mai3

Documentation

Index

• Constants
• Variables
• func BigPow(a, b int64) *big.Int
• func ComputeAMMAmountWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isTraderBuy bool, ...) decimal.Decimal
• func ComputeAMMMaxTradeAmount(p *model.LiquidityPoolStorage, perpetualIndex int64, ...) decimal.Decimal
• func ComputeAMMPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, amount decimal.Decimal) (deltaAMMMargin, deltaAMMAmount, tradingPrice decimal.Decimal, err error)
• func ComputeAMMTrade(p *model.LiquidityPoolStorage, perpetualIndex int64, ...) (*model.AccountComputed, bool, decimal.Decimal, error)
• func ComputeAccount(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage) (*model.AccountComputed, error)
• func ComputeBestAskBidPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isAMMBuy bool) decimal.Decimal
• func ComputeDecreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, ...) error
• func ComputeFee(hasOpened bool, price, amount, feeRate decimal.Decimal, ...) (decimal.Decimal, error)
• func ComputeIncreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, ...) error
• func ComputeTradeWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, ...) (*model.AccountComputed, bool, decimal.Decimal, error)
• func CopyAccountStorage(a *model.AccountStorage) *model.AccountStorage
• func CopyLiquidityPoolStorage(p *model.LiquidityPoolStorage) *model.LiquidityPoolStorage
• func CopyPerpetualStorage(perp *model.PerpetualStorage) *model.PerpetualStorage
• func GenerateOrderData(...) string
• func GenerateOrderFlags(orderType model.OrderType, isCloseOnly bool) int
• func GetGasFeeLimit(perpetualCount int, isCloseOnly bool) int64
• func GetOrderHash(...) ([]byte, error)
• func Gss(f func(float64) float64, a, b, tol float64, maxIter int) float64
• func IsValidSignature(address string, message string, signature string, method string) (bool, error)
• func Sqrt(d decimal.Decimal) decimal.Decimal
• type MaiProtocolVersion

Constants

const (

	// arbitrum
	MaiV3BaseGas                 int64 = 4800000
	MaiV3GasForEachPerp          int64 = 7300
	MaiV3BaseGasCloseOnly        int64 = 1129722
	MaiV3GasForEachPerpCloseOnly int64 = 22330
)

const (
	EthSign = "ethSign"
	EIP712  = "eip712"
)

const DECIMALS = 18

Variables

var EIP712_DOMAIN_TYPEHASH []byte

var EIP712_MAI3_ORDER_TYPE []byte

Functions

func BigPow

func BigPow(a, b int64) *big.Int

BigPow returns a ** b as a big integer.

func ComputeAMMAmountWithPrice

func ComputeAMMAmountWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isTraderBuy bool, limitPrice decimal.Decimal) decimal.Decimal

func ComputeAMMMaxTradeAmount

func ComputeAMMMaxTradeAmount(p *model.LiquidityPoolStorage, perpetualIndex int64, trader *model.AccountStorage, amount decimal.Decimal, isTraderBuy bool) decimal.Decimal

just use for order, for using golden section search, the bounds is [0, order.amount]

func ComputeAMMPrice

func ComputeAMMPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, amount decimal.Decimal) (deltaAMMMargin, deltaAMMAmount, tradingPrice decimal.Decimal, err error)

func ComputeAMMTrade

func ComputeAMMTrade(p *model.LiquidityPoolStorage, perpetualIndex int64, trader *model.AccountStorage, amount decimal.Decimal) (*model.AccountComputed, bool, decimal.Decimal, error)

func ComputeAccount

func ComputeAccount(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage) (*model.AccountComputed, error)

func ComputeBestAskBidPrice

func ComputeBestAskBidPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isAMMBuy bool) decimal.Decimal

get the price if ΔN -> 0. lim_(ΔN -> 0) (computeDeltaMargin / (ΔN)) this function implements all possible situations include: * limit by α. this is P_{best} in the paper * limit by δ when close * amm unsafe

func ComputeDecreasePosition

func ComputeDecreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, price, amount decimal.Decimal) error

func ComputeFee

func ComputeFee(hasOpened bool, price, amount, feeRate decimal.Decimal, afterTrade *model.AccountComputed) (decimal.Decimal, error)

func ComputeIncreasePosition

func ComputeIncreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, price, amount decimal.Decimal) error

func ComputeTradeWithPrice

func ComputeTradeWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, price, amount, feeRate decimal.Decimal) (*model.AccountComputed, bool, decimal.Decimal, error)

func CopyAccountStorage

func CopyAccountStorage(a *model.AccountStorage) *model.AccountStorage

func CopyLiquidityPoolStorage

func CopyLiquidityPoolStorage(p *model.LiquidityPoolStorage) *model.LiquidityPoolStorage

func CopyPerpetualStorage

func CopyPerpetualStorage(perp *model.PerpetualStorage) *model.PerpetualStorage

func GenerateOrderData

func GenerateOrderData(traderAddress, brokerAddress, relayerAddress, referrerAddress, poolAddress string,
	minTradeAmount, amount, price, triggerPrice decimal.Decimal, chainID int64,
	expiredAt, perpetualIndex, brokerFeeLimit, flags, salt int64, signType, v, r, s string) string

func GenerateOrderFlags

func GenerateOrderFlags(orderType model.OrderType, isCloseOnly bool) int

func GetGasFeeLimit

func GetGasFeeLimit(perpetualCount int, isCloseOnly bool) int64

func GetOrderHash

func GetOrderHash(traderAddress, brokerAddress, relayerAddress, referrerAddress, poolAddress string,
	minTradeAmount, amount, price, triggerPrice decimal.Decimal, chainID int64,
	expiredAt, perpetualIndex, brokerFeeLimit, flags, salt int64) ([]byte, error)

func Gss

func Gss(f func(float64) float64, a, b, tol float64, maxIter int) float64

Gss golden section search (recursive version) https://en.wikipedia.org/wiki/Golden-section_search ”' Golden section search, recursive. Given a function f with a single local minimum in the interval [a,b], gss returns a subset interval [c,d] that contains the minimum with d-c <= tol.

example: >>> f = lambda x: (x-2)**2 >>> a = 1 >>> b = 5 >>> tol = 1e-5 >>> (c,d) = gssrec(f, a, b, tol) >>> print (c,d) (1.9999959837979107, 2.0000050911830893) ”'

func IsValidSignature

func IsValidSignature(address string, message string, signature string, method string) (bool, error)

func Sqrt

func Sqrt(d decimal.Decimal) decimal.Decimal

Sqrt returns the square root of d, accurate to DivisionPrecision decimal places.

Types

type MaiProtocolVersion

type MaiProtocolVersion int64

const (
	ProtocolV1 MaiProtocolVersion = 1
	ProtocolV2 MaiProtocolVersion = 2
	ProtocolV3 MaiProtocolVersion = 3
)