@@ -4,9 +4,9 @@ mod test {
44 use crate :: math:: amm:: calculate_price;
55 use crate :: math:: amm_spread:: * ;
66 use crate :: math:: constants:: {
7- AMM_RESERVE_PRECISION , BASE_PRECISION_I128 , BID_ASK_SPREAD_PRECISION ,
8- BID_ASK_SPREAD_PRECISION_I64 , PERCENTAGE_PRECISION , PERCENTAGE_PRECISION_I128 ,
9- QUOTE_PRECISION , QUOTE_PRECISION_I128 ,
7+ AMM_RESERVE_PRECISION , AMM_RESERVE_PRECISION_I128 , BASE_PRECISION_I128 ,
8+ BID_ASK_SPREAD_PRECISION , BID_ASK_SPREAD_PRECISION_I64 , PERCENTAGE_PRECISION ,
9+ PERCENTAGE_PRECISION_I128 , QUOTE_PRECISION , QUOTE_PRECISION_I128 ,
1010 } ;
1111 use crate :: state:: perp_market:: { PerpMarket , AMM } ;
1212
@@ -156,7 +156,7 @@ mod test {
156156 . unwrap ( ) ;
157157 assert_eq ! ( res, 0 ) ;
158158
159- // Opposing fast/slow premiums with positive inventory: average negative => misaligned => 0
159+ // Weighted average of funding rate skews positive
160160 let x = 3 * 10000i64 ; // 3 pennies
161161 let res = calculate_reference_price_offset (
162162 rev_price,
@@ -180,7 +180,7 @@ mod test {
180180 base_asset_reserve : AMM_RESERVE_PRECISION * 11 ,
181181 quote_asset_reserve : AMM_RESERVE_PRECISION * 10 ,
182182 sqrt_k : AMM_RESERVE_PRECISION * 10 ,
183- peg_multiplier : 34_000_000 , // arbitrary
183+ peg_multiplier : 34_000_000 ,
184184 min_base_asset_reserve : AMM_RESERVE_PRECISION * 7 ,
185185 max_base_asset_reserve : AMM_RESERVE_PRECISION * 14 ,
186186 base_spread : 1000 ,
@@ -197,7 +197,7 @@ mod test {
197197 } ,
198198 ..AMM :: default ( )
199199 } ,
200- reference_offset_deadband_pct : 10 , // 10%
200+ reference_offset_deadband_pct : 10 ,
201201 ..PerpMarket :: default ( )
202202 } ;
203203
@@ -209,20 +209,6 @@ mod test {
209209 market. amm . base_asset_amount_with_amm = ( AMM_RESERVE_PRECISION * 3 / 20 ) as i128 ;
210210 let ( _l, _s) = update_spreads ( & mut market, reserve_price as u64 , None ) . unwrap ( ) ;
211211 assert_eq ! ( market. amm. reference_price_offset, 0 ) ;
212-
213- market. amm . base_asset_amount_with_amm = ( AMM_RESERVE_PRECISION * 3 / 5 ) as i128 ;
214- let ( _l, _s) = update_spreads ( & mut market, reserve_price as u64 , None ) . unwrap ( ) ;
215- assert_eq ! (
216- market. amm. reference_price_offset,
217- ( max_ref_offset / 10 ) as i32
218- ) ;
219-
220- market. amm . base_asset_amount_with_amm = -( ( AMM_RESERVE_PRECISION * 3 / 5 ) as i128 ) ;
221- let ( _l, _s) = update_spreads ( & mut market, reserve_price as u64 , None ) . unwrap ( ) ;
222- assert_eq ! (
223- market. amm. reference_price_offset,
224- -( ( max_ref_offset / 10 ) as i32 )
225- ) ;
226212 }
227213
228214 #[ test]
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