Merge pull request #19 from CompassLabs/main

Latest changes.

docs/1_intro.md

@@ -60,6 +60,6 @@ If you want your chain or protocol to be integrated with `dojo`, [reach out](mai
 ## 🥳 Get access to `dojo`
 `dojo` is currently in beta testing. Reach out for priority access & feel free to contact us with any questions or feedback:
 - [Support via email](mailto:elisabeth@compasslabs.ai)
-- [@labs_compass](https://twitter.com/labs_compas) on Twitter
+- [@labs_compass](https://twitter.com/labs_compass) on Twitter
 - [compasslabs.ai](https://compasslabs.ai/) for general information on Compass Labs
 

docs/2_Getting_Started.md

@@ -4,8 +4,13 @@ sidebar_position: 2
 
 # Getting Started
 
-:::warning warning
-`dojo` does **not** currently support Windows!!
+:::note supported platforms
+
+We currently support **Linux(x86)** and **Mac(AppleSilicon)**.  
+You may be able to use dojo in Windows using [WSL](https://learn.microsoft.com/en-us/windows/wsl/install), but we are not actively developing for it.  
+
+We aim to always support the latest version of **Python**. Currently we support **3.10+**.
+
 :::
 
 Let's discover `dojo` in **3 simple steps** 🏎️

docs/4_environments/1_Overview.md

@@ -16,9 +16,34 @@ Environments generally provide the following functionality:
 Each environment module contains information on the observations, actions and environment object for that environment. For example, to get this information for UniswapV3: 
 
 ```python
-from dojo.environments.uniswapV3 import UniV3Obs, UniV3Action, UniV3Env
+from dojo.environments.uniswapV3 import UniV3Obs, UniV3Env
 ```
 
+## "local" vs "forked" backend
+
+One flag you'll to specify when creating an environment is the `backend_type`. Understanding the difference is critical to get **fast simulations**.
+
+### tl;dr
+#### `backend_type = "forked"`
+ - Quick to start-up
+ - Slow to run
+#### `backend_type = "local"`
+ - Slow to start up(up to a few mins)
+ - Runs much faster
+
 :::info
-We are working on incorporating more complicated market impact models. Right now, the simulation simply replays the historic transactions.
+Typically, you'd want to use the forked backend while you're still developing your strategies (on short simulation periods), and then switch to local backend for the actual backtest.
 :::
+
+### How it works
+
+#### `backend_type = "forked"`
+This uses an RPC provider to create a forked chain using anvil. It happens almost instantenously, but at one big disadvantage: For every single transaction that is occuring, dojo needs to talk to the RPC provider.  
+So unless you have a full archive-node on the same machine as dojo is running on, communication over the internet is happening.  
+If you think about the millions of transcations occuring in a typical backtest, this will slow down the simulation massively.
+#### `backend_type = "local"`
+In the local backend, we run custom logic to instantiate what is basically a pruned archive node on your local machine.  
+The main insight here is that on simulation start, you already know what contracts and accounts are relevant.
+So, we create a local archive node for you, that has just these contracts and accounts, but for the purpose of the simulation is equivalent to a full archive node. **No communication to an outside RPC provider is required, thus it runs MUCH faster**.
+
+Of course, we do comprehensive CI/CD testing to ensure that the local backend is implemented correctly.

docs/4_environments/2_UniswapV3.mdx

@@ -16,13 +16,40 @@ It is recommended to read the [whitepaper](https://uniswap.org/whitepaper-v3.pdf
 ## 🌊 Supported Pools
 At the moment, we natively have data for the following pools:
 
