CryptoPool Sim Finalized Release (0.5.0)

[nagakingg]

I compiled a list of issues I encountered when running v2 simulations with high-temporal-frequency data. @chanhosuh and @allt0ld, can you take a look at these and let me know if you have any thoughts on the proposed solutions or alternatives.

• Reset profit counters at start of each sim run #213
• Fix or Remove Default Simulation Params #222
• Exclude trading pair from multipair_optimal_arbitrage if volume limit is 0 #223
• _tweak_price Raises "Loss" Due to Neglible Numerical Error #224
• Disable _tweak_price for Estimating Liquidity Density? #227
• Floating point errors in annualized returns when very short intervals are used #228

For completeness, I'll also list these bugs:

• CurveCryptoPool.__init__ bugs #219
• exchange gives incorrect result #220
• Handle pool balancing in factory function #221

[chanhosuh]

I think we can roll out the next versions like so:

0.5.0b2 (beta):

• CurveCryptoPool.__init__ bugs #219
• mutation bug in CryptoPool __init__ #237
• Mutation bug in SimCurveCryptoPool #238
• exchange gives incorrect result #220
• Handle pool balancing in factory function #221
• Fix or Remove Default Simulation Params #222
• Reset profit counters at start of each sim run #213
• _tweak_price Raises "Loss" Due to Neglible Numerical Error #224

0.5.0b3 (beta):

• Include price oracle in CurveCryptoPoolBalanceSnapshot #249

0.5.0rc1 (release candidate) / 0.5.0 (release):

• Replace volume subgraph query with curve-prices API #263
• possibly:
  • Exclude trading pair from multipair_optimal_arbitrage if volume limit is 0 #223
  • Disable _tweak_price for Estimating Liquidity Density? #227
  • Floating point errors in annualized returns when very short intervals are used #228

If the last issues block the release, we can wait until 0.5.5 (or an earlier version if we have one).

[nagakingg]

Note: also have to update docs/readme to reflect that the default parameters have been removed. Not sure if anything else needs to be updated?

[nagakingg]

It appears these have all been addressed. Feel free to re-open if we missed anything.