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Bug: getMarginalPriceSwapStableIn #17

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Alexangelj opened this issue Dec 23, 2021 · 1 comment
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Bug: getMarginalPriceSwapStableIn #17

Alexangelj opened this issue Dec 23, 2021 · 1 comment
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@Alexangelj
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Alexangelj commented Dec 23, 2021 •
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rmm-math/src/ReplicationMath.ts

Lines 233 to 234 in 8a6189e

const step5 = step0 * (1 / strike)
const step6 = quantilePrime(step5)

Should be:

quantilePrime(input) * 1 / K

ref: https://github.com/primitivefinance/rmms-py/blob/1497a6e4c50c361dcec9001b156126fbafd06d26/modules/cfmm.py#L194-L195
Alexangelj added a commit that referenced this issue Dec 29, 2021
@Alexangelj
fix(#17): marginal price math error
ba8a319
Alexangelj added a commit that referenced this issue Dec 29, 2021
@Alexangelj
Merge pull request #18 from primitivefinance/fix/marginal-price
9873343 
fix(#17): marginal price math error
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🎉 This issue has been resolved in version 1.6.0-true.1 🎉

The release is available on:

Your semantic-release bot 📦🚀

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