README.md

uniswapv2-lp-strategy-backtesting

Created by Albert Yao

Structure

• Goal of the project

       1. Leverage Amberdata DeFi API to understand Uniswap pool behavior 

            (TVL, volume in USD, fee, trade numbers)

       2. Build python backtest framework to calculate PnL as liquidity provider on selected 

            Uniswap V2 pair

• Amberdata Defi API

       1. pool price

         2. pool information  (Uniswap pool address)
         3. pool statistics   (TVL, volume in USD, fee, trade numbers)

• Visualization on pool behavior

       1. pool behavior chart (ETH_USDC, DAI_USDT, ETH_DAI)

         2. pool comparison ( ETH_USDC vs ETH_DAI)

• Introduction to Uniswap v2 liquidity provider simulation approach

       1. build simulation table 

         2. calculate strategy performance metrics 

• Strategy codebase

       1.Strategy framework design - based on simulation approach from our essay

• Uniswap Pool address used

       1.ETH_USDC: 0xb4e16d0168e52d35cacd2c6185b44281ec28c9dc
       2.ETH_USDT: 0x0d4a11d5eeaac28ec3f61d100daf4d40471f1852
       3.DAI_USDC: 0xae461ca67b15dc8dc81ce7615e0320da1a9ab8d5

         4.DAI_USDT: 0xb20bd5d04be54f870d5c0d3ca85d82b34b836405

       4.DAI_ETH:  0xa478c2975ab1ea89e8196811f51a7b7ade33eb11

Contact

[email protected]