CarbonSim-LitepaperExamples.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "d8517629",
   "metadata": {},
   "source": [
    "<p align=\"left\">\n",
    "<img width=\"50%\" src=\"https://drive.google.com/uc?export=view&id=10y3NKbbk7yt7cZDMszMt04g6NquTEa4p\" alt=\"Carbon Logo\" />\n",
    "</p>\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f0bfd345",
   "metadata": {},
   "source": [
    "# Carbon Simulator - Litepaper Examples\n",
    "\n",
    "In this notebook we demonstrate how to set up specific scenarios on Carbon:\n",
    "\n",
    "* **Limit Order (sell)** - Here we set up a strategy where the AMM sells ETH for USDC at 2000 (USDC per ETH).\n",
    "* **Limit Order (buy)** - Bob creates a strategy where he buys ETH when the price goes to 1500 USDC. He is willing to spend 5000 USDC for this. He would like to buy at this specific price only.\n",
    "* **Buy Low, Sell High linked range trading orders** - Alice creates a strategy where she buys ETH as the price goes between 1500 and 1600 USDC. She is willing to spend 5000 USDC for this. She also wants to sell her acquired ETH when the price goes from 2000 to 2500 USDC.\n",
    "* **Average In** - Jane creates an order to buy ETH between 1500 and 1600 USDC. She is willing to spend 5000 USDC for this.\n",
    "* **Token Distribution** - Token project XYZ creates a strategy to sell 1 million units of its XYZ token in the price range of 0.50-2.00. The project would like to “back-load” the distribution process, such that half of the tokens are sold between 1.50-2.00. In total, the project wishes to receive a minimum of 1.37m in cash for its tokens.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "efa8ac51",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Carbon Version v1.5-beta0 (6/Dec/2022)\n"
     ]
    }
   ],
   "source": [
    "from carbon import CarbonSimulatorUI, __version__, __date__\n",
    "print(f\"Carbon Version v{__version__} ({__date__})\", )\n",
    "from IPython.display import HTML"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b935cd5a",
   "metadata": {},
   "source": [
    "## Limit Order - Sell ETH"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "32bd4b76",
   "metadata": {},
   "source": [
    "### Initialize\n",
    "We start by initializing the simulator with ETHUSDC as the default pair"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "ce4a6bb9",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "CarbonSimulatorUI(<0 orders, 0 trades>, pair='ETH/USDC', mm='exact', xf=True)"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETH/USDC\")\n",
    "Sim"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "160a11e2",
   "metadata": {},
   "source": [
    "We remind ourselves the price convention for `ETHUSDC` (`ETH` or `USDC` has not semantic meaning here other than allowing to split the pair into its constituent tokens)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "8124c07f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "('USDC per ETH', 'USDC per ETH')"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.price_convention(\"ETH/USDC\", \"ETH\"), Sim.price_convention(\"ETH/USDC\", \"USDC\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "14b2c3fe",
   "metadata": {},
   "source": [
    "### Add Strategy"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "4b778542",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Help on method add_strategy in module carbon.simulators.carbon_simulator:\n",
      "\n",
      "add_strategy(tkn: str, amt_sell: Any, psell_start: Any, psell_end: Any, amt_buy: Any, pbuy_start: Any, pbuy_end: Any, pair: str = None) -> Dict[str, Any] method of carbon.simulators.carbon_simulator.CarbonSimulatorUI instance\n",
      "    adds two linked orders (one buy, one sell; aka a \"strategy\")\n",
      "    \n",
      "    :tkn:           the token that is sold in the range psell_start/_end, eg \"ETH\"*\n",
      "    :amt_sell:      the amount of `tkn` that is available for sale in range psell_start/psell_end\n",
      "    :psell_start:   start of the sell `tkn` range*, quoted in the price convention of `pair`\n",
      "    :psell_end:     ditto end\n",
      "    :amt_buy:       the amount of the other token that is available for selling against tkn in range pbuy_start\n",
      "    :pbuy_start:    start of the of the buy `tkn` range*, quoted in the price convention of `pair`\n",
      "    :pbuy_end:      ditto end\n",
      "    :pair:          the token pair to which the strategy corresponds, eg \"ETHUSD\"\n",
      "    \n",
      "    *px_start, px_end are interchangeable, the code deals with sorting them, albeit issuing a warning\n",
      "    message if they are in the wrong order; sell and buy is seen from the perspective of the AMM, which\n",
      "    is the same as that of the strategy (liquidity) provider\n",
      "\n"
     ]
    }
   ],
   "source": [
    "help(Sim.add_strategy)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1b6ded8c",
   "metadata": {},
   "source": [
    "Thus when entering a strategy against the ETHUSDC pair prices are denoted in USDC\n",
    "\n",
    "Here we set up a strategy where the AMM sells ETH for USDC at 2000 (USDC per ETH)\n",
    "- The user is not interested in the buy side so sets zero liquidity and arbitrarily high buy price"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "27a1c134",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>100.0</td>\n",
       "      <td>100.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn  y_int      y y_unit    p_start      p_end     p_marg  \\\n",
       "0   0  ETHUSDC   ETH  100.0  100.0    ETH     2000.0     2000.0     2000.0   \n",
       "1   1  ETHUSDC  USDC    0.0    0.0   USDC  1000000.0  1000000.0  1000000.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy(\"ETH\", 100, 2000, 2000, 0, 1000000, 1000000)[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7dd3b4f3",
   "metadata": {},
   "source": [
    "We can access the global order list"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "64fd7df6",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>100.0</td>\n",
       "      <td>100.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn  y_int      y y_unit    p_start      p_end     p_marg  \\\n",
       "0   0  ETHUSDC   ETH  100.0  100.0    ETH     2000.0     2000.0     2000.0   \n",
       "1   1  ETHUSDC  USDC    0.0    0.0   USDC  1000000.0  1000000.0  1000000.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6763ae28",
   "metadata": {},
   "source": [
    "### Trade"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "c650c2ba",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Help on method amm_sells in module carbon.simulators.carbon_simulator:\n",
      "\n",
      "amm_sells(tkn: str, amt: Any, pair: str = None, execute: bool = True, inpair: bool = True, limit_price: Any = None, threshold_orders: int = 10, use_positions: List[int] = None, use_positions_matchlevel: List[int] = []) -> Dict[str, Any] method of carbon.simulators.carbon_simulator.CarbonSimulatorUI instance\n",
