├── .gitignore ├── .pypirc ├── .readthedocs.yaml ├── LICENSE ├── README.md ├── demeter ├── __init__.py ├── _typing.py ├── aave │ ├── __init__.py │ ├── _typing.py │ ├── core.py │ ├── helper.py │ └── market.py ├── broker │ ├── __init__.py │ ├── _typing.py │ ├── broker.py │ └── market.py ├── core │ ├── __init__.py │ ├── _typing.py │ ├── actuator.py │ └── backtest.py ├── data │ ├── __init__.py │ └── data_cache.py ├── deribit │ ├── __init__.py │ ├── _typing.py │ ├── helper.py │ └── market.py ├── gmx │ ├── __init__.py │ ├── _typing.py │ ├── _typing2.py │ ├── gmx_v2 │ │ ├── DecreaseOrderUtils.py │ │ ├── DecreasePositionCollateralUtils.py │ │ ├── DecreasePositionSwapUtils.py │ │ ├── DecreasePositionUtils.py │ │ ├── ExecuteDepositUtils.py │ │ ├── ExecuteOrderUtils.py │ │ ├── ExecuteWithdrawUtils.py │ │ ├── IncreaseOrderUtils.py │ │ ├── IncreasePositionUtils.py │ │ ├── MarketUtils.py │ │ ├── Position.py │ │ ├── PositionPricingUtils.py │ │ ├── PositionUtils.py │ │ ├── ReaderPositionUtils.py │ │ ├── ReaderPricingUtils.py │ │ ├── SwapOrderUtils.py │ │ ├── SwapPricingUtils.py │ │ ├── SwapUtils.py │ │ ├── __init__.py │ │ ├── _typing.py │ │ └── utils.py │ ├── helper.py │ ├── helper2.py │ ├── market.py │ └── market2.py ├── indicator │ ├── __init__.py │ ├── common.py │ ├── ma.py │ └── volatility.py ├── result │ ├── __init__.py │ ├── _typing.py │ ├── metrics │ │ ├── __init__.py │ │ ├── _typing.py │ │ ├── calculator.py │ │ └── core.py │ └── utils.py ├── squeeth │ ├── __init__.py │ ├── _typing.py │ ├── helper.py │ └── market.py ├── strategy │ ├── __init__.py │ ├── strategy.py │ └── trigger.py ├── uniswap │ ├── __init__.py │ ├── _typing.py │ ├── core.py │ ├── data.py │ ├── helper.py │ ├── liquitidy_math.py │ └── market.py └── utils │ ├── __init__.py │ ├── application.py │ ├── console_text.py │ └── logging_util.py ├── docs ├── Makefile ├── README.md ├── make.bat ├── requirements.txt └── source │ ├── _static │ └── favicon.ico │ ├── concurrent.md │ ├── conf.py │ ├── demeter.aave.rst │ ├── demeter.broker.rst │ ├── demeter.core.rst │ ├── demeter.data.rst │ ├── demeter.deribit.rst │ ├── demeter.gmx.rst │ ├── demeter.indicator.rst │ ├── demeter.result.metrics.rst │ ├── demeter.result.rst │ ├── demeter.squeeth.rst │ ├── demeter.strategy.rst │ ├── demeter.uniswap.rst │ ├── demeter.utils.rst │ ├── download_data.md │ ├── index.rst │ ├── install.md │ ├── market_aave.md │ ├── market_deribit_option.md │ ├── market_gmx.md │ ├── market_squeeth.md │ ├── market_uniswap.md │ ├── modules.md │ ├── quickstart.md │ └── references.rst ├── funding.json ├── release_note.md ├── requirements.txt ├── samples ├── data │ ├── arbitrum-GmxV2-0x70d95587d40a2caf56bd97485ab3eec10bee6336-2025-01-08.minute.csv │ ├── arbitrum-GmxV2-0x70d95587d40a2caf56bd97485ab3eec10bee6336-2025-07-01.minute.csv │ ├── arbitrum-GmxV2-0x70d95587d40a2caf56bd97485ab3eec10bee6336-2025-07-02.minute.csv │ ├── avalanche_gmx_2024-10-15.csv │ ├── avalanche_gmx_2024-10-16.csv │ ├── gas_price.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-13.minute.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-14.minute.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-15.minute.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-16.minute.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-17.minute.