Skip to content

Commit

Permalink
remove phantomStableMath, adapt everything
Browse files Browse the repository at this point in the history
  • Loading branch information
@sergioyuhjtman
sergioyuhjtman committed Dec 19, 2022
1 parent 914e3c4 commit 82543c6
Show file tree
Hide file tree
Showing 14 changed files with 621 additions and 1,249 deletions.
4 changes: 2 additions & 2 deletions src/frontendHelpers/phantomStableHelpers.ts
View file
Expand Up @@ -16,7 +16,7 @@ export function BPTForTokensZeroPriceImpact(
allBalances: BigNumberish[], // assuming that BPT balance was removed
decimals: number[], // This should be [18, 18, 18]
amounts: BigNumberish[], // This has to have the same length as allBalances
virtualBptSupply: BigNumberish,
bptSupply: BigNumberish,
amp: BigNumberish,
fee: BigNumberish,
rates: BigNumberish[]
Expand All @@ -35,7 +35,7 @@ export function BPTForTokensZeroPriceImpact(
transformedBalances,
decimals,
amountsAfterFee,
virtualBptSupply,
bptSupply,
amp
);
}
4 changes: 2 additions & 2 deletions src/frontendHelpers/stableHelpers.ts
View file
Expand Up @@ -21,7 +21,7 @@ export function BPTForTokensZeroPriceImpact(
allBalances: BigNumberish[],
decimals: number[],
amounts: BigNumberish[], // This has to have the same lenght as allBalances
bptTotalSupply: BigNumberish,
bptSupply: BigNumberish,
amp: BigNumberish
): BigNumber {
if (allBalances.length != amounts.length)
Expand All @@ -40,7 +40,7 @@ export function BPTForTokensZeroPriceImpact(
amp: BigNumber.from(amp),
allBalances: allBalancesDownScaled,
tokenIndexIn: i,
balanceOut: bptTotalSupply,
totalShares: bptSupply,
decimalsOut: 18,
swapFee: Zero,
} as unknown as StablePoolPairData;
Expand Down
94 changes: 39 additions & 55 deletions src/pools/metaStablePool/metaStablePool.ts
View file
Expand Up @@ -29,11 +29,6 @@ type MetaStablePoolToken = Pick<
'address' | 'balance' | 'decimals' | 'priceRate'
>;

export type MetaStablePoolPairData = StablePoolPairData & {
tokenInPriceRate: BigNumber;
tokenOutPriceRate: BigNumber;
};

export class MetaStablePool implements PoolBase {
poolType: PoolTypes = PoolTypes.MetaStable;
id: string;
Expand Down Expand Up @@ -79,10 +74,7 @@ export class MetaStablePool implements PoolBase {
this.tokensList = tokensList;
}

parsePoolPairData(
tokenIn: string,
tokenOut: string
): MetaStablePoolPairData {
parsePoolPairData(tokenIn: string, tokenOut: string): StablePoolPairData {
const tokenIndexIn = this.tokens.findIndex(
(t) => getAddress(t.address) === getAddress(tokenIn)
);
Expand Down Expand Up @@ -117,7 +109,7 @@ export class MetaStablePool implements PoolBase {
parseFixed(balance, 18).mul(parseFixed(priceRate, 18)).div(ONE)
);

const poolPairData: MetaStablePoolPairData = {
const poolPairData: StablePoolPairData = {
id: this.id,
address: this.address,
poolType: this.poolType,
Expand All @@ -131,6 +123,7 @@ export class MetaStablePool implements PoolBase {
amp: this.amp,
tokenIndexIn: tokenIndexIn,
tokenIndexOut: tokenIndexOut,
totalShares: this.totalShares,
decimalsIn: Number(decimalsIn),
decimalsOut: Number(decimalsOut),
tokenInPriceRate,
Expand All @@ -140,7 +133,7 @@ export class MetaStablePool implements PoolBase {
return poolPairData;
}

getNormalizedLiquidity(poolPairData: MetaStablePoolPairData): OldBigNumber {
getNormalizedLiquidity(poolPairData: StablePoolPairData): OldBigNumber {
// This is an approximation as the actual normalized liquidity is a lot more complicated to calculate
return bnum(
formatFixed(
Expand All @@ -151,9 +144,11 @@ export class MetaStablePool implements PoolBase {
}

getLimitAmountSwap(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
swapType: SwapTypes
): OldBigNumber {
const tokenInPriceRate = poolPairData.tokenInPriceRate as BigNumber;
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
// We multiply ratios by 10**-18 because we are in normalized space
// so 0.5 should be 0.5 and not 500000000000000000
// TODO: update bmath to use everything normalized
Expand All @@ -163,7 +158,7 @@ export class MetaStablePool implements PoolBase {
formatFixed(
poolPairData.balanceIn
.mul(this.MAX_IN_RATIO)
.div(poolPairData.tokenInPriceRate),
.div(tokenInPriceRate),
poolPairData.decimalsIn
)
);
Expand All @@ -172,7 +167,7 @@ export class MetaStablePool implements PoolBase {
formatFixed(
poolPairData.balanceOut
.mul(this.MAX_OUT_RATIO)
.div(poolPairData.tokenOutPriceRate),
.div(tokenOutPriceRate),
poolPairData.decimalsOut
)
);
Expand All @@ -193,9 +188,11 @@ export class MetaStablePool implements PoolBase {
}

