0xbageltoes / returns-comparison-study

returns-comparison-study

pull_fee_data.py

This pulls daily fee data from the subgraph and places it into sqlite.

calc_fee_data.py

Calculates the fee returns using the methodology described in the appendix. It places the data into another sqlite database.

tick_depth.py

Pulls data for the range-bounded pegged assets and stablecoin calculations

join_all_variables.py

Joins the data (v2/v3 full-range along with range bounded positions) with secondary data like the v3/v2 factories and swap volume from contracts.