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Streaming Dca #8

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Jul 5, 2024
Merged

Streaming Dca #8

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87 changes: 54 additions & 33 deletions strategies/polygon-streaming-dca.rain
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Original file line number Diff line number Diff line change
Expand Up @@ -66,8 +66,13 @@ scenarios:
orderbook: polygon-dolz
bindings:
# Ask for now, registry in future.
uniswap-words: 0x2382e861cF4F47578aC29B50944b3b445577aF74
uniswap-words: 0xbc609623F5020f6Fc7481024862cD5EE3FFf52D7
orderbook-subparser: 0x8f037f2a3fF2dee510486D9C63A47A245991a4C1

# Uniswap V3 factory addresses and init code
uniswap-v3-factory: '[uniswap-v3-factory]'
uniswap-v3-init-code: '[uniswap-v3-init-code]'

scenarios:
sell-dolz:
bindings:
Expand All @@ -85,7 +90,7 @@ scenarios:
# Ratio multiplier for calculating the io-ratio.
# If the order's input-output token are paired on the uniswap v3 pool, then set to identity
# If the order's input-output token are NOT paired on the uniswap v3 pool, then set to reserve.
io-multiplier: '''io-multiplier-identity'
quote-multiplier: '''quote-multiplier-identity'

# Number of output tokens offered per second.
# Total number of output tokens offered / Total time duration.
Expand All @@ -95,14 +100,14 @@ scenarios:
# Unix timestamp for strating of the strategy.
# Ideally set it 15 minutes ahead of the whatever the timestamp is while you're deploying the order.
# https://www.epochconverter.com/
strat-start-time: 1718717107
strat-start-time: 1719907190

# Bounty amount denominated in input tokens
#
# Minimum bounty offered in input token denominations.
bounty-min: 0.02
bounty-min: 0.012
# Maximum bounty offered in input token denominations.
bounty-max: 2
bounty-max: 0.3
# Number of seconds after which the bounty auction starts once the order is evaling.
auction-start-time: 300
# Number of seconds for which bounty auction will last.
Expand All @@ -118,23 +123,29 @@ scenarios:
# If the order's input-output tokens are NOT paired on the uniswap v3 pool, then fee is the pool fee for input-reserve token pool.
# If the order's input-output tokens are paired on the uniswap v3 pool, then this binding is irrelevant.
twap-multiplier-fee: '[uniswap-v3-fee-low]'

# Minimum input/output token ratio accepatble for the order.
# Eg: For sell DOLZ, min-ratio is the minimum USDT/DOLZ value to sell above.
min-ratio: 0.005

scenarios:
prod:
bindings:
# Minimum input/output token ratio accepatble for the order.
# Eg: For sell DOLZ, min-ratio is the minimum USDT/DOLZ value to sell above.
min-ratio: 0.005
plottables: '''plottables-prod'
get-last-time: '''get-last-time-prod'
ensure-ratio: '''ensure-ratio-prod'
chart:
runs: 1000
bindings:
min-ratio: 0.009
plottables: '''plottables-plot'
get-last-time: '''get-last-time-plot'
ensure-ratio: '''ensure-ratio-plot'
test:
bindings:
min-ratio: 0.01
plottables: '''plottables-prod'
get-last-time: '''get-last-time-prod'
ensure-ratio: '''ensure-ratio-prod'

buy-dolz:
bindings:
Expand All @@ -152,24 +163,24 @@ scenarios:
# Ratio multiplier for calculating the io-ratio.
# If the order's input-output token are paired on the uniswap v3 pool, then set to identity
# If the order's input-output token are NOT paired on the uniswap v3 pool, then set to reserve.
io-multiplier: '''io-multiplier-identity'
quote-multiplier: '''quote-multiplier-identity'

# Number of output tokens offered per second.
# Total number of output tokens offered / Total time duration.
# Eg : 100 tokens cost averaged in 1 hours: 100/3600 = 0.027777777777777778
per-second-rate: 0.027777777777777778
per-second-rate: 0.01

