[
"autonomous agent",
{
"doc_url": "https://oswap.io/forwarder.json",
"init": "{
$pool_lib_aa = '5GG2PDVJ555WEUFGNPX55W2Z2T4P6BG5';
$pool_lib_by_price_aa = 'ASXH57GPNWI5FO5KJWJWLRMVZTXBRKJX';
$pool_lib = $pool_lib_aa || '';
$pool_lib_by_price = $pool_lib_by_price_aa || '';
$non_bytes_asset = trigger.output[[asset!=base]].asset;
if ($non_bytes_asset == 'ambiguous')
bounce('ambiguous asset');
$asset = $non_bytes_asset == 'none' ? 'base' : $non_bytes_asset;
$data = trigger.data.data;
}",
"messages": {
"cases": [
{
"if": "{$data}",
"init": "{
$amount = trigger.output[[asset=$asset]];
$address = $data.address; // final recipient
$oswap_aa = $data.oswap_aa;
$data_to_forward = $data.data;
$definition = definition[$oswap_aa];
require($definition, "not an AA");
$params = $definition[1].params;
require($params, "no params");
$x_asset = $params.x_asset;
$y_asset = $params.y_asset;
require($x_asset == $asset OR $y_asset == $asset, "wrong asset received");
$get_param = ($name, $default) => {
$value = var[$oswap_aa][$name];
exists($value) ? $value : (exists($params[$name]) ? $params[$name] : $default)
};
$alpha = $get_param('alpha', 0.5);
$beta = 1 - $alpha;
$gamma = $get_param('price_deviation', 0);
$base_interest_rate = $get_param('base_interest_rate', 0.2);
$get_shifts = () => {
$mid_price = $get_param('mid_price', 0); // price of x_asset in terms of y_asset
if ($mid_price){
$lp_shares = var[$oswap_aa]['lp_shares'];
$s_curve = $lp_shares.linear * $lp_shares.coef;
$x0 = $s_curve / $mid_price^$beta / $gamma;
$y0 = $x0 * $mid_price;
}
// else{
// $x0 = 0;
// $y0 = 0;
// }
{x0: $x0, y0: $y0}
};
$get_denom = ($balances, $l_balances, $shifts, $pxy) => {
$leverages = [2, 5, 10, 20, 50, 100];
// account for leveraged positions
$L_sums = {x: 0};
foreach($leverages, 6, $L => {
$L_sums.x = $L_sums.x + ($L - 1) * ($l_balances[$L||'x'].balance + $l_balances[-$L||'x'].balance / $pxy);
});
$denom = $beta * ($balances.x + $shifts.x0) - $L_sums.x;
// log({denom: $denom, sum: $L_sums.x, share: $L_sums.x/$denom});
require($denom > 0, "negative denom " || $denom);
$denom
};
$balances = var[$oswap_aa]['balances'];
$l_balances = var[$oswap_aa]['leveraged_balances'] OTHERWISE {};
$profits = var[$oswap_aa]['profits'] OTHERWISE {};
$recent = var[$oswap_aa]['recent'] OTHERWISE {};
$shifts = $get_shifts();
$pxy = $alpha/$beta * ($balances.y + $shifts.y0) / ($balances.x + $shifts.x0);
$denom = $get_denom($balances, $l_balances, $shifts, $pxy);
$Lambda = $get_param('pool_leverage', 1);
$pool_props = {
alpha: $alpha,
beta: $beta,
Lambda: $Lambda,
swap_fee: $get_param('swap_fee', 0.003),
arb_profit_tax: $get_param('arb_profit_tax', 0),
period_length: $get_param('period_length', 3600),
};
if (length($l_balances)){
// charge interest accrued since the previous interaction
$i = $base_interest_rate / (1 - $pool_lib#1.$get_utilization_ratio($balances, $l_balances, $shifts.x0, $shifts.y0, $alpha));
$charged_interest = $pool_lib#1.$charge_interest($balances, $l_balances, $profits, $shifts.x0, $shifts.y0, $recent.last_ts, $i, $alpha, $Lambda);
}
$y_in = $asset == $y_asset;
$req = {share: 1, final_price: 0, found: false};
foreach([1, 2, 3, 4, 5], 5, $n => {
if ($req.found)
return;
if ($y_in){ // buying x
$y_amount = $amount;
$x_amount = $y_amount / $pxy;
$req.final_price = $pxy * (1 + $x_amount / $denom * $req.share);
}
else {
$x_amount = $amount;
$req.final_price = 1/$pxy * (1 + $x_amount/($denom + $beta * $Lambda * $x_amount) * $req.share);
}
// copy because they will be modified in each iteration
$_balances = $balances;
$_l_balances = $l_balances;
$_profits = $profits;
$_recent = $recent;
$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);
log('iteration', $n, 'required', $res.amount_Y, 'have', $amount);
if ($res.amount_Y <= $amount)
$req.found = true;
else
$req.share = $req.share * $amount/$res.amount_Y * 0.95;
});
require($req.found, "failed to find suitable swap params");
$final_price = $req.final_price;
}",
"messages": [
{
"app": "payment",
"payload": {
"asset": "{$asset}",
"outputs": [
{
"address": "{$oswap_aa}",
"amount": "{$amount}"
}
]
}
},
{
"if": "{$asset != 'base'}",
"app": "payment",
"payload": {
"asset": "base",
"outputs": [
{
"address": "{$oswap_aa}",
"amount": 1000
}
]
}
},
{
"app": "data",
"payload": {
"final_price": "{$final_price}",
"hops": [
{
"address": "{$address}",
"change_address": "{$address}",
"data": "{$data_to_forward OTHERWISE ''}"
}
]
}
},
{
"app": "state",
"state": "{
response['message'] = 'forwarded';
}"
}
]
},
{
"if": "{$asset == 'base'}",
"messages": [
{
"app": "state",
"state": "{
response['message'] = 'deposited';
}"
}
]
}
]
}
}
]