Formulaic k #56
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…stributions for capped funding
…t in clearinghouse
…n order requested" This reverts commit 201fe72.
…et only returns base asset left to fill
…lised oracle price
crispheaney
requested changes
Apr 11, 2022
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| pub fn formulaic_k( | ||
| market: &mut Market, | ||
| mark_price: u128, |
| market: &mut Market, | ||
| mark_price: u128, | ||
| oracle_price_data: &OraclePriceData, | ||
| is_oracle_valid: bool, |
| Ok(()) | ||
| } | ||
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| pub fn formulaic_k( |
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the name should be a verb/action e.g. formulaic_update_k
| funding_imbalance_cost | ||
| .checked_div(2) | ||
| .ok_or_else(math_error!())? | ||
| } else if market.amm.net_revenue_since_last_funding < (funding_imbalance_cost as i64) { |
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casting i128 to i64 can technically fail, so i'd use cast_to_i64.
Also i'd just declare it once instead of casting twice
let funding_imbalance_cost_i64 = cast_to_i64(funding_imbalance_cost)?;
| let curve_history = curve_history.unwrap(); | ||
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| // single k scale is capped by .1% increase and .09% decrease (regardless of budget) | ||
| let (p_numer, p_denom) = amm::calculate_budgeted_k_scale(market, budget)?; |
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p * k_old = k_new (notation from a paper)
sdk/package-lock.json
Outdated
| @@ -0,0 +1,2296 @@ | |||
| { | |||
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| price_oracle.agg.price = price; | ||
| price_oracle.agg.conf = 0; | ||
| price_oracle.valid_slot = 228506959; //todo just turned 1->2 for negative delay |
| Ok(new_peg) | ||
| } | ||
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| pub fn calculate_mm_target_price( |
| oracle_price_data: &OraclePriceData, | ||
| ) -> ClearingHouseResult<u128> { | ||
| // calculates peg_multiplier that changing to would cost no more than budget | ||
| let oracle_delay = oracle_price_data.delay; |
| .checked_mul(market.base_asset_amount) | ||
| .ok_or_else(math_error!())? | ||
| .checked_div( | ||
| AMM_TO_QUOTE_PRECISION_RATIO_I128 * cast_to_i128(FUNDING_PAYMENT_PRECISION)?, |
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add k update on update_funding_rate
clean up repeg logic using oracle delay for target_price weight