QuantAMMMathGuard

Git Source

This contract implements the guard rails for QuantAMM weights updates as described in the QuantAMM whitepaper.

State Variables

ONE

int256 private constant ONE = 1 * 1e18;

TWO

int256 private constant TWO = 2 * 1e18;

Functions

_guardQuantAMMWeights

Guards QuantAMM weights updates

function _guardQuantAMMWeights(
    int256[] memory _weights,
    int256[] calldata _prevWeights,
    int256 _epsilonMax,
    int256 _absoluteWeightGuardRail
) internal pure returns (int256[] memory guardedNewWeights);

Parameters

Name	Type	Description
_weights	int256[]	Raw weights to be guarded and normalized
_prevWeights	int256[]	Previous weights to be used for normalization
_epsilonMax	int256	Maximum allowed change in weights per update step (epsilon) in the QuantAMM whitepaper
_absoluteWeightGuardRail	int256	Minimum allowed weight in the QuantAMM whitepaper

_clampWeights

Applies guard rails (min value, max value) to weights and returns the normalized weights

there are some edge cases where the clamping might result to break the guard rail. This is known and the last interpolation block logic in the update weight runner is an ultimate guard against this.

function _clampWeights(int256[] memory _weights, int256 _absoluteWeightGuardRail)
    internal
    pure
    returns (int256[] memory);

Parameters

Name	Type	Description
_weights	int256[]	Raw weights
_absoluteWeightGuardRail	int256

Returns

Name	Type	Description
<none>	int256[]	Clamped weights

_normalizeWeightUpdates

Normalizes the weights to ensure that the sum of the weights is equal to 1

function _normalizeWeightUpdates(int256[] memory _prevWeights, int256[] memory _newWeights, int256 _epsilonMax)
    internal
    pure
    returns (int256[] memory);

Parameters

Name	Type	Description
_prevWeights	int256[]	Previous weights
_newWeights	int256[]	New weights
_epsilonMax	int256	Maximum allowed change in weights per update step (epsilon) in the QuantAMM whitepaper

_pow

Raises SD59x18 number x to an arbitrary SD59x18 number y

Calculates (2^(log2(x)))^y == x^y == 2^(log2(x) * y)

function _pow(int256 _x, int256 _y) internal pure returns (int256 result);

Parameters

Name	Type	Description
_x	int256	Base
_y	int256	Exponent

Returns

Name	Type	Description
result	int256	x^y