For storage reasons (and perhaps also legal reasons) I did not upload the historic data required to generate the config.json. This code will only evaluate the uniswap subgraph of UNI, DAI, WBTC, USDT, WETH and USDC.
As a product of my master thesis I have three python scripts to present
This code is an implementation of Angeris CFMM router. It reads in the information for the current liquidity pool graph from the config.json file, formulates the convex optimization problem, calls the cvxpy library which solves it with the SCS solver.
This code is an extension of the code in convexCalculateTrade.py. The initial configuration is now part of the optimization problem. It also needs the config.json file to run.
This code is calculates a new lower bound on exchanges in CPMM liquidity pool graphs and then does a gradient descent to find a configuration with the best lower bound. This code also needs the config.json file to run.