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2025-07-01.minute.csv │ ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2025-07-02.minute.csv │ ├── polygon-aave_v3-0x2791bca1f2de4661ed88a30c99a7a9449aa84174-2023-08-14.minute.csv │ ├── polygon-aave_v3-0x2791bca1f2de4661ed88a30c99a7a9449aa84174-2023-08-15.minute.csv │ ├── polygon-aave_v3-0x2791bca1f2de4661ed88a30c99a7a9449aa84174-2023-08-16.minute.csv │ ├── polygon-aave_v3-0x2791bca1f2de4661ed88a30c99a7a9449aa84174-2023-08-17.minute.csv │ ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-14.minute.csv │ ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-15.minute.csv │ ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-16.minute.csv │ ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-17.minute.csv │ └── price_weth_usdc_0813_0817.csv ├── notebooks │ ├── 01_no_provision.ipynb │ ├── 02_uniswap_v2.ipynb │ ├── 03_constant_interval.ipynb │ ├── 04_interval_around_the_current_price.ipynb │ ├── 05_two_intervals_around_the_current_price.ipynb │ ├── 06_fill_up.ipynb │ ├── 07_moving_average.ipynb │ ├── 08_bollinger_brands.ipynb │ └── horizontal_comparison.ipynb ├── requirements.txt ├── strategy-example │ ├── 01_quick_start.py │ ├── 02_working_with_strategy.py │ ├── 03_proprieties_access.py │ ├── 04_data_and_indicator.py │ ├── 05_result.py │ ├── 06_change_interval.py │ ├── 07_estimate_gas_used.py │ ├── 11_deposit_by_SMA.py │ ├── 12_constant_Interval.py │ ├── 13_bollinger_bands.py │ ├── 14_two_intervals_around_the_current_price.py │ ├── 15_fill_up.py │ ├── 21_aave_tutorial.py │ ├── 22_aave_liquidate.py │ ├── 23_delta_hedging.py │ ├── 24_delta_hedging_gmx_uni.py │ ├── 31_deribit_option_tutorial.py │ ├── 41_squeeth_tutorial.py │ ├── 51_gmx_tutorial.py │ ├── 52_gmx_v2_tutorial.py │ ├── 53_gmx_v2_position_tutorial.py │ ├── 61_start_with_manager.py │ ├── 62_multiprocess.py │ ├── ReadMe.md │ ├── __init__.py │ ├── delta_hedging.csv │ ├── delta_hedging.pkl │ └── strategy_ploter.py └── trading-strategy │ ├── 01_one-uni-pool.py │ ├── 02_two-uni-pools.py │ ├── README.md │ └── utils.py ├── setup.cfg ├── setup.py └── tests ├── __init__.py ├── aave_liquidate_test.py ├── aave_market_test.py ├── aave_risk_parameters ├── Aave Protocol Parameter arbitrum.csv ├── Aave Protocol Parameter ethereum.csv ├── Aave Protocol Parameter polygon.csv └── demo.csv ├── aave_strategy_test.py ├── actuator_test.py ├── actuator_with_mock_data.py ├── common.py ├── data ├── Deribit-option-book-ETH-20240215.csv ├── Deribit-option-book-ETH-20240216.csv ├── avalanche_gmx_2024-10-15.csv ├── avalanche_gmx_2024-10-16.csv ├── ethereum-0x82c427adfdf2d245ec51d8046b41c4ee87f0d29c-2023-08-14.minute.csv ├── ethereum-0x82c427adfdf2d245ec51d8046b41c4ee87f0d29c-2023-08-15.minute.csv ├── ethereum-0x82c427adfdf2d245ec51d8046b41c4ee87f0d29c-2023-08-16.minute.csv ├── ethereum-0x82c427adfdf2d245ec51d8046b41c4ee87f0d29c-2023-08-17.minute.csv ├── ethereum-squeeth-controller-2023-08-14.minute.csv ├── ethereum-squeeth-controller-2023-08-15.minute.csv ├── ethereum-squeeth-controller-2023-08-16.minute.csv ├── ethereum-squeeth-controller-2023-08-17.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-13.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-14.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-15.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-16.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2023-08-17.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2024-02-15.minute.csv ├── polygon-0x45dda9cb7c25131df268515131f647d726f50608-2024-02-16.minute.csv ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-14.minute.csv ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-15.minute.csv ├── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-16.minute.csv └── polygon-aave_v3-0x7ceb23fd6bc0add59e62ac25578270cff1b9f619-2023-08-17.minute.csv ├── deribit_option_strategy_test.py ├── deribit_option_test.py ├── deribit_uniswap_test.py ├── gmx_strategy_test.py ├── indicator_test.py ├── metric_test.py ├── squeeth_market_test.py ├── squeeth_strategy_test.py ├── strategy_data_access_test.py ├── strategy_trigger_test.py ├── uni_lp_add_liq_by_val.py ├── uni_lp_add_liq_by_val_token1_is_quote.py ├── uni_lp_core_test.py ├── uni_lp_data_test.py ├── uni_lp_helper_test.py ├── uni_lp_market_test.py ├── uni_lp_market_test_token1_is_quote.py ├── 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