# Unix timestamp for strating of the strategy.
# Ideally set it 15 minutes ahead of the whatever the timestamp is while you're deploying the order.
# https://www.epochconverter.com/
strat-start-time: 1718717107
strat-start-time: 1719907190

# Bounty amount denominated in input tokens
#
# Minimum bounty offered in input token denominations.
bounty-min: 1.77
# Maximum bounty offered in input token denominations.
bounty-max: 177
bounty-max: 88
# Number of seconds after which the bounty auction starts once the order is evaling.
auction-start-time: 300
# Number of seconds for which bounty auction will last.
Expand All @@ -186,22 +197,28 @@ scenarios:
# If the order's input-output tokens are paired on the uniswap v3 pool, then this binding is irrelevant.
twap-multiplier-fee: '[uniswap-v3-fee-low]'

# Minimum input/output token ratio
# Eg: For buy DOLZ, min-ratio is the minimum DOLZ/USDT value to buy above.
min-ratio: 70

scenarios:
prod:
bindings:
# Minimum input/output token ratio
# Eg: For buy DOLZ, min-ratio is the minimum DOLZ/USDT value to buy above.
min-ratio: 70
plottables: '''plottables-prod'
get-last-time: '''get-last-time-prod'
ensure-ratio: '''ensure-ratio-prod'
chart:
runs: 1000
bindings:
min-ratio: 70
plottables: '''plottables-plot'
get-last-time: '''get-last-time-plot'
ensure-ratio: '''ensure-ratio-plot'
ensure-ratio: '''ensure-ratio-plot'
test:
bindings:
min-ratio: 100
plottables: '''plottables-prod'
get-last-time: '''get-last-time-prod'
ensure-ratio: '''ensure-ratio-prod'

charts:
sell-streaming-dca:
Expand Down Expand Up @@ -236,7 +253,7 @@ charts:
sell-dca-simulation:
scenario: streaming-dca.sell-dolz.chart
plots:
Number of RED tokens sold vs time difference:
Number of DOLZ tokens sold vs time difference:
marks:
- type: line
options:
Expand Down Expand Up @@ -281,7 +298,7 @@ charts:
buy-dca-simulation:
scenario: streaming-dca.buy-dolz.chart
plots:
Number of BLUE tokens sold vs time difference:
Number of USDT tokens sold vs time difference:
marks:
- type: line
options:
Expand Down Expand Up @@ -321,11 +338,13 @@ deployments:
#get-last-time !Binding to get last time and current time
#plottables !Binding for charting metrics.
#ensure-ratio !Binding to enfore minimum io-ratio check.
#io-multiplier !Binding to calculate multiplier for io-ratio.
#quote-multiplier !Binding to calculate multiplier for io-ratio.
#test-current-time !Binding to have test current time.

#uniswap-words !The subparser for the Uniswap words
#orderbook-subparser !The subparser for the Orderbook words
#uniswap-v3-factory !Uniswap v3 factory.
#uniswap-v3-init-code !Uniswap v3 factory init code.
#last-time-key "last-time-key"

#bounty-auction
Expand Down Expand Up @@ -361,13 +380,13 @@ deployments:

#calculate-budget-input
current-budget: ,
_: mul(
uniswap-v3-quote-exact-input(
output-token-address reserve-token-address
current-budget twap-io-fee
)
call<'io-multiplier>()
);
output-to-reserve: uniswap-v3-quote-exact-input(
output-token-address reserve-token-address
current-budget
uniswap-v3-factory uniswap-v3-init-code
twap-io-fee
),
output-to-input: call<'quote-multiplier>(output-to-reserve);

#plottables-plot
_: per-second-rate,
Expand All @@ -393,13 +412,15 @@ deployments:
#ensure-ratio-plot
io-ratio: ;

#io-multiplier-identity
_: 1;
#quote-multiplier-identity
_: ;

#io-multiplier-reserve
_: uniswap-v3-twap-output-ratio(
#quote-multiplier-reserve
reserve-amount: ,
reserve-to-input: uniswap-v3-quote-exact-input(
reserve-token-address input-token-address
0 0
reserve-amount
uniswap-v3-factory uniswap-v3-init-code
twap-multiplier-fee
);

Expand Down
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