C++ project on building liquidity pools and a stochastic market simulator to test the different automated market makers in different scenarios. We built two distinct simulators. A manual interactive simulator and a market simulator. In the manual, one can mint tokens, initialise pools using 5 different protocols. The simulator allows the user to trade, provide extra liquidity, withdraw liquidity and dynamically displays a graph representing the quatinities in the pool, the invariant quantity of a protocol, divergence loss, slippage, change in money etc. The general implementation of the protocols allows the user to create his/her own protocol and see how it performs compared to other famous protocols such as UniswapV2, UniswapV3, Curve, Balancer etc.
Furthermore, we implemented a market simulator as well. It allows the user to see the performance of protocols in a simulated market with multiple agents (arbitrageur, liquidity provider). One can initialise any number of tokens and set their prices and choose a strategy for the trader (Naive Greedy, Linear Regression, Exponential Moving Average, Moving Average). Every step happens probabilistically and different quantities (price, volume, arbitrageur's return, liquidity provider's return) are dynamically displayed.
LP_demo.mp4
| name | github username | trello username | role |
|---|---|---|---|
| Levente Ludányi | ludlev2 | leventeludanyi | Project Leader |
| Adithya Ravichandran | Ad1thya-R | ad1thya_r | Responsible for Git |
| Fryderyk Sitnik | fryderyk-sitnik | fryderyksitnik2 | Responsible for Trello |
| Shubh Lashkery | shubhlashkery | shubhlashkery | Economics Team Leader |
| Martina Paez Berru | Martina-Paez-Berru | martinapaezberru | Frontend Team Leader |
| Minh Pham | minhpham160603 | minhpham1606 | Playground Team Leader |
| Duc Nguyen | combi2k2 | Duc Nguyen | Protocols Team Leader |
| Kaoutar Fahraoui | Kaoutar-Fahraoui | kaoutar.fahraoui | |
| Mia Chambat | miachambat | miachambat | |
| Amine Roudani | amineroudani | amineroudani | |
| Julien Girod | juliengirod | Julien Girod | |
| Victoire Fabien | victoire-fabien | victoire-fabien | |
| Jasmine Samson | Jasmine-Samson | jasmine samson | |
| Tu Nguyen | ngoctu-nguyen | nguyenngoctu03 | |
| The Nguyen | the-nguyen | thenguyen33 | |
| Alessandro Massaad | alemassaad | alemassaad | |
| Mathéo Le Masson | Matheo-LeMasson | matheo-lemasson | |
| Gabriele Biroli | GabrieleBiroli | gabrielebiroli |
The teams are more of a guidline, the tasks are not limited to what the team names would indicate
- Shubh
- Gabriele
- Kaoutar
- Mia
- Amine
- Julien
- Duc
- Jasmine
- Victoire
- Martina
- Minh
- The
- Levente
- Adithya
- Fryderyk
- Tu
- Alessandro
- Matheo
clone the repository
- Enter the intended location
- Run
git clone https://github.com/Liquidity-protocol-CSE201-Project/Project
Download Qt Creator then open the project in Qt Creator to run it.
- Open Qt Creator
- Click on
File - Click on
Open File or Project... - Follow the path where you cloned the repository
- Click on
LiquidityProtocol.pro - Click on Open
- Run
Ctrl+R
(It is advised to use dark mode on your computer to have the experience while running the application)
- Give any name
- Specify the price
- Given any name
-
- Choose the protocol
- Choose the tokens and quantities
- Specify pool fee This will create a new liqudity pool that you are the provider of You can see the visualisation and some metrics shown on the right
-
- Choose the protocol
- Specify which already existing pools you want to provide liquidity to
- Choose the tokens and quantities
- Specify pool fee
- Specify the tokens
- Choose the protocol
- Specify which pool you want to trade in
- Input the desired amounts
- The dialog will show you the output quantity (computed based on the liquidity protocol)
- Specify which pool to withdraw from
- Specify percentage of provided liquidity to withdraw from pool
- The dialog will show you the output quantities
- Add tokens and their respective quantities in the price tags list in the format “[Token-Name]”:[Token-Quantity]
- Choose Strategy of Arbitrageur from: [Naive Greedy, Linear Regression, Exponential Moving Average, Moving Average]
- Select Viewing Method: View Volume or Price
- Select Pool: Select which pool to view information about
- Run a single or multiple time steps
- Toggle between the Pool, Provider and Arbitrageur graph to see how each Market Player is affected.
