Quickstudies

bancor_research/bancor_simulator/v3/spec/network.py

@@ -13,13 +13,17 @@
 from bancor_research import DEFAULT, PandasDataFrame, read_price_feeds, pd
 
 
-def toDecimal(percent: str):
+def to_decimal(percent: str):
     return Decimal(percent[:-1]) / 100
 
 
-def userAmount(state: State, tkn_name: str, user_name: str, amount: str):
-    if amount.endswith("%"):
-        return get_user_balance(state, user_name, tkn_name) * toDecimal(amount)
+def get_user_amount(state: State, tkn_name: str, user_name: str, amount: Any):
+    if str(amount).endswith("%"):
+        return (
+            get_user_balance(state, user_name, tkn_name)
+            * Decimal(str(amount)[:-1])
+            / 100
+        )
     return Decimal(amount)
 
 
@@ -74,7 +78,7 @@ def __init__(
 
         whitelisted_tokens = {
             k: {
-                "trading_fee": toDecimal(v["trading_fee"]),
+                "trading_fee": to_decimal(v["trading_fee"]),
                 "bnt_funding_limit": Decimal(v["bnt_funding_limit"]),
             }
             for k, v in whitelisted_tokens.items()
@@ -92,9 +96,9 @@ def __init__(
             whitelisted_tokens=whitelisted_tokens,
             usernames=[],
             cooldown_time=cooldown_time,
-            network_fee=toDecimal(network_fee),
+            network_fee=to_decimal(network_fee),
             bnt_min_liquidity=Decimal(bnt_min_liquidity),
-            withdrawal_fee=toDecimal(withdrawal_fee),
+            withdrawal_fee=to_decimal(withdrawal_fee),
         )
 
         # initialize bnt
@@ -187,10 +191,10 @@ def deposit(
         Top level logic for deposit actions.
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
-        state, tkn_name, user_name = validate_input(
-            state, tkn_name, user_name, timestamp
+        tkn_amt = get_user_amount(state, tkn_name, user_name, tkn_amt)
+        state, tkn_name, tkn_amt, user_name = validate_input(
+            state, tkn_name, tkn_amt, user_name, timestamp
         )
-        tkn_amt = userAmount(state, tkn_name, user_name, tkn_amt)
         if tkn_name == "bnt":
             state = deposit_bnt(
                 state=state, tkn_name=tkn_name, tkn_amt=tkn_amt, user_name=user_name
@@ -223,13 +227,10 @@ def trade(
         Main logic for trade actions.
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
-        state, source_token, user_name = validate_input(
-            state, source_token, user_name, timestamp
+        tkn_amt = get_user_amount(state, source_token, user_name, tkn_amt)
+        state, source_token, tkn_amt, user_name = validate_input(
+            state, source_token, tkn_amt, user_name, timestamp
         )
-        state, target_token, user_name = validate_input(
-            state, target_token, user_name, timestamp
-        )
-        tkn_amt = userAmount(state, source_token, user_name, tkn_amt)
         state = process_trade(
             state, tkn_amt, source_token, target_token, user_name, timestamp
         )
@@ -255,10 +256,10 @@ def begin_cooldown(
         Begin the withdrawal cooldown operation.
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
-        state, tkn_name, user_name = validate_input(
-            state, tkn_name, user_name, timestamp
+        tkn_amt = get_user_amount(state, tkn_name, user_name, tkn_amt)
+        state, tkn_name, tkn_amt, user_name = validate_input(
+            state, tkn_name, tkn_amt, user_name, timestamp
         )
-        tkn_amt = userAmount(state, tkn_name, user_name, tkn_amt)
         state, id_number = begin_withdrawal_cooldown(
             state, tkn_amt, tkn_name, user_name
         )
@@ -518,7 +519,7 @@ def burn_pool_tokens(
         state, tkn_name, user_name = validate_input(
             state, tkn_name, user_name, timestamp
         )
-        tkn_amt = userAmount(state, tkn_name, user_name, tkn_amt)
+        tkn_amt = get_user_amount(state, tkn_name, user_name, tkn_amt)
         if tkn_name != "bnt":
             state.decrease_pooltoken_balance(tkn_name, tkn_amt)
             state.decrease_user_balance(
@@ -582,7 +583,7 @@ def join_standard_rewards_program(
         state, tkn_name, user_name = validate_input(
             state, tkn_name, user_name, timestamp
         )
-        tkn_amt = userAmount(state, tkn_name, user_name, tkn_amt)
+        tkn_amt = get_user_amount(state, tkn_name, user_name, tkn_amt)
         state = join_standard_reward_program(
             state=state,
             user_name=user_name,
@@ -611,7 +612,7 @@ def leave_standard_rewards_program(
         state, tkn_name, user_name = validate_input(
             state, tkn_name, user_name, timestamp
         )
-        tkn_amt = userAmount(state, tkn_name, user_name, tkn_amt)
+        tkn_amt = get_user_amount(state, tkn_name, user_name, tkn_amt)
         state = leave_standard_reward_program(
             state=state,
             user_name=user_name,
@@ -695,7 +696,7 @@ def set_trading_fee(
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
         state, tkn_name, user_name = validate_input(state, tkn_name, "", timestamp)
-        value = toDecimal(percent)
+        value = to_decimal(percent)
         state.set_trading_fee(tkn_name, value)
         self.next_transaction(state)
         handle_logging(
@@ -715,7 +716,7 @@ def set_network_fee(
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
         state, tkn_name, user_name = validate_input(state, tkn_name, "", timestamp)
-        value = toDecimal(percent)
+        value = to_decimal(percent)
         state.set_network_fee(tkn_name, value)
         self.next_transaction(state)
         handle_logging(
@@ -735,7 +736,7 @@ def set_withdrawal_fee(
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
         state, tkn_name, user_name = validate_input(state, tkn_name, "", timestamp)
-        value = toDecimal(percent)
+        value = to_decimal(percent)
         state.set_withdrawal_fee(tkn_name, value)
         self.next_transaction(state)
         handle_logging(
@@ -755,7 +756,7 @@ def set_bnt_funding_limit(
         """
         state = self.get_state(copy_type="initial", timestamp=timestamp)
         state, tkn_name, user_name = validate_input(state, tkn_name, "", timestamp)
-        value = toDecimal(amount)
+        value = to_decimal(amount)
         state.set_bnt_funding_limit(tkn_name, value)
         self.next_transaction(state)
         handle_logging(

