Merge pull request #117 from primitivefinance/fix/log-normal-trading-…

…function fix: rounding direction in computeTradingFunction in LogNormalMath
primitivefinance · Apr 3, 2024 · 32f9862 · 32f9862
2 parents af5c660 + 89e1a96
commit 32f9862
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/src/LogNormal/LogNormalMath.sol b/src/LogNormal/LogNormalMath.sol
@@ -22,7 +22,7 @@ function computeTradingFunction(
     LogNormalParams memory params
 ) pure returns (int256) {
     int256 a = Gaussian.ppf(int256(rX.divWadDown(L)));
-    int256 b = Gaussian.ppf(int256(rY.divWadDown(L.mulWadDown(params.mean))));
+    int256 b = Gaussian.ppf(int256(rY.divWadDown(L.mulWadUp(params.mean))));
     return a + b + int256(params.width);
 }