refactor(simulation-py): make price() function optional

propeller-heads · Feb 4, 2025 · 68f03c8 · 68f03c8
1 parent 7271ed9
commit 68f03c8
Showing 1 changed file with 46 additions and 21 deletions.
diff --git a/tycho_simulation_py/python/tycho_simulation_py/evm/pool_state.py b/tycho_simulation_py/python/tycho_simulation_py/evm/pool_state.py
@@ -166,28 +166,53 @@ def _set_engine(self):
         self._engine = engine
 
     def _set_marginal_prices(self):
-        """Set the spot prices for this pool.
+        """Set the spot prices for this pool."""
+        if Capability.PriceFunction in self.capabilities:
+            for t0, t1 in itertools.permutations(self.tokens, 2):
+                sell_amount = t0.to_onchain_amount(
+                    self.get_sell_amount_limit(t0, t1) * Decimal("0.01")
+                )
+                frac = self._adapter_contract.price(
+                    cast(HexStr, self.id_),
+                    t0,
+                    t1,
+                    [sell_amount],
+                    block=self.block,
+                    overwrites=self._get_overwrites(t0, t1),
+                )[0]
+                if Capability.ScaledPrices in self.capabilities:
+                    self.marginal_prices[(t0, t1)] = frac_to_decimal(frac)
+                else:
+                    scaled = frac * Fraction(10**t0.decimals, 10**t1.decimals)
+                    self.marginal_prices[(t0, t1)] = frac_to_decimal(scaled)
+        else:
 
-        We currently require the price function capability for now.
-        """
-        self._ensure_capability(Capability.PriceFunction)
-        for t0, t1 in itertools.permutations(self.tokens, 2):
-            sell_amount = t0.to_onchain_amount(
-                self.get_sell_amount_limit(t0, t1) * Decimal("0.01")
-            )
-            frac = self._adapter_contract.price(
-                cast(HexStr, self.id_),
-                t0,
-                t1,
-                [sell_amount],
-                block=self.block,
-                overwrites=self._get_overwrites(t0,t1),
-            )[0]
-            if Capability.ScaledPrices in self.capabilities:
-                self.marginal_prices[(t0, t1)] = frac_to_decimal(frac)
-            else:
-                scaled = frac * Fraction(10**t0.decimals, 10**t1.decimals)
-                self.marginal_prices[(t0, t1)] = frac_to_decimal(scaled)
+            def swap(
+                sell_token: EthereumToken,
+                sell_amount: Decimal,
+                buy_token: EthereumToken,
+            ) -> Decimal:
+                overwrites = self._get_overwrites(sell_token, buy_token)
+                trade, _ = self._adapter_contract.swap(
+                    cast(HexStr, self.id_),
+                    sell_token,
+                    buy_token,
+                    False,
+                    sell_token.to_onchain_amount(sell_amount),
+                    block=self.block,
+                    overwrites=overwrites,
+                )
+
+                buy_amount = buy_token.from_onchain_amount(trade.received_amount)
+
+                return buy_amount
+
+            for t0, t1 in itertools.permutations(self.tokens, 2):
+                x1 = self.get_sell_amount_limit(t0, t1) * Decimal("0.01")
+                x2 = x1 + (x1 / 100)
+                y1 = swap(t0, x1, t1)
+                y2 = swap(t0, x2, t1)
+                self.marginal_prices[(t0, t1)] = (y2 - y1) / (x2 - x1)
 
     def _ensure_capability(self, capability: Capability):
         """Ensures the protocol/adapter implement a certain capability."""