Sim Pipeline Redesign

Makefile

@@ -89,7 +89,7 @@ format:
 black:
 	@echo "$(REVERSE)Running$(RESET) $(BOLD)black$(RESET)..."
 	@black --version
-	@black .
+	@black --extend-exclude "/(lib|bin)" .
 	@echo "$(REVERSE)Running$(RESET) $(BOLD)isort$(RESET)..."
 	@isort --version-number
 	@isort curvesim

curvesim/__init__.py

@@ -1,7 +1,7 @@
 """Package to simulate Curve pool."""
-__all__ = ["autosim", "bonding_curve", "order_book", "__version__", "__version_info__"]
+# __all__ = ["autosim", "bonding_curve", "order_book", "__version__", "__version_info__"]
 
-from ._order_book import order_book
-from .sim import autosim
-from .tools import bonding_curve
-from .version import __version__, __version_info__
+# from ._order_book import order_book
+# from .sim import autosim
+# from .tools import bonding_curve
+# from .version import __version__, __version_info__

curvesim/constants.py

@@ -35,10 +35,28 @@ class Chain(StrEnum):
     AVALANCHE = "avalanche"
     MATIC = "matic"
     XDAI = "xdai"
+    BASE = "base"
+    FRAXTAL = "fraxtal"
 
 
 class Env(StrEnum):
     """Names for different API environments."""
 
     PROD = "prod"
     STAGING = "staging"
+
+
+class CurvePreset(StrEnum):
+    """Names for presets within Curve.fi's pool creation UI."""
+    # Stableswap
+    FIAT_REDEEMDABLE_STABLECOINS = "fiat redeemable stablecoins"
+    CRYPTO_COLLATERALIZED_STABLECOINS = "crypto collateralized stablecoins"
+    STABLESWAP_LIQUID_RESTAKING_TOKENS = "stableswap liquid restaking tokens"
+    # Cryptoswap
+    CRYPTO = "crypto"
+    FOREX = "forex"
+    LIQUID_STAKING_DERIVATIVES = "liquid staking derivatives"
+    CRYPTOSWAP_LIQUID_RESTAKING_TOKENS = "cryptoswap liquid restaking tokens"
+    # Tricrypto
+    TRICRYPTO = "tricrypto" # USD-wrapped BTC-ETH
+    THREE_COIN_VOLATILE = "three coin volatile" # USD-ETH-any volatile token

curvesim/metrics/__init__.py

@@ -12,7 +12,7 @@
 
     2. :class:`.StateLog`:
         Logger that records simulation/pool state throughout a simulation and computes
-        metrics at the end of each simulation run.
+        metrics at the end of each simulation run. TODO: update
 
     3. :class:`.SimResults`:
         Container for simulation results with methods to plot or return recorded

curvesim/metrics/state_log/log.py

@@ -2,41 +2,52 @@
 Module to house the `StateLog`, a generic class to record changing pool states
 during simulations.
 """
-from pandas import DataFrame, concat
+import gin
+
+from pandas import DataFrame
 
-from curvesim.metrics.base import PoolMetric
 from curvesim.templates import Log
 from curvesim.utils import override
 
 from .pool_parameters import get_pool_parameters
 from .pool_state import get_pool_state
 
 
+@gin.register
 class StateLog(Log):
     """
     Logger that records simulation/pool state throughout each simulation run and
-    computes metrics at the end of each run.
+    computes metrics at the end of each run. TODO: CHANGE LATER
     """
 
     __slots__ = [
-        "metrics",
-        "pool",
         "state_per_run",
         "state_per_trade",
     ]
 
-    def __init__(self, pool, metrics):
-        self.pool = pool
-        self.metrics = prepare_metrics(metrics, pool)
+    def __init__(self, pool):
+        """
+        TODO
+        pool : SimPool 
+        """
+        # TODO: config the func with gin?
         self.state_per_run = get_pool_parameters(pool)
         self.state_per_trade = []
 
     @override
     def update(self, **kwargs):
         """Records pool state and any keyword arguments provided."""
+        state: dict = {}
+
+        if "pool" in kwargs:
+            pool = kwargs.pop("pool") # Simpool type
+            state["pool_state"] = get_pool_state(pool)
+
+        state.update(kwargs)
 
-        self.state_per_trade.append({"pool_state": get_pool_state(self.pool), **kwargs})
+        self.state_per_trade.append(state)
 
+    @override
     def get_logs(self):
         """Returns the accumulated log data."""
 
@@ -49,28 +60,3 @@ def get_logs(self):
             "pool_parameters": DataFrame(self.state_per_run, index=[0]),
             **state_per_trade,
         }
-
-    @override
-    def compute_metrics(self):
-        """Computes metrics from the accumulated log data."""
-
-        state_logs = self.get_logs()
-        metric_data = [metric.compute(state_logs) for metric in self.metrics]
-        data_per_trade, summary_data = tuple(zip(*metric_data))  # transpose tuple list
-
-        return (
-            state_logs["pool_parameters"],
-            concat(data_per_trade, axis=1),
-            concat(summary_data, axis=1),
-        )
-
-
-def prepare_metrics(metrics, pool):
-    """
-    Applies any neccessary preparations to the input metrics.
-    Currently, only updates the pool object for PoolMetrics.
-    """
-    for metric in metrics:
-        if isinstance(metric, PoolMetric):
-            metric.set_pool(pool)
-    return metrics

curvesim/network/coingecko.py

@@ -1,14 +1,22 @@
 """
 Network connector for Coingecko.
 """
+import os
+
 # pylint: disable=redefined-outer-name
 import pandas as pd
 
+from curvesim.utils import get_env_var
+
 from .http import HTTP
 from .utils import sync
 
 URL = "https://api.coingecko.com/api/v3/"
 
+# Creating a free API key on Coingecko enables increased response speed and rate limits
+# https://www.coingecko.com/en/api/pricing
+API_KEY = get_env_var("COINGECKO_API_KEY", default=None)
+
 PLATFORMS = {
     "mainnet": "ethereum",
     "arbitrum": "arbitrum-one",
@@ -24,6 +32,7 @@
 async def _get_prices(coin_id, vs_currency, start, end):
     url = URL + f"coins/{coin_id}/market_chart/range"
     p = {"vs_currency": vs_currency, "from": start, "to": end}
+    p = _add_api_key_param(p)
 
     r = await HTTP.get(url, params=p)
 
@@ -46,14 +55,23 @@ async def coin_id_from_address(address, chain):
     address = address.lower()
     chain = PLATFORMS[chain.lower()]
     url = URL + f"coins/{chain}/contract/{address}"
+    p = _add_api_key_param({})
 
-    r = await HTTP.get(url)
+    r = await HTTP.get(url, params=p)
 
     coin_id = r["id"]
 
     return coin_id
 
 
+def _add_api_key_param(query_params: dict) -> dict:
+    api_key_param = "x_cg_demo_api_key"
+    if (API_KEY != None) and (api_key_param not in query_params):
+        query_params.update({api_key_param: API_KEY})
+
+    return query_params
+
+
 # Sync
 get_prices_sync = sync(get_prices)
 coin_id_from_address_sync = sync(coin_id_from_address)