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fixed ranges after two-sided rebalance in plot_article_6.py #1

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fixed ranges after two-sided rebalance in plot_article_6.py #1

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14 changes: 6 additions & 8 deletions plot_article_6.py
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Original file line number Diff line number Diff line change
Expand Up @@ -177,6 +177,12 @@ def evaluate_two_sided(all_prices, range_factor, do_rebalance):
sa_high = sqrt(price_high_a)
sb_high = sqrt(price_high_b)

price_low_a = p / (range_factor ** 2)
price_low_b = p / range_factor

price_high_a = p * range_factor
price_high_b = p * (range_factor ** 2)

if p < price_low_a:
# amounts before rebalancing
x_low = v3_math.calculate_x(L_low, sp, sa_low, sb_low)
Expand All @@ -187,15 +193,11 @@ def evaluate_two_sided(all_prices, range_factor, do_rebalance):
y_low = v_old_low / 2
x_low = y_low / p

price_low_a = p / range_factor
price_low_b = p * range_factor
sa_low = sqrt(price_low_a)
sb_low = sqrt(price_low_b)
L_low = v3_math.get_liquidity(x_low, y_low, sp, sa_low, sb_low)

x_high = v3_math.calculate_x(L_high, sp, sa_high, sb_high)
price_high_a = p * (range_factor ** 2)
price_high_b = p * (range_factor ** 3)
sa_high = sqrt(price_high_a)
sb_high = sqrt(price_high_b)
L_high = v3_math.get_liquidity(x_high, 0, sp, sa_high, sb_high)
Expand All @@ -210,15 +212,11 @@ def evaluate_two_sided(all_prices, range_factor, do_rebalance):
y_high = v_old_high / 2
x_high = y_high / p

price_high_a = p / range_factor
price_high_b = p * range_factor
sa_high = sqrt(price_high_a)
sb_high = sqrt(price_high_b)
L_high = v3_math.get_liquidity(x_high, y_high, sp, sa_high, sb_high)

y_low = v3_math.calculate_y(L_low, sp, sa_low, sb_low)
price_low_a = p / (range_factor ** 3)
price_low_b = p / (range_factor ** 2)
sa_low = sqrt(price_low_a)
sb_low = sqrt(price_low_b)
L_low = v3_math.get_liquidity(0, y_low, sp, sa_low, sb_low)
Expand Down