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[FEATURE] Constant-Product Swap Algorithm (columbus-3) #226

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nplatias opened this issue Aug 26, 2019 · 0 comments
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[FEATURE] Constant-Product Swap Algorithm (columbus-3) #226

nplatias opened this issue Aug 26, 2019 · 0 comments
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@nplatias
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@nplatias nplatias commented Aug 26, 2019

Proposed implementation of the swap algorithm described here for columbus-3.
Relevant discussion can be found here.

Attached is my best approximation of sufficiently accurate pseudocode, which ended up being python code : ) It has been written in the spirit of the current market module, and relies on primitives either currently available or easy to implement. The core function is "swap".

A variant of this code is being used for simulations.

Look forward to your input -- @dokwon @YunSuk-Yeo @hanjukim
cp_swaps.zip

@YunSuk-Yeo YunSuk-Yeo mentioned this issue Sep 18, 2019
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@YunSuk-Yeo YunSuk-Yeo closed this Oct 18, 2019
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