feat: chain config

feat: strategy overlap

.env.example

@@ -3,6 +3,7 @@ export ETH_PRIVATE_KEY_BE_CAREFUL="0x123-USE-YOUR-OWN-PRIVATE-KEY-HERE"
 export WEB3_FANTOM="FANTOM-API-KEY-HERE" // "public" can be used in place of a paid API key
 export WEB3_MANTLE="MANTLE-API-KEY-HERE"
 export WEB3_LINEA="LINEA-API-KEY-HERE" //
+export WEB3_SEI="SEI-API-KEY-HERE" //
 
 #******** For Development - not required to run bot ********#
 export ETHERSCAN_TOKEN="ONLY_REQUIRED_IN_DEV"

fastlane_bot/config/multicaller.py

@@ -113,7 +113,7 @@ class MultiCaller(ContextManager):
 
     def __init__(self, contract: web3.contract.Contract,
                  web3: Web3,
-                 block_identifier: Any = 'latest', multicall_address = "0x5BA1e12693Dc8F9c48aAD8770482f4739bEeD696"):
+                 block_identifier: Any = 'latest', multicall_address = "0xcA11bde05977b3631167028862bE2a173976CA11"):
         self._contract_calls: List[Callable] = []
         self.contract = contract
         self.block_identifier = block_identifier

fastlane_bot/config/network.py

@@ -276,6 +276,7 @@ class ConfigNetwork(ConfigBase):
     NETWORK_FANTOM = S.NETWORK_FANTOM
     NETWORK_MANTLE = S.NETWORK_MANTLE
     NETWORK_LINEA = S.NETWORK_LINEA
+    NETWORK_SEI = S.NETWORK_SEI
 
     # FLAGS
     #######################################################################################
@@ -317,7 +318,9 @@ def new(cls, network=None):
         elif network == cls.NETWORK_MANTLE:
             return _ConfigNetworkMantle(_direct=False)
         elif network == cls.NETWORK_LINEA:
-            return _ConfigNetworkLinea(_direct=False)    
+            return _ConfigNetworkLinea(_direct=False)  
+        elif network == cls.NETWORK_SEI:
+            return _ConfigNetworkSei(_direct=False)    
         elif network == cls.NETWORK_TENDERLY:
             return _ConfigNetworkTenderly(_direct=False)
         else:
@@ -426,7 +429,7 @@ class _ConfigNetworkMainnet(ConfigNetwork):
     RPC_ENDPOINT = "https://eth-mainnet.alchemyapi.io/v2/"
     WEB3_ALCHEMY_PROJECT_ID = os.environ.get("WEB3_ALCHEMY_PROJECT_ID")
 
-    MULTICALL_CONTRACT_ADDRESS = "0x5BA1e12693Dc8F9c48aAD8770482f4739bEeD696"
+    MULTICALL_CONTRACT_ADDRESS = "0xcA11bde05977b3631167028862bE2a173976CA11"
     # NATIVE_GAS_TOKEN_KEY = "ETH-EEeE"
     # WRAPPED_GAS_TOKEN_KEY = "WETH-6Cc2"
     # STABLECOIN_KEY = "USDC-eB48"
@@ -777,6 +780,42 @@ class _ConfigNetworkLinea(ConfigNetwork):
     # Add any exchanges unique to the chain here
     CHAIN_SPECIFIC_EXCHANGES = []
 
