Welcome to quantammsim’s Documentation

quantammsim is a Python library for modeling synthetic markets, enabling modelling of Balancer, CowAMM and QuantAMM protocol pools. It provides tools for:

Automated Market Making (AMM) simulation
Arbitrage opportunity detection
Historical data backtesting
Simulation of trading strategies
Tuning of pool parameters/strategies

See our installation guide to get started.

Quick Start

Once installed, here’s a basic usage example:

from quantammsim.runners.jax_runners import do_run_on_historic_data
import jax.numpy as jnp
# Define simulation parameters
run_fingerprint = {
    'tokens': ['BTC', 'USDC'],
    'rule': 'balancer',
    'initial_pool_value': 1000000.0
}

# Initialise pool parameters, equal weights. Equivalent to a Uniswap v2 pool
params = {
    "initial_weights": jnp.array([0.5, 0.5]),
}

# Run simulation
result = do_run_on_historic_data(run_fingerprint, params, verbose=True)