Ejemplo n.º 1
0
    ]:
        timeframe_params = deepcopy(parameters)
        timeframe_params["Spotter"]["WETH"]["pip"] = PipLike(
            f"feeds/eth/{timeframe}.json")
        timeframe_params["GasOracle"][
            "price_feed_file"] = f"feeds/gas/{timeframe}.json"
        timeframe_params["Uniswap"]["pairs"][
            "0xa478c2975ab1ea89e8196811f51a7b7ade33eb11"][
                "path"] = f"feeds/eth_dai_liquidity/{timeframe}.json"

        swept_params = sweep(
            {
                # "Clipper.WETH.chip": [Wad.from_number(0.001), Wad.from_number(0.01), Wad.from_number(0.1)],
                # "Clipper.WETH.tip": [Rad.from_number(100), Rad.from_number(500), Rad.from_number(1000)],
                "Clipper.WETH.chip": [Wad.from_number(0.001)],
                "Clipper.WETH.tip": [Rad.from_number(1000)],
            },
            timeframe_params,
        )

        DutchAuctionsSims = [
            DutchAuctionsExperiment(
                contracts,
                keepers,
                sort_actions,
                ilk_ids,
                Token,
                stat_trackers,
                params,
            ) for params in swept_params
        ]
Ejemplo n.º 2
0
    auction_debt(),
    ilk_price("WETH"),
    gas_price_gwei(),
    avg_time_to_liquidation("WETH"),
]
parameters = {
    "Abacus": {
        "tau": 72
    },
    "Clipper": {
        "WETH": {
            "buf": Ray.from_number(1.05),
            "tail": 72,
            "cusp": Ray.from_number(0.5),
            "chip": Wad.from_number(0.08),
            "tip": Rad.from_number(1000),
        }
    },
    "Dog": {
        "Hole": Rad(15000000000000000000000000000000000000000000000000000),
        "WETH": {
            "chop": Wad.from_number(1.13),
            "hole": Rad(15000000000000000000000000000000000000000000000000000),
        },
    },
    "Keepers": {
        "NaiveVaultKeeper": {
            "amount":
            50,
            "get_params":
            lambda state: [