Configuration
The Simulation Modules system needs a lot of input to run a simulation. This configuration documentation hopes to give you; the reader a good understanding of what these inputs are and how you can give the simulator all the information it needs to run a successful simulation.
Simulation order
The simulator has a certain order in which it executes things. Its useful to understand this first before getting started with the configuration.
1. simulation initialization
2. (loop) initialize environments
3. (loop) initialize agents
4. (loop) over step count, iterating 1 every time
4.1 (multithreaded loop) over every agent -> agent.pre_step()
4.2 (loop) over every environment, sometimes an environment can be skipped depending on block timing
4.2.1 environment.pre_step()
4.2.2 (multithreaded loop) over every standard agent that has been configured to do something on this environment -> agent.step()
4.2.3 (multithreaded loop) over every MEV agent that has been configured to do something on this environment -> agent.step()
4.2.4 Mine a block in environment
4.2.5 environment.post_step()
4.2.6 (multithreaded loop) over every agent -> agent.collect_metrics()
4.2.7 environment.collect_metrics()
4.3 collect simulator metrics
5. calculate reward
6. teardown agents
7. teardown environments
YAML
The format for all the inputs that the simulator needs is a YAML file. It's a
single file that has to be uploaded to a specific folder in the simulators
Google Cloud Storage
bucket.
The details of how the file has to be passed into the simulator aren't relevant for this documentation (for the technical documentation see the Developer Documentation). For the end-user it's important to always use the Simulation CLI or SDK which will help you to perform simulations more easily.
What is more relevant is how to write this YAML in the format that the simulator expects, there are a lot of different fields:
Code files
Besides the configuration.yaml you will need to write Python code that implement Interfaces for certain classes. These classes give you a lot of control over the simulator on a very low level, but it also not the easiest thing to understand. Its advised to read more about the code files here before getting started.
Example
Below you can see a working example of the configuration file for the current version.
agents:
- address: '0xA69babEF1cA67A37Ffaf7a485DfFF3382056e78C'
agentType: regular
environments:
- address: '0xA69babEF1cA67A37Ffaf7a485DfFF3382056e78C'
alias: ethereum1
wallet:
tokens:
- amount: 4338109590
token: USDC
- amount: 2847843290371928722
token: WETH
metrics:
- alias: amazing_agent_metric
source: file://metrics/amazing_agent_metric/
settings:
deposit: 1002
pool1:
fee: 5000
token0: WETH
token1: USDT
source: file://agent/defi/
strategy: file://strategy/trend-following/
- address: '0x6429FEe053768Ffa90a59cAfb98Ca9E8F6471211'
agentType: regular
environments:
- address: '0x6429FEe053768Ffa90a59cAfb98Ca9E8F6471211'
alias: ethereum1
metrics:
- alias: amazing_agent_metric
source: file://metrics/amazing_agent_metric/
settings:
initial_borrow_amount: 100000000
initial_borrow_token: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48'
initial_collateral_amount: 1000000000000000
initial_collateral_token: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2'
protocol: Aave V3
repay_step: 90
source: file://agent/simple_borrow_agent/
strategy: file://strategy/trend-following/
- address: '0x65Dcc23d295caFAa5a3eb823BC44b10D54723297'
agentType: regular
environments:
- address: '0x65Dcc23d295caFAa5a3eb823BC44b10D54723297'
alias: ethereum1
wallet:
tokens:
- amount: 987654321
token: USDC
- amount: 1500000000000000000
token: ETH
metrics:
- alias: liquidator_metric
source: file://metrics/liquidator_metric/
settings:
account_to_monitor: '0x6429FEe053768Ffa90a59cAfb98Ca9E8F6471211'
collateral: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2'
debt: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48'
pool: '0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640'
protocol_amm: Uniswap V3
protocol_money_market: Aave V3
source: file://agent/liquidator/
strategy: file://strategy/trend-following/
environments:
- alias: ethereum1
block: 16100000