bancor_research/scenario_generator/agents.py

@@ -3,16 +3,23 @@
 # Licensed under the MIT LICENSE. See License.txt in the project root for license information.
 # --------------------------------------------------------------------------------------------------------------------
 """Mesa Agent-based implementations of the Bancor protocol."""
+from decimal import Decimal
+from typing import Tuple
 
 import mesa
 
+from bancor_research.bancor_simulator.v3.spec import get_prices, State, get_bnt_trading_liquidity, \
+    get_tkn_trading_liquidity, get_trading_fee, get_user_balance, get_is_trading_enabled, get_network_fee, get_ema_rate, \
+    get_spot_rate, get_vault_balance, get_pooltoken_balance, get_staked_balance, get_external_protection_vault, \
+    get_protocol_wallet_balance, get_vortex_balance, get_bnt_funding_limit, get_bnbnt_rate, get_max_bnt_deposit, \
+    get_user_pending_withdrawals
 from bancor_research.bancor_simulator.v3.spec.actions import (
     unpack_withdrawal_cooldown,
     vortex_burner,
 )
 from bancor_research.bancor_simulator.v3.spec.network import BancorDapp
-from bancor_research.bancor_simulator.v3.simulation.random_walk import RandomWalker
-from bancor_research.bancor_simulator.v3.simulation.utils import (
+from bancor_research.scenario_generator.monte_carlo import MonteCarlo
+from bancor_research.scenario_generator.utils import (
     trade_tkn_to_ema,
     trade_bnt_to_ema,
     process_arbitrage_trade,
@@ -26,7 +33,7 @@
 )
 
