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fix: revamp multipoolAutoswap: liquidity bug, in vs. out prices
distinguish prices for stated input from prices for stated output. provide swapIn/swapOut to distinguish stated In/Out prices ensure proportionality is enforced when adding liquidity re-use the test jig match the autoswap API Tests for all combinations of swapIn/Out to/from central pool and trading secondary currencies Update documentation
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71 changes: 53 additions & 18 deletions
71
packages/zoe/src/contracts/multipoolAutoswap/getCurrentPrice.js
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,47 +1,82 @@ | ||
| import '../../../exported'; | ||
|
|
||
| /** | ||
| * Build functions to calculate prices for multipoolAutoswap. Two methods are | ||
| * returned. In one the caller specifies the amount they will pay, and in the | ||
| * other they specify the amount they wish to receive. | ||
| * | ||
| * @param {(brand: Brand) => boolean} isSecondary | ||
| * @param {(brand: Brand) => boolean} isCentral | ||
| * @param {(brand: Brand) => Pool} getPool | ||
| */ | ||
|
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| import '../../../exported'; | ||
|
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| export const makeGetCurrentPrice = (isSecondary, isCentral, getPool) => { | ||
| /** | ||
| * `getCurrentPrice` calculates the result of a trade, given a certain | ||
| * `getOutputForGivenInput` calculates the result of a trade, given a certain | ||
| * amount of digital assets in. | ||
| * @param {Amount} amountIn - the amount of digital assets to be | ||
| * sent in | ||
| * @param {Brand} brandOut - the brand of the requested payment. | ||
| * @param {Amount} amountIn - the amount of digital | ||
| * assets to be sent in | ||
| * @param {Brand} brandOut - The brand of asset desired | ||
| * @return {Amount} the amount that would be paid out at the current price. | ||
| */ | ||
| // eslint-disable-next-line consistent-return | ||
| const getCurrentPrice = (amountIn, brandOut) => { | ||
| // BrandIn could either be the central token brand, or one of | ||
| // the secondary token brands. | ||
| const getOutputForGivenInput = (amountIn, brandOut) => { | ||
| const { brand: brandIn, value: inputValue } = amountIn; | ||
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| if (isCentral(brandIn) && isSecondary(brandOut)) { | ||
| return getPool(brandOut).getCurrentPrice(true, inputValue); | ||
| return getPool(brandOut).getCentralToSecondaryInputPrice(inputValue); | ||
| } | ||
|
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| if (isSecondary(brandIn) && isCentral(brandOut)) { | ||
| return getPool(brandIn).getSecondaryToCentralInputPrice(inputValue); | ||
| } | ||
|
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| if (isSecondary(brandIn) && isSecondary(brandOut)) { | ||
| // We must do two consecutive calls to get the price: from | ||
| // the brandIn to the central token, then from the central | ||
| // token to the brandOut. | ||
| const centralTokenAmount = getPool( | ||
| brandIn, | ||
| ).getSecondaryToCentralInputPrice(inputValue); | ||
| return getPool(brandOut).getCentralToSecondaryInputPrice( | ||
| centralTokenAmount.value, | ||
| ); | ||
| } | ||
|
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| throw new Error(`brands were not recognized`); | ||
| }; | ||
|
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| /** | ||
| * `getInputForGivenOutput` calculates the amount of assets required to be | ||
| * provided in order to obtain a specified gain. | ||
| * @param {Amount} amountOut - the amount of digital assets desired | ||
| * @param {Brand} brandIn - The brand of asset desired | ||
| * @return {Amount} The amount required to be paid in order to gain amountOut | ||
| */ | ||
| const getInputForGivenOutput = (amountOut, brandIn) => { | ||
| const { brand: brandOut, value: outputValue } = amountOut; | ||
|
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| if (isCentral(brandIn) && isSecondary(brandOut)) { | ||
| return getPool(brandOut).getCentralToSecondaryOutputPrice(outputValue); | ||
| } | ||
|
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| if (isSecondary(brandIn) && isCentral(brandOut)) { | ||
| return getPool(brandIn).getCurrentPrice(false, inputValue); | ||
| return getPool(brandIn).getSecondaryToCentralOutputPrice(outputValue); | ||
| } | ||
|
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| if (isSecondary(brandIn) && isSecondary(brandOut)) { | ||
| // We must do two consecutive `getCurrentPrice` calls: from | ||
| // We must do two consecutive calls to get the price: from | ||
| // the brandIn to the central token, then from the central | ||
| // token to the brandOut. | ||
| const centralTokenAmount = getPool(brandIn).getCurrentPrice( | ||
| false, | ||
| inputValue, | ||
| const centralTokenAmount = getPool( | ||
| brandIn, | ||
| ).getSecondaryToCentralOutputPrice(outputValue); | ||
| return getPool(brandOut).getCentralToSecondaryOutputPrice( | ||
| centralTokenAmount.value, | ||
| ); | ||
| return getPool(brandOut).getCurrentPrice(true, centralTokenAmount.value); | ||
| } | ||
|
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| throw new Error(`brands were not recognized`); | ||
| }; | ||
|
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| return getCurrentPrice; | ||
| return { getOutputForGivenInput, getInputForGivenOutput }; | ||
| }; |
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