      "    the AMM sells (and the trader buys) `amt` > 0 of `tkn`\n",
      "    \n",
      "    :tkn:               the token sold by the AMM and bought by the trader, eg \"ETH\"\n",
      "    :amt:               the amount sold by the AMM and bought by the trader (must be positive)\n",
      "    :pair:              the token pair to which the trade corresponds, eg \"ETHUSD\"\n",
      "    :execute:           if True (default), the trade is executed; otherwise only routing is shown\n",
      "    :inpair:            if True, only match within pair; if False (default), route through all available pairs\n",
      "    :limit_price:       the limit price of the order (this price or better from point of view\n",
      "                        of the trader, not the AMM!), quoted in convention of the pair\n",
      "    :threshold_orders:  the maximum number of order to be routed through using the alpha router \n",
      "    :use_positions: the positions to use for the trade (default: all positions)\n",
      "\n"
     ]
    }
   ],
   "source": [
    "help(Sim.amm_sells)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1aea1d1c",
   "metadata": {},
   "source": [
    "We can trade against the AMM by selling 10 ETH"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "9ef8a147",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                            note   aggr  exec limitfail  amt1  \\\n",
       "0  0.0   0     0                        route #0  False  True      None  10.0   \n",
       "0    0   0     A  AMM sells 10ETH buys 20000USDC   True  True      None  10.0   \n",
       "\n",
       "  tkn1     amt2  tkn2     pair routeix  nroutes   price        p_unit  \n",
       "0  ETH  20000.0  USDC  ETHUSDC       0        1  2000.0  USDC per ETH  \n",
       "0  ETH  20000.0  USDC  ETHUSDC     [0]        1  2000.0  USDC per ETH  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells(\"ETH\", 10)[\"trades\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6bc6b91c",
   "metadata": {},
   "source": [
    "^^^ Where:\n",
    "- `id` refers to a specific trade, \n",
    "- `subid` to one sub-route in the internal matching and, \n",
    "- `aggr` whether we refer to the individual sub-route or the aggregate of the sub-routes corresponding to the whole trade\n",
    "- `exec` whether the trade was executed\n",
    "- `limitfail` whether the order failed due to `limit_price` not being met\n",
    "- `routeix` the indexes of the orders the trade was routed through - list for aggregate\n",
    "- `nroutes` the number of orders the trade was routed through - 1 for sub-routes"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "d125e4f9",
   "metadata": {},
   "source": [
    "We can access the global trade list"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "fa96b392",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                            note   aggr  exec limitfail  amt1  \\\n",
       "0  0.0   0     0                        route #0  False  True      None  10.0   \n",
       "0    0   0     A  AMM sells 10ETH buys 20000USDC   True  True      None  10.0   \n",
       "\n",
       "  tkn1     amt2  tkn2     pair routeix  nroutes   price        p_unit  \n",
       "0  ETH  20000.0  USDC  ETHUSDC       0        1  2000.0  USDC per ETH  \n",
       "0  ETH  20000.0  USDC  ETHUSDC     [0]        1  2000.0  USDC per ETH  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f2740c68",
   "metadata": {},
   "source": [
    "The full list includes all routes. To only look at the full trades use `query(\"aggr==True\")`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "efb9bb72",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 10ETH buys 20000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>10.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  uid  id subid                            note  aggr  exec limitfail  amt1  \\\n",
       "0   0   0     A  AMM sells 10ETH buys 20000USDC  True  True      None  10.0   \n",
       "\n",
       "  tkn1     amt2  tkn2     pair routeix  nroutes   price        p_unit  \n",
       "0  ETH  20000.0  USDC  ETHUSDC     [0]        1  2000.0  USDC per ETH  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"trades\"].query(\"aggr==True\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "aa94f5a0",
   "metadata": {},
   "source": [
    "We view the global trade list to see that indeed 10 ETH were removed from the ETH liquidity (y) and the proceeds accumulated to the USDC side"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "4457a5cd",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>100.0</td>\n",
       "      <td>90.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>20000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn    y_int        y y_unit    p_start      p_end  \\\n",
       "0   0  ETHUSDC   ETH    100.0     90.0    ETH     2000.0     2000.0   \n",
       "1   1  ETHUSDC  USDC  20000.0  20000.0   USDC  1000000.0  1000000.0   \n",
       "\n",
       "      p_marg        p_unit  lid  \n",
       "0     2000.0  USDC per ETH    1  \n",
       "1  1000000.0  USDC per ETH    0  "
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()[\"orders\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "35f169a6",
   "metadata": {},
   "source": [
    "## Limit Order - Buy ETH"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8b3a8f16",
   "metadata": {},
   "source": [
    "Bob creates a strategy where he buys ETH when the price goes to 1500 USDC. He is willing to spend 5000 USDC for this. He would like to buy at this specific price only."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7789dc18",
   "metadata": {},
   "source": [
    "### Initialize"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "6f4e2663",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "CarbonSimulatorUI(<0 orders, 0 trades>, pair='ETH/USDC', mm='exact', xf=True)"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETH/USDC\")\n",
    "Sim"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fe2dc541",
   "metadata": {},
   "source": [
    "### Add Strategy"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c9880b6d",
   "metadata": {},
   "source": [
    "Here we set up a strategy where the AMM buys ETH for USDC at 1500 (USDC per ETH)\n",
    "- The user is not interested in the sell side so sets zero liquidity and arbitrarily high sell price"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "21490a51",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn   y_int       y y_unit  p_start     p_end   p_marg  \\\n",
       "0   0  ETHUSDC   ETH     0.0     0.0    ETH  50000.0  500000.0  50000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  5000.0   USDC   1500.0    1500.0   1500.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy('ETH', 0, 50000, 500000, 5000, 1500, 1500)['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4644acca",
   "metadata": {},
   "source": [
    "### Trade"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "78eda932",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Help on method amm_buys in module carbon.simulators.carbon_simulator:\n",
