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sdk: correct calculateVolSpreadBN reversion
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sdk/src/math/amm.ts

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -547,11 +547,11 @@ export function calculateVolSpreadBN(
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.add(oracleStd)
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.mul(PERCENTAGE_PRECISION)
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.div(reservePrice)
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.div(new BN(2));
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.div(new BN(4));
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const volSpread = BN.max(lastOracleConfPct, marketAvgStdPct.div(new BN(2)));
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const clampMin = PERCENTAGE_PRECISION.div(new BN(100));
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const clampMax = PERCENTAGE_PRECISION.mul(new BN(16)).div(new BN(10));
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const clampMax = PERCENTAGE_PRECISION;
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const longVolSpreadFactor = clampBN(
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longIntensity.mul(PERCENTAGE_PRECISION).div(BN.max(ONE, volume24H)),
@@ -568,7 +568,7 @@ export function calculateVolSpreadBN(
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let confComponent = lastOracleConfPct;
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if (lastOracleConfPct.lte(PRICE_PRECISION.div(new BN(400)))) {
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confComponent = lastOracleConfPct.div(new BN(10));
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confComponent = lastOracleConfPct.div(new BN(20));
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}
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const longVolSpread = BN.max(

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