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feat: optimizer moved to a separate repo
NOTE: #610 AND #611 HAS BEEN MERGED
This branch is freezing the Optimizer API in anticipation of the move into the new repo and the more arms length relationship between the optimizer code and the bot code
The major API changes effectuated are the following
- the
CPCContainerobject has been renamed toCurveContainer; whilst the old name is still legal it will be removed very soon and should be changed everywhere now - the signature of the alternative constructors
CPC.from_xxxhas slightly changed;- for most of them the only change was to enforce keyword rather than positional arguments for most of the arguments to avoid mistakes
- for
from_univ2we changed the names of the liquidity arguments toliq_tknbandliq_tknq
- the signature of the
MargPOptimizer.optimize()function has changed:-
pstartis now an argument, not part of the paramter dict (for the time being you are still allowed to supply it in the parameter dict but this will be removed soon) - there is a
modeargument that can beMO_MODE_ABSorMO_MODE_RELthat replacesparams["crit"](the latter is already illegal) - some of the constants and parameters have been renamed (
MOXXX->MO_XXX; alsoeps->epsrandepsjac->jach)
-