The vAMM simulator uses a csv scenario as inputs. The csv list all actions (trades/repegs/others) that will happen sequentially in the vAMM.
pip install -r requirements.txt
python amm_simulator.py '/path/to/scenario.csv'
At the end, the simulator will output another csv, it will be placed in the same directory as the input scenario
Example: with input scenario here '/home/bob/scenario.csv', the output csv will be placed here '/home/bob/output_scenario.csv'
A scenario describes all the actions that will happen in the amm
| step | time | action | vETH | vNFT | fees | userid | oracle_price |
|---|---|---|---|---|---|---|---|
| 1 | 1669047283 | set_liquidity | 10 | 2000 | 0.01 | admin | 64.28278325620728 |
| 2 | 1669047383 | swap | 1 | 0.01 | user1 | 64.28278325620728 | |
| 3 | 1669047483 | swap | 5 | 0.01 | user2 | 64.28278325620728 | |
| 4 | 1669047583 | swap | 1 | 0.01 | user1 | 66 | |
| 5 | 1669047683 | swap | 1 | 0.01 | user3 | 66 | |
| 6 | 1669047783 | set_liquidity | 100 | 20000 | 0.01 | admin | 66 |
| 7 | 1669047983 | swap | 200 | 0.01 | user2 | 66 |
| label | description |
|---|---|
| step | The step where the action took place, can be anything (just a number, a blocknumber…) |
| time | The unix timestamp (in seconds) where the action took place |
| action | The performed action: set_liquidity or swap. The first action must always be set_liquidity as it sets the base liquidity of the AMM |
| vETH | Number of vETH, for set_liquidity action: it means the amount of vETH in the reserve. For swap it means how much vETH will be sold to the AMM |
| vNFT | Same as vETH but for the other side of the AMM |
| fees | The trade fees if any |
| userid | The user, admin for set_liquidity, userid for a swap, used to track positions |
| oracle_price | the oracle price |
The output lists, for every steps in the scenario, what happened in the AMM
| step | time | step_name | reserve_vETH | reserve_vNFT | price (vETH/vNFT) | oracle price | applied_fees | step_diff_vETH | step_diff_vNFT | step_collected_fees_vETH | total_collected_fees_vETH | total_diff_vETH | total_diff_vNFT | user_id | cpt_user_long | total_long | cpt_user_short | total_short |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | set liquidity: 32133.0 vETH / 500.0 vNFT | 32133.0 | 500.0 | 64.266 | 64.28278325620728 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | admin | 0 | 0.0 | 0 | 0.0 |
| 39993545 | 1669047283 | 0xde79aaa2f54160b45ef69e1c4b8fc4c290cd5b88 swaps 1.5560327873535e-05 vNFT to vETH | 32132.999 | 500.0000155603279 | 64.26599600000006 | 64.28278325620728 | 0.003 | -0.0009999999999999445 | 1.5560327873535e-05 | 2.9999999999998336e-06 | 2.9999999999998336e-06 | -0.0009999999999999445 | 1.5560327873535e-05 | 0xde79aaa2f54160b45ef69e1c4b8fc4c290cd5b88 | 0 | 0.0 | 1 | 1.5560327873535e-05 |
| 39993929 | 1669047387 | 0xde79aaa2f54160b45ef69e1c4b8fc4c290cd5b88 swaps 0.001 vETH to vNFT | 32132.999997 | 500.000000046681 | 64.26599998799999 | 64.28278325620728 | 0.003 | 0.000997 | -1.5513646891363642e-05 | 3,00E-06 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | 0xde79aaa2f54160b45ef69e1c4b8fc4c290cd5b88 | 0 | 0.0 | 1 | 4.6680982171357896e-08 |
| 40546253 | 0 | set liquidity: 31008.03775 vETH / 500.0 vNFT | 31008.03775 | 500.0 | 62.0160755 | 64.28278325620728 | 0.0 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 |
| 40555181 | 0 | set liquidity: 31856.61661 vETH / 500.0 vNFT | 31856.61661 | 500.0 | 63.71323322 | 64.28278325620728 | 0.0 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 |
| funding_payments | 1669050882 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 | |
| funding_payments | 1669054482 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 | |
| funding_payments | 1669058082 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 | |
| funding_payments | 1669061682 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 | |
| funding_payments | 1669065282 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 | |
| funding_payments | 1669068882 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 | |
| funding_payments | 1669072482 | funding payment short --> long total payments: 0.0 vETH | 31856.61661 | 500.0 | 63.71323322 | 63.98137810183117 | 0.0 | 0.0 | 0.0 | 5.999999999999834e-06 | -2.9999999999444533e-06 | 4.6680982171357896e-08 | admin | 0 | 0.0 | 1 | 4.6680982171357896e-08 |
| label | description |
|---|---|
| step | the step where the action happened |
| time | unix timestamp where action happened |
| step_name | A label for the step, describes the human readable action |
| reserve_vETH | The amount in the vETH reserve AFTER the action |
| reserve_vNFT | The amount in the vNFT reserve AFTER the action |
| price (vETH/vNFT) | Price |
| oracle price | The oracle price |
| applied fees | the fees applied to the swap (dynamic fees) |
| step_diff_vETH | Difference between action t-1 and t for vETH |
| step_diff_vNFT | Difference between action t-1 and t for NFT |
| step_collected_fees_vETH | Amount of vETH collected as fee for this step |
| total_collected_fees_vETH | Total of vETH collected since the beginning |
| total_diff_vETH | Total in/out for vETH |
| total_diff_vNFT | Total in/out for vNFT |
| user_id | The trader that made the swap |
| cpt_user_long | Amount of users in long position |
| total_long | Amount of vNFT in long position |
| cpt_user_short | Amount of users in short position |
| total_short | Amount of vNFT in short position |