      "\n",
      "amm_buys(tkn: str, amt: Any, pair: str = None, execute: bool = True, inpair: bool = True, limit_price: Any = None, threshold_orders: int = 10, use_positions: List[int] = None, use_positions_matchlevel: List[int] = []) -> Dict[str, Any] method of carbon.simulators.carbon_simulator.CarbonSimulatorUI instance\n",
      "    the AMM buys (and the trader sells) `amt` > 0 of `tkn`\n",
      "    \n",
      "    :tkn:               the token bought by the AMM and sold by the trader, eg \"ETH\"\n",
      "    :amt:               the amount bought by the AMM and sold by the trader (must be positive)\n",
      "    :pair:              the token pair to which the trade corresponds, eg \"ETHUSD\"\n",
      "    :execute:           if True (default), the trade is executed; otherwise only routing is shown\n",
      "    :inpair:            if True, only match within pair; if False (default), route through all available pairs\n",
      "    :limit_price:       the limit price of the order (this price or better from point of view\n",
      "                        of the trader, not the AMM!), quoted in convention of the pair\n",
      "    :threshold_orders:  the maximum number of order to be routed through using the alpha router\n",
      "    :use_positions: the positions to use for the trade (default: all positions)\n",
      "\n"
     ]
    }
   ],
   "source": [
    "help(Sim.amm_buys)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "eeff078c",
   "metadata": {},
   "source": [
    "The AMM then buys ETH at an average price of 1500"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "c634d079",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #1</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>2.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 3000USDC buys 2ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>2.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                          note   aggr  exec limitfail    amt1  \\\n",
       "0  0.0   0     0                      route #1  False  True      None  3000.0   \n",
       "0    0   0     A  AMM sells 3000USDC buys 2ETH   True  True      None  3000.0   \n",
       "\n",
       "   tkn1  amt2 tkn2     pair routeix  nroutes   price        p_unit  \n",
       "0  USDC   2.0  ETH  ETHUSDC       1        1  1500.0  USDC per ETH  \n",
       "0  USDC   2.0  ETH  ETHUSDC     [1]        1  1500.0  USDC per ETH  "
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_buys('ETH', 2)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4df6e629",
   "metadata": {},
   "source": [
    "The proceeds accumulate on the other side of the strategy"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "bad978bf",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn   y_int       y y_unit  p_start     p_end   p_marg  \\\n",
       "0   0  ETHUSDC   ETH     2.0     2.0    ETH  50000.0  500000.0  50000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  2000.0   USDC   1500.0    1500.0   1500.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b425c0e5",
   "metadata": {},
   "source": [
    "## Average In"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "02f1b6d0",
   "metadata": {},
   "source": [
    "Jane creates an order to buy ETH between 1500 and 1600 USDC. She is willing to spend 5000 USDC for this."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "3df4aa79",
   "metadata": {},
   "source": [
    "### Initialize"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "id": "5eea8eb7",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "CarbonSimulatorUI(<0 orders, 0 trades>, pair='ETH/USDC', mm='exact', xf=True)"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETH/USDC\")\n",
    "Sim"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "fd0be436",
   "metadata": {},
   "source": [
    "### Add Strategy"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "0968f2d4",
   "metadata": {},
   "source": [
    "Here we set up a strategy where the AMM buys ETH for USDC at 1600-1500 (USDC per ETH)\n",
    "- The user is not interested in the sell side so sets zero liquidity and arbitrarily high sell price"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "fe109dc1",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn   y_int       y y_unit  p_start     p_end   p_marg  \\\n",
       "0   0  ETHUSDC   ETH     0.0     0.0    ETH  50000.0  500000.0  50000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  5000.0   USDC   1600.0    1500.0   1600.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy('ETH', 0, 50000, 500000, 5000, 1600, 1500)['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4608c48a",
   "metadata": {},
   "source": [
    "### Trade"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c0e06523",
   "metadata": {},
   "source": [
    "The AMM then buys ETH in the associated range 1600-1500"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "d00457d1",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #1</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1584USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                          note   aggr  exec limitfail  \\\n",
       "0  0.0   0     0                      route #1  False  True      None   \n",
       "0    0   0     A  AMM sells 1584USDC buys 1ETH   True  True      None   \n",
       "\n",
       "          amt1  tkn1  amt2 tkn2     pair routeix  nroutes        price  \\\n",
       "0  1583.905411  USDC   1.0  ETH  ETHUSDC       1        1  1583.905411   \n",
       "0  1583.905411  USDC   1.0  ETH  ETHUSDC     [1]        1  1583.905411   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  "
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_buys('ETH', 1)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "cafe936e",
   "metadata": {},
   "source": [
    "And the USDC proceeds accumulate in the other side of the strategy"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "53c82175",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>50000.000000</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>3416.094589</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1567.972719</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn   y_int            y y_unit  p_start     p_end  \\\n",
       "0   0  ETHUSDC   ETH     1.0     1.000000    ETH  50000.0  500000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  3416.094589   USDC   1600.0    1500.0   \n",
       "\n",
       "         p_marg        p_unit  lid  \n",
       "0  50000.000000  USDC per ETH    1  \n",
       "1   1567.972719  USDC per ETH    0  "
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ead53ac5",
   "metadata": {},
   "source": [
    "We can then buy the remaining amount of ETH"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "ce733415",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>route #1</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>3416.094588</td>\n",
       "      <td>USDC</td>\n",
