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https://github.com/xenophonlabs/crvUSDrisk

An Agent-Based model for simulating crvUSD market risks.
https://github.com/xenophonlabs/crvUSDrisk

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An Agent-Based model for simulating crvUSD market risks.

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README 

        
crvusd Risk Modeling

=======================================



[![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)

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![Plotly](https://img.shields.io/badge/Plotly-%233F4F75.svg?style=flat&logo=plotly&logoColor=white)



### Overview



crvUSDRisk is a tool for Curve’s researchers and developers to test the resiliency of the crvUSD ecosystem under a variety of market conditions. 



The codebase is organized into four components:



1. `src` contains all the logic for the underlying risk model.

2. `app` contains all the logic for deploying our Plotly Dashboard for viewing results. Find the dashboard [here](https://crvusdrisk-dashboard.up.railway.app/).

3. `scripts` contains all the logic for running the model.

4. `notebooks` contains some demos for different aspects of the model.



Our analysis of initial model results can be found in this report: https://xenophonlabs.com/papers/A_Quantitative_Risk_Model_for_crvUSD.pdf.



### Table of Contents



1. [Setup](#setup)

2. [Running the Model](#usage)

3. [Dashboard](#dashboard)

4. [Analysis](#analysis)



# Setup



We use a simple python `venv` for package management.



```

python3 -m venv venv

source venv/bin/activate

python3 -m pip install --upgrade pip

python3 -m pip install -r requirements.txt

```



Only Python3.11 is guaranteed support. Notice that the requirements point to a fork of `crvusdsim`. *We are working on replacing this dependency with stable release.*



# Running the Model



The model is run via the python and bash scripts in `scripts`. 



### Single Model Run



We can perform a single model run with the command:



```

python3 -m scripts.sim   -mp -a

```



where `scenario` is the name of the scenario you want to run (refer to `/src/configs/scenarios.py`) and `num_iter` is the number of iterations you want to run (e.g. 1000). The optional flags `-mp` and `-a` will run the scenario using multiprocessing (by default will max out all of your CPUs) and will dumb a profile of the code respectively.



### Parameter Sweeps



When we run our scenarios under different parameter configurations for the crvUSD protocol (such as varying fees or Chainlink limits) we call this an `experiment`. We have configured a few experiments under `scripts/experiments` which can be run with:



```

nohup ./scripts/experiments/run_experiments.sh &

```



You'll want to run it with `nohup` since these experiments can take a very long time, especially without many CPUs.



### Updating Model Configs



The prices, liquidities, and other necessary scenario/parameter configurations are all contained in `src/configs`. Many of the config files are generated by running the corresponding scripts in `scripts`.



# Dashboard



Results for the model runs detailed in our report can be analyzed in this Plotly Dashapp: [crvusdrisk.up.railway.app](crvusdrisk.up.railway.app). The dashboard is the best way to easily analyze individual model runs.



# Analysis



Our analysis of initial model results can be found in this report: https://xenophonlabs.com/papers/A_Quantitative_Risk_Model_for_crvUSD.pdf.



We used the `analysis.ipynb` notebook in `notebooks` to compare results across many scenarios.