feat: risk page **WIP**

.vscode/settings.json

@@ -1,5 +1,5 @@
 {
   "editor.codeActionsOnSave": {
-    "source.fixAll.eslint": true
+    "source.fixAll.eslint": "explicit"
   }
 }

csv/BLZE-buy-model-oputput.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+BLZE,buy,2.5,5985575.287769635,5985575.287769635,24,19487419.17776644,1.75,1.75,-336.58206171801726,128829907.52437764,0.0,35.861102849757685,31.568073055450636,41.01651222413176,-1.0707306674416595,295 days 16:00:00,51.9423774527622,38.294183732554814,44.992587249511026,-2.366260284751642,140 days 14:50:00,production,,73807292.0,5985575.287769635,100.0,377.76726277803476,0.0

csv/BLZE-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+BLZE,sell,2.5,10026658.383206028,10026658.383206028,24,12518712955.649525,0.0,1,-43.98989203305356,10798719690.068449,0.0,37.12835165370529,32.547998340229576,42.77656116784873,-1.233447787610816,295 days 06:00:00,51.171584415030836,36.24779345137351,43.34725777080147,-2.393617414262579,140 days 05:05:00,production,,2000000000.0,10026658.383206028,100.0,-86.26062222470829,0.0

csv/Bonk-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+Bonk,buy,2.5,6.619808708365724e+17,6.619808708365724e+17,24,14645483579.497177,1.2,1.2,-47.568751937627646,781519480386.8502,3112486378.2907667,48.72384264132631,51.610871110161725,37.29633201760317,-5.706533188488269,616 days 22:00:00,840836304.1604849,646101878.9749229,199.99978316268462,-1205163613229313.5,225 days 19:05:00,production,,26405707857.0,2929044789.472689,99.7786190690991,4446.874219759075,105163605.10086761

csv/Bonk-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+Bonk,sell,2.5,1533936035.1862316,1533936035.1862316,24,367727196621.3892,0.65,0.65,22.206567690623242,136976021953.03764,736289296889.3911,48.70567867598601,51.495752080573865,37.24283288153423,-5.739828078951672,616 days 13:00:00,566.6620908099745,329.58514770296637,186.8499459926784,-893.0676676304042,225 days 10:05:00,production,,1000000000000.0,1533936035.1862316,0.0,-57.306705460564864,5375315229564.986

csv/Dust-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+DUST,buy,2.5,2072.112015585274,2072.112015585274,24,801.5245345967504,1.2,1.2,-469.8484552916459,1346.183261679869,0.0,137.12166500903328,166.39266882670626,174.30655304163062,-34.77152738640052,834 days 10:00:00,19.806264815898665,50.05982956475803,24.489856645179835,-0.4188535746530855,139 days 19:10:00,production,,5200.0,2072.112015585274,100.0,139.96070442155775,0.0

csv/Dust-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+DUST,sell,2.5,9095.013045919473,9095.013045919473,24,88.43318845252124,0.65,0.65,6.444054209954943,37.85515946569598,18115.300477369696,140.26193323929493,170.08528871296238,175.38990215453356,-36.53909069888815,834 days 02:00:00,40.844310054290865,37.01955066329505,48.54847194965044,-6.783751165864083,139 days 11:05:00,production,,50000.0,9095.013045919473,99.58504502261505,-65.85616541641399,23927122.132170156

csv/GUAC-buy-model-output.csv

@@ -0,0 +1 @@
+

csv/GUAC-sell-model-output.csv

@@ -0,0 +1 @@
+

csv/HNT-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+HNT,buy,2.5,12229.806111493546,12229.806111493546,24,1933.9296021963073,2.0,2.0,-17.734615455358774,3319.449880805519,0.0,28.19446305104985,19.944141500267477,17.386482890760295,-0.9479550565966481,448 days 06:00:00,59.03082839542322,31.16304117784609,25.902135471590793,-8.056212159115919,173 days 08:05:00,production,,1000000.0,12229.806111493546,100.0,85.8213731522522,0.0

csv/HNT-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+HNT,sell,2.5,11537.597040450786,11537.597040450786,24,100632.882136413,0.65,0.65,26.768010455506424,15608.642116698647,9207.59522644162,28.910585254053377,20.82496310003125,18.12330972039233,-1.0034035793784652,447 days 21:00:00,79.55045491278179,66.22571523867016,47.99949159240575,-11.985418574171646,172 days 23:05:00,production,,10000000.0,11537.597040450786,99.83373929607843,-23.862275485263872,5899036.673145979

csv/JLP-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+JLP,buy,2.5,122812.36310109757,122812.36310109757,24,21061.45062955656,1.2,1.2,-36.790288706301645,8206.888803660073,7159000.668337201,50.419766203172024,8.427459907193487,8.88546734760915,-3.825059457473566,292 days 11:00:00,40.35272611417483,156.50454518630266,180.14007232885228,-3.4644683705186248,225 days 09:15:00,production,,2000000.0,16055.959402888682,7.108729217270142,32.47199883493521,1744632062.0658245