       "      <td>2.227486</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>1533.609819</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 3416USDC buys 2ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>3416.094588</td>\n",
       "      <td>USDC</td>\n",
       "      <td>2.227486</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1533.609819</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                          note   aggr  exec limitfail  \\\n",
       "0  1.0   1     0                      route #1  False  True      None   \n",
       "0    1   1     A  AMM sells 3416USDC buys 2ETH   True  True      None   \n",
       "\n",
       "          amt1  tkn1      amt2 tkn2     pair routeix  nroutes        price  \\\n",
       "0  3416.094588  USDC  2.227486  ETH  ETHUSDC       1        1  1533.609819   \n",
       "0  3416.094588  USDC  2.227486  ETH  ETHUSDC     [1]        1  1533.609819   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  "
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_buys('ETH', 2.227486121)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "259a3ad7",
   "metadata": {},
   "source": [
    "Observe that the USDC reserve is empty"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "74d6cca4",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>3.227486</td>\n",
       "      <td>3.227486</td>\n",
       "      <td>ETH</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>50000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.000000</td>\n",
       "      <td>0.000001</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn        y_int         y y_unit  p_start     p_end  \\\n",
       "0   0  ETHUSDC   ETH     3.227486  3.227486    ETH  50000.0  500000.0   \n",
       "1   1  ETHUSDC  USDC  5000.000000  0.000001   USDC   1600.0    1500.0   \n",
       "\n",
       "    p_marg        p_unit  lid  \n",
       "0  50000.0  USDC per ETH    1  \n",
       "1   1500.0  USDC per ETH    0  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b64efb7e",
   "metadata": {},
   "source": [
    "Inspect the trade summary"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "df9523fe",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1584USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 3416USDC buys 2ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>3416.094588</td>\n",
       "      <td>USDC</td>\n",
       "      <td>2.227486</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1533.609819</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  uid  id subid                          note  aggr  exec limitfail  \\\n",
       "0   0   0     A  AMM sells 1584USDC buys 1ETH  True  True      None   \n",
       "0   1   1     A  AMM sells 3416USDC buys 2ETH  True  True      None   \n",
       "\n",
       "          amt1  tkn1      amt2 tkn2     pair routeix  nroutes        price  \\\n",
       "0  1583.905411  USDC  1.000000  ETH  ETHUSDC     [1]        1  1583.905411   \n",
       "0  3416.094588  USDC  2.227486  ETH  ETHUSDC     [1]        1  1533.609819   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  "
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "results = Sim.state()['trades'].query('aggr==True')\n",
    "results"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "11056ae1",
   "metadata": {},
   "source": [
    "And verify that the average price recieved is the same as the geometric average price for that order (sqrt(p_start*p_end))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "id": "accd7a73",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1549.193396656097"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "results.sum()['amt1'] / results.sum()['amt2']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "c922294d",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1549.1933384829667"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(1500*1600)**.5"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "d3b6bb6f",
   "metadata": {},
   "source": [
    "## Buy Low, Sell High - Range trading"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1c57d331",
   "metadata": {},
   "source": [
    "Alice creates a strategy where she buys ETH as the price goes between 1500 and 1600 USDC. She is willing to spend 5000 USDC for this. She also wants to sell her acquired ETH when the price goes from 2000 to 2500 USDC."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "93baf25f",
   "metadata": {},
   "source": [
    "### Initialize"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "d50a08dc",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "CarbonSimulatorUI(<0 orders, 0 trades>, pair='ETH/USDC', mm='exact', xf=True)"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"ETH/USDC\")\n",
    "Sim"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5a8dacdc",
   "metadata": {},
   "source": [
    "### Add Strategy"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e92ca01c",
   "metadata": {},
   "source": [
    "Here we set up a strategy where the AMM:\n",
    "- Sells ETH for 2000-2500 and,\n",
    "- Buys ETH for 1600-1500 (USDC per ETH)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "id": "40fa3263",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn   y_int       y y_unit  p_start   p_end  p_marg  \\\n",
       "0   0  ETHUSDC   ETH     0.0     0.0    ETH   2000.0  2500.0  2000.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  5000.0   USDC   1600.0  1500.0  1600.0   \n",
       "\n",
       "         p_unit  lid  \n",
       "0  USDC per ETH    1  \n",
       "1  USDC per ETH    0  "
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy('ETH', 0, 2000, 2500, 5000, 1600, 1500)['orders']\n",
    "# Sim.add_strategy('USDC', 5000, 1600, 1500, 0, 2000, 2500)['orders'] #(equivalent to)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a67e8f31",
   "metadata": {},
   "source": [
    "### Trade"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "05d58e60",
   "metadata": {},
   "source": [
    "The AMM buys ETH using the order reserves and we can see the average price in the range 1600-1500"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "d143d7c1",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #1</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1584USDC buys 1ETH</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[1]</td>\n",
       "      <td>1</td>\n",
       "      <td>1583.905411</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                          note   aggr  exec limitfail  \\\n",
       "0  0.0   0     0                      route #1  False  True      None   \n",
       "0    0   0     A  AMM sells 1584USDC buys 1ETH   True  True      None   \n",
       "\n",
       "          amt1  tkn1  amt2 tkn2     pair routeix  nroutes        price  \\\n",
       "0  1583.905411  USDC   1.0  ETH  ETHUSDC       1        1  1583.905411   \n",
       "0  1583.905411  USDC   1.0  ETH  ETHUSDC     [1]        1  1583.905411   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per ETH  \n",
       "0  USDC per ETH  "
