UpdateRule

Git Source

Inherits:QuantAMMMathGuard, QuantAMMMathMovingAverage, IUpdateRule

Contains the logic for calculating the new weights of a QuantAMM pool and protections, must be implemented by all rules used in quantAMM

State Variables

REQ_PREV_MAVG_VAL

uint16 private constant REQ_PREV_MAVG_VAL = 1;

updateWeightRunner

address private immutable updateWeightRunner;

name

string public name;

parameterDescriptions

string[] public parameterDescriptions;

Functions

constructor

constructor(address _updateWeightRunner);

CalculateNewWeights

function CalculateNewWeights(
    int256[] calldata _prevWeights,
    int256[] calldata _data,
    address _pool,
    int256[][] calldata _parameters,
    uint64[] calldata _lambdaStore,
    uint64 _epsilonMax,
    uint64 _absoluteWeightGuardRail
) external returns (int256[] memory updatedWeights);

Parameters

Name	Type	Description
_prevWeights	int256[]	the previous weights retrieved from the vault
_data	int256[]	the latest data from the signal, usually price
_pool	address	the target pool address
_parameters	int256[][]	the parameters of the rule that are not lambda
_lambdaStore	uint64[]	either vector or scalar lambda
_epsilonMax	uint64	the maximum weights can change in a given update interval
_absoluteWeightGuardRail	uint64	the minimum weight a token can have

_getWeights

Function that has to be implemented by update rules. Given previous weights, current data, and current gradient of the data, calculate the new weights.

function _getWeights(
    int256[] calldata _prevWeights,
    int256[] memory _data,
    int256[][] calldata _parameters,
    QuantAMMPoolParameters memory _poolParameters
) internal virtual returns (int256[] memory newWeights);

Parameters

Name	Type	Description
_prevWeights	int256[]	w(t - 1), the weights at the previous timestamp
_data	int256[]	p(t), the data at the current timestamp, usually referring to prices (but could also be other values that are returned by an oracle)
_parameters	int256[][]	Arbitrary values that parametrize the rule, interpretation depends on rule
_poolParameters	QuantAMMPoolParameters	PoolParameters

Returns

Name	Type	Description
newWeights	int256[]	w(t), the updated weights

_requiresPrevMovingAverage

function _requiresPrevMovingAverage() internal pure virtual returns (uint16);

_setInitialIntermediateValues

function _setInitialIntermediateValues(address _poolAddress, int256[] memory _initialValues, uint256 _numberOfAssets)
    internal
    virtual;

Parameters

Name	Type	Description
_poolAddress	address	address of pool being initialised
_initialValues	int256[]	the initial intermediate values to be saved
_numberOfAssets	uint256	the number of assets in the pool

initialisePoolRuleIntermediateValues

top level initialisation function to be called during pool registration

function initialisePoolRuleIntermediateValues(
    address _poolAddress,
    int256[] memory _newMovingAverages,
    int256[] memory _newInitialValues,
    uint256 _numberOfAssets
) external;

Parameters

Name	Type	Description
_poolAddress	address	address of pool being initialised
_newMovingAverages	int256[]	the initial moving averages to be saved
_newInitialValues	int256[]	the initial intermediate values to be saved
_numberOfAssets	uint256	the number of assets in the pool

validParameters

Check if the given parameters are valid for the rule

function validParameters(int256[][] calldata parameters) external view virtual returns (bool);

Structs

QuantAMMUpdateRuleLocals

Struct to store local variables for the update rule

struct to avoid stack too deep issues

struct QuantAMMUpdateRuleLocals {
    uint256 i;
    uint256 nMinusOne;
    uint256 numberOfAssets;
    bool requiresPrevAverage;
    uint256 intermediateMovingAverageStateLength;
    int256[] currMovingAverage;
    int256[] updatedMovingAverage;
    int256[] calculationMovingAverage;
    int256[] intermediateGradientState;
    int256[] unGuardedUpdatedWeights;
    int128[] lambda;
    uint256 secondIndex;
    uint256 storageIndex;
    uint256 lastAssetIndex;
}

Properties

Name	Type	Description
i	uint256	index for looping
nMinusOne	uint256	number of assets minus one
numberOfAssets	uint256	number of assets in the pool
requiresPrevAverage	bool	boolean to determine if the rule requires the previous moving average
intermediateMovingAverageStateLength	uint256	length of the intermediate moving average state
currMovingAverage	int256[]	current moving average
updatedMovingAverage	int256[]	updated moving average
calculationMovingAverage	int256[]	moving average used in the calculation
intermediateGradientState	int256[]	intermediate gradient state
unGuardedUpdatedWeights	int256[]	unguarded updated weights
lambda	int128[]	lambda values
secondIndex	uint256	second index for looping
storageIndex	uint256	storage index for moving averages
lastAssetIndex	uint256	last asset index