Address BFEMKOQR7G27YTAMNTIPDWHZNTBVMYFO Swap and forward to a destination address, transactions and portfolio

BFEMKOQR7G27YTAMNTIPDWHZNTBVMYFO

defined on 14.06.2022

View Autonomous Agent stats (TVL, turnover)

Swap and forward to a destination address

Definition

1	[
2	"autonomous agent",
3	{
4	"doc_url": "https://oswap.io/forwarder.json",
5	"init": "{
6	$pool_lib_aa = '5GG2PDVJ555WEUFGNPX55W2Z2T4P6BG5';
7	$pool_lib_by_price_aa = 'ASXH57GPNWI5FO5KJWJWLRMVZTXBRKJX';
8	$pool_lib = $pool_lib_aa \|\| '';
9	$pool_lib_by_price = $pool_lib_by_price_aa \|\| '';
10
11	$non_bytes_asset = trigger.output[[asset!=base]].asset;
12	if ($non_bytes_asset == 'ambiguous')
13	bounce('ambiguous asset');
14	$asset = $non_bytes_asset == 'none' ? 'base' : $non_bytes_asset;
15
16	$data = trigger.data.data;
17	}",
18	"messages": {
19	"cases": [
20	{
21	"if": "{$data}",
22	"init": "{
23	$amount = trigger.output[[asset=$asset]];
24
25	$address = $data.address; // final recipient
26	$change_address = $data.change_address; // optional, the change from oswap goes here
27	$oswap_aa = $data.oswap_aa;
28	$data_to_forward = $data.data;
29
30	$definition = definition[$oswap_aa];
31	require($definition, "not an AA");
32
33	$params = $definition[1].params;
34	require($params, "no params");
35
36	$x_asset = $params.x_asset;
37	$y_asset = $params.y_asset;
38	require($x_asset == $asset OR $y_asset == $asset, "wrong asset received");
39
40	$get_param = ($name, $default) => {
41	$value = var[$oswap_aa][$name];
42	exists($value) ? $value : (exists($params[$name]) ? $params[$name] : $default)
43	};
44
45	$alpha = $get_param('alpha', 0.5);
46	$beta = 1 - $alpha;
47	$gamma = $get_param('price_deviation', 0);
48	$base_interest_rate = $get_param('base_interest_rate', 0.2);
49
50	$get_shifts = () => {
51	$mid_price = $get_param('mid_price', 0); // price of x_asset in terms of y_asset
52	if ($mid_price){
53	$lp_shares = var[$oswap_aa]['lp_shares'];
54	$s_curve = $lp_shares.linear * $lp_shares.coef;
55	$x0 = $s_curve / $mid_price^$beta / $gamma;
56	$y0 = $x0 * $mid_price;
57	}
58	// else{
59	// $x0 = 0;
60	// $y0 = 0;
61	// }
62	{x0: $x0, y0: $y0}
63	};
64
65
66	$get_denom = ($balances, $l_balances, $shifts, $pxy) => {
67
68	$leverages = [2, 5, 10, 20, 50, 100];
69
70	// account for leveraged positions
71	$L_sums = {x: 0};
72	foreach($leverages, 6, $L => {
73	$L_sums.x = $L_sums.x + ($L - 1) * ($l_balances[$L\|\|'x'].balance + $l_balances[-$L\|\|'x'].balance / $pxy);
74	});
75
76	$denom = $beta * ($balances.x + $shifts.x0) - $L_sums.x;
77	// log({denom: $denom, sum: $L_sums.x, share: $L_sums.x/$denom});
78	require($denom > 0, "negative denom " \|\| $denom);
79	$denom
80	};
81
82	$balances = var[$oswap_aa]['balances'];
83	$l_balances = var[$oswap_aa]['leveraged_balances'] OTHERWISE {};
84	$profits = var[$oswap_aa]['profits'] OTHERWISE {};
85	$recent = var[$oswap_aa]['recent'] OTHERWISE {};
86
87	$shifts = $get_shifts();
88	$pxy = $alpha/$beta * ($balances.y + $shifts.y0) / ($balances.x + $shifts.x0);
89
90	$denom = $get_denom($balances, $l_balances, $shifts, $pxy);
91
92	$Lambda = $get_param('pool_leverage', 1);
93
94	$pool_props = {
95	alpha: $alpha,
96	beta: $beta,
97	Lambda: $Lambda,
98	swap_fee: $get_param('swap_fee', 0.003),
99	arb_profit_tax: $get_param('arb_profit_tax', 0),
100	period_length: $get_param('period_length', 3600),
101	};
102
103	if (length($l_balances)){
104	// charge interest accrued since the previous interaction
105	$i = $base_interest_rate / (1 - $pool_lib#1.$get_utilization_ratio($balances, $l_balances, $shifts.x0, $shifts.y0, $alpha));
106	$charged_interest = $pool_lib#1.$charge_interest($balances, $l_balances, $profits, $shifts.x0, $shifts.y0, $recent.last_ts, $i, $alpha, $Lambda);
107	}
108
109	$y_in = $asset == $y_asset;
110
111	$req = {share: 1, final_price: 0, found: false};
112
113	foreach([1, 2, 3, 4, 5], 5, $n => {
114	if ($req.found)
115	return;
116	if ($y_in){ // buying x
117	$y_amount = $amount;
118	$x_amount = $y_amount / $pxy;
119	$req.final_price = $pxy * (1 + $x_amount / $denom * $req.share);
120	}
121	else {
122	$x_amount = $amount;
123	$req.final_price = 1/$pxy * (1 + $x_amount/($denom + $beta * $Lambda * $x_amount) * $req.share);
124	}
125
126	// copy because they will be modified in each iteration
127	$_balances = $balances;
128	$_l_balances = $l_balances;
129	$_profits = $profits;
130	$_recent = $recent;
131
132	$res = $pool_lib_by_price#6.$swap($_balances, $_l_balances, $_profits, $_recent, $shifts.x0, $shifts.y0, $y_in, 0, $req.final_price, -1, 0, trigger.initial_address, $pool_props);
133	log('iteration', $n, 'required', $res.amount_Y, 'have', $amount);
134
135	if ($res.amount_Y <= $amount)
136	$req.found = true;
137	else
138	$req.share = $req.share * $amount/$res.amount_Y * 0.95;
139	});
140	require($req.found, "failed to find suitable swap params");
141	$final_price = $req.final_price;
142
143	}",
144	"messages": [
145	{
146	"app": "payment",
147	"payload": {
148	"asset": "{$asset}",
149	"outputs": [
150	{
151	"address": "{$oswap_aa}",
152	"amount": "{$amount}"
153	}
154	]
155	}
156	},
157	{
158	"if": "{$asset != 'base'}",
159	"app": "payment",
160	"payload": {
161	"asset": "base",
162	"outputs": [
163	{
164	"address": "{$oswap_aa}",
165	"amount": 1000
166	}
167	]
168	}
169	},
170	{
171	"app": "data",
172	"payload": {
173	"final_price": "{$final_price}",
174	"hops": [
175	{
176	"address": "{$address}",
177	"change_address": "{$change_address OTHERWISE $address}",
178	"data": "{$data_to_forward OTHERWISE ''}"
179	}
180	]
181	}
182	},
183	{
184	"app": "state",
185	"state": "{
186	response['message'] = 'forwarded';
187	}"
188	}
189	]
190	},
191	{
192	"if": "{$asset == 'base'}",
193	"messages": [
194	{
195	"app": "state",
196	"state": "{
197	response['message'] = 'deposited';
198	}"
199	}
200	]
201	}
202	]
203	}
204	}
205	]