+class _ConfigNetworkSei(ConfigNetwork):
+    """
+    Fastlane bot config -- network [Base Mainnet]
+    """
+
+    NETWORK = S.NETWORK_SEI
+    NETWORK_ID = "1" # TODO
+    NETWORK_NAME = "sei"
+    DEFAULT_PROVIDER = S.PROVIDER_ALCHEMY
+    RPC_ENDPOINT = "https://evm-rpc.arctic-1.seinetwork.io/" # TODO currently Sei devnet
+    WEB3_ALCHEMY_PROJECT_ID = os.environ.get("WEB3_SEI")
+
+    network_df = get_multichain_addresses(network=NETWORK_NAME)
+    FASTLANE_CONTRACT_ADDRESS = "0xC7Dd38e64822108446872c5C2105308058c5C55C" #TODO - UPDATE WITH Mainnet
+    MULTICALL_CONTRACT_ADDRESS = "0xcA11bde05977b3631167028862bE2a173976CA11"
+
+    CARBON_CONTROLLER_ADDRESS = "0x59f21012B2E9BA67ce6a7605E74F945D0D4C84EA" #TODO - UPDATE WITH Mainnet
+    CARBON_CONTROLLER_VOUCHER = "0xe4816658ad10bF215053C533cceAe3f59e1f1087" #TODO - UPDATE WITH Mainnet
+
+    NATIVE_GAS_TOKEN_ADDRESS = "0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE"
+    WRAPPED_GAS_TOKEN_ADDRESS = "0x57eE725BEeB991c70c53f9642f36755EC6eb2139" # TODO confirm for Mainnet
+    NATIVE_GAS_TOKEN_SYMBOL = "SEI"
+    WRAPPED_GAS_TOKEN_SYMBOL = "WSEI"
+    STABLECOIN_ADDRESS = "0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C" #TODO USDC on devnet
+
+    IS_INJECT_POA_MIDDLEWARE = False
+    # Balancer
+    BALANCER_VAULT_ADDRESS = "0x7ccBebeb88696f9c8b061f1112Bb970158e29cA5" # # TODO Jellyswap on devnet
+
+    CHAIN_FLASHLOAN_TOKENS = {
+        "0x57eE725BEeB991c70c53f9642f36755EC6eb2139": "WSEI", #TODO confirm for Mainnet
+        "0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C": "USDC", #TODO confirm for Mainnet
+    }
+    # Add any exchanges unique to the chain here
+    CHAIN_SPECIFIC_EXCHANGES = []
+
 class _ConfigNetworkTenderly(ConfigNetwork):
     """
     Fastlane bot config -- network [Ethereum Tenderly]
@@ -810,7 +849,7 @@ class _ConfigNetworkTenderly(ConfigNetwork):
     FASTLANE_CONTRACT_ADDRESS = "0x41Eeba3355d7D6FF628B7982F3F9D055c39488cB"
     CARBON_CONTROLLER_ADDRESS = "0xC537e898CD774e2dCBa3B14Ea6f34C93d5eA45e1"
     CARBON_CONTROLLER_VOUCHER = "0x3660F04B79751e31128f6378eAC70807e38f554E"
-    MULTICALL_CONTRACT_ADDRESS = "0x5BA1e12693Dc8F9c48aAD8770482f4739bEeD696"
+    MULTICALL_CONTRACT_ADDRESS = "0xcA11bde05977b3631167028862bE2a173976CA11"
 
     # Uniswap
     UNISWAP_V2_ROUTER_ADDRESS = "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D"

fastlane_bot/config/selectors.py

@@ -18,6 +18,7 @@
 NETWORK_CANTO = "canto"
 NETWORK_FANTOM = "fantom"
 NETWORK_LINEA = "linea"
+NETWORK_SEI = "sei"
 NETWORK_MANTLE = "mantle"
 NETWORK_SCROLL = "scroll"
 NETWORK_BSC = "binance_smart_chain"

fastlane_bot/data/abi.py

@@ -678,7 +678,7 @@
         "type": "function",
         "name": "aggregate",
         "stateMutability": "view",
-        "inputs": [{"components": [{"internalType": "address", "name": "target", "type": "address"}, {"internalType": "bytes", "name": "callData", "type": "bytes"}], "internalType": "struct Multicall2.Call[]", "name": "calls", "type": "tuple[]"}],
+        "inputs": [{"components": [{"internalType": "address", "name": "target", "type": "address"}, {"internalType": "bytes", "name": "callData", "type": "bytes"}], "internalType": "struct Multicall3.Call[]", "name": "calls", "type": "tuple[]"}],
         "outputs": [{"internalType": "uint256", "name": "blockNumber", "type": "uint256"}, {"internalType": "bytes[]", "name": "returnData", "type": "bytes[]"}]
     }
 ]

