Curvesim: Python Simulator for Curve Pools

Release v0.5.0. (Installation)

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Pythonic interaction with Curve pool objects:

>>> import curvesim

>>> pool = curvesim.pool.get("0xbEbc44782C7dB0a1A60Cb6fe97d0b483032FF1C7")
>>> pool.D()
767840998051375021210088898

>>> dx = 12345 * 10**6
>>> pool.exchange(1, 2, dx)
(12343765500, 1234499)

Arbitrage simulations to see results of varying fee and amplification (A) parameters:

>>> import curvesim
>>> res = curvesim.autosim("0xbEbc44782C7dB0a1A60Cb6fe97d0b483032FF1C7", A=[75, 100, 150])
[INFO][18:07:40][curvesim.price_data.sources]-37676: Fetching CoinGecko price data...
[INFO][18:07:41][curvesim.pool_data.cache]-37676: Fetching historical volume...
[INFO][18:07:41][curvesim.network.subgraph]-37676: Volume end date: 2023-05-18 00:00:00+00:00
[INFO][18:08:01][curvesim.pipelines.utils]-37676: Volume Multipliers: 3.18995731844421e-05
[INFO][18:08:11][curvesim.pipelines.arbitrage]-37681: [3Crv] Simulating with {'A': 150}
[INFO][18:08:11][curvesim.pipelines.arbitrage]-37679: [3Crv] Simulating with {'A': 75}
[INFO][18:08:11][curvesim.pipelines.arbitrage]-37680: [3Crv] Simulating with {'A': 100}
>>> res.summary()
metric pool_value_virtual         pool_value pool_balance            ...    arb_profit      pool_fees   pool_volume price_error
stat   annualized_returns annualized_returns       median       min  ...           sum            sum           sum      median
0                0.004011           0.016755     0.978391  0.849874  ...  2.325945e+06  259281.790355  2.590492e+09    0.000755
1                0.004195           0.016959     0.971582  0.819401  ...  2.433098e+06  271161.675686  2.709161e+09    0.000839
2                0.004353           0.017136     0.958596  0.775227  ...  2.575127e+06  281329.583883  2.810715e+09    0.000933

[3 rows x 10 columns]

Features

Curvesim lets you:

• Simulate interactions with Curve pools in Python

• Analyze the effects of parameter changes on pool performance

• Develop custom simulation pipelines for pool optimization

User Guide

• Installation
  • Python version
  • Virtual environments
  • $ python3 -m pip install curvesim
  • Get the source code (developers and advanced users)
• Quickstart
  • Hello world
  • Fetch a pool from a chain
  • Run an arbitrage simulation for a proposed A parameter
  • Run an arbitrage simulation varying multiple parameters
  • Results
  • Fine-tuning the simulator
  • Tips
  • Errors and Exceptions
• Advanced Usage
  • Adding Custom Simulation
  • Adding Custom Metrics

Recent Changes / Announcements

• Updates
• 0.5.0.rc0 — 2023-11-06
• 0.5.0.b2 — 2023-09-12
• 0.5.0.b1 — 2023-08-17
• 0.4.5 — 2023-06-29
• 0.4.0 — 2023-05-19
• 0.3.0 — 2022-11-08

API Documentation

• Developer Interface
  • Curve Pools
  • Pool Plots
  • Simulation functions
  • Simulation Pipelines
  • Pool Data
  • Subgraph
  • Price Data
  • Iterators
  • Metrics
  • Plot

Contributor Guide

• Issue Tracker: github.com/curveresearch/curvesim/issues

• Source Code: github.com/curveresearch/curvesim

• Contributor’s Guide
  • Code Contributions
  • Documentation Contributions
  • Bug Reports
  • Feature Requests

Support

If you are having issues, please let us know. You can reach us via the following

Discord: Curve #advanced-maths

GitHub: Curvesim issues

License

Portions of the codebase are authorized derivatives of code owned by Curve.fi (Swiss Stake GmbH). These are the vyper snippets used for testing (test/fixtures/curve) and the python code derived from them (curvesim/pool/stableswap and curvesim/pool/cryptoswap); there are copyright notices placed appropriately. The rest of the codebase has an MIT license.