curve Y for twa price

BeanstalkFarms · Apr 17, 2024 · 20d7d9c · 20d7d9c
1 parent 2e7884d
commit 20d7d9c
Showing 1 changed file with 50 additions and 48 deletions.
diff --git a/projects/subgraph-bean/src/utils/price/CurvePrice.ts b/projects/subgraph-bean/src/utils/price/CurvePrice.ts
@@ -1,6 +1,6 @@
-import { Address, BigDecimal, BigInt } from "@graphprotocol/graph-ts";
+import { Address, BigDecimal, BigInt, log } from "@graphprotocol/graph-ts";
 import { Bean3CRV } from "../../../generated/Bean3CRV-V1/Bean3CRV";
-import { BI_10, ONE_BI, toDecimal, ZERO_BD, ZERO_BI } from "../../../../subgraph-core/utils/Decimals";
+import { BD_10, BI_10, ONE_BI, toDecimal, ZERO_BD, ZERO_BI } from "../../../../subgraph-core/utils/Decimals";
 import { BEAN_3CRV_V1, BEAN_LUSD_V1, CALCULATIONS_CURVE, CRV3_POOL_V1, LUSD, LUSD_3POOL } from "../../../../subgraph-core/utils/Constants";
 import { CalculationsCurve } from "../../../generated/Bean3CRV-V1/CalculationsCurve";
 import { ERC20 } from "../../../generated/Bean3CRV-V1/ERC20";
@@ -79,18 +79,27 @@ export function curveTwaDeltaBAndPrice(twaBalances: BigInt[], beanPool: Address,
   const xp = [twaBalances[0].times(BI_10.pow(12)), twaBalances[1].times(other_A).div(BI_10.pow(18))];
 
   const D = getD(xp, bean_A);
+  const y = getY(xp[0].plus(BI_10.pow(12)), xp, bean_A, D);
+
+  log.debug("curve D {}", [D.toString()]);
+  log.debug("curve y {}", [y.toString()]);
+  log.debug("curve deltaB calculated {}", [D.div(BigInt.fromU32(2)).div(BI_10.pow(12)).minus(twaBalances[0]).toString()]);
+  log.debug("curve deltaB simple {}", [curveDeltaB(beanPool, twaBalances[0]).toString()]);
+  log.debug("curve xp[0] {}", [xp[0].toString()]);
+  log.debug("curve xp[1] {}", [xp[1].toString()]);
 
   return {
     deltaB: D.div(BigInt.fromU32(2)).div(BI_10.pow(12)).minus(twaBalances[0]),
-    price: ZERO_BD // TODO
+    price: BigDecimal.fromString(xp[1].minus(y).minus(ONE_BI).toString()).div(BigDecimal.fromString("1000000000000000000"))
   };
 }
 
+// These are the same for both the 3crv and lusd pools
+const A_PRECISION = BigInt.fromU32(100);
+const N_COINS = BigInt.fromU32(2);
+
 // Generated from functions in LibCurve.sol
 function getD(xp: BigInt[], a: BigInt): BigInt {
-  const A_PRECISION = BigInt.fromU32(100);
-  const N_COINS = BigInt.fromU32(2);
-
   let S: BigInt = BigInt.fromString("0");
   let Dprev: BigInt;
   let D: BigInt = BigInt.fromString("0");
@@ -122,45 +131,38 @@ function getD(xp: BigInt[], a: BigInt): BigInt {
   throw new Error("Price: Convergence false");
 }
 
-// // Based on get_y from dune query here https://dune.com/queries/3561823/5993924
-// export function get_y(i: i32, j: i32, x: f64, xp: Array<f64>, amp: f64, n_coins: i32, a_precision: i32): f64 {
-//   let su: f64 = 0;
-//   let _x: f64 = 0;
-//   let y_prev: f64 = 0;
-//   let c: f64;
-//   let ann: f64;
-//   let d: f64;
-//   let b: f64;
-//   let y: f64;
-
-//   d = get_D(xp, amp, n_coins, a_precision);
-//   c = d;
-//   ann = amp * n_coins;
-
-//   for (let _i = 0; _i < n_coins; _i++) {
-//       if (_i == i) {
-//           _x = x;
-//           su += _x;
-//           c = c * d / (_x * n_coins);
-//       } else if (_i != j) {
-//           _x = xp[i];
-//           su += _x;
-//           c = c * d / (_x * n_coins);
-//       }
-//   }
-
-//   c = c * d * a_precision / (ann * n_coins);
-//   b = su + d * a_precision / ann;
-//   y = d;
-
-//   for (let _i = 0; _i < 255; _i++) {
-//       y_prev = y;
-//       y = (y * y + c) / (2 * y + b - d);
-
-//       if ((y > y_prev && y - y_prev <= 1) || (y_prev > y && y_prev - y <= 1)) {
-//           return y;
-//       }
-//   }
-
-//   return -1;
-// }
+const i = 0;
+const j = 1;
+
+function getY(x: BigInt, xp: BigInt[], a: BigInt, D: BigInt): BigInt {
+  let S_: BigInt = BigInt.fromString("0");
+  let _x: BigInt = BigInt.fromString("0");
+  let y_prev: BigInt;
+  let y: BigInt = D;
+  let c: BigInt = D;
+  let Ann: BigInt = a.times(N_COINS);
+
+  // Calculate c considering each element in xp
+  for (let _i = 0; _i < N_COINS.toU32(); ++_i) {
+    if (_i == i) _x = x;
+    else if (_i != j) _x = xp[_i];
+    else continue;
+    S_ = S_.plus(_x);
+    c = c.times(D).div(_x.times(N_COINS));
+  }
+
+  c = c.times(D).times(A_PRECISION).div(Ann.times(N_COINS));
+  let b: BigInt = S_.plus(D.times(A_PRECISION).div(Ann));
+
+  for (let _i = 0; _i < 255; ++_i) {
+    y_prev = y;
+    y = y
+      .times(y)
+      .plus(c)
+      .div(y.times(BigInt.fromString("2")).plus(b).minus(D));
+    if (y == y_prev || y.minus(y_prev) == ONE_BI || y_prev.minus(y) == ONE_BI) {
+      return y;
+    }
+  }
+  throw new Error("Price: Convergence false");
+}