fee_tweaks' into dynamic…
897db50 
…_fee_tweaks
@jepidoptera
adjust burn mechanism
e34902e
@jepidoptera
test burn mechanism
7d67ec3
@jepidoptera
Merge branch 'main' into dynamic_fee_tweaks
cc47a33
@poliwop
Using better version of formula for LRNA mint amount in sells. The ne…
84dced7 
…w formula should result in indentical values to the old formula, if rounding error is ignored.
@poliwop
Merge remote-tracking branch 'origin/dynamic_fee_tweaks' into dynamic…
9819a5c 
…_fee_tweaks
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2 participants
@jepidoptera @poliwop