From ac771ef5486c9993227adc57bfc50ac279b76497 Mon Sep 17 00:00:00 2001
From: Colin Roberts <colin@primitive.xyz>
Date: Wed, 11 Oct 2023 13:36:18 -0600
Subject: [PATCH] fix gamma

---
 box-simulation/src/agents/arbitrageur/mod.rs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/box-simulation/src/agents/arbitrageur/mod.rs b/box-simulation/src/agents/arbitrageur/mod.rs
index 8f98a7907..b6b42c83b 100644
--- a/box-simulation/src/agents/arbitrageur/mod.rs
+++ b/box-simulation/src/agents/arbitrageur/mod.rs
@@ -116,7 +116,7 @@ impl<S: Strategy> Arbitrageur<S> {
         let g3m_price_wad = self.strategy.get_spot_price().await?;
         info!("g3m_price_wad: {:?}", g3m_price_wad);
 
-        let gamma_wad = WAD - self.strategy.swap_fee().await?;
+        let gamma_wad = WAD - (self.strategy.swap_fee().await?) * U256::from(10u128.pow(14));
         info!("gamma_wad: {:?}", gamma_wad);
 
         // Compute the no-arbitrage bounds.