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Fix overnight formula #736

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merged 1 commit into from
Feb 20, 2025
Merged

Fix overnight formula #736

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8 changes: 4 additions & 4 deletions pkg/liquidity-source/overnight-usdp/pool_simulator.go
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Original file line number Diff line number Diff line change
Expand Up @@ -119,7 +119,7 @@ func (s *PoolSimulator) mint(amountIn *big.Int) *big.Int {
nil,
)

return new(big.Int).Mul(amountIn, divisor)
return new(big.Int).Div(amountIn, divisor)
}

divisor = divisor.Exp(
Expand All @@ -128,7 +128,7 @@ func (s *PoolSimulator) mint(amountIn *big.Int) *big.Int {
nil,
)

return new(big.Int).Div(amountIn, divisor)
return new(big.Int).Mul(amountIn, divisor)
}

func (s *PoolSimulator) redeem(amountIn *big.Int) *big.Int {
Expand All @@ -142,13 +142,13 @@ func (s *PoolSimulator) redeem(amountIn *big.Int) *big.Int {
nil,
)

return amountOut.Div(amountIn, divisor)
return amountOut.Mul(amountIn, divisor)
}
divisor = divisor.Exp(
bignumber.Ten,
big.NewInt(s.usdPlusDecimals-s.assetDecimals),
nil,
)

return amountOut.Mul(amountIn, divisor)
return amountOut.Div(amountIn, divisor)
}
38 changes: 34 additions & 4 deletions pkg/liquidity-source/overnight-usdp/pool_simulator_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,37 @@ func TestPoolSimulator_CalcAmountOut(t *testing.T) {
expectedError error
}{
{
name: "Mint USD+ from USDC",
name: "BSC : Mint USD+ from USDC",
poolSimulator: &PoolSimulator{
Pool: poolpkg.Pool{
Info: poolpkg.PoolInfo{
Tokens: []string{
"0x8ac76a51cc950d9822d68b83fe1ad97b32cd580d",
"0xe80772eaf6e2e18b651f160bc9158b2a5cafca65",
},
Reserves: []*big.Int{
bignumber.NewBig(defaultReserves),
bignumber.NewBig(defaultReserves),
},
},
},
isPaused: false,
buyFee: bignumber.Ten,
redeemFee: bignumber.Ten,
usdPlusDecimals: 6,
assetDecimals: 18,
},
param: poolpkg.CalcAmountOutParams{
TokenAmountIn: poolpkg.TokenAmount{
Amount: bignumber.NewBig("1000000000000000000"),
Token: "0x8ac76a51cc950d9822d68b83fe1ad97b32cd580d",
},
TokenOut: "0xe80772eaf6e2e18b651f160bc9158b2a5cafca65",
},
expectedAmountOut: bignumber.NewBig("999900"),
},
{
name: "Base : Mint USD+ from USDC",
poolSimulator: &PoolSimulator{
Pool: poolpkg.Pool{
Info: poolpkg.PoolInfo{
Expand All @@ -36,16 +66,16 @@ func TestPoolSimulator_CalcAmountOut(t *testing.T) {
buyFee: bignumber.Ten,
redeemFee: bignumber.Ten,
usdPlusDecimals: 6,
assetDecimals: 18,
assetDecimals: 6,
},
param: poolpkg.CalcAmountOutParams{
TokenAmountIn: poolpkg.TokenAmount{
Amount: bignumber.NewBig("1000000000"),
Amount: bignumber.NewBig("1000000"),
Token: "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
},
TokenOut: "0xB79DD08EA68A908A97220C76d19A6aA9cBDE4376",
},
expectedAmountOut: bignumber.NewBig("999900000000000000000"),
expectedAmountOut: bignumber.NewBig("999900"),
},
{
name: "Redeem USDC from USD+",
Expand Down