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Fix/arb loop math #40

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merged 2 commits into from
Oct 16, 2023
Merged

Fix/arb loop math #40

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b5f0837
adds convert to invariant return value
Alexangelj Oct 16, 2023
ef3cdf4
rm gamma component
kinrezC Oct 16, 2023
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4 changes: 2 additions & 2 deletions box-contracts/src/G3M.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -331,8 +331,8 @@ contract G3M is IG3M {
}

/// @inheritdoc IG3M
function getInvariant() external view returns (UD60x18) {
return computeInvariant(reserveX, weightX(), reserveY, weightY());
function getInvariant() external view returns (uint) {
return convert(computeInvariant(reserveX, weightX(), reserveY, weightY()));
}

function reserveXWithoutPrecision() external view returns (uint256) {
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2 changes: 1 addition & 1 deletion box-contracts/src/IG3M.sol
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Expand Up @@ -118,7 +118,7 @@ interface IG3M {
function getSpotPrice() external view returns (uint256);

/// @notice Computes the invariant of the pool.
function getInvariant() external view returns (UD60x18);
function getInvariant() external view returns (uint);

/// @notice Address of token X.
function tokenX() external view returns (address);
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14 changes: 4 additions & 10 deletions simulation/src/agents/arbitrageur/g3m.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -14,9 +14,9 @@ impl Strategy for G3M<RevmMiddleware> {
info!("weight_x: {}", weight_x);
let weight_y = I256::from_raw(self.weight_y().call().await?);
info!("weight_y: {}", weight_y);
let reserve_x = I256::from_raw(self.reserve_x().call().await?);
let reserve_x = I256::from_raw(self.reserve_x_without_precision().call().await?);
info!("reserve_x: {}", reserve_x);
let reserve_y = I256::from_raw(self.reserve_y().call().await?);
let reserve_y = I256::from_raw(self.reserve_y_without_precision().call().await?);
info!("reserve_y: {}", reserve_y);
let invariant = I256::from_raw(self.get_invariant().call().await?);
info!("invariant: {}", invariant);
Expand All @@ -31,9 +31,6 @@ impl Strategy for G3M<RevmMiddleware> {
let delta_x = invariant * math.pow(inside, weight_y).call().await? / iwad - reserve_x;
info!("delta_x: {}", delta_x);

let gamma = iwad - (I256::from_raw(self.swap_fee().await?)) * I256::from(10u128.pow(14));
info!("gamma: {}", gamma);
let delta_x = delta_x * gamma / iwad;
Ok(delta_x.into_raw())
}

Expand All @@ -46,9 +43,9 @@ impl Strategy for G3M<RevmMiddleware> {
info!("weight_x: {}", weight_x);
let weight_y = I256::from_raw(self.weight_y().call().await?);
info!("weight_y: {}", weight_y);
let reserve_x = I256::from_raw(self.reserve_x().call().await?);
let reserve_x = I256::from_raw(self.reserve_x_without_precision().call().await?);
info!("reserve_x: {}", reserve_x);
let reserve_y = I256::from_raw(self.reserve_y().call().await?);
let reserve_y = I256::from_raw(self.reserve_y_without_precision().call().await?);
info!("reserve_y: {}", reserve_y);
let invariant = I256::from_raw(self.get_invariant().call().await?);
info!("invariant: {}", invariant);
Expand All @@ -62,9 +59,6 @@ impl Strategy for G3M<RevmMiddleware> {
info!("inside: {}", inside);
let delta_y = invariant * math.pow(inside, weight_x).call().await? / iwad - reserve_y;
info!("delta_y: {}", delta_y);
let gamma = iwad - (I256::from_raw(self.swap_fee().await?)) * I256::from(10u128.pow(14));
info!("gamma: {}", gamma);
let delta_y = delta_y * gamma / iwad;

Ok(delta_y.into_raw())
}
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