fastlane_bot/data/blockchain_data/sei/solidly_v2_event_mappings.csv

@@ -0,0 +1 @@
+exchange,address

fastlane_bot/data/blockchain_data/sei/static_pool_data.csv

@@ -0,0 +1,4 @@
+cid,strategy_id,last_updated,last_updated_block,descr,pair_name,exchange_name,fee,fee_float,address,anchor,tkn0_address,tkn1_address,tkn0_decimals,tkn1_decimals,exchange_id,tkn0_symbol,tkn1_symbol,timestamp,tkn0_balance,tkn1_balance,liquidity,sqrt_price_q96,tick,tick_spacing,exchange,pool_type,tkn0_weight,tkn1_weight,tkn2_address,tkn2_decimals,tkn2_symbol,tkn2_balance,tkn2_weight,tkn3_address,tkn3_decimals,tkn3_symbol,tkn3_balance,tkn3_weight,tkn4_address,tkn4_decimals,tkn4_symbol,tkn4_balance,tkn4_weight,tkn5_address,tkn5_decimals,tkn5_symbol,tkn5_balance,tkn5_weight,tkn6_address,tkn6_decimals,tkn6_symbol,tkn6_balance,tkn6_weight,tkn7_address,tkn7_decimals,tkn7_symbol,tkn7_balance,tkn7_weight
+0x1422169ab760ea6994358267b7d3783e8e7fa55c6a74b365b3fd3d17cbf4c6f1,0,,2354,dragonswap 0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0x7b75109369ACb528d9fa989E227812a6589712b9,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0x7b75109369ACb528d9fa989E227812a6589712b9,dragonswap,0.003,0.003,0x01A34Dfa104F020FEE739268679338169945D5B1,,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B,0x7b75109369ACb528d9fa989E227812a6589712b9,18,18,3,WSEI,DSWAP,0,0,0,,,,,dragonswap,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+0xbfd9612b2cb8035908dff18c040f64de75999cefd1020b5ce8a2e533c2ecd5dc,0,,2354,dragonswap 0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B/0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,dragonswap,0.003,0.003,0x85CB6BFd781e1f42f4E79Efb6bf1F1fEfE4E9732,,0x027D2E627209f1cebA52ADc8A5aFE9318459b44B,0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,18,6,3,WSEI,USDC,0,0,0,,,,,dragonswap,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+0xe3aead757d877a15316e4896d5c5ab7639adbcba1ff76e3434b4e0af90f6225e,0,,2354,dragonswap 0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C/0xF983afa393199D6902a1Dd04f8E93465915ffD8B,0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C/0xF983afa393199D6902a1Dd04f8E93465915ffD8B,dragonswap,0.003,0.003,0x72A788B0A83e18ce1757171321E82c03e4351498,,0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,0xF983afa393199D6902a1Dd04f8E93465915ffD8B,6,6,3,USDC,USDT,0,0,0,,,,,dragonswap,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,

fastlane_bot/data/blockchain_data/sei/tokens.csv

@@ -0,0 +1,9 @@
+address,decimals,symbol
+0x26841a0A5D958B128209F4ea9a1DD7E61558c330,18,WSEI
+0xace5f7Ea93439Af39b46d2748fA1aC19951c8d7C,6,USDC
+0x027D2E627209f1cebA52ADc8A5aFE9318459b44B,18,WSEI
+0x7b75109369ACb528d9fa989E227812a6589712b9,18,DSWAP
+0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE,18,SEI
+0x9e7A8e558Ce582511f4104465a886b7bEfBC146b,18,JLY
+0x57eE725BEeB991c70c53f9642f36755EC6eb2139,18,WSEI
+0xF983afa393199D6902a1Dd04f8E93465915ffD8B,6,USDT

fastlane_bot/data/blockchain_data/sei/uniswap_v2_event_mappings.csv

@@ -0,0 +1,5 @@
+exchange,address
+dragonswap,0x01A34Dfa104F020FEE739268679338169945D5B1
+dragonswap,0x85CB6BFd781e1f42f4E79Efb6bf1F1fEfE4E9732
+dragonswap,0x38BcEBb9A3fbF05B0Ab7ce9b485c9669578409fE
+dragonswap,0x72A788B0A83e18ce1757171321E82c03e4351498