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_buys('ETH', 1)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ac41450f",
   "metadata": {},
   "source": [
    "Looking at the orders we can see that USDC has been deducted and ETH has been added to other side of the strategy"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "id": "58367d3f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>2000.000000</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>3416.094589</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1567.972719</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn   y_int            y y_unit  p_start   p_end  \\\n",
       "0   0  ETHUSDC   ETH     1.0     1.000000    ETH   2000.0  2500.0   \n",
       "1   1  ETHUSDC  USDC  5000.0  3416.094589   USDC   1600.0  1500.0   \n",
       "\n",
       "        p_marg        p_unit  lid  \n",
       "0  2000.000000  USDC per ETH    1  \n",
       "1  1567.972719  USDC per ETH    0  "
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "95bc0d8d",
   "metadata": {},
   "source": [
    "When the AMM then sells ETH the average price is now in the range 2000-2500"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "id": "bc0a0dfa",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2236.067977</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>2236.067977</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 1ETH buys 2236USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>1.0</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2236.067977</td>\n",
       "      <td>USDC</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>2236.067977</td>\n",
       "      <td>USDC per ETH</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                          note   aggr  exec limitfail  amt1  \\\n",
       "0  1.0   1     0                      route #0  False  True      None   1.0   \n",
       "0    1   1     A  AMM sells 1ETH buys 2236USDC   True  True      None   1.0   \n",
       "\n",
       "  tkn1         amt2  tkn2     pair routeix  nroutes        price        p_unit  \n",
       "0  ETH  2236.067977  USDC  ETHUSDC       0        1  2236.067977  USDC per ETH  \n",
       "0  ETH  2236.067977  USDC  ETHUSDC     [0]        1  2236.067977  USDC per ETH  "
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells('ETH', 1)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e1193e15",
   "metadata": {},
   "source": [
    "ETH has now been deducted and the USDC balance and the net profit (652.16) is available on the USDC side for purchasing more ETH"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "id": "10da8c2e",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>ETH</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>ETH</td>\n",
       "      <td>2000.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>ETHUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>5652.162566</td>\n",
       "      <td>5652.162566</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>1500.0</td>\n",
       "      <td>1600.0</td>\n",
       "      <td>USDC per ETH</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn        y_int            y y_unit  p_start   p_end  \\\n",
       "0   0  ETHUSDC   ETH     1.000000     0.000000    ETH   2000.0  2500.0   \n",
       "1   1  ETHUSDC  USDC  5652.162566  5652.162566   USDC   1600.0  1500.0   \n",
       "\n",
       "   p_marg        p_unit  lid  \n",
       "0  2500.0  USDC per ETH    1  \n",
       "1  1600.0  USDC per ETH    0  "
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "d2e6ca10",
   "metadata": {},
   "source": [
    "## Token Distribution"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "d545e77e",
   "metadata": {},
   "source": [
    "Token project XYZ creates a strategy to sell 1 million units of its XYZ token in the price range of 0.50-2.00. The project would like to “back-load” the distribution process, such that half of the tokens are sold between 1.50-2.00. In total, the project wishes to receive a minimum of 1.37m in cash for its tokens."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "89f35d02",
   "metadata": {},
   "source": [
    "### Initialize\n",
    "We start by initializing the simulator with XYZUSDC as the default pair"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "id": "39e464f9",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "CarbonSimulatorUI(<0 orders, 0 trades>, pair='XYZ/USDC', mm='exact', xf=True)"
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim = CarbonSimulatorUI(pair=\"XYZ/USDC\")\n",
    "Sim"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "adcb94f5",
   "metadata": {},
   "source": [
    "### Add Strategies"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4b3934f9",
   "metadata": {},
   "source": [
    "- Strategy 1) Half of the tokens across the full range\n",
    "    - The user is not interested in the buy side so sets zero liquidity and arbitrarily high buy price"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "id": "e33e871c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>0.5</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.5</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn     y_int         y y_unit    p_start      p_end  \\\n",
       "0   0  XYZUSDC   XYZ  500000.0  500000.0    XYZ        0.5        2.0   \n",
       "1   1  XYZUSDC  USDC       0.0       0.0   USDC  1000000.0  1000000.0   \n",
       "\n",
       "      p_marg        p_unit  lid  \n",
       "0        0.5  USDC per XYZ    1  \n",
       "1  1000000.0  USDC per XYZ    0  "
      ]
     },
     "execution_count": 33,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy('XYZ', 500000, 0.5, 2, 0, 1000000, 1000000, pair='XYZ/USDC')['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a601ffcd",
   "metadata": {},
   "source": [
    "- Strategy 2) Half of the tokens back-loaded at the high price\n",
    "    - The user is not interested in the buy side so sets zero liquidity and arbitrarily high buy price"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "id": "d274b133",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>500000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1.5</td>\n",
       "      <td>2.0</td>\n",
       "      <td>1.5</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn     y_int         y y_unit    p_start      p_end  \\\n",
       "2   2  XYZUSDC   XYZ  500000.0  500000.0    XYZ        1.5        2.0   \n",
       "3   3  XYZUSDC  USDC       0.0       0.0   USDC  1000000.0  1000000.0   \n",
       "\n",
       "      p_marg        p_unit  lid  \n",
       "2        1.5  USDC per XYZ    3  \n",
       "3  1000000.0  USDC per XYZ    2  "
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.add_strategy('XYZ', 500000, 1.5, 2, 0, 1000000, 1000000, pair='XYZ/USDC')['orders']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "02695f12",
   "metadata": {},
   "source": [
    "## Trade"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ee2addc1",
   "metadata": {},
   "source": [
