Data scripts

to analyze and test different models, algorithms and mock systems.

Scripts written so far:

Hedging fees
Generated based on number of days the protocol was open to risks due to the assets value and trading fees based on transactions in ETH/CRUIZE open pool in a dex. File: /v1_profit_loss/views

curl --location --request GET 'http://127.0.0.1:8000/revenue/v1?cruize_price=1&staked_asset_price=3000&dip_days=14&staked_eth_size=0.5&cover_pool=100000&current_price_of_asset=2400&tuner=0.2&transactions_per_day=500'

Smart Treasury - Mocked
To maintain an 80/20 Cruize/USDC ratio by interacting with the open market to determine whether to selling or buy back cruize tokens.
File: /smart_treasury/views/

curl --location --request GET 'http://127.0.0.1:8000/smart_treasury?usdc_pool=6000&cruize_pool=8000&lp_usdc=400&cruize_price=4'

Asset Historical data
To generate an assets historical data with high and low price of asset for any given period.
File: /tokens/views/historical_data

Example: Generating historical data on a day by day basis for the last 30 days will produce high and low value of the asset for each day.
Similarly, data for a month by month basis for the last 6 months will produce high and low for each month in the last 6 months.

curl --location --request GET 'http://127.0.0.1:8000/token_data/v1/historical_data/?token=BTC&conversion_token=USD&source=day&past_days=30'

Liquidation Threshold
Calculate Liquidation threshold for an asset based on high and low price of asset for each month for a set of months in the past.
File: /tokens/views/liquidation_threshold

curl --location --request GET 'http://127.0.0.1:8000/token_data/v1/liquidation_threshold/?token=BTC&conversion_token=USD&source=day&past_days=30'

Floating Strike Price Options Data
This API endpoint returns a total funding fee paid over a given period
based on floating (changing) strike price for the hedged asset.

curl --location --request GET 'http://127.0.0.1:8000/options/funding_fee?token=ETH&current_asset_price=2584&asset_vol=1&price_floor=0.85&period=7'

Other supported params:

1. token='ETH',
2. current_asset_price='2584',
3. asset_vol=1,
4. price_floor=0.85, # 85%
5. underlying_asset_price=3000, # At the time of withdrawal or when an option is exercised
6. option_market_price,
7. strike_price,

   How to run a script?

   1. Clone the repo to your local computer.
   2. Open the project on Pycharm
   3. Create a conda environment: conda create -n cr_scripts_venv python=3.7
      Activate the conda environment: conda activate cr_scripts_venv
   4. Set it as the default Python Interpreter for the project.
   5. Run pip install -r requirements.txt
   6. Run python manage.py runserver