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AlgorithmicStablecoinSimulationTests.m
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classdef AlgorithmicStablecoinSimulationTests < matlab.unittest.TestCase
methods (Test)
function testPoolsInitialization(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000;
totalT_b = 1000;
freeT_a = 100;
freeT_b = 100;
baseVirutalPool = 10;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
Q_a = totalT_a - freeT_a;
Q_b = totalT_b - freeT_b;
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1);
actValues = [sim.PoolStable.Q_a, sim.PoolVolatile.Q_a];
expValues = [Q_a, Q_b];
TestCase.verifyEqual(actValues, expValues);
end
function testStableWalletInitialization(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000;
totalT_b = 1000;
freeT_a = 100;
freeT_b = 100;
rate = 0.0001;
baseVirutalPool = 10;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1, rate);
w = sim.WalletDistribution_stable;
actValues = [w.TotalTokenSupply, w.Rate];
expValues = [totalT_a, rate];
TestCase.verifyEqual(actValues, expValues);
end
function testUpdateFreeTaTb(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000;
totalT_b = 1000;
freeT_a = 100;
freeT_b = 100;
baseVirutalPool = 10;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1);
sim.PoolStable.swap(T_a, 10);
expFreeT_a = freeT_a - 10;
sim.PoolVolatile.swap(T_b, 3);
expFreeT_b = freeT_b - 3;
expValues = [expFreeT_a, expFreeT_b];
sim.updateFreeT_a(900);
sim.updateFreeT_b(900);
actValues = [sim.FreeT_a, sim.FreeT_b];
TestCase.verifyEqual(actValues, expValues);
end
function testArbitrageYields(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000;
totalT_b = 1000;
freeT_a = 100;
freeT_b = 100;
rate = 0.0001;
baseVirutalPool = 10;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1, rate, 0);
sim.PoolStable.swap(sim.USDC, 10000);
y1 = sim.getArbitrageYield1(1)
y2 = sim.getArbitrageYield2(1)
end
function testPlotArbitrageYield(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000;
totalT_b = 1000000;
freeT_a = 700000;
freeT_b = 700000;
rate = 0.0001;
baseVirutalPool = 10000;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1, rate, 0);
sim.PoolStable.swap(sim.USDC, 12000);
n = 1000;
y1results = zeros(n, 1);
y2results = zeros(n, 1);
for q = 1:n
y1results(q) = sim.getArbitrageYield1(q);
y2results(q) = sim.getArbitrageYield2(q);
end
plot(y1results);
hold on;
plot(y2results);
plot(zeros(n, 1), 'k--');
xlim([0 (n+1)]);
ylim([-80 30]);
title('Arbitrage Yields');
xlabel('Input USDC');
ylabel('Yield in USDC');
end
function testArbitrageGetMaxYield(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000;
totalT_b = 1000000;
freeT_a = 700000;
freeT_b = 700000;
rate = 0.0001;
baseVirutalPool = 10000;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1, rate, 0);
sim.PoolStable.swap(sim.USDC, 12000);
[token, q] = sim.getQuantityRelatedToMaxYield();
TestCase.verifyEqual(token, T_b);
TestCase.verifyLessThanOrEqual(q - 385, 1);
end
function testArbitrageSystem(TestCase)
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000000;
totalT_b = 1000000000;
freeT_a = 700000000;
freeT_b = 700000000;
rate = 0.0001;
baseVirutalPool = 10000;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1, rate, 0);
sim.PoolStable.swap(sim.USDC, 12000);
q = sim.virtualPoolArbitrage();
epsilon = q - 400.4129619217711;
TestCase.verifyLessThanOrEqual(epsilon, 0.0001);
end
function testSimulation(TestCase)
T_a = Token("TokenA", true, false, 1);
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000;
totalT_b = 1000000;
freeT_a = 700000;
freeT_b = 700000;
numberOfIterations = 10000;
rate = 0.0001;
baseVirutalPool = 10000;
poolRecoveryPeriod = 10;
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, numberOfIterations, rate, 0);
[P_a, P_b] = sim.runSimulation();
figure;
plot(P_a);
title('T_a price');
xlabel('Iterations');
ylabel('Price');
figure;
plot(P_b);
title('T_b price');
xlabel('Iterations');
ylabel('Price');
end
function testSimulationWithImprovedVLPAndReserves(TestCase)
T_a = Token("TokenA", true, false, 1);
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000;
totalT_b = 1000000;
freeT_a = 700000;
freeT_b = 700000;
numberOfIterations = 10000;
rate = 0.0001;
sigma = 0.0001;
baseVirutalPool = 10000;
poolRecoveryPeriod = 10;
virtualPool = ImprovedVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
totalReserves = totalT_a * 0.2;
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, numberOfIterations, ...
rate, 0, sigma, totalReserves);
[P_a, P_b] = sim.runSimulation();
figure;
plot(P_a);
title('T_a price');
xlabel('Iterations');
ylabel('Price');
figure;
plot(P_b);
title('T_b price');
xlabel('Iterations');
ylabel('Price');
end
function evaluateGetQuantityRelatedToMaxYieldSpeed(TestCase)
% Setup the environment and objects similar to the test case
T_a = Token("TokenA");
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000000;
totalT_b = 1000000000;
freeT_a = 700000000;
freeT_b = 700000000;
rate = 0.0001;
baseVirutalPool = 10000000;
poolRecoveryPeriod = 10;
% Initialize the virtual pool and the simulation
virtualPool = OriginalVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, 1, rate, 0);
% Perform a swap operation
sim.PoolStable.swap(sim.USDC, 12000000000);
% Measure the time taken by getQuantityRelatedToMaxYieldImproved()
tic; % Start timing
[token, q] = sim.getQuantityRelatedToMaxYield();
elapsedTime = toc; % End timing
% Display the results
fprintf('getQuantityRelatedToMaxYieldImproved executed in %.6f seconds.\n', elapsedTime);
fprintf('Returned token: %s\n', token.Name);
fprintf('Returned quantity: %.2f\n', q);
end
function testVolatilityChange(TestCase)
T_a = Token("TokenA", true, false, 1);
T_b = Token("TokenB");
initialT_bPrice = 10;
totalT_a = 1000000;
totalT_b = 1000000;
freeT_a = 700000;
freeT_b = 700000;
numberOfIterations = 10000;
rate = 0.0001;
sigma = 0.000001:0.000001:0.01;
baseVirutalPool = 10000;
poolRecoveryPeriod = 10;
virtualPool = ImprovedVirtualLiquidityPool(T_a, T_b, initialT_bPrice, baseVirutalPool, poolRecoveryPeriod);
sim = AlgorithmicStablecoinSimulation(T_a, T_b, initialT_bPrice, ...
totalT_a, totalT_b, freeT_a, freeT_b, virtualPool, numberOfIterations, ...
rate, 0, sigma(1));
sim.setVolatilityArray(sigma);
[P_a, P_b, probA, probB] = sim.runSimulation();
figure;
plot(P_a);
title('T_a price');
xlabel('Iterations');
ylabel('Price');
figure;
plot(P_b);
title('T_b price');
xlabel('Iterations');
ylabel('Price');
figure;
plot(probA);
title('T_a sell prob');
xlabel('Iterations');
ylabel('Probability');
figure;
plot(probB);
title('T_b sell prob');
xlabel('Iterations');
ylabel('Probability');
end
end
end