fastlane_bot/data/blockchain_data/sei/uniswap_v3_event_mappings.csv

@@ -0,0 +1 @@
+exchange,address

fastlane_bot/data/multichain_addresses.csv

@@ -135,3 +135,7 @@ sushiswap_v3,thundercore,uniswap_v3,0xc35DADB65012eC5796536bD9864eD8773aBc74C4,0
 pancakeswap_v3,zkevm,uniswap_v3,0x0BFbCF9fa4f9C56B0F40a671Ad40E0805A091865,0x1b81D678ffb9C0263b24A97847620C99d213eB14,,,
 pancakeswap_v3,zksync,uniswap_v3,0x1BB72E0CbbEA93c08f535fc7856E0338D7F7a8aB,0xD70C70AD87aa8D45b8D59600342FB3AEe76E3c68,,,
 xfai_v0,linea,solidly_v2,0xa5136eAd459F0E61C99Cec70fe8F5C24cF3ecA26,0xD538be6e9026C13D130C9e17d509E69C8Bb0eF33,,222864,
+carbon_v1,sei,carbon_v1,0x59f21012B2E9BA67ce6a7605E74F945D0D4C84EA,0x59f21012B2E9BA67ce6a7605E74F945D0D4C84EA,,17658678,
+dragonswap,sei,uniswap_v2,0x5D370a6189F89603FaB67e9C68383e63F7B6A262,0x2346d3A6fb18Ff3ae590Ea31d9e41E6AB8c9f5EB,0.003,1008775,
+jellyswap,sei,balancer,BALANCER_VAULT_ADDRESS,0x7ccBebeb88696f9c8b061f1112Bb970158e29cA5,0,222832,
+uniswap_v3,sei,uniswap_v3,0x0000000000000000000000000000000000000000,0x0000000000000000000000000000000000000000,,1,

fastlane_bot/helpers/poolandtokens.py

@@ -403,10 +403,25 @@ def _carbon_to_cpc(self) -> ConstantProductCurve:
         allow to omit yint (in which case it is set to y, but this does not make
         a difference for the result)
         """
+        def calculate_parameters(y: Decimal, pa: Decimal, pb: Decimal, pm: Decimal, n: Decimal):
+            H = pa.sqrt() ** n
+            L = pb.sqrt() ** n
+            M = pm.sqrt() ** n
+            A = H - L
+            B = L
+            z = y * (H - L) / (M - L) if M > L else y
+            return z
+
+        def check_overlap(pa0, pb0, pa1, pb1):
+            min0, max0 = sorted([pa0, pb0]) 
+            min1, max1 = sorted([1 / pa1, 1 / pb1]) 
+            prices_overlap = max(min0, min1) < min(max0, max1)
+            return prices_overlap 
 
         # if idx == 0, use the first curve, otherwise use the second curve. change the numerical values to Decimal
         lst = []
         errors = []
+        strategy_typed_args = []
         for i in [0, 1]:
 
             S = Decimal(self.A_1) if i == 0 else Decimal(self.A_0)
@@ -450,13 +465,15 @@ def decimal_converter(idx):
             decimal_converter = decimal_converter(i)
 
             p_start = Decimal(encoded_order.p_start) * decimal_converter
+            p_marg = Decimal(encoded_order.p_marg) * decimal_converter
             p_end = Decimal(encoded_order.p_end) * decimal_converter
             yint = Decimal(yint) / (
                 Decimal("10") ** [self.tkn1_decimals, self.tkn0_decimals][i]
             )
             y = Decimal(y) / (
                 Decimal("10") ** [self.tkn1_decimals, self.tkn0_decimals][i]
             )
+            is_limit_order = p_start==p_end
 