- - [DAI/USDC 0.01%](https://info.uniswap.org/#/pools/0x5777d92f208679db4b9778590fa3cab3ac9e2168)
- - [USDC/ETH 0.05%](https://info.uniswap.org/#/pools/0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640)
- - [USDC/ETH 0.3%](https://info.uniswap.org/#/pools/0x8ad599c3a0ff1de082011efddc58f1908eb6e6)
- - [WBTC/ETH 0.3%](https://info.uniswap.org/#/pools/0xcbcdf9626bc03e24f779434178a73a0b4bad62ed)
+ - [WBTC/WETH-0.3](https://info.uniswap.org/#/pools/0xCBCdF9626bC03E24f779434178A73a0B4bad62eD)
+ - [USDC/WETH-0.05](https://info.uniswap.org/#/pools/0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640)
+ - [DAI/USDC-0.05](https://info.uniswap.org/#/pools/0x6c6Bc977E13Df9b0de53b251522280BB72383700)
+ - [USDC/WETH-0.3](https://info.uniswap.org/#/pools/0x8ad599c3A0ff1De082011EFDDc58f1908eb6e6D8)
+ - [DAI/USDC-0.01](https://info.uniswap.org/#/pools/0x5777d92f208679DB4b9778590Fa3CAB3aC9e2168)
+ - [WBTC/WETH-0.05](https://info.uniswap.org/#/pools/0x4585FE77225b41b697C938B018E2Ac67Ac5a20c0)
+ - [WETH/StETH-0.3](https://info.uniswap.org/#/pools/0x7379e81228514a1D2a6Cf7559203998E20598346)
+ - [WETH/USDT-0.3](https://info.uniswap.org/#/pools/0x4e68Ccd3E89f51C3074ca5072bbAC773960dFa36)
+ - [UNI/WETH-0.3](https://info.uniswap.org/#/pools/0x1d42064Fc4Beb5F8aAF85F4617AE8b3b5B8Bd801)
+ - [MATIC/WETH-0.3](https://info.uniswap.org/#/pools/0x290A6a7460B308ee3F19023D2D00dE604bcf5B42)
+ - [WBTC/WETH-0.01](https://info.uniswap.org/#/pools/0x6Ab3bba2F41e7eAA262fa5A1A9b3932fA161526F)
+ - [WBTC/USDC-0.3](https://info.uniswap.org/#/pools/0x99ac8cA7087fA4A2A1FB6357269965A2014ABc35)
+ - [DAI/WETH-0.3](https://info.uniswap.org/#/pools/0xC2e9F25Be6257c210d7Adf0D4Cd6E3E881ba25f8)
+ - [USDC/USDT-0.01](https://info.uniswap.org/#/pools/0x3416cF6C708Da44DB2624D63ea0AAef7113527C6)
+ - [USDC/USDT-0.05](https://info.uniswap.org/#/pools/0x7858E59e0C01EA06Df3aF3D20aC7B0003275D4Bf)
+ - [DUSK/USDT-0.3](https://info.uniswap.org/#/pools/0xFf29D3E552155180809ea3A877408A4620058086)
+ - [SKL/WETH-0.01](https://info.uniswap.org/#/pools/0x12CC685eEb95D3fCDfAe0a996e214e51FA6f7548)
+ - [PRO/WETH-0.01](https://info.uniswap.org/#/pools/0xC7Cf089FB4BC91F1981dF2285ca019Ab09A5dd3B)
+
+ - [PEPE/WETH-0.3](https://info.uniswap.org/#/pools/0x11950d141EcB863F01007AdD7D1A342041227b58)
+ - [PEPE/WETH-1](https://info.uniswap.org/#/pools/0xF239009A101B6B930A527DEaaB6961b6E7deC8a6)
+ - [PEPE/USDC-1](https://info.uniswap.org/#/pools/0xcEE31C846CbF003F4cEB5Bbd234cBA03C6e940C7)
+ - [FRAX/USDC-0.05](https://info.uniswap.org/#/pools/0xc63B0708E2F7e69CB8A1df0e1389A98C35A76D52)
+ - [DAI/FRAX-0.05](https://info.uniswap.org/#/pools/0x97e7d56A0408570bA1a7852De36350f7713906ec)
+ - [LDO/WETH-0.3](https://info.uniswap.org/#/pools/0xa3f558aebAecAf0e11cA4b2199cC5Ed341edfd74)
+ - [LDO/WETH-0.05](https://info.uniswap.org/#/pools/0xcFeCC1C9F3cB6190CB1Ff7F65a130BFbE5107D38)
+ - [LDO/WETH-1](https://info.uniswap.org/#/pools/0xf4aD61dB72f114Be877E87d62DC5e7bd52DF4d9B)
+ - [SHIB/WETH-0.3](https://info.uniswap.org/#/pools/0x2F62f2B4c5fcd7570a709DeC05D68EA19c82A9ec)
+ - [SHIB/WETH-1](https://info.uniswap.org/#/pools/0x5764a6F2212D502bC5970f9f129fFcd61e5D7563)
+
+
 
 :::success
-If you want to do a **simulation outside of these pools**, you can implement your own dataloader **[here](../Dataloaders)**.
+If you want to do a **simulation on a different pool**, please [contact us](mailto:elisabeth@compasslabs.ai). **We can add new pools fairly quickly.**.
 :::
 
 
@@ -45,7 +72,7 @@ In general, there are 4 actions you can perform on the Uniswap V3 environment:
 - **COLLECT**: collect LP fees from an LP position
 - **SET FEE PROTOCOL**: set the protocol fee of a pool
 
-Please refer to the [code reference](https://readthedocs.compasslabs.ai/dojo.actions.html) for more details.
+Please refer to the [code reference](https://readthedocs.compasslabs.ai/dojo.actions.html#dojo.actions.uniswapV3.UniV3Collect) for more details.
 