 
-class Trader(RandomWalker):
+class Trader(MonteCarlo):
     """
     Represents a Bancor dapp user (trader and/or arbitrageur). Subclass to Mesa Agent
     """
@@ -267,9 +274,8 @@ def perform_random_ema_force_trade(self):
         return self
 
     def get_random_tkn_names(self, state: State) -> Tuple[str, str]:
-        tokens = state.whitelisted_tokens
-        source_tkn = self.random.choice(tokens)
-        target_tkn = self.random.choice([tkn for tkn in tokens if tkn != source_tkn])
+        tokens = [tkn for tkn in state.whitelisted_tokens]
+        source_tkn, target_tkn = self.random.sample(tokens, 2)
         return source_tkn, target_tkn
 
     def get_average_trading_fee(self):
@@ -328,7 +334,7 @@ def step(self):
         self.transact()
 
 
-class LP(RandomWalker):
+class LP(MonteCarlo):
     """
     Represents a Bancor dapp liquidity provider. Subclass to Mesa Agent
     """
@@ -432,7 +438,7 @@ def get_random_bnt_funding_limit(self, bnt_funding_amt: Decimal) -> Decimal:
     def set_random_trading_fee(self):
         state = self.protocol.v3.global_state
         for i in range(self.random.randint(1, 3)):
-            tkn_name = self.random.choice(state.whitelisted_tokens)
+            tkn_name = self.random.choice([tkn for tkn in state.whitelisted_tokens])
             trading_fee = get_trading_fee(state, tkn_name)
             trading_fee = self.get_random_trading_fee(trading_fee)
             state.set_trading_fee(tkn_name, trading_fee)
@@ -441,7 +447,7 @@ def set_random_trading_fee(self):
 
     def set_random_network_fee(self):
         state = self.protocol.v3.global_state
-        tkn_name = self.random.choice(state.whitelisted_tokens)
+        tkn_name = self.random.choice([tkn for tkn in state.whitelisted_tokens])
         network_fee = get_network_fee(state, tkn_name)
         network_fee = self.get_random_network_fee(network_fee)
         state.set_network_fee(tkn_name, network_fee)
@@ -451,25 +457,25 @@ def set_random_network_fee(self):
     def set_random_withdrawal_fee(self):
         state = self.protocol.v3.global_state
         withdrawal_fee = state.withdrawal_fee
-        tkn_name = self.random.choice(state.whitelisted_tokens)
+        tkn_name = self.random.choice([tkn for tkn in state.whitelisted_tokens])
         withdrawal_fee = self.get_random_withdrawal_fee(withdrawal_fee)
         state.set_withdrawal_fee(tkn_name, withdrawal_fee)
         self.protocol.v3.set_state(state)
         return self
 
     def set_random_bnt_funding_limit(self):
         state = self.protocol.v3.global_state
-        tkn_name = self.random.choice(state.whitelisted_tokens)
+        tkn_name = self.random.choice([tkn for tkn in state.whitelisted_tokens])
         bnt_funding_limit = get_bnt_funding_limit(state, tkn_name)
         updated_bnt_funding_limit = self.get_random_bnt_funding_limit(bnt_funding_limit)
         state.set_bnt_funding_limit(tkn_name, updated_bnt_funding_limit)
         self.protocol.v3.set_state(state)
         return self
 
     def perform_random_enable_trading(self):
-        self.protocol.v3.dao_msig_init_pools(
-            self.protocol.v3.global_state.whitelisted_tokens, "bnt"
-        )
+        state = self.protocol.v3.global_state
+        for tkn in [tkn for tkn in state.whitelisted_tokens]:
+            self.protocol.v3.enable_trading(tkn)
         return self
 
     def get_random_withdrawal_amt(self, tkn_name: str) -> Decimal:
@@ -497,9 +503,8 @@ def get_random_amt(self, amt: Decimal) -> Decimal:
         return Decimal(self.random.uniform(float(min_amt), float(max_amt)))
 
     def get_random_tkn_names(self, state: State) -> Tuple[str, str]:
-        tokens = state.whitelisted_tokens
-        source_tkn = self.random.choice(tokens)
-        target_tkn = self.random.choice([tkn for tkn in tokens if tkn != source_tkn])
+        tokens = [tkn for tkn in state.whitelisted_tokens]
+        source_tkn, target_tkn = self.random.sample(tokens, 2)
         return source_tkn, target_tkn
 
     def is_protocol_bnbnt_healthy(
@@ -554,7 +559,7 @@ def create_random_autocompounding_rewards(self):
         timestamp = state.timestamp
         start_time = 1 + timestamp
 
