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This PR adds `examples/short_examples.ipynb` that runs through quick examples on using agent0 to: - Analyze positions - Close all mature positions - Write a quick policy This involves the following changes: - Agents now can be passed in a public address instead of a private address for analysis functions. - Adding a `get_hyperdrive_pools_from_registry` that returns a list of `Hyperdrive` objects given a registry address. - `agent.get_positions` now allows a list of `pool_filters`.
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Sheng Lundquist
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May 31, 2024
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,165 @@ | ||
| { | ||
| "cells": [ | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": null, | ||
| "metadata": {}, | ||
| "outputs": [], | ||
| "source": [ | ||
| "from dotenv import load_dotenv\n", | ||
| "\n", | ||
| "load_dotenv(\".env\")" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "markdown", | ||
| "metadata": {}, | ||
| "source": [ | ||
| "## Query all your positions\n" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": null, | ||
| "metadata": {}, | ||
| "outputs": [], | ||
| "source": [ | ||
| "from agent0 import Chain, Hyperdrive\n", | ||
| "import os\n", | ||
| "\n", | ||
| "# PUBLIC_ADDRESS = \"0xPUBLIC_ADDRESS\"\n", | ||
| "# RPC_URI = \"https://sepolia.rpc.url\"\n", | ||
| "PUBLIC_ADDRESS = os.getenv(\"PUBLIC_ADDRESS\")\n", | ||
| "RPC_URI = os.getenv(\"RPC_URI\")\n", | ||
| "\n", | ||
| "# Address of Hyperdrive Sepolia registry\n", | ||
| "REGISTRY_ADDRESS = \"0x4ba58147e50e57e71177cfedb1fac0303f216104\"\n", | ||
| "\n", | ||
| "## View open and closed positions in all pools\n", | ||
| "chain = Chain(RPC_URI)\n", | ||
| "agent = chain.init_agent(public_address=PUBLIC_ADDRESS)\n", | ||
| "registered_pools = Hyperdrive.get_hyperdrive_pools_from_registry(\n", | ||
| " chain,\n", | ||
| " registry_address=REGISTRY_ADDRESS,\n", | ||
| ")\n", | ||
| "agent.get_positions(pool_filter=registered_pools, show_closed_positions=True)" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "markdown", | ||
| "metadata": {}, | ||
| "source": [ | ||
| "## Automate withdrawing funds from matured positions\n" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": null, | ||
| "metadata": {}, | ||
| "outputs": [], | ||
| "source": [ | ||
| "# PRIVATE_KEY = \"0xPRIVATE_KEY\"\n", | ||
| "PRIVATE_KEY = os.getenv(\"PRIVATE_KEY\")\n", | ||
| "\n", | ||
| "# Initialize agent with private key for transactions\n", | ||
| "agent = chain.init_agent(private_key=PRIVATE_KEY)\n", | ||
| "for pool in registered_pools:\n", | ||
| " # Close all mature longs\n", | ||
| " for long in agent.get_longs(pool=pool):\n", | ||
| " if long.maturity_time <= chain.block_time():\n", | ||
| " print(f\"Close long-{long.maturity_time} on {pool.name}\")\n", | ||
| " agent.close_long(maturity_time=long.maturity_time, bonds=long.balance, pool=pool)\n", | ||
| " # Close all mature shorts\n", | ||
| " for short in agent.get_shorts(pool=pool):\n", | ||
| " if short.maturity_time <= chain.block_time():\n", | ||
| " print(f\"Close short-{short.maturity_time} on {pool.name}\")\n", | ||
| " agent.close_short(maturity_time=short.maturity_time, bonds=short.balance, pool=pool)" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "markdown", | ||
| "metadata": {}, | ||
| "source": [ | ||
| "## Write policies in Python\n" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": null, | ||
| "metadata": {}, | ||
| "outputs": [], | ||
| "source": [ | ||
| "from agent0 import HyperdriveBasePolicy, open_long_trade\n", | ||
| "from fixedpointmath import FixedPoint\n", | ||
| "from dataclasses import dataclass" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": null, | ||
| "metadata": {}, | ||
| "outputs": [], | ||
| "source": [ | ||
| "class OpenLongPolicy(HyperdriveBasePolicy):\n", | ||
| " @dataclass(kw_only=True)\n", | ||
| " class Config(HyperdriveBasePolicy.Config):\n", | ||
| " fixed_rate_threshold: FixedPoint\n", | ||
| " open_long_amount: FixedPoint\n", | ||
| "\n", | ||
| " def action(self, interface, wallet):\n", | ||
| " \"\"\"Get agent actions for teh current block\n", | ||
| "\n", | ||
| " Action fn returns the trades to be executed\n", | ||
| " at a given moment in time.\n", | ||
| " \"\"\"\n", | ||
| " done_trading = False # Never done trading\n", | ||
| "\n", | ||
| " # If no longs in wallet, we check our fixed rate\n", | ||
| " # threshold and open the long if threshold reached.\n", | ||
| " if len(wallet.longs) == 0:\n", | ||
| " if interface.calc_spot_rate() > self.config.fixed_rate_threshold:\n", | ||
| " return [open_long_trade(self.config.open_long_amount)], done_trading\n", | ||
| "\n", | ||
| " # We don't do any trades otherwise\n", | ||
| " return [], done_trading" | ||
| ] | ||
| }, | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": null, | ||
| "metadata": {}, | ||
| "outputs": [], | ||
| "source": [ | ||
| "agent.set_active(\n", | ||
| " policy=OpenLongPolicy,\n", | ||
| " policy_config=OpenLongPolicy.Config(\n", | ||
| " fixed_rate_threshold=FixedPoint(0.06),\n", | ||
| " open_long_amount=FixedPoint(\"100_000\"),\n", | ||
| " ),\n", | ||
| ")\n", | ||
| "agent.execute_policy_action(pool=registered_pools[0])" | ||
| ] | ||
| } | ||
| ], | ||
| "metadata": { | ||
| "kernelspec": { | ||
| "display_name": ".venv", | ||
| "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": "3.10.11" | ||
| } | ||
| }, | ||
| "nbformat": 4, | ||
| "nbformat_minor": 2 | ||
| } |
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