delvtech / agent0

Analysis & simulation repo for Delv
https://agent0.readthedocs.io/en/latest/
Apache License 2.0
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add pool state transition funcs to interface #1514

Open dpaiton opened 1 month ago

dpaiton commented 1 month ago

First outlined here: https://github.com/delvtech/agent0/issues/1010 which was closed in favor of this issue.

We want to be able to estimate the future value of a trade as well as predict all outcomes of trades wrt user, pool, fees in base and shares.

Both this task and https://github.com/delvtech/hyperdrive-rs/issues/39 require implementing "pool delta" calc functions.

dpaiton commented 1 month ago

depends on https://github.com/delvtech/hyperdrive-rs/issues/39

wakamex commented 1 month ago

for reference, the accuracy of the python version of predict_trade is too high (#1357). in implementing a rust equivalent, we should ensure it's more accurate.

wakamex commented 1 month ago

the first link is for measuring the current value of all your positions