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Update tranche-space dashboard #44

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Update tranche-space dashboard #44

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887b1fa
update tranch-space dashboard
Siddharth2207 May 18, 2024
6d8fa19
add multiplier metric
Siddharth2207 May 19, 2024
a277e94
merge and resolve conflicts
Siddharth2207 Jun 3, 2024
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75 changes: 57 additions & 18 deletions src/tranche/tranche-space.rain
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Original file line number Diff line number Diff line change
Expand Up @@ -126,19 +126,29 @@ scenarios:
# 0.01 is 1%
tranche-space-snap-threshold: 0.01

# This is only relevant if the tranche size/ratio is denominated in
# some token other than the input/output tokens. For example, if the
# TKN was being traded for WETH but the tranche size was denominated in
# USD then the reference-stable would be USD and the reference-reserve
# would be WETH, and the identity multiplier needs to be swapped out
# for e.g. a TWAP USDT based multiplier.
# Typically this is NOT needed as the tranche size and ratio ARE
# denominated in the input/output tokens.
io-ratio-multiplier: '''io-ratio-multiplier-identity'

scenarios:
buy:
bindings:
# This is only relevant if the tranche size/ratio is denominated in
# some token other than the input/output tokens. For example, if the
# TKN was being traded for WETH but the tranche size was denominated in
# USD then the reference-stable would be USD and the reference-reserve
# would be WETH, and the identity multiplier needs to be swapped out
# for e.g. a TWAP USDT based multiplier.
# Typically this is NOT needed as the tranche size and ratio ARE
# denominated in the input/output tokens.
io-ratio-multiplier: '''io-ratio-multiplier-identity'

# If TKN was being traded for some other token, for e.g WETH and if
# the tranche size/ratio was denominated in USD, then the reference and
# reserve bindings need to be given along with the twap bindings
reference-stable: 0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9
reference-stable-decimals: 6
reference-reserve: 0x82aF49447D8a07e3bd95BD0d56f35241523fBab1
reference-reserve-decimals: 18
twap-fee: '[uniswap-v3-fee-high]'
twap-duration: 1800

# If we want to denominate the amount in BLUE when we're
# buying RED with it, then the amount is the OUTPUT.
amount-is-output: 1
Expand Down Expand Up @@ -189,6 +199,26 @@ scenarios:
test-now: 0
sell:
bindings:
# This is only relevant if the tranche size/ratio is denominated in
# some token other than the input/output tokens. For example, if the
# TKN was being traded for WETH but the tranche size was denominated in
# USD then the reference-stable would be USD and the reference-reserve
# would be WETH, and the identity multiplier needs to be swapped out
# for e.g. a TWAP USDT based multiplier.
# Typically this is NOT needed as the tranche size and ratio ARE
# denominated in the input/output tokens.
io-ratio-multiplier: '''io-ratio-multiplier-identity'

# If TKN was being traded for some other token, for e.g WETH and if
# the tranche size/ratio was denominated in USD, then the reference and
# reserve bindings need to be given along with the twap bindings
reference-stable: 0xFd086bC7CD5C481DCC9C85ebE478A1C0b69FCbb9
reference-stable-decimals: 6
reference-reserve: 0x82aF49447D8a07e3bd95BD0d56f35241523fBab1
reference-reserve-decimals: 18
twap-fee: '[uniswap-v3-fee-high]'
twap-duration: 1800

# If we want to denominate the amount in BLUE when we're
# selling RED for it, then the amount is the INPUT.
amount-is-output: 0
Expand Down Expand Up @@ -240,12 +270,15 @@ charts:
value: 0.6
unit-prefix: $
- label: Amount of RED purchased in the first tranche
value: 0.5.2
value: 0.5.3
- label: 'Initial io-ratio (i.e. # RED purchased per BLUE spent)'
value: 0.7
- label: Initial effective buy price (e.g. how much you pay for 1 RED in BLUE, visible on dextools)
value: 0.5.3
value: 0.5.4
unit-prefix: $
- label: IO-ratio multiplier
value: 0.4.0
description: 1 if the tranches are input/output token denominated, else the multiplier value between tokens TKN and the denominated token eg ETH.
- label: Starting tranche
value: 0.2.0
plots:
Expand All @@ -264,7 +297,7 @@ charts:
- type: line
options:
x: 0.0
y: 0.5.2
y: 0.5.3
'io-ratio (i.e. # of RED purchased per BLUE spent) vs tranche':
marks:
- type: line
Expand All @@ -276,7 +309,7 @@ charts:
- type: line
options:
x: 0.0
y: 0.5.3
y: 0.5.4
Starting tranche:
marks:
- type: dot
Expand All @@ -291,12 +324,15 @@ charts:
value: 0.6
unit-prefix: $
- label: Amount of BLUE received selling the first tranche of RED tokens
value: 0.5.2
value: 0.5.3
- label: 'Initial io-ratio (i.e. # of BLUE purchased per RED spent)'
value: 0.7
- label: Initial effective sell price (Amount of RED to sell 1 BLUE e.g. visible on dextools)
value: 0.7
unit-prefix: $
- label: IO-ratio multiplier
value: 0.4.0
description: 1 if the tranches are input/output token denominated, else the multiplier value between tokens TKN and the denominated token eg ETH.
- label: Starting tranche
value: 0.2.0
plots:
Expand All @@ -315,7 +351,7 @@ charts:
- type: line
options:
x: 0.0
y: 0.5.2
y: 0.5.3
'io-ratio (i.e. # of TKN purchased per $ spent) vs tranche':
marks:
- type: line
Expand Down Expand Up @@ -387,12 +423,15 @@ deployments:
#orderbook-subparser !The subparser for the Orderbook

#plottables-test
tranche-io-ratio
amount
io-ratio:,
input-amount: mul(amount io-ratio),
effective-price: inv(io-ratio);
effective-price: inv(io-ratio),
effective-tranche-io-ratio: inv(tranche-io-ratio);

#plottables-prod
tranche-io-ratio
amount
io-ratio:;

Expand Down Expand Up @@ -478,7 +517,7 @@ deployments:
amount-available: mul(tranche-total-size tranche-space-available),
amount: if(amount-is-output amount-available div(amount-available final-io-ratio)),
io-ratio: final-io-ratio,
:call<'plottables>(amount io-ratio);
:call<'plottables>(tranche-io-ratio amount io-ratio);

#handle-io
now
Expand Down
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