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improve pool routing to support N Pools #5

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merged 5 commits into from
Oct 16, 2023
Merged

improve pool routing to support N Pools #5

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9905912
improve pool routing to support N Pools
h2physics Oct 9, 2023
147babe
fix liquidity comparison
h2physics Oct 11, 2023
3e9c6d5
fix liquidity comparison
h2physics Oct 12, 2023
e179316
fix issue
h2physics Oct 12, 2023
954027e
feat(order): implement stop loss and oco (#6)
m1n999999 Oct 16, 2023
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16 changes: 10 additions & 6 deletions lib/amm_dex_v2/math.ak
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Original file line number Diff line number Diff line change
Expand Up @@ -128,6 +128,11 @@ pub fn calculate_profit_sharing(

// Calculate which amount will be swapped to supply enough amount for depositing
// Refer: https://blog.alphafinance.io/onesideduniswap/
// Final formular:
// swap_amount ^ 2 * ( 1 - f ) * ( amount_out + reserve_out )
// + swap_amount * ( 2 - f ) * reserve_in * ( amount_out + reserve_out )
// + ( reserve_in ^ 2 * amount_out + reserve_in * reserve_out * amount_out )
// = 0
pub fn calculate_swap_amount(
amount_in: Int,
amount_out: Int,
Expand All @@ -142,13 +147,11 @@ pub fn calculate_swap_amount(
amount_out * calculate_pow(reserve_in) - amount_in * reserve_in * reserve_out
)
let z = 2 * ( amount_out + reserve_out )
let b = ( 2 * trading_fee_denominator - trading_fee_numerator ) * x
let a =
calculate_pow(x) * calculate_pow(
2 * trading_fee_denominator - trading_fee_numerator,
) - y * trading_fee_denominator * (
calculate_pow(b) - y * trading_fee_denominator * (
trading_fee_denominator - trading_fee_numerator
)
let b = ( 2 * trading_fee_denominator - trading_fee_numerator ) * x
let numerator = calculate_sqrt(a) - b
let denominator = z * ( trading_fee_denominator - trading_fee_numerator )
(numerator, denominator)
Expand Down Expand Up @@ -185,8 +188,9 @@ pub fn calculate_deposit_amount(
trading_fee_numerator: trading_fee_numerator,
trading_fee_denominator: trading_fee_denominator,
)
// TODO: should +1?
let reserve_product_after_swap =
( reserve_a * swap_amount_a_denominator - swap_amount_a_numerator ) * (
( reserve_a * swap_amount_a_denominator + swap_amount_a_numerator ) * (
reserve_b * receive_amount_b_denominator - receive_amount_b_numerator
) / ( swap_amount_a_denominator * receive_amount_b_denominator ) + 1
let lp_amount =
Expand Down Expand Up @@ -215,7 +219,7 @@ pub fn calculate_deposit_amount(
trading_fee_denominator: trading_fee_denominator,
)
let reserve_product_after_swap =
( reserve_b * swap_amount_b_denominator - swap_amount_b_numerator ) * (
( reserve_b * swap_amount_b_denominator + swap_amount_b_numerator ) * (
reserve_a * receive_amount_a_denominator - receive_amount_a_numerator
) / ( swap_amount_b_denominator * receive_amount_a_denominator ) + 1
let lp_amount =
Expand Down
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