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DeFiPy: DeFi Analytics with Python (v 0.0.27)

Welcome to the worlds first DeFi Python package with all major protocols intergrated into one package! Implement your analytics in one package with DeFiPy. Since DeFiPy is built with a modular design in mind, your can also silo your analytics by protocol using:

Docs

Visit DeFiPy docs for full documentation with walk-through tutorials

Install

Must first install gmpy2 python package to handle the precision within the StableSwap protocol (requires CPython 3.7 or above). To install the latest release with pip:

> pip install gmpy2

Also, in many cases will need to have required libraries (GMP, MPFR and MPC) already installed on your system, see gmpy2 installation docs for more info. Once setup, install the latest release of DeFiPy with pip:

> git clone https://github.com/defipy-devs/defipy
> pip install .

or

> pip install defipy

Uniswap V2 Example

To setup a liquidity pool, you must first create the tokens in the pair using the ERC20 object. Next, create a liquidity pool (LP) factory using IFactory object. Once this is setup, an unlimited amount of LPs can be created; the procedures for such are as follows:

from defipy import *

user_nm = 'user_intro'
eth_amount = 3162.277660168379
dai_amount = 316227.7660168379

dai = ERC20("DAI", "0x111")
eth = ERC20("ETH", "0x09")
exchg_data = UniswapExchangeData(tkn0 = eth, tkn1 = dai, symbol="LP", 
address="0x011")

factory = UniswapFactory("ETH pool factory", "0x2")
lp = factory.deploy(exchg_data)
lp.add_liquidity("user0", eth_amount, dai_amount, eth_amount, dai_amount)
lp.summary()


#OUTPUT:
Exchange ETH-DAI (LP) 
Reserves: ETH = 3162.277660168379, DAI = 316227.7660168379 
Liquidity: 31622.776601683792 

Uniswap V3 Example

from defipy import *

user = 'user_intro'
fee = UniV3Utils.FeeAmount.MEDIUM
tick_spacing = UniV3Utils.TICK_SPACINGS[fee]
lwr_tick = UniV3Utils.getMinTick(tick_spacing)
upr_tick = UniV3Utils.getMaxTick(tick_spacing)
init_price = UniV3Utils.encodePriceSqrt(100, 1)

dai = ERC20("DAI", "0x09")
eth = ERC20("ETH", "0x111")

exchg_data = UniswapExchangeData(tkn0 = eth, tkn1 = dai, symbol="LP", 
                                   address="0x011", version = 'V3', 
                                   tick_spacing = tick_spacing, 
                                   fee = fee)

factory = UniswapFactory("ETH pool factory", "0x2")
lp = factory.deploy(exchg_data)
lp.initialize(init_price)
out = lp.mint(user, lwr_tick, upr_tick, 31622.776601683792)
lp.summary() 

Exchange ETH-DAI (LP) 
Reserves: ETH = 3162.277660168379, DAI = 316227.7660168379 
Liquidity: 31622.776601683792    

Balancer Example

from defipy import *

USER = 'user_test'

amt_dai = 10000000
denorm_wt_dai = 10

amt_eth = 67738.6361731024
denorm_wt_eth = 40

init_pool_shares = 100    

dai = ERC20("DAI", "0x01")
dai.deposit(None, amt_dai)

weth = ERC20("WETH", "0x02")
weth.deposit(None, amt_eth)

bgrp = BalancerVault()
bgrp.add_token(dai, denorm_wt_dai)
bgrp.add_token(weth, denorm_wt_eth)

bfactory = BalancerFactory("WETH pool factory", "0x")
exchg_data = BalancerExchangeData(vault = bgrp, symbol="LP", address="0x1")
lp = bfactory.deploy(exchg_data)
lp.join_pool(bgrp, init_pool_shares, USER)
lp.summary()


#OUTPUT:
Balancer Exchange: DAI|WETH (LP)
Reserves: DAI = 10000000, WETH = 67738.6361731024
Weights: DAI = 0.2, WETH = 0.8
Pool Shares: 100 

StableSwap Example

from defipy import *

USER = 'user_test'

AMPL_COEFF = 2000 

amt_dai = 79566307.559825807715868071
decimal_dai = 18

amt_usdc = 81345068.187939
decimal_usdc = 6

amt_usdt = 55663250.772939
decimal_usdt = 6

dai = ERC20("DAI", "0x01", decimal_dai)
dai.deposit(None, amt_dai)

usdc = ERC20("USDC", "0x02", decimal_usdc)
usdc.deposit(None, amt_usdc)

usdt = ERC20("USDT", "0x03", decimal_usdt)
usdt.deposit(None, amt_usdt)    

sgrp = StableswapVault()
sgrp.add_token(dai)
sgrp.add_token(usdc)
sgrp.add_token(usdt)    

sfactory = StableswapFactory("Pool factory", "0x")
exchg_data = StableswapExchangeData(vault = sgrp, symbol="LP", address="0x11")
lp = sfactory.deploy(exchg_data)
lp.join_pool(sgrp, AMPL_COEFF, USER)
lp.summary()


#OUTPUT:
Stableswap Exchange: DAI-USDC-USDT (LP)
Reserves: DAI = 79566307.55982581, USDC = 81345068.187939, USDT = 55663250.772939
Liquidity: 216573027.91811988  

0x Quant Terminal

This application utilizes the 0x API to produce a mock Uniswap pool which allows end-users to stress test the limitations of a Uniswap pool setup using live price feeds from 0x API; for backend setup, see notebook

Click dashboard.defipy.org for live link; for more detail see README

plot

Run application locally

> bokeh serve --show python/application/quant_terminal/bokeh_server.py

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