[EPIC, make $] Explore dydx: add to data_factory & sim, then live tests

oceanprotocol / pdr-backend

Instructions & code to run predictoors, traders, more.

Apache License 2.0

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[EPIC, make $] Explore dydx: add to data_factory & sim, then live tests #492

Closed idiom-bytes closed 3 months ago

idiom-bytes commented 8 months ago

Background / motivation

We need a trading venue with 0/negligible trading fees and slippage. DYDX fits the bill.

TODOs

[x] Integrate dydx into fetch_ohlcv.py & ohlcv_data_factory.py #493
[x] [Bug] dydx api ignores 'fromISO' time-date spec #879
[x] #981
[ ] make $ with sim histmock. Iterate as needed
[ ] integrate dydx in sim livemock
[ ] make $ with sim livemock. Iterate as needed
[ ] integrate dydx in sim livereal
[ ] make $ with sim livereal. Iterate as needed

If the above goes well, we'd: add new feeds for dydx, add predictoor support, and add trader support. Either via expanding this epic, or a new one.

Appendix: Related issues

Early exploration: pdr-private#65 "[Sim, Make $] Explore dYdX" had some preliminary experiments in dydx
[EPIC, Make $] Explore Arbitrum DEXes (GMX, etc): research, add to data_factory & sim, then live tests #910

trentmc commented 8 months ago

I just added the following into the top of the description:

Pre-requisite

pdr-private#65 "[Sim, Make $] Explore dYdX" came before this issue.

Its main goal is to find out: "can we make $ with dydx"? Only once we have completed that and got a "yes", should we integrate dydx everywhere (predictoor, trader, etc)

I have also re-opened pdr-private#65.

idiom-bytes commented 8 months ago

@trentmc I have reviewed the description/outline of this ticket as discussed. I also avoided creating additional tickets so we can take this step-by-step. I went ahead and closed pdr-private.

Thank you

idiom-bytes commented 8 months ago

Hi @graceful-coder, I noticed the following were marked as completed from issue #65.

- [x] make a new branch from yaml-cli2 branch. Work in this new branch for remaining work here
- [x] add one dydx pair to simulator flow (pdr_backend/sim)
- [x] run simulation on the pair.
Be sure to have the correct % tx fee. (It's an input to simulator flow, via the ppss.yaml file.)
What's $ made vs time? Accuracy vs time? (Those plots are output from sim)

Please point me to the branch when you get the chance so I can take a look. We should having the additional work laid out in the epic applied to this same branch.

trizin commented 3 months ago

I don't think this is worth pursuing:

Binance futures has lower fees than dydx
More liquidity in Binance
Faster trading on Binance

@trentmc @idiom-bytes

trentmc commented 3 months ago

I don't think this is worth pursuing:

Binance futures has lower fees than dydx

More liquidity in Binance

Faster trading on Binance

@trentmc @idiom-bytes

I'm OK open to closing this.

But in lieu of it, how about we create a new issue for: can run trader bot on binance futures

trizin commented 3 months ago

@trentmc should we close this one as well? https://github.com/oceanprotocol/pdr-backend/issues/910

trentmc commented 3 months ago

Let's discuss in that issue (910)