@drift-labs/sdk-browser/lib/browser/priorityFee/ewmaStrategy.js

SDK for Drift Protocol

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.EwmaStrategy = void 0;
class EwmaStrategy {
    /**
     * @param halfLife The half life of the EWMA in slots. Default is 25 slots, approx 10 seconds.
     */
    constructor(halfLife = 25) {
        this.halfLife = halfLife;
    }
    // samples provided in desc slot order
    calculate(samples) {
        if (samples.length === 0) {
            return 0;
        }
        if (samples.length === 1) {
            return samples[0].prioritizationFee;
        }
        let ewma = 0;
        const samplesReversed = samples.slice().reverse();
        for (let i = 0; i < samplesReversed.length; i++) {
            if (i === 0) {
                ewma = samplesReversed[i].prioritizationFee;
                continue;
            }
            const gap = samplesReversed[i].slot - samplesReversed[i - 1].slot;
            const alpha = 1 - Math.exp((Math.log(0.5) / this.halfLife) * gap);
            ewma = alpha * samplesReversed[i].prioritizationFee + (1 - alpha) * ewma;
        }
        return ewma;
    }
}
exports.EwmaStrategy = EwmaStrategy;