chainId: '1'
contracts:
- abi: '[{"inputs": [], "stateMutability": "nonpayable", "type": "constructor"},
{"inputs": [{"internalType": "uint256", "name": "_value", "type": "uint256"}],
"name": "increment", "outputs": [], "stateMutability": "nonpayable", "type":
"function"}, {"inputs": [], "name": "number", "outputs": [{"internalType": "uint256",
"name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"},
{"inputs": [], "name": "reset", "outputs": [], "stateMutability": "nonpayable",
"type": "function"}]'
alias: incrementer
installable:
bytecode: 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
dependencies:
- settings:
uniswap_v3_usdc_pool: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48'
source: file://protocols/uniswap-v3/
- source: file://protocols/aave-v3/
engine: evm
metrics:
- alias: amazing_environment_metric
source: file://metrics/amazing_env_metric/
settings:
autoApprove: false
autoImpersonate: true
enableEvmLogging: true
source: file://environments/environment1/
tokens:
- address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48'
name: USDC
- address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2'
name: WETH
metrics:
- alias: amazing_global_metric
source: file://metrics/amazing_global_metric/
prices:
- historical:
- 1297.85
- 1297.84
- 1298.1
- 1298.11
- 1298.1
- 1298.1
- 1298.1
- 1298.01
- 1298.01
- 1298.0
- 1298.11
- 1298.11
- 1298.13
- 1298.49
- 1298.71
simulated:
- 1298.12
- 1557.744
- 1869.2927999999997
- 2243.1513599999994
- 1881.1996227747038
- 2257.4395473296445
- 1805.9516378637159
- 1805.531131512327
- 1968.1101423290597
- 2216.577577107679
- 2314.1243588734665
tokenPair:
- ETH
- USDT
volatility_historical:
- 0.009785811183924562
- 3.7927447291764933
- 3.7719409380351063
- 3.7912038674352817
- 3.7927445748511075
- 3.791974224110421
- 3.791974224110421
- 3.798907434186675
- 3.791974224110421
- 3.7927446341997113
- 3.7834996478392435
- 3.791974224110421
- 3.790433522629026
- 3.7642420247159083
- 3.77503146752392
volatility_simulated:
- 1.7552695580538409
- 0.4247090094792248
- 0.8125873575657275
- 1.4016464235403154
- 0.7881283043629046
- 0.7982408734761127
- 0.2508450652614522
- 0.2277733584864604
- 0.3216851572583862
- 0.4714774547177195
volume_historical:
- 1020
- 1054
- 1038
- 1211
- 1114
- 1157
- 1093
- 936
- 938
- 945
- 987
- 946
- 1034
- 1033
- 999
volume_simulated:
- 1000
- 1006
- 1021
- 1035
- 1113
- 1045
- 1023
- 1024
- 1081
- 1080
- historical:
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
- 1.0002
simulated:
- 1.0002
- 0.9999306790097684
- 1.000099827957043
- 1.000387540887459
- 1.000256934105859
- 1.0004344111360963
- 1.0003570976195375
- 1.0004490256198768
- 1.0005037930838563
- 1.0006519285172202
- 1.000659624679919
tokenPair:
- USDT
- DAI
volatility_historical:
- 0.0004929897728370462
- 0.0006017707080099281
- 0.0006484455480441094
- 0.000670130520287174
- 0.0006805039486197004
- 0.0006855296287700919
- 0.0006879788102555496
- 0.0006891757318461979
- 0.0006897614652242049
- 0.0006900482930810471
- 0.0006901887952170918
- 0.0006902576308235978
- 0.0006902913577649869
- 0.000690307883364729
- 0.0006903159807641855
volatility_simulated:
- 0.0006903394999330383
- 0.000697302978777174
- 0.0006947901000087285
- 0.0006925587480221076
- 0.0006959996571272091
- 0.0006936038277888245
- 0.0006931859693437201
- 0.0006920231807223003
- 0.0006924101703075814
- 0.0007031425972445004
simulatorVersion: 0.0.0
steps: 11
priceSimulator:
price_names: [["ETH", "USDT"], ["USDT", "DAI"], ["BNT", "USDT"]]
historicalDataBlockRange: [16085600, 16085610]
maturity: 1.0
granularity: 1
random_seed_price: 42
random_seed_sigma: 42
random_seed_black_swan: 42
volatility_mode: "cccgarch"
settings:
volatility_scale: 1.0
market_drift: 2.0
enable_black_swan_event: false
black_swan_must_happen_by: 0.8
black_swan_cannot_happen_before: 0.3
black_swan_range: [0.3, 0.5]
black_swan_step_length: 100
black_swan_kappa: 0.3
black_swan_theta: 0.02
black_swan_xi: 0.1
max_percentage_change: 0.2
max_value_percentage: 1.0
min_value_percentage: 1.0
asset_settings:
- price_name: ["USDT", "DAI"]
settings:
market_drift: 2.0
enable_black_swan_event: false
max_percentage_change: 0.001
max_value_percentage: 0.001
min_value_percentage: 0.001