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update jb rolls
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Siddharth2207 committed Jul 27, 2024
1 parent fd33e43 commit 9b18684
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Showing 2 changed files with 49 additions and 8 deletions.
49 changes: 45 additions & 4 deletions strategies/trireme/dca-oracle-univ2.rain
Original file line number Diff line number Diff line change
Expand Up @@ -86,7 +86,9 @@ scenarios:
uniswap-v2-init-code: 0x96e8ac4277198ff8b6f785478aa9a39f403cb768dd02cbee326c3e7da348845f

#Jittery binomial bits
jittery-binomial-bits: 20
jittery-binomial-bits: 10
jittery-binomial-min: 0.25
jittery-binomial-max: 1

scenarios:
buy:
Expand Down Expand Up @@ -478,6 +480,8 @@ deployments:
#min-ratio !Minimum io-ratio for the order.
#mean-output-amount !Mean dollar denominated amount of stable tokens traded.
#jittery-binomial-bits !Number of bits for jittery binomial to calculate random amount of stable token traded per trade.
#jittery-binomial-min !Minimum value of the random multiplier produced by jittery binomial.
#jittery-binomial-max !Maximum value of the random multiplier produced by jittery binomial.

#test-current-time !Test current time for plotting.
#test-last-time !Test last time for plotting.
Expand All @@ -493,10 +497,47 @@ deployments:
#orderbook-subparser !The subparser for the Orderbook words
#cooldown-key "cooldown-key"

#jittery-binomial-rolls
seed: ,
roll-0: call<'jittery-binomial>(seed 0),
roll-1: call<'jittery-binomial>(seed 1),
roll-2: call<'jittery-binomial>(seed 2),
roll-3: call<'jittery-binomial>(seed 3),
roll-4: call<'jittery-binomial>(seed 4),

random-multiplier: conditions(
every(
greater-than-or-equal-to(roll-0 jittery-binomial-min)
less-than-or-equal-to(roll-0 jittery-binomial-max)
)
roll-0
every(
greater-than-or-equal-to(roll-1 jittery-binomial-min)
less-than-or-equal-to(roll-1 jittery-binomial-max)
)
roll-1
every(
greater-than-or-equal-to(roll-2 jittery-binomial-min)
less-than-or-equal-to(roll-2 jittery-binomial-max)
)
roll-2
every(
greater-than-or-equal-to(roll-3 jittery-binomial-min)
less-than-or-equal-to(roll-3 jittery-binomial-max)
)
roll-3
every(
greater-than-or-equal-to(roll-4 jittery-binomial-min)
less-than-or-equal-to(roll-4 jittery-binomial-max)
)
roll-4
"default" 0.5
);

#jittery-binomial
seed:,
seed roll-index:,
binomial18-10:
bitwise-count-ones(bitwise-decode<0 jittery-binomial-bits>(hash(seed))),
bitwise-count-ones(bitwise-decode<0 jittery-binomial-bits>(hash(seed roll-index))),
noise18-1:
mod(hash(seed 0) 1),
jittery-combined:
Expand Down Expand Up @@ -614,7 +655,7 @@ deployments:
using-words-from uniswap-words orderbook-subparser

current-time last-time: call<'ensure-cooldown>(),
random-multiplier18: call<'jittery-binomial>(current-time),
random-multiplier18: call<'jittery-binomial-rolls>(last-time),
jittered-output-amount: mul(
mul(mean-output-amount 2)
random-multiplier18
Expand Down
8 changes: 4 additions & 4 deletions test/Trireme/DcaUniV2Test.t.sol
Original file line number Diff line number Diff line change
Expand Up @@ -76,8 +76,8 @@ contract DcaUniV2Test is StrategyTests {
IO[] memory outputVaults = new IO[](1);
outputVaults[0] = polygonUsdcIo();

uint256 expectedRatio = 6.874849629490542569e18;
uint256 expectedAmount = 0.734166703889249086e18;
uint256 expectedRatio = 7.546679062155744054e18;
uint256 expectedAmount = 1.448940071037488020e18;

LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
getEncodedSellZercRoute(),
Expand Down Expand Up @@ -120,8 +120,8 @@ contract DcaUniV2Test is StrategyTests {
IO[] memory outputVaults = new IO[](1);
outputVaults[0] = polygonZercIo();

uint256 expectedRatio = 0.095134558173229603e18;
uint256 expectedAmount = 5.873333631113992688e18;
uint256 expectedRatio = 0.107731681330498142e18;
uint256 expectedAmount = 11.591520568299904160e18;

LibStrategyDeployment.StrategyDeployment memory strategy = LibStrategyDeployment.StrategyDeployment(
getEncodedBuyZercRoute(),
Expand Down

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