Address EWPV5JZYOIKDCL6MTNHTWWO327FAEGET Swap and forward to a destination address, transactions and portfolio

EWPV5JZYOIKDCL6MTNHTWWO327FAEGET

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	$oswap_aa = $data.oswap_aa;
27	$data_to_forward = $data.data;
28
29	$definition = definition[$oswap_aa];
30	require($definition, "not an AA");
31
32	$params = $definition[1].params;
33	require($params, "no params");
34
35	$x_asset = $params.x_asset;
36	$y_asset = $params.y_asset;
37	require($x_asset == $asset OR $y_asset == $asset, "wrong asset received");
38
39	$get_param = ($name, $default) => {
40	$value = var[$oswap_aa][$name];
41	exists($value) ? $value : (exists($params[$name]) ? $params[$name] : $default)
42	};
43
44	$alpha = $get_param('alpha', 0.5);
45	$beta = 1 - $alpha;
46	$gamma = $get_param('price_deviation', 0);
47	$base_interest_rate = $get_param('base_interest_rate', 0.2);
48
49	$get_shifts = () => {
50	$mid_price = $get_param('mid_price', 0); // price of x_asset in terms of y_asset
51	if ($mid_price){
52	$lp_shares = var[$oswap_aa]['lp_shares'];
53	$s_curve = $lp_shares.linear * $lp_shares.coef;
54	$x0 = $s_curve / $mid_price^$beta / $gamma;
55	$y0 = $x0 * $mid_price;
56	}
57	// else{
58	// $x0 = 0;
59	// $y0 = 0;
60	// }
61	{x0: $x0, y0: $y0}
62	};
63
64
65	$get_denom = ($balances, $l_balances, $shifts, $pxy) => {
66
67	$leverages = [2, 5, 10, 20, 50, 100];
68
69	// account for leveraged positions
70	$L_sums = {x: 0};
71	foreach($leverages, 6, $L => {
72	$L_sums.x = $L_sums.x + ($L - 1) * ($l_balances[$L\|\|'x'].balance + $l_balances[-$L\|\|'x'].balance / $pxy);
73	});
74
75	$denom = $beta * ($balances.x + $shifts.x0) - $L_sums.x;
76	// log({denom: $denom, sum: $L_sums.x, share: $L_sums.x/$denom});
77	require($denom > 0, "negative denom " \|\| $denom);
78	$denom
79	};
80
81	$balances = var[$oswap_aa]['balances'];
82	$l_balances = var[$oswap_aa]['leveraged_balances'] OTHERWISE {};
83	$profits = var[$oswap_aa]['profits'] OTHERWISE {};
84	$recent = var[$oswap_aa]['recent'] OTHERWISE {};
85
86	$shifts = $get_shifts();
87	$pxy = $alpha/$beta * ($balances.y + $shifts.y0) / ($balances.x + $shifts.x0);
88
89	$denom = $get_denom($balances, $l_balances, $shifts, $pxy);
90
91	$Lambda = $get_param('pool_leverage', 1);
92
93	$pool_props = {
94	alpha: $alpha,
95	beta: $beta,
96	Lambda: $Lambda,
97	swap_fee: $get_param('swap_fee', 0.003),
98	arb_profit_tax: $get_param('arb_profit_tax', 0),
99	period_length: $get_param('period_length', 3600),
100	};
101
102	if (length($l_balances)){
103	// charge interest accrued since the previous interaction
104	$i = $base_interest_rate / (1 - $pool_lib#1.$get_utilization_ratio($balances, $l_balances, $shifts.x0, $shifts.y0, $alpha));
105	$charged_interest = $pool_lib#1.$charge_interest($balances, $l_balances, $profits, $shifts.x0, $shifts.y0, $recent.last_ts, $i, $alpha, $Lambda);
106	}
107
108	$y_in = $asset == $y_asset;
109
110	$req = {share: 1, final_price: 0, found: false};
111
112	foreach([1, 2, 3, 4, 5], 5, $n => {
113	if ($req.found)
114	return;
115	if ($y_in){ // buying x
116	$y_amount = $amount;
117	$x_amount = $y_amount / $pxy;
118	$req.final_price = $pxy * (1 + $x_amount / $denom * $req.share);
119	}
120	else {
121	$x_amount = $amount;
122	$req.final_price = 1/$pxy * (1 + $x_amount/($denom + $beta * $Lambda * $x_amount) * $req.share);
123	}
124
125	// copy because they will be modified in each iteration
126	$_balances = $balances;
127	$_l_balances = $l_balances;
128	$_profits = $profits;
129	$_recent = $recent;
130
131	$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);
132	log('iteration', $n, 'required', $res.amount_Y, 'have', $amount);
133
134	if ($res.amount_Y <= $amount)
135	$req.found = true;
136	else
137	$req.share = $req.share * $amount/$res.amount_Y * 0.95;
138	});
139	require($req.found, "failed to find suitable swap params");
140	$final_price = $req.final_price;
141
142	}",
143	"messages": [
144	{
145	"app": "payment",
146	"payload": {
147	"asset": "{$asset}",
148	"outputs": [
149	{
150	"address": "{$oswap_aa}",
151	"amount": "{$amount}"
152	}
153	]
154	}
155	},
156	{
157	"if": "{$asset != 'base'}",
158	"app": "payment",
159	"payload": {
160	"asset": "base",
161	"outputs": [
162	{
163	"address": "{$oswap_aa}",
164	"amount": 1000
165	}
166	]
167	}
168	},
169	{
170	"app": "data",
171	"payload": {
172	"final_price": "{$final_price}",
173	"hops": [
174	{
175	"address": "{$address}",
176	"change_address": "{$address}",
177	"data": "{$data_to_forward OTHERWISE ''}"
178	}
179	]
180	}
181	},
182	{
183	"app": "state",
184	"state": "{
185	response['message'] = 'forwarded';
186	}"
187	}
188	]
189	},
190	{
191	"if": "{$asset == 'base'}",
192	"messages": [
193	{
194	"app": "state",
195	"state": "{
196	response['message'] = 'deposited';
197	}"
198	}
199	]
200	}
201	]
202	}
203	}
204	]