csv/JLP-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+JLP,sell,2.5,174196.56602679173,174196.56602679173,24,217504.2643421407,0.65,0.65,-13.771346931256637,39434.225219846885,7749465.835341856,52.44606340466659,8.821544805157718,9.319283263099416,-4.448244779519843,293 days 02:00:00,73.1581693934686,52.42552640580149,78.9302417579485,-6.224315258661672,226 days 00:15:00,production,,5000000.0,16144.720490295533,0.0,-27.89280430122133,982581221.279025

csv/JTO-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+JTO,buy,2.5,168486.72756010454,168486.72756010454,24,54344.02301947852,1.5,1.5,47.37373353665604,72877.51294113726,4050005.7828115886,151.59193797034794,74.85539159409329,124.97612316371351,-46.141888329410776,268 days 08:00:00,41.228111914477175,14.79608731269775,14.592361756422376,-2.7639565606242393,225 days 09:15:00,production,,1000000.0,22665.790390286384,62.774243023353336,89.40267195531423,55572777.10729171

csv/JTO-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+JTO,sell,2.5,109454.45814459499,109454.45814459499,24,532888.3643604974,0.75,0.75,179.6152302031061,101918.99370483129,11289867.34405871,151.97600395146003,75.50073837196504,125.97494634518651,-46.616139364202326,268 days 23:00:00,22.792412746975923,4.082850753162456,3.975736617672148,-0.10446317129310123,226 days 00:15:00,production,,10000000.0,23520.556966788976,0.0,-25.5010243598622,1107729475.5043812

csv/JitoSOL-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+JitoSOL,buy,2.5,269.9204189804466,269.9204189804466,24,40990.74189612538,1.2,1.2,-57.47406026211256,21687.952078347716,105311.62067713098,111.6328155828272,56.61202982166535,42.484281340334476,-36.346930020426505,671 days 11:00:00,27.172310024912882,1316.5878450177788,161.58480692733625,-0.018565394008680514,226 days 01:05:00,production,,500000.0,269.9204189804466,18.71707573189693,44.091159521880876,2427883.0084254337

csv/JitoSOL-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+JitoSOL,sell,2.5,2402.546981975961,2402.546981975961,24,261170.53714954614,0.85,0.85,-15.420155501319307,109170.00411599949,159257.34617688015,111.33619408547261,56.42388047836898,42.38048663761742,-36.290391810650895,671 days 02:00:00,58.3483629458355,35.39519409812997,29.693668188033488,-11.442682276155077,225 days 16:05:00,production,,2000000.0,331.7861378685003,0.0,-49.17679473410793,2917602.641246765

csv/KIN-buy-model-output.csv

@@ -0,0 +1 @@
+

csv/KIN-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+KIN,sell,2.5,105179584.46548048,105179584.46548048,24,645043996.9760133,0.0,1,778.0172904293391,283730063.4169331,0.0,17.590488988992863,14.48943768630922,14.51962069779123,-0.10872871147051466,918 days 20:00:00,12.001695399024683,20.5688258163551,25.76623347957396,-0.24562190458216127,147 days 18:40:00,production,,61162079510.0,105179584.46548048,100.0,-43.98615671908716,0.0

csv/LST-buy-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+LST,buy,2.5,,,24,5236.731798077779,1.2,1.2,-30.44434009064117,1615.575396210049,106123.85144667243,18.714619785102183,8.146964858740175,8.155295492131529,-0.00020384109806625972,339 days 21:00:00,23.195872803189225,10735.442139591776,164.34153418428212,-0.05524982047177884,226 days 03:05:00,production,,50000.0,282.88535161928706,21.84418319471103,25.709027731174338,3284397.982775257

csv/LST-sell-model-output.csv

@@ -0,0 +1,2 @@
+bank,slippage_type,liquidator_premium_perc,tail_risk_profitability_capacity_native,tail_risk_profitability_capacity_native_raw,forecast_timesteps,active_asset_limit_native,weight_current,weight_adj_for_calcs,daily_cVaR_percent_raw,daily_displaced_at_risk_native,daily_liquidator_capacity_native,cvar-nrmse_in_perc,cvar-mape_in_perc,cvar-smape_in_perc,cvar-r_squared,cvar-len_price_data,market_depth-nrmse_in_perc,market_depth-mape_in_perc,market_depth-smape_in_perc,market_depth-r_squared,market_depth-len_price_data,environment,full_llm_response,current_actual_bank_limit_native,final_tail_risk_optimized_profitable_trade_size_native,final_premium_exceeding_day_percent,final_daily_cVaR_percent,final_target_limit_native
+LST,sell,2.5,31.604480555423322,31.604480555423322,24,46779.00907756136,0.8,0.8,-1.4969921363386647,8455.062344710086,15170.150666603195,18.733628078097343,8.292049064626411,8.256083168400512,-0.005194892966168485,339 days 12:00:00,34.82549749054881,36.541237737878376,47.64789507516925,-0.7203236475913977,225 days 18:05:00,production,,500000.0,31.604480555423322,0.0,-22.59309921115279,897104.6012507766