@node-dlc/core
Version:
42 lines • 1.94 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.ShortPut = void 0;
const messaging_1 = require("@node-dlc/messaging");
const bignumber_js_1 = __importDefault(require("bignumber.js"));
const HyperbolaPayoutCurve_1 = require("../HyperbolaPayoutCurve");
const buildCurve = (strikePrice, contractSize, totalCollateral, oracleBase, oracleDigits) => {
const a = new bignumber_js_1.default(-1);
const b = new bignumber_js_1.default(0);
const c = new bignumber_js_1.default(0);
const d = new bignumber_js_1.default((strikePrice * contractSize).toString());
const f_1 = new bignumber_js_1.default(0);
const f_2 = new bignumber_js_1.default(Number(contractSize)).plus(Number(totalCollateral));
const payoutCurve = new HyperbolaPayoutCurve_1.HyperbolaPayoutCurve(a, b, c, d, f_1, f_2);
const maxOutcome = BigInt(new bignumber_js_1.default(oracleBase).pow(oracleDigits).minus(1).toString(10));
return {
maxOutcome,
totalCollateral,
payoutCurve,
};
};
const buildPayoutFunction = (strikePrice, contractSize, totalCollateral, oracleBase, oracleDigits) => {
const { maxOutcome, payoutCurve } = buildCurve(strikePrice, contractSize, totalCollateral, oracleBase, oracleDigits);
const payoutFunction = new messaging_1.PayoutFunctionV0();
payoutFunction.endpoint0 = BigInt(0);
payoutFunction.endpointPayout0 = BigInt(0);
payoutFunction.extraPrecision0 = 0;
payoutFunction.pieces.push({
payoutCurvePiece: payoutCurve.toPayoutCurvePiece(),
endpoint: maxOutcome,
endpointPayout: totalCollateral,
extraPrecision: 0,
});
return {
payoutFunction,
};
};
exports.ShortPut = { buildCurve, buildPayoutFunction };
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