-        tkn_name = self.random.choice(state.whitelisted_tokens)
+        tkn_name = self.random.choice([tkn for tkn in state.whitelisted_tokens])
         distribution_type = self.random.choice(["flat", "exp"])
 
         if distribution_type == "flat":
@@ -769,7 +774,7 @@ def perform_random_withdrawal(self):
         state = self.protocol.v3.global_state
         timestamp = state.timestamp
         user_name = self.random.choice(state.usernames)
-        tkn_name = self.random.choice(state.whitelisted_tokens)
+        tkn_name = self.random.choice([tkn for tkn in state.whitelisted_tokens])
         pending_withdrawals = get_user_pending_withdrawals(state, user_name, tkn_name)
         if len(pending_withdrawals) > 0:
             id_number = self.random.choice(pending_withdrawals)
@@ -965,10 +970,8 @@ def __init__(
         self.v3 = BancorDapp(
             price_feeds=price_feeds,
             whitelisted_tokens=whitelisted_tokens,
-            trading_fee=trading_fee,
             network_fee=network_fee,
             withdrawal_fee=withdrawal_fee,
-            bnt_funding_limit=bnt_funding_limit,
             bnt_min_liquidity=bnt_min_liquidity,
         )
 

bancor_research/scenario_generator/batch_run.py

@@ -22,6 +22,13 @@
 """
 import os
 
+import mesa
+from bancor_research.scenario_generator.constants import SIMULATION_MAX_STEPS, SIMULATION_OUTPUT_PATH
+
+from bancor_research.scenario_generator.model import BancorSimulation
+
+from bancor_research.bancor_simulator.v3.spec import *
+
 # Add any desired parameters to sweep below.
 br_params = {
     "trading_fee": [

bancor_research/scenario_generator/constants.py

@@ -4,6 +4,11 @@
 # --------------------------------------------------------------------------------------------------------------------
 """Simulation constants and default state variables."""
 from decimal import Decimal
+from bancor_research import DEFAULT
+DEFAULT_TRADING_FEE = DEFAULT.TRADING_FEE
+DEFAULT_BNT_FUNDING_LIMIT = DEFAULT.BNT_FUNDING_LIMIT
+DEFAULT_NETWORK_FEE = DEFAULT.NETWORK_FEE
+DEFAULT_WITHDRAWAL_FEE = DEFAULT.WITHDRAWAL_FEE
 
 SIMULATION_TARGET_TVL: Decimal = Decimal("160000000")
 SIMULATION_TARGET_TRADE_VOLUME: Decimal = Decimal("20000000")
@@ -13,6 +18,25 @@
 SIMULATION_TARGET_NUM_WITHDRAWALS_PER_DAY: int = 200
 SIMULATION_NUM_TRADERS = 2
 SIMULATION_NUM_LPs = 2
-SIMULATION_WHITELISTED_TOKENS = ["tkn", "bnt"]
+
+
+SIMULATION_WHITELISTED_TOKENS = {
+    "eth": {
+        "trading_fee": DEFAULT_TRADING_FEE,
+        "bnt_funding_limit": DEFAULT_BNT_FUNDING_LIMIT,
+    },
+    "link": {
+        "trading_fee": DEFAULT_TRADING_FEE,
+        "bnt_funding_limit": DEFAULT_BNT_FUNDING_LIMIT,
+    },
+    "tkn": {
+        "trading_fee": DEFAULT_TRADING_FEE,
+        "bnt_funding_limit": DEFAULT_BNT_FUNDING_LIMIT,
+    },
+    "wbtc": {
+        "trading_fee": DEFAULT_TRADING_FEE,
+        "bnt_funding_limit": DEFAULT_BNT_FUNDING_LIMIT,
+    },
+}
 SIMULATION_MAX_STEPS = 100
-SIMULATION_OUTPUT_PATH: str = "data/simulation_output.csv"
+SIMULATION_OUTPUT_PATH: str = "examples/studies/limit_max_on_curve_liquidity/data/simulation_output.csv"