[EPIC, Make $] Explore GMX: research, add to data_factory & sim, then live tests

[trentmc]

TODOs

Build in this order. Stop work if GMX stops being promising.

• Integrate it to fetch_ohlcv, data_factory
• integrate it in sim for tradetype =histmock
• make $ with sim histmock. Iterate as needed
• integrate dydx in sim livemock
• make $ with sim livemock. Iterate as needed
• integrate dydx in sim livereal
• make $ with sim livereal. Iterate as needed

Finally:

• if made $ ^: add new epic for putting live Predictoor feeds for the exchange
• maybe create another github issue like this, for Hyperliquid
• "", for Vertex

Related issues

• [EPIC, make $] Explore dydx: add to data_factory & sim, then live tests #492

Background / motivation

Arbitrum has several promising DEXes for us:

• 4 of the top 5 derivatives DEXes are on arbitrum
• 3 of the top 10 L2 DEXs are on arbitrum

Their top 3 DEXes by volume are:

1. GMX
2. Hyperliquid (synthetic perps)
3. Vertex

Also, Camelot and Uniswap have high volume.

[trentmc]

Berkay: should we close this as well?

Are its fees lower / the same as binance futures?

[trizin]

The fees are twice as high on GMX: 0.1% (same as Binance spot) compared to Binance futures 0.0450%

source: https://gmxio.gitbook.io/gmx/trading

[trentmc]

OK let's close this then.

Cc @calina-c