QuantAMMGradientBasedRule

Git Source

Inherits:ScalarRuleQuantAMMStorage

This contract is abstract and needs to be inherited and implemented to be used.

State Variables

ONE

int256 private constant ONE = 1 * 1e18;

THREE

int256 private constant THREE = 3 * 1e18;

intermediateGradientStates

mapping(address => int256[]) internal intermediateGradientStates;

Functions

getIntermediateGradientState

View function to get the intermediate gradient state for a given pool

function getIntermediateGradientState(address poolAddress, uint256 numberOfAssets)
    external
    view
    returns (int256[] memory);

Parameters

Name	Type	Description
poolAddress	address	The address of the pool
numberOfAssets	uint256	The number of assets in the pool

Returns

Name	Type	Description
<none>	int256[]	The unpacked intermediate gradient state as an array of int256

_calculateQuantAMMGradient

function _calculateQuantAMMGradient(int256[] memory _newData, QuantAMMPoolParameters memory _poolParameters)
    internal
    returns (int256[] memory);

Parameters

Name	Type	Description
_newData	int256[]	p(t)
_poolParameters	QuantAMMPoolParameters	pool parameters

_setGradient

function _setGradient(address poolAddress, int256[] memory _initialValues, uint256 _numberOfAssets) internal;

Parameters

Name	Type	Description
poolAddress	address	the pool address being initialised
_initialValues	int256[]	the values passed in during the creation of the pool
_numberOfAssets	uint256	the number of assets in the pool being initialised

Structs

QuantAMMGradientLocals

Struct to store local variables for the gradient calculation

struct to avoind stack to deep issues

struct QuantAMMGradientLocals {
    int256 mulFactor;
    int256 intermediateValue;
    int256 secondIntermediateValue;
    uint256 secondIndex;
    uint256 storageArrayIndex;
    int256[] finalValues;
    int256[] intermediateGradientState;
}

Properties

Name	Type	Description
mulFactor	int256	λ^3 / (1 - λ)
intermediateValue	int256	intermediate value during a gradient calculation
secondIntermediateValue	int256	second intermediate value during a gradient calculation
secondIndex	uint256	index of the second intermediate value
storageArrayIndex	uint256	index of the storage array
finalValues	int256[]	final values of the gradient
intermediateGradientState	int256[]	intermediate state during a gradient calculation