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sdk: calculate-spread-bn-add-amm-spread-adjustment #1672

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Merged
merged 4 commits into from
Jun 14, 2025
Merged

sdk: calculate-spread-bn-add-amm-spread-adjustment #1672

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sdk: calculate-spread-bn-add-amm-spread-adjustment
0xbigz Jun 14, 2025
e5ea909
corect sign
0xbigz Jun 14, 2025
bf4fa2a
add math max 1
0xbigz Jun 14, 2025
df667a9
prettify
0xbigz Jun 14, 2025
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30 changes: 25 additions & 5 deletions sdk/src/math/amm.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -547,11 +547,11 @@ export function calculateVolSpreadBN(
.add(oracleStd)
.mul(PERCENTAGE_PRECISION)
.div(reservePrice)
.div(new BN(4));
.div(new BN(2));
const volSpread = BN.max(lastOracleConfPct, marketAvgStdPct.div(new BN(2)));

const clampMin = PERCENTAGE_PRECISION.div(new BN(100));
const clampMax = PERCENTAGE_PRECISION;
const clampMax = PERCENTAGE_PRECISION.mul(new BN(16)).div(new BN(10));

const longVolSpreadFactor = clampBN(
longIntensity.mul(PERCENTAGE_PRECISION).div(BN.max(ONE, volume24H)),
Expand All @@ -568,7 +568,7 @@ export function calculateVolSpreadBN(
let confComponent = lastOracleConfPct;

if (lastOracleConfPct.lte(PRICE_PRECISION.div(new BN(400)))) {
confComponent = lastOracleConfPct.div(new BN(20));
confComponent = lastOracleConfPct.div(new BN(10));
}

const longVolSpread = BN.max(
Expand Down Expand Up @@ -845,8 +845,28 @@ export function calculateSpread(
amm.shortIntensityVolume,
amm.volume24H
);
const longSpread = spreads[0];
const shortSpread = spreads[1];
let longSpread = spreads[0];
let shortSpread = spreads[1];

if (amm.ammSpreadAdjustment > 0) {
longSpread = Math.max(
longSpread + (longSpread * amm.ammSpreadAdjustment) / 100,
1
);
shortSpread = Math.max(
shortSpread + (shortSpread * amm.ammSpreadAdjustment) / 100,
1
);
} else if (amm.ammSpreadAdjustment < 0) {
longSpread = Math.max(
longSpread - (longSpread * -amm.ammSpreadAdjustment) / 100,
1
);
shortSpread = Math.max(
shortSpread - (shortSpread * -amm.ammSpreadAdjustment) / 100,
1
);
}

return [longSpread, shortSpread];
}
Expand Down
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