    "Lets look at 5 trades to make up the entire amount:"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "bcb6d1f3",
   "metadata": {},
   "source": [
    "While under 1.5 USDC per XYZ trades only go through the first order"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "id": "4ac0ae47",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>125000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0.625</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 125000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>125000.0</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>0.625</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                                 note   aggr  exec limitfail  \\\n",
       "0  0.0   0     0                             route #0  False  True      None   \n",
       "0    0   0     A  AMM sells 200000XYZ buys 125000USDC   True  True      None   \n",
       "\n",
       "       amt1 tkn1      amt2  tkn2     pair routeix  nroutes  price  \\\n",
       "0  200000.0  XYZ  125000.0  USDC  XYZUSDC       0        1  0.625   \n",
       "0  200000.0  XYZ  125000.0  USDC  XYZUSDC     [0]        1  0.625   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per XYZ  \n",
       "0  USDC per XYZ  "
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells('XYZ', 200000)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "0f09a5db",
   "metadata": {},
   "source": [
    "We can see the average price increases per trade"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "id": "bb2e0dbf",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>208333.333333</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.041667</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 208333USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>208333.333333</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>1.041667</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                                 note   aggr  exec limitfail  \\\n",
       "0  1.0   1     0                             route #0  False  True      None   \n",
       "0    1   1     A  AMM sells 200000XYZ buys 208333USDC   True  True      None   \n",
       "\n",
       "       amt1 tkn1           amt2  tkn2     pair routeix  nroutes     price  \\\n",
       "0  200000.0  XYZ  208333.333333  USDC  XYZUSDC       0        1  1.041667   \n",
       "0  200000.0  XYZ  208333.333333  USDC  XYZUSDC     [0]        1  1.041667   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per XYZ  \n",
       "0  USDC per XYZ  "
      ]
     },
     "execution_count": 36,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells('XYZ', 200000)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ccb6be5a",
   "metadata": {},
   "source": [
    "The next 200000 tokens are sold for an average price > 1.5 so both orders are being accessed"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "id": "4392c6a3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2.0</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>46410.161514</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>69862.435880</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2.1</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>route #2</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>153589.838486</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>240273.019201</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 310135USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>310135.455081</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                                 note   aggr  exec limitfail  \\\n",
       "0  2.0   2     0                             route #0  False  True      None   \n",
       "0  2.1   2     1                             route #2  False  True      None   \n",
       "0    2   2     A  AMM sells 200000XYZ buys 310135USDC   True  True      None   \n",
       "\n",
       "            amt1 tkn1           amt2  tkn2     pair routeix  nroutes  \\\n",
       "0   46410.161514  XYZ   69862.435880  USDC  XYZUSDC       0        1   \n",
       "0  153589.838486  XYZ  240273.019201  USDC  XYZUSDC       2        1   \n",
       "0  200000.000000  XYZ  310135.455081  USDC  XYZUSDC  [0, 2]        2   \n",
       "\n",
       "      price        p_unit  \n",
       "0  1.550677  USDC per XYZ  \n",
       "0  1.550677  USDC per XYZ  \n",
       "0  1.550677  USDC per XYZ  "
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells('XYZ', 200000)['trades']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "id": "8839d334",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3.0</td>\n",
       "      <td>3</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>26794.919243</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>45940.188131</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3.1</td>\n",
       "      <td>3</td>\n",
       "      <td>1</td>\n",
       "      <td>route #2</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>173205.080757</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>296962.044301</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3</td>\n",
       "      <td>3</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 342902USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>342902.232433</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                                 note   aggr  exec limitfail  \\\n",
       "0  3.0   3     0                             route #0  False  True      None   \n",
       "0  3.1   3     1                             route #2  False  True      None   \n",
       "0    3   3     A  AMM sells 200000XYZ buys 342902USDC   True  True      None   \n",
       "\n",
       "            amt1 tkn1           amt2  tkn2     pair routeix  nroutes  \\\n",
       "0   26794.919243  XYZ   45940.188131  USDC  XYZUSDC       0        1   \n",
       "0  173205.080757  XYZ  296962.044301  USDC  XYZUSDC       2        1   \n",
       "0  200000.000000  XYZ  342902.232433  USDC  XYZUSDC  [0, 2]        2   \n",
       "\n",
       "      price        p_unit  \n",
       "0  1.714511  USDC per XYZ  \n",
       "0  1.714511  USDC per XYZ  \n",
       "0  1.714511  USDC per XYZ  "
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells('XYZ', 200000)['trades']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "id": "0e7dfcbd",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4.0</td>\n",
       "      <td>4</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>26794.919243</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>50864.042655</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4.1</td>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>route #2</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>173205.080757</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>328790.340282</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 379654USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>379654.382938</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                                 note   aggr  exec limitfail  \\\n",
