Asymptotic Power Lib

[Zergity]

Derivative asset properties:

Configs (load from event)

• K
• TOKEN_R (reserve token)
• ORACLE (QUOTE_TOKEN_INDEX, WINDOW, UNIV3_PAIR)
• INIT_TIME (former TIMESTAMP)
• HALF_LIFE (INTERST_HALF_LIFE)

Pool.getStates()

• R (not TOKEN_R.balanceOf(pool) anymore)
• a = s_a
• b = s_b

InterestDecayRate: I = 2^((now-INIT_TIME)/HALF_LIFE)

Helper.getStates

• xkA, xkB (using twap price) (see _market and _selectPrice)
• spot.xkA, spot.xkB (use for getAmountOut only)
• sA = TOKEN.supply(A)
• sB = TOKEN.supply(B)
• sC = TOKEN.supply(C)
• rA, rB, rC

Inflection Points:

• IPA: (I*R/2/a)^{2/K}
• IPB: (I*R/2/b)^{2/K}

Effective+Actual+Display Leverage = R + L

• Long L: 0 <= x <= IPA ? K/2 : K/2*(R-rA)/rB
• Short L: IPB <= x ? K/2 : K/2*(R-rB)/rA

dailyInterestRate = 1-2^(-SECONDS_PER_DAY/HL)
HL = SECONDS_PER_DAY / Math.log2(1/(1-dailyInterestRate))

RiskFactor = (rA - rB) / rC

Premium: (RiskFactory/PremiumRate)*100% - 100%

• https://docs.derivable.org/protocol/premium

Position Lock Discount: DiscountRate