Package yieldspace.ts

test/shared/yieldspace.ts

@@ -0,0 +1,122 @@
+const { bignumber, add, subtract, multiply, divide, pow } = require('mathjs')
+
+// https://www.desmos.com/calculator/mllhtohxfx
+export function mint(daiReserves: any, fyDaiReserves: any, supply: any, dai: any): [any, any] {
+  const Z = bignumber(daiReserves)
+  const Y = bignumber(fyDaiReserves)
+  const S = bignumber(supply)
+  const z = bignumber(dai)
+  const m = divide(multiply(S, z), Z)
+  const y = divide(multiply(Y, m), S)
+
+  return [m, y]
+}
+
+// https://www.desmos.com/calculator/ubsalzunpo
+export function burn(daiReserves: any, fyDaiReserves: any, supply: any, lpTokens: any): [any, any] {
+  const Z = bignumber(daiReserves)
+  const Y = bignumber(fyDaiReserves)
+  const S = bignumber(supply)
+  const x = bignumber(lpTokens)
+  const z = divide(multiply(x, Z), S)
+  const y = divide(multiply(x, Y), S)
+
+  return [z, y]
+}
+
+// https://www.desmos.com/calculator/5nf2xuy6yb
+export function sellDai(daiReserves: any, fyDaiReserves: any, dai: any, timeTillMaturity: any): any {
+  const fee = bignumber(1000000000000)
+  const Z = bignumber(daiReserves)
+  const Y = bignumber(fyDaiReserves)
+  const T = bignumber(timeTillMaturity)
+  const x = bignumber(dai)
+  const k = bignumber(1 / (4 * 365 * 24 * 60 * 60)) // 1 / seconds in four years
+  const g = bignumber(950 / 1000)
+  const t = multiply(k, T)
+  const a = subtract(1, multiply(g, t))
+  const invA = divide(1, a)
+  const Za = pow(Z, a)
+  const Ya = pow(Y, a)
+  const Zxa = pow(add(Z, x), a)
+  const sum = subtract(add(Za, Ya), Zxa)
+  const y = subtract(Y, pow(sum, invA))
+  const yFee = subtract(y, fee)
+
+  if (divide(y, x) < bignumber(1)) throw new RangeError()
+
+  return yFee
+}
+
+// https://www.desmos.com/calculator/6jlrre7ybt
+export function sellFYDai(daiReserves: any, fyDaiReserves: any, fyDai: any, timeTillMaturity: any): any {
+  const fee = bignumber(1000000000000)
+  const Z = bignumber(daiReserves)
+  const Y = bignumber(fyDaiReserves)
+  const T = bignumber(timeTillMaturity)
+  const x = bignumber(fyDai)
+  const k = bignumber(1 / (4 * 365 * 24 * 60 * 60)) // 1 / seconds in four years
+  const g = bignumber(1000 / 950)
+  const t = multiply(k, T)
+  const a = subtract(1, multiply(g, t))
+  const invA = divide(1, a)
+  const Za = pow(Z, a)
+  const Ya = pow(Y, a)
+  const Yxa = pow(add(Y, x), a)
+  const sum = add(Za, subtract(Ya, Yxa))
+  const y = subtract(Z, pow(sum, invA))
+  const yFee = subtract(y, fee)
+
+  if (divide(y, x) > bignumber(1)) throw new RangeError()
+
+  return yFee
+}
+
+// https://www.desmos.com/calculator/0rgnmtckvy
+export function buyDai(daiReserves: any, fyDaiReserves: any, dai: any, timeTillMaturity: any): any {
+  const fee = bignumber(1000000000000)
+  const Z = bignumber(daiReserves)
+  const Y = bignumber(fyDaiReserves)
+  const T = bignumber(timeTillMaturity)
+  const x = bignumber(dai)
+  const k = bignumber(1 / (4 * 365 * 24 * 60 * 60)) // 1 / seconds in four years
+  const g = bignumber(1000 / 950)
+  const t = multiply(k, T)
+  const a = subtract(1, multiply(g, t))
+  const invA = divide(1, a)
+  const Za = pow(Z, a)
+  const Ya = pow(Y, a)
+  const Zxa = pow(subtract(Z, x), a)
+  const sum = subtract(add(Za, Ya), Zxa)
+  const y = subtract(pow(sum, invA), Y)
+
+  if (divide(y, x) < bignumber(1)) throw new RangeError()
+
+  const yFee = add(y, fee)
+
+  return yFee
+}
+
+// https://www.desmos.com/calculator/ws5oqj8x5i
+export function buyFYDai(daiReserves: any, fyDaiReserves: any, fyDai: any, timeTillMaturity: any): any {
+  const fee = bignumber(1000000000000)
+  const Z = bignumber(daiReserves)
+  const Y = bignumber(fyDaiReserves)
+  const T = bignumber(timeTillMaturity)
+  const x = bignumber(fyDai)
+  const k = bignumber(1 / (4 * 365 * 24 * 60 * 60)) // 1 / seconds in four years
+  const g = bignumber(950 / 1000)
+  const t = multiply(k, T)
+  const a = subtract(1, multiply(g, t))
+  const invA = divide(1, a)
+  const Za = pow(Z, a)
+  const Ya = pow(Y, a)
+  const Yxa = pow(subtract(Y, x), a)
+  const sum = add(Za, subtract(Ya, Yxa))
+  const y = subtract(pow(sum, invA), Z)
+  const yFee = add(y, fee)
+
+  if (divide(y, x) > bignumber(1)) throw new RangeError()
+
+  return yFee
+}