_exactTokenInForTokenOut(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
amount: OldBigNumber
): OldBigNumber {
const tokenInPriceRate = poolPairData.tokenInPriceRate as BigNumber;
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
try {
if (amount.isZero()) return ZERO;
// All values should use 1e18 fixed point
Expand All @@ -209,9 +206,7 @@ export class MetaStablePool implements PoolBase {
poolPairData.swapFee
);

const amountConverted = amtWithFee
.mul(poolPairData.tokenInPriceRate)
.div(ONE);
const amountConverted = amtWithFee.mul(tokenInPriceRate).div(ONE);

const returnAmt = _calcOutGivenIn(
this.amp.toBigInt(),
Expand All @@ -226,7 +221,7 @@ export class MetaStablePool implements PoolBase {

const returnEvmWithRate = BigNumber.from(returnAmt)
.mul(ONE)
.div(poolPairData.tokenOutPriceRate);
.div(tokenOutPriceRate);

return bnum(formatFixed(returnEvmWithRate, 18));
} catch (err) {
Expand All @@ -236,9 +231,11 @@ export class MetaStablePool implements PoolBase {
}

_tokenInForExactTokenOut(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
amount: OldBigNumber
): OldBigNumber {
const tokenInPriceRate = poolPairData.tokenInPriceRate as BigNumber;
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
try {
if (amount.isZero()) return ZERO;
const decimalsIn = poolPairData.decimalsIn;
Expand All @@ -247,12 +244,10 @@ export class MetaStablePool implements PoolBase {
// All values should use 1e18 fixed point
// i.e. 1USDC => 1e18 not 1e6
const scalingFactorIn =
poolPairData.tokenInPriceRate.toBigInt() *
BigInt(10 ** (18 - decimalsIn));
tokenInPriceRate.toBigInt() * BigInt(10 ** (18 - decimalsIn));

const scalingFactorOut =
poolPairData.tokenOutPriceRate.toBigInt() *
BigInt(10 ** (18 - decimalsOut));
tokenOutPriceRate.toBigInt() * BigInt(10 ** (18 - decimalsOut));

// eslint-disable-next-line prettier/prettier
const amountBigInt = BigInt(
Expand Down Expand Up @@ -351,18 +346,14 @@ export class MetaStablePool implements PoolBase {
}

_spotPriceAfterSwapExactTokenInForTokenOut(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
amount: OldBigNumber
): OldBigNumber {
const priceRateIn = bnum(
formatFixed(poolPairData.tokenInPriceRate, 18)
);
const priceRateOut = bnum(
formatFixed(poolPairData.tokenOutPriceRate, 18)
);
const amountConverted = amount.times(
formatFixed(poolPairData.tokenInPriceRate, 18)
);
const tokenInPriceRate = poolPairData.tokenInPriceRate as BigNumber;
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
const priceRateIn = bnum(formatFixed(tokenInPriceRate, 18));
const priceRateOut = bnum(formatFixed(tokenOutPriceRate, 18));
const amountConverted = amount.times(priceRateOut);
const result = _spotPriceAfterSwapExactTokenInForTokenOut(
amountConverted,
poolPairData
Expand All @@ -371,18 +362,14 @@ export class MetaStablePool implements PoolBase {
}

_spotPriceAfterSwapTokenInForExactTokenOut(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
amount: OldBigNumber
): OldBigNumber {
const priceRateIn = bnum(
formatFixed(poolPairData.tokenInPriceRate, 18)
);
const priceRateOut = bnum(
formatFixed(poolPairData.tokenOutPriceRate, 18)
);
const amountConverted = amount.times(
formatFixed(poolPairData.tokenOutPriceRate, 18)
);
const tokenInPriceRate = poolPairData.tokenInPriceRate as BigNumber;
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
const priceRateIn = bnum(formatFixed(tokenInPriceRate, 18));
const priceRateOut = bnum(formatFixed(tokenOutPriceRate, 18));
const amountConverted = amount.times(priceRateOut);
const result = _spotPriceAfterSwapTokenInForExactTokenOut(
amountConverted,
poolPairData
Expand All @@ -391,28 +378,25 @@ export class MetaStablePool implements PoolBase {
}

_derivativeSpotPriceAfterSwapExactTokenInForTokenOut(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
amount: OldBigNumber
): OldBigNumber {
const priceRateOut = bnum(
formatFixed(poolPairData.tokenOutPriceRate, 18)
);
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
const priceRateOut = bnum(formatFixed(tokenOutPriceRate, 18));
return _derivativeSpotPriceAfterSwapExactTokenInForTokenOut(
amount,
poolPairData
).times(priceRateOut);
}

_derivativeSpotPriceAfterSwapTokenInForExactTokenOut(
poolPairData: MetaStablePoolPairData,
poolPairData: StablePoolPairData,
amount: OldBigNumber
): OldBigNumber {
const priceRateIn = bnum(
formatFixed(poolPairData.tokenInPriceRate, 18)
);
const priceRateOut = bnum(
formatFixed(poolPairData.tokenOutPriceRate, 18)
);
const tokenInPriceRate = poolPairData.tokenInPriceRate as BigNumber;
const tokenOutPriceRate = poolPairData.tokenOutPriceRate as BigNumber;
const priceRateIn = bnum(formatFixed(tokenInPriceRate, 18));
const priceRateOut = bnum(formatFixed(tokenOutPriceRate, 18));
return _derivativeSpotPriceAfterSwapTokenInForExactTokenOut(
amount,
poolPairData
Expand Down

0 comments on commit 82543c6

Please sign in to comment.