Cryptoswap-Spot-Price

We differentiate Curve v2's Cryptoswap invariant to derive a spot price formula and compare it to the "get_p" function currently implemented in Tricrypto-NG pools. We output Cryptoswap parameters and test results in a csv file, and we plot two histograms of the differences between an effective swap price and each spot price formula and one histogram of the difference between each formula's difference.

Usage

Cryptoswap-Spot.py [-h] [-f | -n | -s COLUMNS] [-d DIRECTORY] [-p]
                          [-q | -v]

  -h, --help            show this help message and exit
  -f, --full            all columns to csv output
  -n, --nothing         no csv output
  -s COLUMNS, --select COLUMNS
                        ADVANCED: select columns by label for csv output.
                        Format: "'label1', 'label2', ...," (" " outside and '
                        ' inside; writing "[...]" or "(...)" is optional)
  -d DIRECTORY, --dest DIRECTORY
                        select csv output directory
  -p, --plot            output histograms
  -q, --quiet           print nothing
  -v, --verbose         increase print verbosity