Feat/new solver #136
Closed
Feat/new solver #136
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
* initial flash swap * fix: stack too deep issue in DFMM swap * fix: downscale amountIn in balance check in flashswap * fix: move downscaledAmount variable around to avoid stack too deep error * chore: update swapCallback NatSpec * test: add flashswap related tests --------- Co-authored-by: clemlak <clementlakhal@gmail.com> Co-authored-by: Matt Czernik <matt.czernik@gmail.com>
* add `CoveredCall` strategy which is a `LogNormal` with `tau` reintroduced and parameterization tailored to covered call use case * fix covered call swap logic * add same test coverage as lognormal * handle case where timestamp > maturity in swap * fix compute price functions to use sigmaSqrtTau instead of just sigma * add getInvariant function for testing * capital efficiency test * add option to compute init data for covered call given amountY * use initGivenY for cap efficiency tests * test with 0.5 sigma and fix init test * fix broken coveredcall tests, rm init_log_state test (was redundant) * rm unused sqrt implementation, increase the percentage we increase and decrease approximated bounds in simulated swap logic * fix swap invocations to pass empty bytes as last argument
|
Changes are captured in #139 so im closing this |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
No description provided.