Initial observations fix timestamps and observation calculation

NexusMutual · Oct 18, 2023 · 855f720 · 855f720
1 parent 0800394
commit 855f720
Showing 1 changed file with 8 additions and 8 deletions.
diff --git a/contracts/modules/capital/Ramm.sol b/contracts/modules/capital/Ramm.sol
@@ -34,7 +34,6 @@ contract Ramm is IRamm, MasterAwareV2 {
   uint public constant PRICE_BUFFER_DENOMINATOR = 10_000;
   uint public constant GRANULARITY = 2;
   uint public constant PERIOD_SIZE = 86_400; // day
-  uint public constant INITIAL_PERIODS = 9;
 
   uint public constant FAST_LIQUIDITY_SPEED = 1_500 ether;
   uint public constant TARGET_LIQUIDITY = 5_000 ether;
@@ -438,25 +437,25 @@ contract Ramm is IRamm, MasterAwareV2 {
     uint timestamp
   ) public pure returns (Observation[3] memory initialObservations) {
 
-    Observation memory previousObservation;
+    uint priceCumulativeAbove;
+    uint priceCumulativeBelow;
     uint endIdx = timestamp.divCeil(PERIOD_SIZE);
+    uint previousTimestamp = (endIdx - 11) * PERIOD_SIZE; // 9 days | 1 day | until the update
 
     for (uint idx = endIdx - 2; idx <= endIdx; idx++) {
-      uint priceCumulativeAbove = previousObservation.priceCumulativeAbove;
-      uint priceCumulativeBelow = previousObservation.priceCumulativeBelow;
-
       uint observationTimestamp = Math.min(timestamp, idx * PERIOD_SIZE);
       uint observationIndex = idx % GRANULARITY;
-      uint timeElapsed = endIdx - 2 == idx ? INITIAL_PERIODS * PERIOD_SIZE : PERIOD_SIZE;
+      uint timeElapsed = observationTimestamp - previousTimestamp;
 
-      priceCumulativeAbove += 1 ether * initialState.eth * timeElapsed / initialState.nxmA;
-      priceCumulativeBelow += 1 ether * initialState.eth * timeElapsed / initialState.nxmB;
+      priceCumulativeAbove += 1 ether * initialState.eth * timeElapsed / initialState.nxmA / 1e9;
+      priceCumulativeBelow += 1 ether * initialState.eth * timeElapsed / initialState.nxmB / 1e9;
 
       initialObservations[observationIndex] = Observation(
         observationTimestamp.toUint32(),
         uint64(priceCumulativeAbove),
         uint64(priceCumulativeBelow)
       );
+      previousTimestamp = observationTimestamp;
     }
 
     return initialObservations;
@@ -601,6 +600,7 @@ contract Ramm is IRamm, MasterAwareV2 {
       // already initialized
       return;
     }
+
     uint128 nxmReserveA = (INITIAL_LIQUIDITY * 1 ether / SPOT_PRICE_A).toUint128();
     uint128 nxmReserveB = (INITIAL_LIQUIDITY * 1 ether / SPOT_PRICE_B).toUint128();
     uint128 ethReserve = INITIAL_LIQUIDITY.toUint128();