def test_calc_due_token_protocol_swap_fee_amount_two_tokens(weightedmath_test): # Returns protocl swap fees normalized_weights = [Decimal(0.3), Decimal(0.7)] balances = [Decimal(10), Decimal(11)] last_invariant = Decimal(10) token_index = 1 current_invariant = Decimal(10.689930449163329926) protocol_swap_fee_percentage = Decimal(0.1) result = WeightedMath.calc_due_token_protocol_swap_fee_amount(balances[token_index], normalized_weights[token_index], last_invariant, current_invariant, protocol_swap_fee_percentage) assert isinstance(result, Decimal) expected = Decimal(0.099999999999999999933) assert expectEqualWithError(result,expected) # With large accumulated fees, caps the invariant growth normalized_weights = [Decimal(0.3), Decimal(0.7)] balances = [Decimal(10), Decimal(11)] token_index = 1 current_invariant = Decimal(10.689930449163329926) last_invariant = current_invariant/Decimal(2) protocol_swap_fee_percentage = Decimal(0.1) result = WeightedMath.calc_due_token_protocol_swap_fee_amount(balances[token_index], normalized_weights[token_index], last_invariant, current_invariant, protocol_swap_fee_percentage) assert isinstance(result, Decimal) expected = Decimal(0.439148057504926669190) assert expectEqualWithError(result,expected)
def swap(self,
token_in: str,
token_out: str,
amount: Decimal,
given_in: bool = True):
assert len(self._weights) == len(self._balances)
if (isinstance(amount, int) or isinstance(amount, float)):
amount = Decimal(amount)
elif (not isinstance(amount, Decimal)):
raise Exception("INCORRECT_TYPE")
factory_fee = amount * self._swap_fee
swap_amount = amount - factory_fee
self.factory_fees += factory_fee
balances = [self._balances[token_in], self._balances[token_out]]
weights = [self._weights[token_in], self._weights[token_out]]
if (given_in):
amount_out = WeightedMath.calc_out_given_in(
balances[0], weights[0], balances[1], weights[1], amount)
else:
WeightedMath.calc_in_given_out(balances[0], weights[0],
balances[1], weights[1], amount)
self._balances[token_out] -= amount_out
self._balances[token_in] += swap_amount
return amount_out
def test_calculate_invariant_three_tokens(weightedmath_test): #Test three tokens normalized_weight = [Decimal(0.3), Decimal(0.2), Decimal(0.5)] balances = [Decimal(10), Decimal(12), Decimal(14)] result = WeightedMath.calculate_invariant(normalized_weight, balances) expected = Decimal(12.271573899486561654) assert expectEqualWithError(result, expected)
def test_calculate_invariant_two_tokens(weightedmath_test): #Test two tokens normalized_weight = [Decimal(0.3), Decimal(0.7)] balances = [Decimal(10), Decimal(12)] result = WeightedMath.calculate_invariant(normalized_weight, balances) expected = Decimal(11.361269771988886911) assert expectEqualWithError(result, expected)
def test_calc_tokens_out_given_exact_bpt_in(weightedmath_test): #Test instance of Decimal balance = Decimal(10) normalized_weight = Decimal(1) bpt_amount_in = Decimal(2) bpt_total_supply = Decimal(1) swap_fee = Decimal(1) result = WeightedMath.calc_token_out_given_exact_bpt_in(balance, normalized_weight, bpt_amount_in, bpt_total_supply, swap_fee ) assert isinstance(result, Decimal)
def test_calc_bpt_in_given_exact_tokens_out(weightedmath_test): #Test instance of Decimal balances = [Decimal(10), Decimal(12), Decimal(14)] normalized_weights = [Decimal(10), Decimal(12), Decimal(14)] bpt_amount_out = [Decimal(10), Decimal(12), Decimal(14)] bpt_total_supply = Decimal(1) swap_fee = Decimal(1) result = WeightedMath.calc_bpt_in_given_exact_tokens_out(balances, normalized_weights, bpt_amount_out, bpt_total_supply, swap_fee) assert isinstance(result, Decimal)
