QuantAMMMathMovingAverage

Git Source

Inherits:ScalarRuleQuantAMMStorage

Contains the logic for calculating the moving average of the pool price and storing the moving averages

State Variables

ONE

int256 private constant ONE = 1 * 1e18;

movingAverages

mapping(address => int256[]) public movingAverages;

Functions

getMovingAverages

View function to get the moving averages for a given pool

function getMovingAverages(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 moving averages as an array of int256

_calculateQuantAMMMovingAverage

Calculates the new moving average value, i.e. p̅(t) = p̅(t - 1) + (1 - λ)(p(t) - p̅(t - 1))

function _calculateQuantAMMMovingAverage(
    int256[] memory _prevMovingAverage,
    int256[] memory _newData,
    int128[] memory _lambda,
    uint256 _numberOfAssets
) internal pure returns (int256[] memory);

Parameters

Name	Type	Description
_prevMovingAverage	int256[]	p̅(t - 1)
_newData	int256[]	p(t)
_lambda	int128[]	λ
_numberOfAssets	uint256	number of assets in the pool

Returns

Name	Type	Description
<none>	int256[]	p̅(t) avertage price of the pool

_setInitialMovingAverages

function _setInitialMovingAverages(
    address _poolAddress,
    int256[] memory _initialMovingAverages,
    uint256 _numberOfAssets
) internal;

Parameters

Name	Type	Description
_poolAddress	address	address of pool being initialised
_initialMovingAverages	int256[]	array of initial moving averages
_numberOfAssets	uint256	number of assets in the pool