Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Switch to linear trailing APRs #30

Merged
merged 2 commits into from
Jun 21, 2024
+6 −3
Merged

Switch to linear trailing APRs #30

Changes from 1 commit
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
83315e6
Switch to linear trailing APRs
kexleyBeefy Jun 20, 2024
f780f8d
fixed formula
kexleyBeefy Jun 21, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Next Next commit
Loading
Loading status checks…
Switch to linear trailing APRs
@kexleyBeefy
kexleyBeefy committed Jun 20, 2024

Verified

This commit was signed with the committer’s verified signature.
henrikvtcodes Henrik VT
SSH Key Fingerprint: rgiYvcVkgkMB8uoeJLyXfHj/7PsmAR6X1YuIioy8HTM
Verified
Learn about vigilant mode
commit 83315e638db33d5efa82ef0761dad3ed06cc8978
9 changes: 6 additions & 3 deletions src/utils/apr.ts
View file
Original file line number Diff line number Diff line change
@@ -121,14 +121,17 @@ export function calculateLastApr(
}

let durationSum = ZERO_BD;
let timeWeight = ZERO_BD;
let weighedAPRSum = ZERO_BD;

// linearly weight the APRs, most recent APRs have full impact
for (let i = 0; i < APRs.length; i++) {
durationSum = durationSum.plus(durations[i]);
weighedAPRSum = weighedAPRSum.plus(APRs[i].times(durations[i]));
durationSum = durationSum.plus(durations[i].dividedBy(periodMs));
timeWeight = timeWeight.plus(durations[i].times(durationSum));
weighedAPRSum = weighedAPRSum.plus(APRs[i].times(timeWeight));
}

const apr = weighedAPRSum.div(durationSum);
const apr = weighedAPRSum.div(timeWeight);
// we compound the APR to get the APY
const annualPeriods = ONE_YEAR / periodMs;
const annualCompounds = annualPeriods * compoundCount;