Created
July 20, 2024 09:19
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| --------------Init | |
| >> payoff | long 5e-05, short 5e-05 | |
| LC: 1.0 SC: 1.0 | |
| LP value 3000, liquidity 0.0 | |
| K 3 Reserve: 0.0001 alpha:5e-05 beta:5e-05 | |
| LC 1.0 SC 1.0 | |
| x %s p %s 1.0 3000 | |
| --------------LP added | |
| >> payoff | long 5e-05, short 5e-05 | |
| LC: 79.37010551174308 SC: 0.012599202099486268 | |
| LP value 0.027777888888809076, liquidity 50.0 | |
| K 3 Reserve: 50.0001 alpha:5e-05 beta:5e-05 | |
| LC 79.37010551174308 SC 0.012599202099486268 | |
| --------------OPEN SHORT | |
| >>>x 1.0 | |
| >>> new_psi: 100.00005, psi: 5e-05, delta_rl: 100 | |
| before adjusting beta, 5e-05 | |
| after adjusting beta, 5e-05 | |
| 1. after adjusting beta, 5e-05 | |
| 1. after adjusting beta, 5e-05 | |
| >> payoff | long 5e-05, short 100.00005 | |
| LC: 114.47144969342179 SC: 1.1447141153629734 | |
| LP value 1.1111058286773311e-07, liquidity 50.0 | |
| K 3 Reserve: 150.0001 alpha:5e-05 beta:112.5000375000125 | |
| LC 114.47144969342179 SC 1.1447141153629734 | |
| 🫠 psi: 100.00005 amt: 100.0, totalS: 100.00005 | |
| position value: 100.00000000000001 | |
| -------------apply funding | |
| {'dt': 1} {'phi': 5e-05} {'psi': 100.00005} | |
| 🏗️ aa 0.8705505632961241 dt: 1, h: 5 | |
| 🏗️ pp 0.12944943670387588 cc 0.6666662222225185 | |
| 😅 prem: 8.629961008598942 & prem_co: 9.99999000001e-07 | |
| {'new_phi': 5.8629952378646565e-05} {'new_psi': 91.37008899140106} | |
| >> payoff | long 5.8629952378646565e-05, short 91.37008899140106 | |
| LC: 108.55437647880147 SC: 1.0855434029403346 | |
| LP value 1.3028839634532055e-07, liquidity 58.629952378646564 | |
| K 3 Reserve: 150.0001 alpha:5.8629952378646565e-05 beta:95.9407546278221 | |
| LC 108.55437647880147 SC 1.0855434029403346 | |
| 🫠 psi: 91.37008899140106 amt: 100.0, totalS: 100.00005 | |
| position value: 91.3700433063794 | |
| --------------CLOSE SHORT | |
| >>>SHORT: 100.0 | |
| self.pool.short(x): 91.37008899140106 x: 1.0, self.short: 100.00005 | |
| >>>redeemed value: 91.3700433063794 | |
| perp_tokens: 100.0, short_qty: 100.00005 | |
| >>> new_psi: 4.5685021660801794e-05, psi: 91.37008899140106, delta_rl: -91.3700433063794 | |
| before adjusting beta, 91.37008899140106 | |
| after adjusting beta, 91.37008899140106 | |
| 1. after adjusting beta, 91.37008899140106 | |
| 1. after adjusting beta, 91.37008899140106 | |
| >> payoff | long 5.8629952378646565e-05, short 4.5685021660801794e-05 | |
| LC: 79.37009967036852 SC: 0.011593854316219086 | |
| LP value 0.04180173310076657, liquidity 58.629952378646564 | |
| K 3 Reserve: 58.6300566936206 alpha:5.8629952378646565e-05 beta:4.5685021660801794e-05 | |
| LC 79.37009967036852 SC 0.011593854316219086 | |
| -------------apply funding | |
| {'dt': 98} {'phi': 5.8629952378646565e-05} {'psi': 4.5685021660801794e-05} | |
| 🏗️ aa 1.2583808047989777e-06 dt: 98, h: 5 | |
| 🏗️ pp 0.9999987416191952 cc 2.207900085358996e-07 | |
| 😅 prem: 1.294489139651741e-11 & prem_co: 7.792089914652724e-07 | |
| {'new_phi': 5.862993943375517e-05} {'new_psi': 4.5685021660811884e-05} | |
| >> payoff | long 5.862993943375517e-05, short 4.5685021660811884e-05 | |
| LC: 79.37010551173702 SC: 0.01159385431621994 | |
| LP value 0.04180173310076657, liquidity 58.62995237865951 | |
| K 3 Reserve: 58.6300566936206 alpha:5.862993943375517e-05 beta:4.5685021660811884e-05 | |
| LC 79.37010551173702 SC 0.01159385431621994 | |
| 🫠 psi: 4.5685021660811884e-05 amt: 100.0, totalS: 5.000000000165983e-05 | |
| position value: 91.37004331859059 |
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