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arena 🏟️

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Arena is a powerful and extensible framework for holistic economic modelling and simulation of Uniswap v4 strategies, hooks and pools.

Track how metrics evolve over time, and over various market conditions.

Overview

Arena uses a modified version of Arbiter engine called octane, which alloys the usage of alloy and anvil for simulation. An agent-oriented architecture is utilized.

  • Deployer agent.
  • Pool admin agent.
  • Arbitrageur agent.

Initial goals

  • Simulate fee accumulation for a stable pool across various market volatilities using an Ornstein-Uhlenbeck process and agentic modelling.
  • Geometric Brownian motion for a non-stable pool.
  • Provide a set of reusable, extensible and modular types that allow any liquidity provision strategy to be defined, and any market condition.
  • Command line interface for plug-and-play analytics and simulation.

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Added Geometric Brownian Motion

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  • Rust 99.9%
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