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moved the code for the cefi-defi blogpost #77

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Merged
joanesespanol merged 1 commit into from
Dec 9, 2025
Merged

moved the code for the cefi-defi blogpost #77

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2 changes: 2 additions & 0 deletions market/amberdata-cefi-defi-arbitrage-strategy/.env
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Original file line number Diff line number Diff line change
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#.env file
AMBER_DATA_API_SECRET_KEY_n = "<input api key here>"
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medium

The environment variable name AMBER_DATA_API_SECRET_KEY_n appears to have a typo with the _n suffix. This is unconventional and could lead to confusion. It's recommended to remove the suffix for clarity and to follow common naming conventions. Note that this change would require updating where this variable is used.

AMBER_DATA_API_SECRET_KEY = "<input api key here>"

424,228 changes: 424,228 additions & 0 deletions market/amberdata-cefi-defi-arbitrage-strategy/amber_merge_data_new.csv
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3,318 changes: 3,318 additions & 0 deletions market/amberdata-cefi-defi-arbitrage-strategy/defi-cefi arbitrage-strategy-only.ipynb
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71 changes: 71 additions & 0 deletions market/amberdata-cefi-defi-arbitrage-strategy/output/strategy performance chart.html
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94,858 changes: 94,858 additions & 0 deletions market/amberdata-cefi-defi-arbitrage-strategy/output/trade_record.csv
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27 changes: 27 additions & 0 deletions market/amberdata-cefi-defi-arbitrage-strategy/uniswap_v2_equation_update.py
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#swap_amount_eth_to_usdc( eth_amountIn = 2, usdc_reserve = 102819284 , eth_reserve = 27978, fee_tier = 0.003)
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This file has some formatting issues at the top:

  • The leading blank lines on lines 1-3 are unnecessary and should be removed.
  • The commented-out code on line 4 should be removed or placed inside a docstring as a usage example.


def swap_amount_eth_to_usdc( eth_amountIn, usdc_reserve , eth_reserve , fee_tier = 0.003,):

eth_amountInWithFee = eth_amountIn * ( 1 - fee_tier)

numerator = eth_amountInWithFee * usdc_reserve
denominator = eth_reserve + eth_amountInWithFee

usdc_amount_out = numerator * 1.00 / denominator

return usdc_amount_out


def swap_amount_usdc_to_eth( usdc_amountIn, usdc_reserve , eth_reserve, fee_tier = 0.003):

usdc_amountInWithFee = usdc_amountIn * ( 1 - fee_tier)

numerator = usdc_amountInWithFee * eth_reserve
denominator = usdc_reserve + usdc_amountInWithFee

eth_amount_out = numerator * 1.00 / denominator

return eth_amount_out
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The two functions swap_amount_eth_to_usdc and swap_amount_usdc_to_eth are nearly identical. To improve maintainability and reduce code duplication, you can refactor them into a single, more generic function. This would also resolve minor styling issues like inconsistent spacing, trailing commas, and redundant float conversion.

Here's an example of a generic function:

def get_amount_out(amount_in, reserve_in, reserve_out, fee_tier=0.003):
    """Calculates the output amount for a given input amount based on Uniswap v2 formula."""
    amount_in_with_fee = amount_in * (1 - fee_tier)
    numerator = amount_in_with_fee * reserve_out
    denominator = reserve_in + amount_in_with_fee
    return numerator / denominator

You could then replace the existing functions with this one, or have them call this generic function.

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According to the PEP 8 style guide, a file should end with a single newline character.

Suggested change
return eth_amount_out
return eth_amount_out