Backup work

CarmineOptions · Nov 4, 2023 · d20d4b9 · d20d4b9
1 parent 564d172
commit d20d4b9
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Showing 4 changed files with 13 additions and 5 deletions.
diff --git a/src/amm_core/state.cairo b/src/amm_core/state.cairo
@@ -355,7 +355,6 @@ mod State {
         state.new_option_position.read((lptoken_address, option_side, maturity, strike_price.mag))
     }
 
-    use debug::PrintTrait;
     fn set_option_position(
         lptoken_address: LPTAddress,
         option_side: OptionSide,

diff --git a/src/ilhedge/carmine.cairo b/src/ilhedge/carmine.cairo
@@ -54,7 +54,7 @@ fn price_option(strike: Fixed, notional: u128, expiry: u64, calls: bool, amm_add
     notional.print();
     'strike:'.print();
     strike.print();
-    'calls:'.print();
+    'calls?:'.print();
     calls.print();
     let option = Option_ {
         option_side: 0,

diff --git a/src/ilhedge/contract.cairo b/src/ilhedge/contract.cairo
@@ -28,6 +28,8 @@ mod ILHedge {
     use option::OptionTrait;
     use traits::{Into, TryInto};
 
+    use debug::PrintTrait;
+
     use starknet::ContractAddress;
     use starknet::ClassHash;
     use starknet::{get_caller_address, get_contract_address};
@@ -185,12 +187,15 @@ mod ILHedge {
                 match strikes_puts.pop_front() {
                     Option::Some(strike_pair) => {
                         let (tobuy, tohedge) = *strike_pair;
+                        'tobuy(in puts):'.print();
+                        tobuy.print();
                         // compute how much portf value would be at each hedged strike
                         // converts the excess to the hedge result asset (calls -> convert to eth)
                         // for each strike
                         let portf_val_puts = compute_portfolio_value(
                             curr_price, notional, false, tohedge
                         ); // value of second asset is precisely as much as user put in, expecting conversion
+                        'computed portf val puts'.print();
                         assert(portf_val_puts > FixedTrait::ZERO(), 'portf val puts < 0?');
                         assert(
                             portf_val_puts < (convert_from_int_to_Fixed(notional, 18) * curr_price),

diff --git a/tests/ilhedge/test_ilhedge.cairo b/tests/ilhedge/test_ilhedge.cairo
@@ -36,22 +36,26 @@ fn test_ilhedge() {
     assert(ilhedge_address.into() != 0, 'ilhedge addr 0');
     let ilhedge = IILHedgeDispatcher { contract_address: ilhedge_address };
     let expiry = 1000000000 + 60 * 60 * 24; // current time plus 24 hours, taken from setup
-    let (pricecalls, priceputs) = ilhedge.price_hedge(10000000000000, ctx.usdc_address, ctx.eth_address, expiry);
+    let (pricecalls, priceputs) = ilhedge.price_hedge(1000000000000000000, ctx.usdc_address, ctx.eth_address, expiry);
+    'pricecalls:'.print();
+    pricecalls.print();
     assert(pricecalls == 69, 'pricecalls wut');
+    'priceputs:'.print();
+    priceputs.print();
     assert(priceputs == 42, 'priceputs wut');
 }
 
 fn add_needed_options(ctx: Ctx, dsps: Dispatchers) {
     let CALL = 0;
     let PUT = 1;
+    add_option_to_amm(ctx, dsps, 1600, PUT);
     add_option_to_amm(ctx, dsps, 1700, CALL);
     add_option_to_amm(ctx, dsps, 1800, CALL);
     add_option_to_amm(ctx, dsps, 1900, CALL);
     add_option_to_amm(ctx, dsps, 2000, CALL);
     add_option_to_amm(ctx, dsps, 1300, PUT);
     add_option_to_amm(ctx, dsps, 1400, PUT);
     // add_option_to_amm(ctx, dsps, 1500, PUT); // already added
-    add_option_to_amm(ctx, dsps, 1600, PUT);
 }
 
 fn add_option_to_amm(ctx: Ctx, dsps: Dispatchers, strike: u128, option_type: u8) {
@@ -88,7 +92,7 @@ fn add_option_to_amm(ctx: Ctx, dsps: Dispatchers, strike: u128, option_type: u8)
     let short_option_address = ctx.opt_contract.deploy(@short_constructor_data).unwrap();
 
 
-    let lpt_addr = if (option_type == 0) {ctx.call_lpt_address}else{ctx.call_lpt_address};
+    let lpt_addr = if (option_type == 0) {ctx.call_lpt_address}else{ctx.put_lpt_address};
     dsps
     .amm
     .add_option_both_sides(