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#797 - DCV_J should be in OCEAN #798

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merged 7 commits into from
Feb 6, 2024
+9 −8
Merged

#797 - DCV_J should be in OCEAN #798

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c239e57
Calculate and use OCEAN DCV
trizin Feb 5, 2024
c4d6229
Comments
trizin Feb 5, 2024
980e7e3
Fix variable
trizin Feb 6, 2024
ec21443
Fix bound by DCV test
trizin Feb 6, 2024
85bcbab
Formatting
trizin Feb 6, 2024
4fcf024
Fix test_custom_multipliers test
trizin Feb 6, 2024
5951384
Add missing rates
trizin Feb 6, 2024
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2 changes: 1 addition & 1 deletion df_py/util/constants.py
View file
Original file line number Diff line number Diff line change
@@ -16,7 +16,7 @@
28: 0.0,
80: 150000.0, # weekly 150k from weeks 29 to 79
106: 300000.0,
132: 600000.0
132: 600000.0,
# we use the halflife formula after week 132
}

7 changes: 4 additions & 3 deletions df_py/volume/reward_calculator.py
View file
Original file line number Diff line number Diff line change
@@ -175,8 +175,8 @@ def _calc_rewards_usd(self) -> np.ndarray:
for j in range(N_j):
stake_j = sum(S[:, j])
multiplier = self.M[j]
DCV_j = self.V_USD[j]
if stake_j == 0.0 or DCV_j == 0.0:
DCV_OCEAN_j = self.V_USD[j] / self.rates["OCEAN"]
if stake_j == 0.0 or DCV_OCEAN_j == 0.0:
continue

for i in range(N_i):
@@ -186,10 +186,11 @@ def _calc_rewards_usd(self) -> np.ndarray:
perc_at_ij = stake_ij / stake_j

# main formula!
# reward amount in OCEAN
R[i, j] = min(
perc_at_j * perc_at_ij * self.OCEAN_avail,
stake_ij * TARGET_WPY, # bound rewards by max APY
DCV_j * multiplier, # bound rewards by DCV
DCV_OCEAN_j * multiplier, # bound rewards by DCV
)

# filter negligible values
8 changes: 4 additions & 4 deletions df_py/volume/test/test_calcrewards.py
View file
Original file line number Diff line number Diff line change
@@ -500,10 +500,9 @@ def test_bound_APY_two_nfts__high_stake__one_nft_dominates_DCV():
@enforce_types
def test_bound_by_DCV_one_nft():
DCV_OCEAN = 100.0
DCV_USD = DCV_OCEAN / RATES["OCEAN"]

stakes = {C1: {NA: {LP1: 1e6}}}
nftvols = {C1: {OCN_ADDR: {NA: DCV_USD}}}
nftvols = {C1: {OCN_ADDR: {NA: DCV_OCEAN}}}
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Note: Reward calculator expects volumes to be in the token used to purchase the asset and later converts it to USD.

OCEAN_avail = 10000.0

# df week = 9 -> DCV multiplier = 1.0
@@ -523,10 +522,9 @@ def test_bound_by_DCV_one_nft():
@enforce_types
def test_custom_multipliers():
DCV_OCEAN = 100.0
DCV_USD = DCV_OCEAN / RATES["OCEAN"]

stakes = {C1: {NA: {LP1: 1e6}}}
nftvols = {C1: {OCN_ADDR: {NA: DCV_USD}}}
nftvols = {C1: {OCN_ADDR: {NA: DCV_OCEAN}}}
OCEAN_avail = 10000.0

with patch(
@@ -1111,6 +1109,7 @@ def test_volume_reward_calculator(tmp_path):
},
"rates": {
"basetoken_symbol1": 1.0,
"OCEAN": 1.0,
},
"multiplier": 1.0,
}
@@ -1175,6 +1174,7 @@ def test_volume_reward_calculator_predictoor_mul(tmp_path):
},
"rates": {
"basetoken_symbol1": 1.0,
"OCEAN": 1.0,
},
"predictoor_contracts": {"0xnft_addr1": {}},
}