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Merge pull request cadCAD-org#46 from cadCAD-org/mb_temp
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works for first draft of mechanism unit tests and demonstrations of basic properties demonstration
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@mzargham
mzargham authored Apr 20, 2021
2 parents d99b4c8 + c6aa8dd commit 6d55530
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21 changes: 21 additions & 0 deletions demos/Multiscale/amm_mechanism/model/config.py
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from cadCAD.configuration import Experiment
from cadCAD.configuration.utils import config_sim
from .state_variables import initial_state
from .partial_state_update_block import partial_state_update_block
from .sys_params import params

sim_config = config_sim (
{
'N': 1, # number of monte carlo runs
'T': range(1000), # number of timesteps - 147439 is the length of uniswap_events
'M': params, # simulation parameters
}
)

exp = Experiment()

exp.append_configs(
sim_configs=sim_config,
initial_state=initial_state,
partial_state_update_blocks=partial_state_update_block
)
46 changes: 46 additions & 0 deletions demos/Multiscale/amm_mechanism/model/partial_state_update_block.py
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"""
Partial state update block.
Here the partial state update blocks are configurated by setting
- policies
- variables
for each state update block individually
"""

from .parts.uniswap import *
from .parts.metrics import *
from .parts.action_list import *

partial_state_update_block = [
{
# uniswap.py asset i AND j
'policies': {
'user_action': actionDecoder
},
'variables': {
# UNISWAP WORLD
'uni_agents': agenthub,
'UNI_Ri': mechanismHub_Ri,
'UNI_Qi': mechanismHub_Q,
'UNI_Si': mechanismHub_Si,
'UNI_Rj': mechanismHub_Ri,
'UNI_Qj': mechanismHub_Q,
'UNI_Sj': mechanismHub_Si,
'UNI_ij': mechanismHub_ij,
'UNI_ji': mechanismHub_ji,
}
},
{
# Metrics
'policies': {
# 'user_action': actionDecoder
},
'variables': {
# UNISWAP WORLD
'UNI_P_RQi': s_swap_price_i,
'UNI_P_RQj': s_swap_price_j,
'UNI_P_ij': s_swap_price_ij,
}
},
]
200 changes: 200 additions & 0 deletions demos/Multiscale/amm_mechanism/model/parts/action_list.py
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# Behaviors

def actionDecoder(params, step, history, prev_state):
'''
In this simplified model of Uniswap, we have not modeled user behavior. Instead, we map events to actions. Depending on the input system parameters 'params' a given action sequence is induced.
'''

action = {
'q_sold': 0, # q to r swap
'ri_sold': 0, # r to q swap
'ri_deposit': 0, # add liq
'q_deposit': 0, # if symmetric add liq
'Si_burn': 0, # remove liq
'action_id' : str(),
'agent_id' : 0,
'asset_id' : str(),
'direction': str()
}

ACTION_LIST = params['ACTION_LIST']
# print(ACTION_LIST)


timestep = prev_state['timestep']

############ CHOOSE ASSET TYPE #############################
####### PREVIOUS MULTIPLE SUBSTEP TO EXECUTE EACH INSTANCE ###########
# if step == 1 or step == 2:
# action['asset_id'] = 'i'
# if step == 3 or step == 4:
# action['asset_id'] = 'j'
############ CHOOSE ASSET TYPE #############################


############ CHOOSE ASSET TYPE #############################
### USE A PARAM TO CHOOSE COMPOSITE AND ASSET TYPE TRANSACTIONS

if params['exo_asset'] == 'alternating':
if timestep % 2 == 0:
action['asset_id'] = 'i'
elif timestep % 2 == 1:
action['asset_id'] = 'j'

if params['exo_asset'] == 'i_only':
action['asset_id'] = 'i'

if params['exo_asset'] == 'j_only':
action['asset_id'] = 'j'

############ CHOOSE ASSET TYPE #############################

############ CHOOSE COMPOSITE ACTION TYPE #############################
### WILL USE A PARAM TO CHOOSE COMPOSITE AND ASSET TYPE TRANSACTIONS

# if params['exo_composite'] == 'alternating':
if timestep % len(ACTION_LIST) == 0:
params['exo_trade'] = ACTION_LIST[0] # automate this
# params['exo_trade'] = 'test_r_for_q' # automate this
params['exo_liq'] = ACTION_LIST[0]
# params['exo_liq'] = 'test_remove'
# params['exo_trade'] = 'pass'
# params['exo_trade'] = 'test_r_for_r' # automate this
# params['exo_trade'] = 'test_r_for_r' # automate this
elif timestep % len(ACTION_LIST) == 1:
params['exo_trade'] = ACTION_LIST[1] # automate this
# params['exo_trade'] = 'test_r_for_q' # automate this
params['exo_liq'] = ACTION_LIST[1]
# params['exo_liq'] = 'test_remove'
# elif timestep % len(ACTION_LIST) == 2:
# params['exo_trade'] = ACTION_LIST[2] # automate this
# # params['exo_trade'] = 'test_r_for_q' # automate this
# params['exo_liq'] = ACTION_LIST[2]
# # params['exo_liq'] = 'test_remove'
# elif timestep % len(ACTION_LIST) == 3:
# params['exo_trade'] = ACTION_LIST[3] # automate this
# # params['exo_trade'] = 'test_r_for_q' # automate this
# params['exo_liq'] = ACTION_LIST[3]
# # params['exo_liq'] = 'test_remove'
# elif timestep % len(ACTION_LIST) == 4:
# params['exo_trade'] = ACTION_LIST[4] # automate this
# # params['exo_trade'] = 'test_r_for_q' # automate this
# params['exo_liq'] = ACTION_LIST[4]
# # params['exo_liq'] = 'test_remove'