       "0  4.0   4     0                             route #0  False  True      None   \n",
       "0  4.1   4     1                             route #2  False  True      None   \n",
       "0    4   4     A  AMM sells 200000XYZ buys 379654USDC   True  True      None   \n",
       "\n",
       "            amt1 tkn1           amt2  tkn2     pair routeix  nroutes  \\\n",
       "0   26794.919243  XYZ   50864.042655  USDC  XYZUSDC       0        1   \n",
       "0  173205.080757  XYZ  328790.340282  USDC  XYZUSDC       2        1   \n",
       "0  200000.000000  XYZ  379654.382938  USDC  XYZUSDC  [0, 2]        2   \n",
       "\n",
       "      price        p_unit  \n",
       "0  1.898272  USDC per XYZ  \n",
       "0  1.898272  USDC per XYZ  \n",
       "0  1.898272  USDC per XYZ  "
      ]
     },
     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.amm_sells('XYZ', 200000)['trades']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e523c84d",
   "metadata": {},
   "source": [
    "Now we see that 5 trades have gone through and their sub-routing for each"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "id": "80ec5e00",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>125000.000000</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0.625</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 125000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>125000.000000</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>0.625</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>208333.333333</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.041667</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 208333USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>208333.333333</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>1.041667</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2.0</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>46410.161514</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>69862.435880</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2.1</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>route #2</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>153589.838486</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>240273.019201</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 310135USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>310135.455081</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3.0</td>\n",
       "      <td>3</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>26794.919243</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>45940.188131</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3.1</td>\n",
       "      <td>3</td>\n",
       "      <td>1</td>\n",
       "      <td>route #2</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>173205.080757</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>296962.044301</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3</td>\n",
       "      <td>3</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 342902USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>342902.232433</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4.0</td>\n",
       "      <td>4</td>\n",
       "      <td>0</td>\n",
       "      <td>route #0</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>26794.919243</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>50864.042655</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4.1</td>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>route #2</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>173205.080757</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>328790.340282</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 379654USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.000000</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>379654.382938</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   uid  id subid                                 note   aggr  exec limitfail  \\\n",
       "0  0.0   0     0                             route #0  False  True      None   \n",
       "0    0   0     A  AMM sells 200000XYZ buys 125000USDC   True  True      None   \n",
       "0  1.0   1     0                             route #0  False  True      None   \n",
       "0    1   1     A  AMM sells 200000XYZ buys 208333USDC   True  True      None   \n",
       "0  2.0   2     0                             route #0  False  True      None   \n",
       "0  2.1   2     1                             route #2  False  True      None   \n",
       "0    2   2     A  AMM sells 200000XYZ buys 310135USDC   True  True      None   \n",
       "0  3.0   3     0                             route #0  False  True      None   \n",
       "0  3.1   3     1                             route #2  False  True      None   \n",
       "0    3   3     A  AMM sells 200000XYZ buys 342902USDC   True  True      None   \n",
       "0  4.0   4     0                             route #0  False  True      None   \n",
       "0  4.1   4     1                             route #2  False  True      None   \n",
       "0    4   4     A  AMM sells 200000XYZ buys 379654USDC   True  True      None   \n",
       "\n",
       "            amt1 tkn1           amt2  tkn2     pair routeix  nroutes  \\\n",
       "0  200000.000000  XYZ  125000.000000  USDC  XYZUSDC       0        1   \n",
       "0  200000.000000  XYZ  125000.000000  USDC  XYZUSDC     [0]        1   \n",
       "0  200000.000000  XYZ  208333.333333  USDC  XYZUSDC       0        1   \n",
       "0  200000.000000  XYZ  208333.333333  USDC  XYZUSDC     [0]        1   \n",
       "0   46410.161514  XYZ   69862.435880  USDC  XYZUSDC       0        1   \n",
       "0  153589.838486  XYZ  240273.019201  USDC  XYZUSDC       2        1   \n",
       "0  200000.000000  XYZ  310135.455081  USDC  XYZUSDC  [0, 2]        2   \n",
       "0   26794.919243  XYZ   45940.188131  USDC  XYZUSDC       0        1   \n",
       "0  173205.080757  XYZ  296962.044301  USDC  XYZUSDC       2        1   \n",
       "0  200000.000000  XYZ  342902.232433  USDC  XYZUSDC  [0, 2]        2   \n",
       "0   26794.919243  XYZ   50864.042655  USDC  XYZUSDC       0        1   \n",
       "0  173205.080757  XYZ  328790.340282  USDC  XYZUSDC       2        1   \n",
       "0  200000.000000  XYZ  379654.382938  USDC  XYZUSDC  [0, 2]        2   \n",
       "\n",
       "      price        p_unit  \n",
       "0     0.625  USDC per XYZ  \n",
       "0     0.625  USDC per XYZ  \n",
       "0  1.041667  USDC per XYZ  \n",
       "0  1.041667  USDC per XYZ  \n",
       "0  1.550677  USDC per XYZ  \n",
       "0  1.550677  USDC per XYZ  \n",
       "0  1.550677  USDC per XYZ  \n",
       "0  1.714511  USDC per XYZ  \n",
       "0  1.714511  USDC per XYZ  \n",
       "0  1.714511  USDC per XYZ  \n",
       "0  1.898272  USDC per XYZ  \n",
       "0  1.898272  USDC per XYZ  \n",
       "0  1.898272  USDC per XYZ  "
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "results = Sim.state()['trades']\n",