             tkny = 1 if i == 0 else 0
             typed_args = {
@@ -466,7 +483,9 @@ def decimal_converter(idx):
                 "yint": yint,
                 "y": y,
                 "pb": p_end,
+                "p_marg": p_marg,  # deleted later since not supported by from_carbon()
                 "pa": p_start,
+                "is_limit_order": is_limit_order, # deleted later since not supported by from_carbon()
                 "tkny": self.pair_name.split("/")[tkny].replace(
                     self.ConfigObj.NATIVE_GAS_TOKEN_ADDRESS, self.ConfigObj.WRAPPED_GAS_TOKEN_ADDRESS
                 ),
@@ -476,6 +495,54 @@ def decimal_converter(idx):
                 "descr": self.descr,
                 "params": self._params,
             }
+
+            strategy_typed_args += [typed_args]
+
+        # Only overlapping strategies are selected for modification
+        if len(strategy_typed_args) == 2:
+
+            is_overlapping = False
+            pmarg_threshold = Decimal("0.01") # 1%  # WARNING using this condition alone can included stable/stable pairs incidently
+
+            # evaluate that the marginal prices are within the pmarg_threshold
+            pmarg0, pmarg1 = [x['p_marg'] for x in strategy_typed_args]
+            pmarg0_inv = 1/pmarg0  # one of the orders must be flipped since prices are always dy/dx - but must flip same geomean_pmarg later
+            percent_component = pmarg_threshold * max(pmarg0_inv, pmarg1)
+            percent_component_met = abs(pmarg0_inv - pmarg1) <= percent_component
+
+            # overlapping strategies by defintion cannot have A=0 i.e. there must be no limit orders
+            no_limit_orders = (strategy_typed_args[0]['is_limit_order'] == False) and (strategy_typed_args[1]['is_limit_order'] == False)
+
+            # evaluate if the price boundaries pa/pb overlap at one end # TODO check logic and remove duplicate logic if necessary
+            prices_overlap = check_overlap(strategy_typed_args[0]['pa'], strategy_typed_args[0]['pb'], strategy_typed_args[1]['pa'], strategy_typed_args[1]['pb'])
+
+            # if the threshold is met and neither is a limit order and prices overlap then likely to be overlapping
+            is_overlapping = percent_component_met and no_limit_orders and prices_overlap
+
+            if is_overlapping:
+                # calculate the geometric mean
+                geomean_p_marg = Decimal.sqrt(pmarg0_inv * pmarg1)
+
+                # modify the y_int based on the new geomean to the limit of y    #TODO check that this math is correct
+                typed_args0 = strategy_typed_args[0]
+                new_yint0 = calculate_parameters(y=typed_args0['y'], pa=typed_args0['pa'], pb=typed_args0['pb'], pm=(1/geomean_p_marg), n=1)
+                if new_yint0 < typed_args0['y']:
+                    new_yint0 = typed_args0['y']
+                typed_args0['yint'] = new_yint0
+
+                typed_args1 = strategy_typed_args[1]
+                new_yint1 = calculate_parameters(y=typed_args1['y'], pa=typed_args1['pa'], pb=typed_args1['pb'], pm=(geomean_p_marg), n=1)
+                if new_yint1 < typed_args1['y']:
+                    new_yint1 = typed_args1['y']
+                typed_args1['yint'] = new_yint1
+
+                # repack the strateg_typed_args
+                strategy_typed_args = [typed_args0, typed_args1]
+
+        for typed_args in strategy_typed_args:
+            # delete new args that arent supported by from_carbon()
+            del typed_args["p_marg"]
+            del typed_args["is_limit_order"]
             try:
                 if typed_args["y"] > 0:
                     lst.append(

fastlane_bot/tests/test_039_TestMultiMode.py

@@ -140,6 +140,7 @@ def test_test_tax_tokens():
 # ------------------------------------------------------------
 
     assert any(token.address in cfg.TAX_TOKENS for token in tokens), f"[TestMultiMode], DB does not include any tax tokens"
+    assert len(CCm) == 516, f"[NBTest 039 TestMultiMode] Expected 516 curves, found {len(CCm)}"
 
     for curve in CCm:
         for token in cfg.TAX_TOKENS:
@@ -178,6 +179,7 @@ def test_test_combos_and_tokens():
 # ------------------------------------------------------------
 
     # +
+    assert len(CCm) == 516, f"[NBTest 039 TestMultiMode] Expected 516 curves, found {len(CCm)}"
     arb_finder = bot._get_arb_finder("multi")
     finder = arb_finder(
                 flashloan_tokens=flashloan_tokens,
@@ -205,6 +207,7 @@ def test_test_expected_output():
 # ------------------------------------------------------------
 
