Comments (4)
Go with writing our own data contracts. Needs a little more information on what specific data we want @Autoparallel and @Alexangelj Cook on this. Maybe we start with just price event every single time we hit a loop
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I think what we can do is set up a contract that has a single method that triggers all the events we want. We can even define the events in that contract. This way they are standalone from the contracts we are actively developing.
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This is still in flux right now. Open questions:
What are events for simulations vs events for general contract functionality?
Figuring out the way to do this correctly is still important and a priority as it will hinder our ability to do quality analysis without.
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Closed, doesn't fit into scope
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Related Issues (20)
- Binary working for Linux / Windows / Test again with OSX HOT 1
- Add native eth multicall support HOT 1
- Add natspec to let developers know NEVER to use this inside a non-view smart contract call HOT 1
- Move the amount computation in the isAllocate if else branch and handle the rounding direction
- Create a VS Code workspace settings file
- Add a contribution section for the contracts
- Pattern Matching on config for setting up scenarios
- Merge the Helper and Solver contracts
- Correct our arbitrage loop
- Want a better Icon HOT 1
- docs(general): How can we improve the documentation HOT 1
- Allow different curves in the Dynamic parameter library
- Add a `name` string in the strategy contracts
- feat: Remove dependancies on external binaries. e.g. Anvil
- refactor: combine crates
- Remove Alloy
- Integrate curve contracts for stable pool analysis HOT 2
- feat: use git submodules for the DFMM contract repository
- bug: when running the application, it gets caught in an infinite loop on start up and give pinwheel of death
- feat: constant rate simulation comparison
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