{"repo":"zelos-alpha/demeter","free":true,"listed":false,"github":"https://github.com/zelos-alpha/demeter","clone":"git clone https://github.com/zelos-alpha/demeter.git","description":"Demeter is a blockchain backtesting tool that supports trading types such as swaps, liquidity provider, lending, and options. It is compatible with markets including Uniswap, GMX, Aave, Deribit, and Squeeth.","language":"Python","stars":91,"topics":["aave","backtesting","ethereum","financial-engineering","defi","deribit","gmx","uniswap"],"license":"MIT","category":"blockchain-web3","readme_excerpt":"Demeter Introduction Demeter is a backtesting framework for Defi of ethereum-like chain. It allows investors test their strategy and evaluate return rate with real market data. At present, demeter support backtest on uniswap v3 and aave v3 Demeter's style is borrowed from backtrader, allowing developers of traditional financial engineering to get started quickly. Demeter has good testing accuracy, it can calculate income and net worth close to the real world. Demeter has also made some optimizations for backtesting speed. Features backtrader style: Demeter's design style and operation process are modeled after Backtrader, making it easier for users to get started. broker/market: Demeter draws on the concepts of brokers and markets from real markets. Broker holds the asset and provide various market to invest. Demeter supports a variety of markets, including uniswap and aave, and more market is coming. Users can test strategies for investing in multiple markets. Data feeding: Backtesting requires real market data. Thanks to the transparency of blockchain, those data can be fetched from event logs of transaction. We provided demeter-fetch to do this work. It can download event logs from rpc or google big query and decode them to market data. Accuracy: In the design of demeter, accuracy is an important consideration. In order to provide higher accuracy, the core calculations of uniswap and aave do not follow theoretical formulas, but draw on the code of the contract. This allows","default_branch":null,"files":null,"tree":[],"storefront":"/r/zelos-alpha","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/zelos-alpha/demeter/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}