Advertisement
Guest User

Untitled

a guest
Apr 9th, 2021
193
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
Python 3.56 KB | None | 0 0
  1. class ModuleOne:
  2.  
  3.     """
  4.    Python model of  pool math.
  5.    """
  6.  
  7.     def __init__(self, A, D, n, p=None, tokens=None):
  8.         """
  9.        A: Amplification coefficient
  10.        D: Total deposit size
  11.        n: number of currencies
  12.        p: target prices
  13.        """
  14.         self.A = A  # actually A * n ** (n - 1) because it's an invariant
  15.         self.n = n
  16.         self.fee = 10 ** 7
  17.         if p:
  18.             self.p = p
  19.         else:
  20.             self.p = [10 ** 18] * n
  21.         if isinstance(D, list):
  22.             self.x = D
  23.         else:
  24.             self.x = [D // n * 10 ** 18 // _p for _p in self.p]
  25.         self.tokens = tokens
  26.  
  27.     def xp(self):
  28.         return [x * p // 10 ** 18 for x, p in zip(self.x, self.p)]
  29.  
  30.     def D(self):
  31.         """
  32.        D invariant calculation in non-overflowing integer operations
  33.        iteratively
  34.  
  35.        A * sum(x_i) * n**n + D = A * D * n**n + D**(n+1) / (n**n * prod(x_i))
  36.  
  37.        Converging solution:
  38.        D[j+1] = (A * n**n * sum(x_i) - D[j]**(n+1) / (n**n prod(x_i))) / (A * n**n - 1)
  39.        """
  40.         Dprev = 0
  41.         xp = self.xp()
  42.         S = sum(xp)
  43.         D = S
  44.         Ann = self.A * self.n
  45.         while abs(D - Dprev) > 1:
  46.             D_P = D
  47.             for x in xp:
  48.                 D_P = D_P * D // (self.n * x)
  49.             Dprev = D
  50.             D = (Ann * S + D_P * self.n) * D // ((Ann - 1) * D + (self.n + 1) * D_P)
  51.  
  52.         return D
  53.  
  54.     def y(self, i, j, x):
  55.         """
  56.        Calculate x[j] if one makes x[i] = x
  57.  
  58.        Done by solving quadratic equation iteratively.
  59.        x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n+1)/(n ** (2 * n) * prod' * A)
  60.        x_1**2 + b*x_1 = c
  61.  
  62.        x_1 = (x_1**2 + c) / (2*x_1 + b)
  63.        """
  64.         D = self.D()
  65.         xx = self.xp()
  66.         xx[i] = x  # x is quantity of underlying asset brought to 1e18 precision
  67.         xx = [xx[k] for k in range(self.n) if k != j]
  68.         Ann = self.A * self.n
  69.         c = D
  70.         for y in xx:
  71.             c = c * D // (y * self.n)
  72.         c = c * D // (self.n * Ann)
  73.         b = sum(xx) + D // Ann - D
  74.         y_prev = 0
  75.         y = D
  76.         while abs(y - y_prev) > 1:
  77.             y_prev = y
  78.             y = (y ** 2 + c) // (2 * y + b)
  79.         return y  # the result is in underlying units too
  80.  
  81.     def y_D(self, i, _D):
  82.         """
  83.        Calculate x[j] if one makes x[i] = x
  84.  
  85.        Done by solving quadratic equation iteratively.
  86.        x_1**2 + x1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n+1)/(n ** (2 * n) * prod' * A)
  87.        x_1**2 + b*x_1 = c
  88.  
  89.        x_1 = (x_1**2 + c) / (2*x_1 + b)
  90.        """
  91.         xx = self.xp()
  92.         xx = [xx[k] for k in range(self.n) if k != i]
  93.         S = sum(xx)
  94.         Ann = self.A * self.n
  95.         c = _D
  96.         for y in xx:
  97.             c = c * _D // (y * self.n)
  98.         c = c * _D // (self.n * Ann)
  99.         b = S + _D // Ann
  100.         y_prev = 0
  101.         y = _D
  102.         while abs(y - y_prev) > 1:
  103.             y_prev = y
  104.             y = (y ** 2 + c) // (2 * y + b - _D)
  105.         return y  # the result is in underlying units too
  106.  
  107.     def dy(self, i, j, dx):
  108.         # dx and dy are in underlying units
  109.         xp = self.xp()
  110.         return xp[j] - self.y(i, j, xp[i] + dx)
  111.  
  112.     def exchange(self, i, j, dx):
  113.         xp = self.xp()
  114.         x = xp[i] + dx
  115.         y = self.y(i, j, x)
  116.         dy = xp[j] - y
  117.         fee = dy * self.fee // 10 ** 10
  118.         assert dy > 0
  119.         self.x[i] = x * 10 ** 18 // self.p[i]
  120.         self.x[j] = (y + fee) * 10 ** 18 // self.p[j]
  121.         return dy
  122.  
  123.  
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement