Class: GeometricKandelDistributionGenerator
Title
Helper for generating geometric Kandel distributions.
Constructors
constructor
• new GeometricKandelDistributionGenerator(geometricDistributionHelper, generalDistributionHelper, geometricKandelLib): GeometricKandelDistributionGenerator
Parameters
| Name | Type |
|---|---|
geometricDistributionHelper | GeometricKandelDistributionHelper |
generalDistributionHelper | GeneralKandelDistributionHelper |
geometricKandelLib | GeometricKandelLib |
Returns
GeometricKandelDistributionGenerator
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:17
Properties
geometricDistributionHelper
• geometricDistributionHelper: GeometricKandelDistributionHelper
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:13
generalDistributionHelper
• generalDistributionHelper: GeneralKandelDistributionHelper
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:14
geometricKandelLib
• geometricKandelLib: GeometricKandelLib
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:15
Methods
calculateGeometricDistributionParams
▸ calculateGeometricDistributionParams(params): Object
Generates a geometric price distribution.
Parameters
| Name | Type | Description |
|---|---|---|
params | DistributionParams | Parameters for the distribution. Exactly three of minPrice (or minBaseQuoteTick), maxPrice (or maxBaseQuoteTick), priceRatio (or baseQuoteTickOffset), and pricePoints must be provided. If tick-based arguments are provided, they take precedence. |
Returns
Object
| Name | Type |
|---|---|
baseQuoteTickOffset | number |
pricePoints | number |
firstAskIndex | number |
baseQuoteTickIndex0 | number |
stepSize | number |
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:30
calculateFirstOfferIndexAndFirstAskIndex
▸ calculateFirstOfferIndexAndFirstAskIndex(generateFromMid, minBaseQuoteTick, midBaseQuoteTick, baseQuoteTickOffset, pricePoints, stepSize): Object
Calculates the tick of the lowest priced price point and the index of the first ask. It is assumed the parameters are sensible based on, e.g., a call to getTickDistributionParams.
Parameters
| Name | Type | Description |
|---|---|---|
generateFromMid | boolean | Whether to generate the distribution outwards from the midPrice or upwards from the minPrice. |
minBaseQuoteTick | number | The minimum base quote tick in the distribution. |
midBaseQuoteTick | number | The mid-price as base quote tick used to determine when to switch from bids to asks. |
baseQuoteTickOffset | number | The number of ticks to jump between two price points. |
pricePoints | number | The number of price points in the distribution. |
stepSize | number | The step size used when transporting funds from an offer to its dual. |
Returns
Object
The tick of the lowest priced price point and the index of the first ask
| Name | Type |
|---|---|
baseQuoteTickIndex0 | number |
firstAskIndex | number |
Dev
if midBaseQuoteTick becomes a tick, then it is arbitrarily chosen to be a bid to simplify the math. So, if mid==min then firstAskIndex is 1. To have no bids, mid should be strictly less than min.
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:69
calculateMinimumDistribution
▸ calculateMinimumDistribution(params): Promise<GeometricKandelDistribution>
Calculates a minimal recommended volume distribution of bids and asks and their base and quote amounts to match the geometric price distribution given by parameters.
Parameters
| Name | Type | Description |
|---|---|---|
params | Object | The parameters for the geometric price distribution. |
params.distributionParams | DistributionParams | The parameters for the geometric price distribution. |
params.constantBase? | boolean | Whether the base amount should be constant for all offers. |
params.constantQuote? | boolean | Whether the quote amount should be constant for all offers. |
params.minimumBasePerOffer | BigSource | The minimum amount of base to give for each offer. Should be at least minimumBasePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market. |
params.minimumQuotePerOffer | BigSource | The minimum amount of quote to give for each offer. Should be at least minimumQuotePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market. |
Returns
Promise<GeometricKandelDistribution>
The distribution of bids and asks and their base and quote amounts.
Remarks
The price distribution may not match the distributionParams exactly due to limited precision.
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:110
calculateDistribution
▸ calculateDistribution(params): Promise<GeometricKandelDistribution>
Calculates distribution of bids and asks and their base and quote amounts to match the geometric price distribution given by parameters.
Parameters
| Name | Type | Description |
|---|---|---|
params | Object | The parameters for the geometric distribution. |
params.distributionParams | DistributionParams | The parameters for the geometric price distribution. |
params.initialAskGives? | BigSource | The initial amount of base to give for all asks. Should be at least minimumBasePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market. If not provided, then initialBidGives is used as quote for asks, and the base the ask gives is set to according to the price. |
params.initialBidGives? | BigSource | The initial amount of quote to give for all bids. Should be at least minimumQuotePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market. If not provided, then initialAskGives is used as base for bids, and the quote the bid gives is set to according to the price. |
Returns
Promise<GeometricKandelDistribution>
The distribution of bids and asks and their base and quote amounts.
Remarks
The price distribution may not match the priceDistributionParams exactly due to limited precision.
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:153
calculateDistributionFromGeometricParams
▸ calculateDistributionFromGeometricParams(geometricParams, initialAskGives?, initialBidGives?): Promise<GeometricKandelDistribution>
Calculates distribution of bids and asks and their base and quote amounts to match the geometric price distribution given by parameters.
Parameters
| Name | Type | Description |
|---|---|---|
geometricParams | Object | The parameters for the geometric price distribution. |
geometricParams.baseQuoteTickOffset | number | The number of ticks to jump between two price points. |
geometricParams.pricePoints | number | The number of price points in the distribution. |
geometricParams.firstAskIndex | number | The index of the first live ask. |
geometricParams.baseQuoteTickIndex0 | number | The tick of the lowest priced price point. |
geometricParams.stepSize | number | The step size used when transporting funds from an offer to its dual. |
initialAskGives? | BigSource | The initial amount of base to give for all asks. Should be at least minimumBasePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market. If not provided, then initialBidGives is used as quote for asks, and the base the ask gives is set to according to the price. |
initialBidGives? | BigSource | The initial amount of quote to give for all bids. Should be at least minimumQuotePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market. If not provided, then initialAskGives is used as base for bids, and the quote the bid gives is set to according to the price. |
Returns
Promise<GeometricKandelDistribution>
The distribution of bids and asks and their base and quote amounts.
Remarks
The price distribution may not match the priceDistributionParams exactly due to limited precision.
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:181
recalculateDistributionFromAvailable
▸ recalculateDistributionFromAvailable(params): Promise<GeometricKandelDistribution>
Recalculates the gives for offers in the distribution such that the available base and quote is consumed uniformly, while preserving the price distribution.
Parameters
| Name | Type | Description |
|---|---|---|
params | Object | The parameters for the recalculation. |
params.distribution | GeometricKandelDistribution | The distribution to reset the gives for. |
params.availableBase? | BigSource | The available base to consume. If not provided, then the quote for bids is also used as quote for asks, and the base the ask gives is set to according to the price. |
params.availableQuote? | BigSource | The available quote to consume. If not provided, then the base for asks is also used as base for bids, and the quote the bid gives is set to according to the price. |
Returns
Promise<GeometricKandelDistribution>
The distribution of bids and asks and their base and quote amounts.
Remarks
The required volume can be slightly less than available due to rounding due to token decimals. Note that the resulting offered base volume for each offer should be at least minimumBasePerOfferFactor from KandelConfiguration multiplied with the minimum volume for the market - and similar for quote.
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:215
getMinimumVolumeForIndex
▸ getMinimumVolumeForIndex(params): Big
Retrieves the minimum volume for a given offer type at the given index.
Parameters
| Name | Type | Description |
|---|---|---|
params | Object | The parameters for the minimum volume. |
params.offerType | BA | The offer type to get the minimum volume for. |
params.index | number | The Kandel index. |
params.tick | number | The tick at the index (the tick price of base per quote for bids and quote per base for asks). |
params.baseQuoteTickOffset | number | The number of ticks to jump between two price points - this gives the geometric progression. |
params.stepSize | number | The step size used when transporting funds from an offer to its dual. |
params.pricePoints | number | The number of price points. |
params.minimumBasePerOffer | BigSource | The minimum base token volume per offer. If not provided, then the minimum base token volume is used. |
params.minimumQuotePerOffer | BigSource | The minimum quote token volume per offer. If not provided, then the minimum quote token volume is used. |
Returns
Big
The minimum volume for the given offer type and the index.
Defined in
@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistributionGenerator.ts:244