def test_in_given_out_single_swap(weightedmath_test): #Test instance of Decimal balance_in = Decimal(100) weight_in = Decimal(50) balance_out = Decimal(100) weight_out = Decimal(40) amount_out = Decimal(15) result = WeightedMath.calc_in_given_out(balance_in, weight_in, balance_out, weight_out, amount_out) assert isinstance(result, Decimal) expected = Decimal(1388456294146839515)/Decimal(1e17) assert expectEqualWithError(result, expected)
def test_out_given_in_single_swap(weightedmath_test): #Test instance of Decimal token_balance_in = Decimal(100) token_weight_in = Decimal(50) token_balance_out = Decimal(100) token_weight_out = Decimal(40) token_amount_out = Decimal(15) result = WeightedMath.calc_out_given_in(token_balance_in, token_weight_in, token_balance_out, token_weight_out, token_amount_out) assert isinstance(result, Decimal) #Test out given in expected = Decimal(1602931431298673722)/Decimal(1e17) assert expectEqualWithError(result, expected)
def test_calc_due_token_protocol_swap_fee_amount_three_tokens(weightedmath_test): normalized_weights = [Decimal(0.3), Decimal(0.2), Decimal(0.5)] balances = [Decimal(10), Decimal(11), Decimal(12)] last_invariant = Decimal(10) token_index = 2 current_invariant = Decimal(11.1652682095187556376) protocol_swap_fee_percentage = Decimal(0.1) result = WeightedMath.calc_due_token_protocol_swap_fee_amount(balances[token_index], normalized_weights[token_index], last_invariant, current_invariant, protocol_swap_fee_percentage) assert isinstance(result, Decimal) expected = Decimal(0.23740649734383223657) assert expectEqualWithError(result,expected)
def test_in_given_out_extreme_amounts(weightedmath_test): #Test instance of Decimal token_balance_in = Decimal(100) token_weight_in = Decimal(50) token_balance_out = Decimal(100) token_weight_out = Decimal(40) token_amount_out = Decimal(0.00000000001) result = WeightedMath.calc_in_given_out(token_balance_in, token_weight_in, token_balance_out, token_weight_out, token_amount_out) assert isinstance(result, Decimal) # Test In given in # min amount out expected = Decimal(8000000)/Decimal(1e18) assert expectEqualWithError(result, expected)
def test_in_given_out_extreme_weights(weightedmath_test): # Min weights relation # Weight relation = 0.00769 token_balance_in = Decimal(100) token_weight_in = Decimal(0.00769) token_balance_out = Decimal(100) token_weight_out = Decimal(1) token_amount_out = Decimal(15) result = WeightedMath.calc_out_given_in(token_balance_in, token_weight_in, token_balance_out, token_weight_out, token_amount_out) assert isinstance(result, Decimal) #Test out given in expected = Decimal(0.107419197916188066) assert expectEqualWithError(result, expected)
def test_out_given_in_extreme_weights(weightedmath_test): # Max weights relation # Weight relation = 130.07 token_balance_in = Decimal(100) token_weight_in = Decimal(130.7) token_balance_out = Decimal(100) token_weight_out = Decimal(1) token_amount_out = Decimal(15) result = WeightedMath.calc_out_given_in(token_balance_in, token_weight_in, token_balance_out, token_weight_out, token_amount_out) assert isinstance(result, Decimal) #Test out given in expected = Decimal(9999999883374836452)/Decimal(1e17) assert expectEqualWithError(result, expected)
def test_calculate_invariant_zero_invariant(weightedmath_test): #Tests zero Invariant result = WeightedMath.calculate_invariant([Decimal(1)], [Decimal(0)]) assert result == Decimal(0)
def test_calculate_invariant(weightedmath_test): #Test instance of Decimal normalized_weight = [Decimal(0.3), Decimal(0.2), Decimal(0.5)] balances = [Decimal(10), Decimal(12), Decimal(14)] result = WeightedMath.calculate_invariant(normalized_weight, balances) assert isinstance(result, Decimal)