Skip to content

limit add liquidity to wallet balance #699

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
wakamex merged 1 commit into from
Jul 20, 2023
Merged

limit add liquidity to wallet balance #699

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
24 changes: 12 additions & 12 deletions elfpy/agents/policies/random_agent.py
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
"""User strategy that opens or closes a random position with a random allowed amount"""
"""User strategy that opens or closes a random position with a random allowed amount."""
from __future__ import annotations

from typing import TYPE_CHECKING
Expand All @@ -19,15 +19,15 @@


class RandomAgent(BasePolicy):
"""Random agent"""
"""Random agent."""

def __init__(
self,
budget: FixedPoint = FixedPoint("10_000.0"),
rng: NumpyGenerator | None = None,
trade_chance: FixedPoint = FixedPoint("1.0"),
) -> None:
"""Adds custom attributes"""
"""Adds custom attributes."""
if not isinstance(trade_chance, FixedPoint):
raise TypeError(f"{trade_chance=} must be of type `FixedPoint`")
self.trade_chance = trade_chance
Expand All @@ -38,7 +38,7 @@ def get_available_actions(
wallet: Wallet,
disallowed_actions: list[MarketActionType] | None = None,
) -> list[MarketActionType]:
"""Get all available actions, excluding those listed in disallowed_actions"""
"""Get all available actions, excluding those listed in disallowed_actions."""
# prevent accidental override
if disallowed_actions is None:
disallowed_actions = []
Expand All @@ -58,7 +58,7 @@ def get_available_actions(
return [action for action in all_available_actions if action not in disallowed_actions]

def open_short_with_random_amount(self, market: HyperdriveMarket, wallet: Wallet) -> list[Trade]:
"""Open a short with a random allowable amount"""
"""Open a short with a random allowable amount."""
initial_trade_amount = FixedPoint(
self.rng.normal(loc=float(self.budget) * 0.1, scale=float(self.budget) * 0.01)
)
Expand All @@ -78,7 +78,7 @@ def open_short_with_random_amount(self, market: HyperdriveMarket, wallet: Wallet
]

def open_long_with_random_amount(self, market: HyperdriveMarket, wallet: Wallet) -> list[Trade]:
"""Open a long with a random allowable amount"""
"""Open a long with a random allowable amount."""
# take a guess at the trade amount, which should be about 10% of the agent’s budget
initial_trade_amount = FixedPoint(
self.rng.normal(loc=float(self.budget) * 0.1, scale=float(self.budget) * 0.01)
Expand All @@ -99,13 +99,13 @@ def open_long_with_random_amount(self, market: HyperdriveMarket, wallet: Wallet)
]

def add_liquidity_with_random_amount(self, wallet: Wallet) -> list[Trade]:
"""Add liquidity with a random allowable amount"""
"""Add liquidity with a random allowable amount."""
# take a guess at the trade amount, which should be about 10% of the agent’s budget
initial_trade_amount = FixedPoint(
self.rng.normal(loc=float(self.budget) * 0.1, scale=float(self.budget) * 0.01)
)
# WEI <= trade_amount
trade_amount: FixedPoint = max(WEI, initial_trade_amount)
trade_amount: FixedPoint = max(WEI, min(wallet.balance.amount, initial_trade_amount))
# return a trade using a specification that is parsable by the rest of the sim framework
return [
Trade(
Expand All @@ -119,7 +119,7 @@ def add_liquidity_with_random_amount(self, wallet: Wallet) -> list[Trade]:
]

def remove_liquidity_with_random_amount(self, wallet: Wallet) -> list[Trade]:
"""Remove liquidity with a random allowable amount"""
"""Remove liquidity with a random allowable amount."""
# take a guess at the trade amount, which should be about 10% of the agent’s budget
initial_trade_amount = FixedPoint(
self.rng.normal(loc=float(self.budget) * 0.1, scale=float(self.budget) * 0.01)
Expand All @@ -139,7 +139,7 @@ def remove_liquidity_with_random_amount(self, wallet: Wallet) -> list[Trade]:
]

def close_random_short(self, wallet: Wallet) -> list[Trade]:
"""Fully close the short balance for a random mint time"""
"""Fully close the short balance for a random mint time."""
# choose a random short time to close
short_time: FixedPoint = list(wallet.shorts)[self.rng.integers(len(wallet.shorts))]
trade_amount = wallet.shorts[short_time].balance # close the full trade
Expand All @@ -156,7 +156,7 @@ def close_random_short(self, wallet: Wallet) -> list[Trade]:
]

def close_random_long(self, wallet: Wallet) -> list[Trade]:
"""Fully close the long balance for a random mint time"""
"""Fully close the long balance for a random mint time."""
# choose a random long time to close
long_time: FixedPoint = list(wallet.longs)[self.rng.integers(len(wallet.longs))]
trade_amount = wallet.longs[long_time].balance # close the full trade
Expand All @@ -173,7 +173,7 @@ def close_random_long(self, wallet: Wallet) -> list[Trade]:
]

def action(self, market: HyperdriveMarket, wallet: Wallet) -> list[Trade]:
"""Implement a random user strategy
"""Implement a random user strategy.

The agent performs one of four possible trades:
[OPEN_LONG, OPEN_SHORT, CLOSE_LONG, CLOSE_SHORT]
Expand Down