vault

package
v1.1.1 Latest Latest
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 Go to latest Published: Jul 10, 2025 License: AGPL-3.0 Imports: 4 Imported by: 0

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Index

Constants

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Variables

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Functions

func SkewAntiderivative 

func SkewAntiderivative(
	skewFactorPpm uint32,
	leverage *big.Rat,
) *big.Rat

SkewAntiderivative returns the antiderivative of skew given a vault's skew factor and leverage. skew_antiderivative = skew_factor * leverage^2 + skew_factor^2 * leverage^3 / 3

func SpreadPpm 

func SpreadPpm(
	quotingParams *types.QuotingParams,
	marketParam *pricestypes.MarketParam,
) uint32

SpreadPpm returns the spread that a vault should quote at given its quoting params and corresponding market param. spread_ppm = max(spread_min_ppm, spread_buffer_ppm + min_price_change_ppm)

Types

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Source Files

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