replace elfpy market with ethpy HyperdriveInterface #909
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slundqui
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Sep 27, 2023
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slundqui
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This looks great.
We chatted about this before, just putting this here for visibility.
One downside of passing in the interface object to agent policies is that our ideal workflow is we return a list of actions from the action method of policies, where it may be confusing to a policy implementer, since the interface also supports write operations (e.g., openLong) directly. One way we can fix this may be to split up the interface to be a read/write interface (I believe the frontend interface is doing this under the hood).
Not important for this PR or the trading competition.
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This PR modifies the agent0 policies & accounts to use the new HyperdriveInterface API instead of the elfpy HyperdriveMarket.
The new interface lacks some features (e.g. all of the yieldspace math and variable rates) that were required for the smart long and short policies, so we are deleting those for now. I made several new issues to detail follow-up work that is still needed. They are #910 #911 #913
This PR also gets us very close to completely detaching elfpy from the rest of the monorepo, though the rest of the detachment should also happen in a follow-up PR.