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enforce positive invariant and max EPSILON for trading functions #15

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Autoparallel opened this issue Feb 22, 2024 · 0 comments
Open

enforce positive invariant and max EPSILON for trading functions #15

Autoparallel opened this issue Feb 22, 2024 · 0 comments
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@kinrezC
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📃 contracts Anything related to the DFMM contracts (or strategies) 🧹 improvement Code improvements or cleanup
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🔍 Contracts Audit

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@Autoparallel
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Idea

When we have our bisection yield us a value now that is validated -EPSILON < invariant < EPSILON we need to instead take:

  • 0<= invariant < epsilon (which means adjusting how we do bisection a bit)
  • epsilon< MAX where MAX is chosen such that the trading curve maintains convexity.
@Autoparallel Autoparallel added the 🧹 improvement Code improvements or cleanup label Feb 22, 2024
@0xJepsen 0xJepsen added this to the 🔍 Contracts Audit milestone Feb 24, 2024
@clemlak clemlak self-assigned this Feb 28, 2024
@clemlak clemlak added the 📃 contracts Anything related to the DFMM contracts (or strategies) label Feb 28, 2024
@0xJepsen 0xJepsen assigned kinrezC and unassigned clemlak Mar 4, 2024
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@kinrezC kinrezC

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📃 contracts Anything related to the DFMM contracts (or strategies) 🧹 improvement Code improvements or cleanup
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@kinrezC @Autoparallel @clemlak @0xJepsen