Add underscores to non-interface functions

curvesim/pipelines/vol_limited_arb/trader.py

@@ -74,14 +74,14 @@ def multipair_optimal_arbitrage(  # noqa: C901  pylint: disable=too-many-locals
         Results object from the numerical optimizer.
     """
     all_trades = get_arb_trades(pool, prices)
-    input_trades, skipped_trades = apply_volume_limits(all_trades, limits, pool)
+    input_trades, skipped_trades = _apply_volume_limits(all_trades, limits, pool)
 
     if not input_trades:
-        price_errors = make_price_errors(skipped_trades=skipped_trades, pool=pool)
+        price_errors = _make_price_errors(skipped_trades=skipped_trades, pool=pool)
         return [], price_errors, None
 
-    input_trades = sort_trades_by_size(input_trades)
-    least_squares_inputs = make_least_squares_inputs(input_trades, limits)
+    input_trades = _sort_trades_by_size(input_trades)
+    least_squares_inputs = _make_least_squares_inputs(input_trades, limits)
 
     def post_trade_price_error_multi(amounts_in, price_targets, coin_pairs):
         with pool.use_snapshot_context():
@@ -123,17 +123,17 @@ def post_trade_price_error_multi(amounts_in, price_targets, coin_pairs):
             if amount_in > min_size:
                 trades.append(Trade(trade.coin_in, trade.coin_out, amount_in))
 
-        price_errors = make_price_errors(input_trades, res.fun, skipped_trades, pool)
+        price_errors = _make_price_errors(input_trades, res.fun, skipped_trades, pool)
 
     except Exception:
         logger.error("Opt Arbs:\n %s", pformat(least_squares_inputs), exc_info=True)
-        price_errors = make_price_errors(skipped_trades=all_trades, pool=pool)
+        price_errors = _make_price_errors(skipped_trades=all_trades, pool=pool)
         res = None
 
     return trades, price_errors, res
 
 
-def apply_volume_limits(arb_trades, limits, pool):
+def _apply_volume_limits(arb_trades, limits, pool):
     """
     Returns list of ArbTrades with amount_in set to min(limit, amount_in). Any trades
     limited to less than the pool's minimum trade size are excluded.
@@ -154,13 +154,13 @@ def apply_volume_limits(arb_trades, limits, pool):
     return limited_arb_trades, excluded_trades
 
 
-def sort_trades_by_size(trades):
+def _sort_trades_by_size(trades):
     """Sorts trades by amount_in."""
     sorted_trades = sorted(trades, reverse=True, key=lambda t: t.amount_in)
     return sorted_trades
 
 
-def make_least_squares_inputs(trades, limits):
+def _make_least_squares_inputs(trades, limits):
     """
     Returns a dict of trades, bounds, and targets formatted as kwargs for least_squares.
     """
@@ -178,7 +178,7 @@ def make_least_squares_inputs(trades, limits):
     }
 
 
-def make_price_errors(trades=None, trade_errors=None, skipped_trades=None, pool=None):
+def _make_price_errors(trades=None, trade_errors=None, skipped_trades=None, pool=None):
     """
     Returns a dict mapping coin pairs to price errors.