Algebra Integral volatility fee simulation tool

A tool for conducting large-scale simulations of Algebra Integral volatility oracle and adaptive fee behavior using historical data.

Forked from https://github.com/primitivefinance/arbiter-template

Input data format

Tool expects swaps.json file in input directory. File must contain one array with Swap event structs, sorted by time and event order in tx/block.

Each even must contain following fields:

• timestamp - in seconds, since start of UNIX time (same as block.timestamp for almost every EVM-compatible chain)
• tick - tick in the pool after the swap (This value is present in the Swap event, which is emitted by the pool after the swap)

The easiest way to get the required data is to download swap events for a UniswapV3 or Algebra pool and then add timestamps to them.

Output data format

Tool will generate result.json file in output directory. File will contain one array with structures, sorted by timestamps.

Structures will contain following fields:

• timestamp - in seconds, since start of UNIX time (same as block.timestamp for almost every EVM-compatible chain)
• tickAverage - average tick for 24h window
• fee - adaptive fee value for this timestamp (with default configuration)
• volatilityAverage - average volatility for 24h window
• tick - the tick at the start of this block (before any swaps)
• gasUsed - gas used for write

The obtained data, in particular, about the average volatility, can be conveniently used to compare adaptive fee values ​​for different adaptive fee configurations.

Usage

1. Clone this repository

git clone https://github.com/cryptoalgebra/IntegralFeeSimulation.git --recursive
cd IntegralFeeSimulation

2. Install foundry

curl -L https://foundry.paradigm.xyz | bash
foundryup

3. Install forge libraries

forge install

4. Generate bindings

forge bind --revert-strings debug -b src/bindings/ --module --overwrite

5. Put input data in input/swaps.json

6. Run the project

cargo run

7. Output data will be in output/result.json