############ CHOOSE COMPOSITE ACTION TYPE #############################
### WILL USE A PARAM TO CHOOSE COMPOSITE AND ASSET TYPE TRANSACTIONS

# if params['exo_composite'] == 'alternating':
# if timestep % 2 == 0:
# params['exo_trade'] = 'test_q_for_r' # automate this
# # params['exo_trade'] = 'test_r_for_q' # automate this
# params['exo_liq'] = 'pass'
# # params['exo_liq'] = 'test_remove'
# # params['exo_trade'] = 'pass'
# # params['exo_trade'] = 'test_r_for_r' # automate this
# # params['exo_trade'] = 'test_r_for_r' # automate this



# # print(timestep, params['exo_trade'], action['asset_id'])
# elif timestep % 2 == 1:
# params['exo_liq'] = 'pass'
# # params['exo_liq'] = 'test_add'
# # params['exo_liq'] = 'test_remove'
# # params['exo_trade'] = 'pass'
# params['exo_trade'] = 'test_r_for_q' # automate this

# # params['exo_trade'] = 'test_r_for_r' # automate this

# print(timestep, params['exo_liq'], action['asset_id'] )
############ CHOOSE COMPOSITE ACTION TYPE #############################

if timestep == 2:
params['exo_trade'] = ACTION_LIST[0] # automate this
params['exo_liq'] = ACTION_LIST[0]
action['asset_id'] = 'i'
elif timestep == 990:
params['exo_trade'] = ACTION_LIST[4] # automate this
params['exo_liq'] = ACTION_LIST[4]
action['asset_id'] = 'i'
# print('---------------------------------------------------')
# print('timestep', timestep)
else:
list_index = timestep % 3 + 1
params['exo_trade'] = ACTION_LIST[list_index]
params['exo_liq'] = ACTION_LIST[list_index]
########## TEMP TEST SELL Q FOR R ############
####### AGENT 0 ######################
if params['exo_trade'] == 'test_q_for_r':
action['q_sold'] = 1000
action['action_id'] = 'Ri_Purchase'
# temp choose first agent
action['agent_id'] = prev_state['uni_agents']['m'][0]
if action['asset_id'] == 'j':
action['agent_id'] = prev_state['uni_agents']['m'][0]
action['q_sold'] = 1000
###############################################

########## TEMP TEST SELL Q FOR R ############
####### AGENT 1 ######################
if params['exo_trade'] == 'test_r_for_q':
action['ri_sold'] = 1000
action['action_id'] = 'Q_Purchase'
# temp choose first agent
action['agent_id'] = prev_state['uni_agents']['m'][1]
if action['asset_id'] == 'j':
action['agent_id'] = prev_state['uni_agents']['m'][1]
action['ri_sold'] = 1000
###############################################

########## TEMP TEST ADD LIQ ############
####### AGENT 2 ######################
if params['exo_liq'] == 'test_add':
action['ri_deposit'] = 50000
action['action_id'] = 'AddLiquidity'
# temp choose first agent
action['agent_id'] = prev_state['uni_agents']['m'][2]
if action['asset_id'] == 'j':
action['agent_id'] = prev_state['uni_agents']['m'][6]
action['ri_deposit'] = 50000
###############################################

########## TEMP TEST REMOVE LIQ ############
####### AGENT 3 ######################
if params['exo_liq'] == 'test_remove':
action['UNI_burn'] = 500
# action['UNI_burn'] = 7071 # a = 1.5
# action['UNI_burn'] = 35.36 # a = 0.5

action['action_id'] = 'RemoveLiquidity'
# temp choose first agent
action['agent_id'] = prev_state['uni_agents']['m'][2]
if action['asset_id'] == 'j':
# print('remove j',step,action['asset_id'])
action['agent_id'] = prev_state['uni_agents']['m'][6]
action['UNI_burn'] = 500
###############################################

########## TEMP TEST SELL R FOR R ############
####### AGENT 5 ######################
if params['exo_trade'] == 'test_r_for_r':
action['ri_sold'] = 100
action['action_id'] = 'R_Swap'
action['purchased_asset_id'] = 'j'
action['direction'] = 'ij'

# temp choose first agent
action['agent_id'] = prev_state['uni_agents']['m'][3]
if action['asset_id'] == 'j':
action['agent_id'] = prev_state['uni_agents']['m'][3]
action['ri_sold'] = 50
action['purchased_asset_id'] = 'i'
action['direction'] = 'ji'


###############################################

# print(step,action['asset_id'])
# print(timestep, action)
return action
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