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fix open long delta calculations and add tests #178

Merged
merged 6 commits into from
Jul 22, 2024
Merged

fix open long delta calculations and add tests #178

merged 6 commits into from
Jul 22, 2024

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dpaiton
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@dpaiton dpaiton commented Jul 16, 2024 •
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Resolved Issues

working towards #171 and #21

Description

  • The code for calculating pool deltas & state after opening a long did not correctly account for the gov fee's impact on the share reserves. I fixed this and added a test to demonstrate the failure
  • I added a similar test on the short side, which almost passes with equality (seems there is a rounding error)
  • I renamed some functions, cleaned up some comments, fixed some typos

@dpaiton dpaiton changed the title new tests fix calculate_pool_share_bond_deltas_after_open_long and long_trade_needed_given_reserves and add tests Jul 16, 2024
@dpaiton dpaiton changed the title fix calculate_pool_share_bond_deltas_after_open_long and long_trade_needed_given_reserves and add tests fix open long fns and add tests Jul 16, 2024
@dpaiton dpaiton force-pushed the dpaiton/long-tests branch 5 times, most recently from ab6ee98 to a4252ad Compare July 16, 2024 20:52
@dpaiton dpaiton changed the title fix open long fns and add tests fix long functions and add tests Jul 16, 2024
@dpaiton dpaiton force-pushed the dpaiton/long-tests branch 2 times, most recently from 4258923 to e095c56 Compare July 16, 2024 21:33
@dpaiton dpaiton changed the title fix long functions and add tests fix open long delta calculations and add tests Jul 16, 2024
@dpaiton dpaiton marked this pull request as ready for review July 16, 2024 21:39
@dpaiton dpaiton enabled auto-merge (squash) July 17, 2024 16:44
ryangoree
ryangoree approved these changes Jul 22, 2024
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reviewed in #180

@dpaiton dpaiton merged commit 2d56ace into main Jul 22, 2024
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@dpaiton dpaiton deleted the dpaiton/long-tests branch July 22, 2024 19:39
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@ryangoree ryangoree ryangoree approved these changes

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