    "results"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "492e10c7",
   "metadata": {},
   "source": [
    "We can see the aggregates specifically"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "id": "e8aaadf4",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>uid</th>\n",
       "      <th>id</th>\n",
       "      <th>subid</th>\n",
       "      <th>note</th>\n",
       "      <th>aggr</th>\n",
       "      <th>exec</th>\n",
       "      <th>limitfail</th>\n",
       "      <th>amt1</th>\n",
       "      <th>tkn1</th>\n",
       "      <th>amt2</th>\n",
       "      <th>tkn2</th>\n",
       "      <th>pair</th>\n",
       "      <th>routeix</th>\n",
       "      <th>nroutes</th>\n",
       "      <th>price</th>\n",
       "      <th>p_unit</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 125000USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>125000.000000</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>0.625</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 208333USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>208333.333333</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0]</td>\n",
       "      <td>1</td>\n",
       "      <td>1.041667</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 310135USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>310135.455081</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.550677</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3</td>\n",
       "      <td>3</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 342902USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>342902.232433</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.714511</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4</td>\n",
       "      <td>4</td>\n",
       "      <td>A</td>\n",
       "      <td>AMM sells 200000XYZ buys 379654USDC</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>None</td>\n",
       "      <td>200000.0</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>379654.382938</td>\n",
       "      <td>USDC</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>[0, 2]</td>\n",
       "      <td>2</td>\n",
       "      <td>1.898272</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  uid  id subid                                 note  aggr  exec limitfail  \\\n",
       "0   0   0     A  AMM sells 200000XYZ buys 125000USDC  True  True      None   \n",
       "0   1   1     A  AMM sells 200000XYZ buys 208333USDC  True  True      None   \n",
       "0   2   2     A  AMM sells 200000XYZ buys 310135USDC  True  True      None   \n",
       "0   3   3     A  AMM sells 200000XYZ buys 342902USDC  True  True      None   \n",
       "0   4   4     A  AMM sells 200000XYZ buys 379654USDC  True  True      None   \n",
       "\n",
       "       amt1 tkn1           amt2  tkn2     pair routeix  nroutes     price  \\\n",
       "0  200000.0  XYZ  125000.000000  USDC  XYZUSDC     [0]        1     0.625   \n",
       "0  200000.0  XYZ  208333.333333  USDC  XYZUSDC     [0]        1  1.041667   \n",
       "0  200000.0  XYZ  310135.455081  USDC  XYZUSDC  [0, 2]        2  1.550677   \n",
       "0  200000.0  XYZ  342902.232433  USDC  XYZUSDC  [0, 2]        2  1.714511   \n",
       "0  200000.0  XYZ  379654.382938  USDC  XYZUSDC  [0, 2]        2  1.898272   \n",
       "\n",
       "         p_unit  \n",
       "0  USDC per XYZ  \n",
       "0  USDC per XYZ  \n",
       "0  USDC per XYZ  \n",
       "0  USDC per XYZ  \n",
       "0  USDC per XYZ  "
      ]
     },
     "execution_count": 41,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "results.query(\"aggr==True\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "adc1262b",
   "metadata": {},
   "source": [
    "We can look back at the orders and see that the liquidity (y) is depleted for both XYZ sides"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "id": "accabc69",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>pair</th>\n",
       "      <th>tkn</th>\n",
       "      <th>y_int</th>\n",
       "      <th>y</th>\n",
       "      <th>y_unit</th>\n",
       "      <th>p_start</th>\n",
       "      <th>p_end</th>\n",
       "      <th>p_marg</th>\n",
       "      <th>p_unit</th>\n",
       "      <th>lid</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>500000.000000</td>\n",
       "      <td>6.318054e-24</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>0.5</td>\n",
       "      <td>2.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>499999.999999</td>\n",
       "      <td>5.000000e+05</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>500000.000000</td>\n",
       "      <td>2.910383e-11</td>\n",
       "      <td>XYZ</td>\n",
       "      <td>1.5</td>\n",
       "      <td>2.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>XYZUSDC</td>\n",
       "      <td>USDC</td>\n",
       "      <td>866025.403784</td>\n",
       "      <td>8.660254e+05</td>\n",
       "      <td>USDC</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>1000000.0</td>\n",
       "      <td>USDC per XYZ</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   id     pair   tkn          y_int             y y_unit    p_start  \\\n",
       "0   0  XYZUSDC   XYZ  500000.000000  6.318054e-24    XYZ        0.5   \n",
       "1   1  XYZUSDC  USDC  499999.999999  5.000000e+05   USDC  1000000.0   \n",
       "2   2  XYZUSDC   XYZ  500000.000000  2.910383e-11    XYZ        1.5   \n",
       "3   3  XYZUSDC  USDC  866025.403784  8.660254e+05   USDC  1000000.0   \n",
       "\n",
       "       p_end     p_marg        p_unit  lid  \n",
       "0        2.0        2.0  USDC per XYZ    1  \n",
       "1  1000000.0  1000000.0  USDC per XYZ    0  \n",
       "2        2.0        2.0  USDC per XYZ    3  \n",
       "3  1000000.0  1000000.0  USDC per XYZ    2  "
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "id": "24718f1e",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "y    2.910383e-11\n",
       "dtype: float64"
      ]
     },
     "execution_count": 43,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders'].query(\"tkn=='XYZ'\")[[\"y\"]].sum()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a996b7ca",
   "metadata": {},
   "source": [
    "And see that the total amount of USDC obtained for the sale of 1M XYZ tokens was 1.336M"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "id": "40d18aeb",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "y    1.366025e+06\n",
       "dtype: float64"
      ]
     },
     "execution_count": 44,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Sim.state()['orders'].query(\"tkn=='USDC'\")[[\"y\"]].sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "25c67fd0",
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "jupytext": {
   "cell_metadata_filter": "-all",
   "encoding": "# -*- coding: utf-8 -*-",
   "notebook_metadata_filter": "-all",
   "text_representation": {
    "extension": ".py",
    "format_name": "light"
   }
  },
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.8.8"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 5
}