PNL & Wallet code cleanups

elfpy/eth/receipts.py

@@ -76,7 +76,7 @@ def get_event_object(
         event_signature_text = f"{name}({inputs})"
         event_signature_hex = web3.keccak(text=event_signature_text).hex()
         # Find match between log's event signature and ABI's event signature
-        receipt_event_signature_hex = log["topics"][0].hex()
+        receipt_event_signature_hex = log["topics"][0].hex()  # first index gives event signature
         if event_signature_hex == receipt_event_signature_hex and name is not None:
             # Decode matching log
             contract_event = contract.events[name]()

elfpy/hyperdrive_interface/hyperdrive_interface.py

@@ -32,12 +32,16 @@ def fetch_hyperdrive_address_from_url(contracts_url: str) -> HyperdriveAddresses
         response = requests.get(contracts_url, timeout=60)
         # Check the status code and retry the request if it fails
         if response.status_code != 200:
-            logging.warning("Request failed with status code %s @ %s", response.status_code, time.ctime())
+            logging.warning(
+                "Request for contracts_url=%s failed with status code %s @ %s",
+                contracts_url,
+                response.status_code,
+                time.ctime(),
+            )
             time.sleep(10)
             continue
         # If successful, exit attempt loop
         break
-
     if response is None:
         raise ConnectionError("Request failed, returning status `None`")
     if response.status_code != 200:

examples/hackweek_demo/calc_pnl.py

@@ -0,0 +1,81 @@
+"""Plots the pnl."""
+from __future__ import annotations
+
+import logging
+
+import pandas as pd
+from extract_data_logs import calculate_spot_price
+
+
+def calc_total_returns(pool_config: pd.Series, pool_info: pd.DataFrame, current_wallet: pd.DataFrame) -> pd.Series:
+    """Calculates the most current pnl values."""
+    # pylint: disable=too-many-locals
+    # Most current block timestamp
+    latest_pool_info = pool_info.loc[pool_info.index.max()]
+    block_timestamp = latest_pool_info["timestamp"].timestamp()
+    # Calculate for base
+    base_balance = current_wallet[current_wallet["baseTokenType"] == "BASE"]["tokenValue"]
+    # Calculate for lp
+    wallet_lps = current_wallet[current_wallet["baseTokenType"] == "LP"]
+    lp_returns = wallet_lps["tokenValue"] * latest_pool_info["sharePrice"]
+    # Calculate for shorts
+    wallet_shorts = current_wallet[current_wallet["baseTokenType"] == "SHORT"]
+    short_spot_prices = calc_full_term_spot_price(
+        latest_pool_info["shareReserves"],
+        latest_pool_info["bondReserves"],
+        pool_config["invTimeStretch"],
+        pool_config["initialSharePrice"],
+        pool_config["positionDuration"],
+        wallet_shorts["maturityTime"],
+        block_timestamp,
+    )
+    shorts_returns = wallet_shorts["tokenValue"] * (1 - short_spot_prices)
+    # Calculate for longs
+    wallet_longs = current_wallet[current_wallet["baseTokenType"] == "LONG"]
+    long_spot_prices = calc_full_term_spot_price(
+        latest_pool_info["shareReserves"],
+        latest_pool_info["bondReserves"],
+        pool_config["invTimeStretch"],
+        pool_config["initialSharePrice"],
+        pool_config["positionDuration"],
+        wallet_longs["maturityTime"],
+        block_timestamp,
+    )
+    long_returns = wallet_longs["tokenValue"] * long_spot_prices
+    # Calculate for withdrawal shares
+    wallet_withdrawl = current_wallet[current_wallet["baseTokenType"] == "WITHDRAWL_SHARE"]
+    withdrawl_returns = wallet_withdrawl["tokenValue"] * latest_pool_info.sharePrice
+    # Add pnl to current_wallet information
+    # Index should match, so it's magic
+    current_wallet.loc[base_balance.index, "pnl"] = base_balance
+    current_wallet.loc[lp_returns.index, "pnl"] = lp_returns
+    current_wallet.loc[shorts_returns.index, "pnl"] = shorts_returns
+    current_wallet.loc[long_returns.index, "pnl"] = long_returns
+    current_wallet.loc[withdrawl_returns.index, "pnl"] = withdrawl_returns
+    total_returns = current_wallet.reset_index().groupby("walletAddress")["pnl"].sum()
+    return total_returns
+
+
+def calc_full_term_spot_price(
+    share_reserves,
+    bond_reserves,
+    time_stretch,
+    initial_share_price,
+    position_duration,
+    maturity_timestamp,
+    block_timestamp,
+):
+    """Calculate the spot price given the pool info data."""
+    # pylint: disable=too-many-arguments
+    full_term_spot_price = calculate_spot_price(share_reserves, bond_reserves, initial_share_price, time_stretch)
+    time_left_seconds = maturity_timestamp - block_timestamp
+    if isinstance(time_left_seconds, pd.Timedelta):
+        time_left_seconds = time_left_seconds.total_seconds()
+    time_left_in_years = time_left_seconds / position_duration
+    logging.info(
+        " spot price is weighted average of %s(%s) and 1 (%s)",
+        full_term_spot_price,
+        time_left_in_years,
+        1 - time_left_in_years,
+    )
+    return full_term_spot_price * time_left_in_years + 1 * (1 - time_left_in_years)

examples/hackweek_demo/run_demo.py

@@ -6,11 +6,11 @@
 import mplfinance as mpf
 import pandas as pd
 import streamlit as st
+from calc_pnl import calc_total_returns
 from dotenv import load_dotenv
 from extract_data_logs import get_combined_data
 from plot_fixed_rate import calc_fixed_rate, plot_fixed_rate
 from plot_ohlcv import calc_ohlcv, plot_ohlcv
-from plot_pnl import calculate_current_pnl
 
 from elfpy.data import postgres
 
@@ -222,8 +222,15 @@ def username_to_address(lookup: pd.DataFrame, selected_list: pd.Series) -> pd.Se
     (fixed_rate_x, fixed_rate_y) = calc_fixed_rate(combined_data, config_data)
     ohlcv = calc_ohlcv(combined_data, config_data, freq="5T")
 
-    curr_pnl = calculate_current_pnl(config_data, pool_info_data, wallets)
-    comb_rank, ind_rank = get_leaderboard(curr_pnl, user_lookup)
+    # temporary hack because we know they started with 1e6 base.
+    current_reutrns = calc_total_returns(config_data, pool_info_data, wallets)
+    # TODO: FIX PNL CALCULATIONS TO INCLUDE DEPOSITS
+    #   agent PNL is their click trade pnl + bot pnls
+    # TODO: FIX BOT RESTARTS
+    # Add initial budget column to bots
+    # when bot restarts, use initial budget for bot's wallet address to set "budget" in Agent.Wallet
+
+    comb_rank, ind_rank = get_leaderboard(current_reutrns, user_lookup)
 
     with ticker_placeholder.container():
         st.header("Ticker")