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Ensure the price is not lower than floorprice 

clean console log
This commit is contained in:
dapplion 2019-08-11 23:44:26 +02:00
parent 03a4d3b342
commit e8063bfa07
1 changed files with 72 additions and 43 deletions
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115
src/App.tsx
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@ -266,56 +266,85 @@ export default function App() {
const S = getLast(S_t); const S = getLast(S_t);
const H = getLast(H_t); const H = getLast(H_t);
// enforce the effects of the unvested tokens not being burnable let R_next: number = 0,
let u_lower; S_next: number = 0,
if (H > S) { H_next: number = 0,
u_lower = 1; price_next: number = 0,
} else { txsWithdraw: number[] = [0],
// compute the reserve if all that supply is burned floorprice_next: number = 1,
const R_ratio = getR({ S: S - H, V0, k }) / R; slippage: number = 0;
u_lower = Math.max(1 - R_ratio, u_min); // Run the value compution again if the price goes below the floor price
/**
* Since the values u_min and u_max are predefined, it's possible that
* the price becomes less than the floor price. This cannot happen.
* So the next loop has 10 opportunities to find a price greater than
* the floor price. The for loop is used to prevent a possible infinite
* loop if a `while` loop was used.
*/
for (let i = 0; i < 20 && price_next < floorprice_next; i++) {
// enforce the effects of the unvested tokens not being burnable
let u_lower: number, u_upper: number;
// if (H > S) {
// u_lower = 1;
// } else {
// // compute the reserve if all that supply is burned
// const R_ratio = getR({ S: S - H, V0, k }) / R;
// u_lower = Math.max(1 - R_ratio, u_min);
// }
// let priceGrowth = rv_U(u_lower, u_max);
u_lower = u_min_t[t];
u_upper = u_max_t[t];
if (i > 15) u_lower = 1;
const priceGrowth = rv_U(u_lower, u_upper);
const deltaR = getDeltaR_priceGrowth({ R, k, priceGrowth });
R_next = R + deltaR;
const txs = getTxDistribution({
sum: deltaR,
num: txsWeek,
spread: tx_spread
});
// Compute slippage
const slippage_txs = txs.map(txR =>
getSlippage({ R, deltaR: txR, V0, k })
);
slippage = getMedian(slippage_txs);
txsWithdraw = txs.filter(tx => tx < 0);
// Vest
const delta_H = vest_tokens({
week: t,
H,
halflife: vHalflife,
cliff
});
H_next = H - delta_H;
// find floor price
S_next = getS({ R, V0, k });
floorprice_next = getMinPrice({
S: S_next,
H: S_next - H_next,
V0,
k
});
price_next = getPriceR({ R: R_next, V0, k });
} }
let priceGrowth = rv_U(u_lower, u_max);
// #### DEMO
priceGrowth = rv_U(u_min_t[t], u_max_t[t]);
const deltaR = getDeltaR_priceGrowth({ R, k, priceGrowth });
const R_next = R + deltaR;
const txs = getTxDistribution({
sum: deltaR,
num: txsWeek,
spread: tx_spread
});
// Compute slippage
const slippage_txs = txs.map(txR =>
getSlippage({ R, deltaR: txR, V0, k })
);
const slippage = getMedian(slippage_txs);
const txsWithdraw = txs.filter(tx => tx < 0);
const wFees = -wFee * getSum(txsWithdraw);
// txsWithdraw.reduce((t, c) => t + c, 0);
// Vest
const delta_H = vest_tokens({ week: t, H, halflife: vHalflife, cliff });
const H_next = H - delta_H;
// find floor price
const S_next = getS({ R, V0, k });
const floorprice_next = getMinPrice({
S: S_next,
H: S_next - H_next,
V0,
k
});
const _avgTxSize = getMedian(txsWithdraw); const _avgTxSize = getMedian(txsWithdraw);
const wFees = -wFee * getSum(txsWithdraw);
R_t.push(R_next); R_t.push(R_next);
S_t.push(S_next); S_t.push(S_next);
H_t.push(H_next); H_t.push(H_next);
p_t.push(getPriceR({ R: R_next, V0, k })); p_t.push(price_next);
slippage_t.push(slippage); slippage_t.push(slippage);
avgTxSize_t.push(_avgTxSize); avgTxSize_t.push(_avgTxSize);
wFee_t.push(getLast(wFee_t) + wFees); wFee_t.push(getLast(wFee_t) + wFees);