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@mikeyrf
mikeyrf / univ3_accumulators.ipynb
Created September 29, 2021 22:34
Uni V3 Accumulators for DAIETH && AXSETH
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// SPDX-License-Identifier: MIT
pragma solidity ^0.8.2;
import "@openzeppelin/contracts/utils/math/Math.sol";
import "./FixedPoint.sol";
library PositionV2 {
using FixedPoint for FixedPoint.uq112x112;
using FixedPoint for FixedPoint.uq144x112;
@mikeyrf
mikeyrf / nftx_floor_punks.ipynb
Last active September 3, 2021 20:31
Fit to NFTX Floor PUNK-ETH
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@mikeyrf
mikeyrf / calc_mkt_impact.py
Last active August 27, 2021 17:14
note-8-logs
import pystable
import pandas as pd
import numpy as np
from scipy import integrate
FILENAME = "ethusd_01012020_08232021"
FILEPATH = f"csv/{FILENAME}.csv" # datafile
T = 4 # 1m candle size on datafile

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