Clean useless functions
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@ -20,7 +20,6 @@ import { getLast, getAvg, pause } from "./utils";
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import {
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import {
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getInitialParams,
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getInitialParams,
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getPriceR,
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getPriceR,
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getRandomDeltas,
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getSlippage,
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getSlippage,
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getTxDistribution,
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getTxDistribution,
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getDeltaR_priceGrowth,
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getDeltaR_priceGrowth,
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27
src/math.ts
27
src/math.ts
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@ -55,33 +55,6 @@ export function getSlippage({
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// Price walk utils
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// Price walk utils
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/**
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* Generate a random delta given three components:
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* 1. Climbing sin
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* 2. Oscilating sin
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* 3. Random component
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*/
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export function getRandomDeltas({
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numSteps,
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avgTxSize
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}: {
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numSteps: number;
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avgTxSize: number;
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}) {
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const deltaR_t: number[] = [];
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for (let i = 0; i < numSteps; i++) {
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const rand = 1 - 2 * Math.random();
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const sin = Math.sin((1 / 20) * (i / numSteps));
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const ascending = Math.sin((Math.PI / 1) * (i / numSteps));
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const deltaR = 1e5 * rand + 1e5 * sin + 2e4 * ascending;
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deltaR_t.push(deltaR);
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}
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// Normalize random deltas with the average transaction size
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const deltaR_avg = getAvg(deltaR_t);
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return deltaR_t.map((deltaR: number) => (avgTxSize * deltaR) / deltaR_avg);
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}
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/**
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/**
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* Get deltaR for a given price growth factor
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* Get deltaR for a given price growth factor
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*/
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*/
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