Commit Graph

20 Commits

Author SHA1 Message Date
Carlos R. Mercado
7a508cc0b7 Fixed Branding, Naming, Linking for Science/Research 2022-12-23 13:09:31 -05:00
Carlos R. Mercado
cff167265f Manual correction
1. Given outliers in gains (30% - 100% ETH % Gain over HODL) I checked each of their LPs and fees manually to verify that these positions had the liquidity removed w/o being withdrawn. This inflates fees and b/c fee_correction() only works on same-transaction hash (a safety feature) I manually aligned the liquidity remove <=> liquidity withdrawn <=> Fee collected transactions.
2022-12-07 13:43:25 -05:00
Carlos R. Mercado
1e737e9a69 swapped in generalized functions from key_functions.R
DATA MAY HAVE CHANGED due to fix in fee_correction() !!
Will analyze.
2022-12-06 16:27:17 -05:00
Carlos R. Mercado
0abfe4a5df Duplicated for ETHWBTC - Initial Summary Tables Identified 2022-12-02 15:32:26 -05:00
Carlos R. Mercado
fa0cbd0e17 PNL Data Collected 2022-12-02 12:29:20 -05:00
Carlos R. Mercado
c17318ac4b Accounting needs to be 10x faster to be viable
Trying merge and reduced subsetting
2022-12-02 08:32:56 -05:00
Carlos R. Mercado
2ebbd34b9c fast subsetting when possible duplicates 2022-12-01 17:48:55 -05:00
Carlos R. Mercado
db0222998c nested ifs seemed to have fixed it
Next step is accounting at scale with new eth_prices ETH_MARKET_PRICE removed and the filter optimized
2022-12-01 17:33:53 -05:00
Carlos R. Mercado
d1d842f9ef fee correction() issues
for vault contracts fee collects and deposits in same transaction can have misaligned # of columns for comparison  adding a test shortly
2022-12-01 16:55:29 -05:00
Carlos R. Mercado
961b7d1a85 Updated prices & unique_id but fee problems remain
Fee subtraction harder to do when transactions include multiple add,remove,collect,remove,add,collect all in the same transaction-pool-nft_id or tx-pool-ticklower-tickupper-nf_position_manager

Will correct here outside of asking data engineering to fix as there are a lot of nuances with event indexes that could mess things up.
2022-12-01 16:14:32 -05:00
Carlos R. Mercado
5db582525e Update eth_usdc_retroactive.Rmd
A lot of changes incoming to this - entire LP and NF_Position Manager fixed in backend with help of Trevor. Committing the pre-fixed-data here.
2022-12-01 14:02:38 -05:00
Carlos R. Mercado
ed71faff64 collect, remove, collect same tx problem
Alerted DE team; really rare, effectively just need to add up all fees so that the fee table has 1 row per transaction_hash-POOL observation. Then remove double count once.
2022-12-01 11:22:21 -05:00
Carlos R. Mercado
c9a068f18b Fee Correction must be >= not just >
A lot of this will be corrected in the data, but making this commit to make it clear.
2022-12-01 10:40:43 -05:00
Carlos R. Mercado
f250902812 back to reactable
pixiedust can't handle 1 column tables
2022-11-30 19:58:53 -05:00
Carlos R. Mercado
886e4eb88c Revert "Markdown Compliant Table"
This reverts commit 6ec83311c4.
2022-11-30 18:11:27 -05:00
Carlos R. Mercado
6ec83311c4 Markdown Compliant Table 2022-11-30 15:58:25 -05:00
Carlos R. Mercado
380900c4ad testing md 2022-11-30 15:42:25 -05:00
Carlos R. Mercado
2cfe40e19b Update eth_usdc_retroactive.Rmd 2022-11-30 13:41:52 -05:00
Carlos R. Mercado
f6398b406e FEE Correction incoming
will adjust manually for now.
2022-11-29 15:20:13 -05:00
Carlos R. Mercado
fff6faeecb in progress 2022-11-18 17:21:04 -05:00