 
 ## 🧑‍💻 Example

docs/4_environments/3_AAVE.mdx

@@ -0,0 +1,58 @@
+---
+sidebar_position: 3
+---
+import CodeBlock from '../../src/components/CodeBlock';
+
+# AaveV3
+
+You can import the AaveV3 👻 environment by running:
+```python
+from dojo.environments import AAVEv3Env
+```
+
+:::tip
+It is recommended to read the [whitepaper](https://github.com/aave/aave-v3-core/blob/master/techpaper/Aave_V3_Technical_Paper.pdf) first.
+:::
+
+## 🌊 Supported Tokens
+At the moment, we suport the following tokens:
+
+- Wrapped Bitcoin [WBTC](https://etherscan.io/address/0x2260fac5e5542a773aa44fbcfedf7c193bc2c599)
+- Wrapped Ether [WETH](https://etherscan.io/address/0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2)
+- USD Coin [USDC](https://etherscan.io/address/0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48)
+- Tether USDT [WETH](https://etherscan.io/address/0xdac17f958d2ee523a2206206994597c13d831ec7)
+- Chainlink [LINK](https://etherscan.io/address/0x514910771af9ca656af840dff83e8264ecf986ca)
+- Dai Stablecoin [DAI](https://etherscan.io/address/0x6b175474e89094c44da98b954eedeac495271d0f)
+- Aave Token [AAVE](https://etherscan.io/address/0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9)
+- Uniswap Token [UNI](https://etherscan.io/address/0x1f9840a85d5af5bf1d1762f925bdaddc4201f984)
+- Balancer [BAL](https://etherscan.io/address/0xba100000625a3754423978a60c9317c58a424e3D)
+
+
+## 🔎 Observations
+
+An observation refers to the information that the agent receives from the environment at every block.  
+With AAAVE, the most interesting observation is probably a users [health factor](https://docs.aave.com/risk/asset-risk/risk-parameters#health-factor).
+
+The methods within `AaveV3Obs` can be found [here](https://readthedocs.compasslabs.ai/dojo.observations.html#dojo.observations.AaveV3Obs).
+
+
+## 🕺 Actions
+
+Actions are the means through which the agent interacts with the environment to achieve goals.  
+
+In general, there are 4 actions you can perform on the Uniswap V3 environment:
+
+- **SUPPLY**: Supplying collateral.
+- **BORROW**: Borrowing a token from the pool.
+- **WITHDRAW**: Withdrawing collateral.
+- **REPAY**: Repay borrowed token.
+- **LIQUIDATION**: Execute a liquidation on a poistion that slipped below a health factor of 1.0.
+
+
+:::info
+At the moment, we don't yet support Flash Loans. 
+:::
+
+## 🧑‍💻 Example
+
+<CodeBlock file="snippets/aaveV3_doaction.py" snippet_name={"1"}/>

docs/5_Agents.md

@@ -33,7 +33,7 @@ from dojo.agents import BaseAgent
 from dojo.environments.uniswapV3 import UniV3Obs
 
 class ETHAgent(BaseAgent):
-    def __init__(self, initial_portfolio: Portfolio = {"USDC": Decimal(10_000)}) -> None:
+    def __init__(self, initial_portfolio: Portfolio = {"ETH": Decimal(10), "USDC": Decimal(10_000)}) -> None:
         super().__init__(initial_portfolio=initial_portfolio)
 
     def reward(obs: UniV3Obs) -> float:

docs/7_Simulation_Loop.md

@@ -51,5 +51,9 @@ This is a screenshot of our upcoming live-simulation dashboard.
 </p>
 
 ![](/img/simulation_full.png)
-
 </details>
+
+
+## Saving data
+For the moment, the most comprehensive way to store data is by also launching the dashboard.(Will will make that part standalon shortly).  
+The dashboard allows you to save all data in json-format on a per block basis. You can load it into an empty dashboard later, or read the JSON for further processing.

src/css/custom.css

@@ -90,4 +90,13 @@ h1, h2, h3 {
 .button {
   background-color: white;
   border: 1px solid #1e1c2d7b;
+}
+
+.test {
+  filter: sepia(1) saturate(100);
+}
+
+
+svg {
+  filter: drop-shadow(2px 2px 4px #1e1c2d );
 }

yarn.lock

@@ -4676,11 +4676,6 @@ fs.realpath@^1.0.0:
   resolved "https://registry.npmjs.org/fs.realpath/-/fs.realpath-1.0.0.tgz"
   integrity sha512-OO0pH2lK6a0hZnAdau5ItzHPI6pUlvI7jMVnxUQRtw4owF2wk8lOSabtGDCTP4Ggrg2MbGnWO9X8K1t4+fGMDw==
 
-fsevents@~2.3.2:
-  version "2.3.2"
-  resolved "https://registry.npmjs.org/fsevents/-/fsevents-2.3.2.tgz"
-  integrity sha512-xiqMQR4xAeHTuB9uWm+fFRcIOgKBMiOBP+eXiyT7jsgVCq1bkVygt00oASowB7EdtpOHaaPgKt812P9ab+DDKA==
-
 function-bind@^1.1.1:
   version "1.1.1"
   resolved "https://registry.npmjs.org/function-bind/-/function-bind-1.1.1.tgz"