     # +
+    assert len(CCm) == 516, f"[NBTest 039 TestMultiMode] Expected 516 curves, found {len(CCm)}"
     arb_finder = bot._get_arb_finder("multi")
     finder = arb_finder(
                 flashloan_tokens=flashloan_tokens,

fastlane_bot/utils.py

@@ -68,6 +68,10 @@ def __getitem__(self, item):
     def decodeFloat(cls, value):
         """undoes the mantisse/exponent encoding in A,B"""
         return (value % cls.ONE) << (value // cls.ONE)
+
+    @classmethod
+    def decodeRate(cls, value):
+        return (value / cls.ONE) ** 2
 
     @classmethod
     def decode(cls, value):
@@ -178,17 +182,12 @@ def p_start(self):
 
     @property
     def p_marg(self):
+        A = self.decodeFloat(int(self.A))
+        B = self.decodeFloat(int(self.B))
         if self.y == self.z:
-            return self.p_start
-        elif self.y == 0:
-            return self.p_end
-        raise NotImplementedError("p_marg not implemented for non-full / empty orders")
-        A = self.decodeFloat(self.A)
-        B = self.decodeFloat(self.B)
-        return self.decode(B + A * self.y / self.z) ** 2
-        # https://github.com/bancorprotocol/carbon-simulator/blob/beta/benchmark/core/trade/impl.py
-        # 'marginalRate' : decodeRate(B + A if y == z else B + A * y / z),
-
+            return self.decodeRate(B + A)
+        else:
+            return self.decodeRate(B + A * self.y/self.z)
 
 def find_latest_timestamped_folder(logging_path=None):
     """

main.py

@@ -672,7 +672,7 @@ def run(mgr, args, tenderly_uri=None) -> None:
         "--blockchain",
         default="ethereum",
         help="A blockchain from the list. Blockchains not in this list do not have a deployed Fast Lane contract and are not supported.",
-        choices=["ethereum", "coinbase_base", "fantom", "mantle", "linea"],
+        choices=["ethereum", "coinbase_base", "fantom", "mantle", "linea", "sei"],
     )
     parser.add_argument(
         "--pool_data_update_frequency",

resources/NBTest/NBTest_002_CPCandOptimizer.ipynb

@@ -2732,6 +2732,8 @@
     "r = O.margp_optimizer(\"WETH\", result=O.MO_DEBUG)\n",
     "assert isinstance(r, dict)\n",
     "prices0 = r[\"price_estimates_t\"]\n",
+    "dtknfromp_f = r[\"dtknfromp_f\"]\n",
+    "assert np.linalg.norm(dtknfromp_f(np.log10(prices0))) < 1e-6\n",
     "assert not prices0 is None, f\"prices0 must not be None [{prices0}]\"\n",
     "r1 = O.arb(\"WETH\")\n",
     "r2 = O.SelfFinancingConstraints.arb(\"WETH\")\n",
@@ -2792,6 +2794,16 @@
     "prices0"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "30424c63",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "dtknfromp_f(np.log10(prices0))"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": 115,

resources/NBTest/NBTest_002_CPCandOptimizer.py

@@ -1278,6 +1278,8 @@
 r = O.margp_optimizer("WETH", result=O.MO_DEBUG)
 assert isinstance(r, dict)
 prices0 = r["price_estimates_t"]
+dtknfromp_f = r["dtknfromp_f"]
+assert np.linalg.norm(dtknfromp_f(np.log10(prices0))) < 1e-6
 assert not prices0 is None, f"prices0 must not be None [{prices0}]"
 r1 = O.arb("WETH")
 r2 = O.SelfFinancingConstraints.arb("WETH")
@@ -1291,6 +1293,8 @@
 
 prices0
 
+dtknfromp_f(np.log10(prices0))
+
 f = O.optimize("WETH", result=O.MO_DTKNFROMPF, params=dict(verbose=True, debug=False))
 r3 = f(prices0, islog10=False)
 assert np.all(r3 == (0,0))