/tokemak-quant-project

Primary LanguagePython

Tokemak Quant Project

The goal of this project is analyze Uniswap V2 and SushiSwap AMM pools using on-chain data and recommend 10 pools that are expected to have the best risk-adjusted return for a relatively passive investment strategy.

Project Requirements

  • data/uni_v2_sushi_pools.csv has a list of most known pools. This can be considered a definitive list for this project
  • only analyze pools where ETH (WETH) are one of the tokens
  • use primarily on-chain data. If you have other data sources feel fee to use them, but the project needs to be runnable without additional creds

Example Metrics (Non-Exhaustive)

  1. historical total return
  2. historical fee return
  3. historical volume/turnover/TVL/etc
  4. token price volatility

Minimum Output

  1. A table with stats/metrics used to identify the target pools
  2. A summary table with the selected pools
  3. A write-up explaining why the pools were selected (can be brief 1-2 paragraphs)
  4. [Optional] Other stats/metrics you would look at with more time

Project Setup

Web3 Provider

The project requires an eth node provider for data collection. A public Alchemy URL is in the example.py file, but is likely to be rate limited. We recommend getting your own key and adding it to the .env file as PROVIDER_URL.

Dependency Management

The project uses Poetry as its dependency manager. Below are the steps to get started:

  1. install Poetry
  2. run poetry install in the root of the project
  3. run poetry run example (it may be rate limited if you did not add a PROVIDER_URL)