Add first low precision oracle math

Cargo.toml

@@ -34,3 +34,4 @@ lbp = []
 stableswap = []
 liquidity-mining = []
 omnipool = []
+ema = []

Makefile

@@ -8,9 +8,10 @@ build-web-release:
 	wasm-pack build --release --target web --out-dir ./build/stableswap/web -- --features stableswap
 	wasm-pack build --release --target web --out-dir ./build/liquidity-mining/web -- --features liquidity-mining
 	wasm-pack build --release --target web --out-dir ./build/omnipool/web -- --features omnipool
-	rm ./build/xyk/web/.gitignore ./build/lbp/web/.gitignore ./build/stableswap/web/.gitignore ./build/liquidity-mining/web/.gitignore ./build/omnipool/web/.gitignore
-	rm ./build/xyk/web/LICENSE ./build/lbp/web/LICENSE ./build/stableswap/web/LICENSE ./build/liquidity-mining/web/LICENSE ./build/omnipool/web/LICENSE
-	rm ./build/xyk/web/README.md ./build/lbp/web/README.md ./build/stableswap/web/README.md ./build/liquidity-mining/web/README.md ./build/omnipool/web/README.md
+	wasm-pack build --release --target web --out-dir ./build/ema/web -- --features ema
+	rm ./build/xyk/web/.gitignore ./build/lbp/web/.gitignore ./build/stableswap/web/.gitignore ./build/liquidity-mining/web/.gitignore ./build/omnipool/web/.gitignore ./build/ema/web/.gitignore
+	rm ./build/xyk/web/LICENSE ./build/lbp/web/LICENSE ./build/stableswap/web/LICENSE ./build/liquidity-mining/web/LICENSE ./build/omnipool/web/LICENSE ./build/ema/web/LICENSE
+	rm ./build/xyk/web/README.md ./build/lbp/web/README.md ./build/stableswap/web/README.md ./build/liquidity-mining/web/README.md ./build/omnipool/web/README.md ./build/ema/web/README.md
 
 .PHONY: build-nodejs-release 
 build-nodejs-release: 
@@ -19,9 +20,10 @@ build-nodejs-release:
 	wasm-pack build --release --target nodejs --out-dir ./build/stableswap/nodejs -- --features stableswap
 	wasm-pack build --release --target nodejs --out-dir ./build/liquidity-mining/nodejs -- --features liquidity-mining
 	wasm-pack build --release --target nodejs --out-dir ./build/omnipool/nodejs -- --features omnipool
-	rm ./build/xyk/nodejs/.gitignore ./build/lbp/nodejs/.gitignore ./build/stableswap/nodejs/.gitignore ./build/liquidity-mining/nodejs/.gitignore ./build/omnipool/nodejs/.gitignore
-	rm ./build/xyk/nodejs/LICENSE ./build/lbp/nodejs/LICENSE ./build/stableswap/nodejs/LICENSE ./build/liquidity-mining/nodejs/LICENSE  ./build/omnipool/nodejs/LICENSE 
-	rm ./build/xyk/nodejs/README.md ./build/lbp/nodejs/README.md ./build/stableswap/nodejs/README.md ./build/liquidity-mining/nodejs/README.md ./build/omnipool/nodejs/README.md
+	wasm-pack build --release --target nodejs --out-dir ./build/ema/nodejs -- --features ema
+	rm ./build/xyk/nodejs/.gitignore ./build/lbp/nodejs/.gitignore ./build/stableswap/nodejs/.gitignore ./build/liquidity-mining/nodejs/.gitignore ./build/omnipool/nodejs/.gitignore ./build/ema/nodejs/.gitignore
+	rm ./build/xyk/nodejs/LICENSE ./build/lbp/nodejs/LICENSE ./build/stableswap/nodejs/LICENSE ./build/liquidity-mining/nodejs/LICENSE  ./build/omnipool/nodejs/LICENSE  ./build/ema/nodejs/LICENSE
+	rm ./build/xyk/nodejs/README.md ./build/lbp/nodejs/README.md ./build/stableswap/nodejs/README.md ./build/liquidity-mining/nodejs/README.md ./build/omnipool/nodejs/README.md ./build/ema/nodejs/README.md
 
 .PHONY: build-bundler-release 
 build-bundler-release: 
@@ -30,9 +32,10 @@ build-bundler-release:
 	wasm-pack build --release --target bundler --out-dir ./build/stableswap/bundler -- --features stableswap
 	wasm-pack build --release --target bundler --out-dir ./build/liquidity-mining/bundler -- --features liquidity-mining
 	wasm-pack build --release --target bundler --out-dir ./build/omnipool/bundler -- --features omnipool
-	rm ./build/xyk/bundler/.gitignore ./build/lbp/bundler/.gitignore ./build/stableswap/bundler/.gitignore ./build/liquidity-mining/bundler/.gitignore ./build/omnipool/bundler/.gitignore
-	rm ./build/xyk/bundler/LICENSE ./build/lbp/bundler/LICENSE ./build/stableswap/bundler/LICENSE ./build/liquidity-mining/bundler/LICENSE ./build/omnipool/bundler/LICENSE
-	rm ./build/xyk/bundler/README.md ./build/lbp/bundler/README.md ./build/stableswap/bundler/README.md ./build/liquidity-mining/bundler/README.md ./build/omnipool/bundler/README.md 
+	wasm-pack build --release --target bundler --out-dir ./build/ema/bundler -- --features ema
+	rm ./build/xyk/bundler/.gitignore ./build/lbp/bundler/.gitignore ./build/stableswap/bundler/.gitignore ./build/liquidity-mining/bundler/.gitignore ./build/omnipool/bundler/.gitignore ./build/ema/bundler/.gitignore
+	rm ./build/xyk/bundler/LICENSE ./build/lbp/bundler/LICENSE ./build/stableswap/bundler/LICENSE ./build/liquidity-mining/bundler/LICENSE ./build/omnipool/bundler/LICENSE ./build/ema/bundler/LICENSE
+	rm ./build/xyk/bundler/README.md ./build/lbp/bundler/README.md ./build/stableswap/bundler/README.md ./build/liquidity-mining/bundler/README.md ./build/omnipool/bundler/README.md  ./build/ema/bundler/README.md
 
 
 .PHONY: build-package 
@@ -42,6 +45,7 @@ build-package:
 	bash ./build-package.sh stableswap
 	bash ./build-package.sh liquidity-mining
 	bash ./build-package.sh omnipool
+	bash ./build-package.sh ema
 
 .PHONY: clean-package 
 clean-package: 
@@ -50,6 +54,7 @@ clean-package:
 	bash ./clean-package.sh stableswap
 	bash ./clean-package.sh liquidity-mining
 	bash ./clean-package.sh omnipool
+	bash ./clean-package.sh ema
 
 .PHONY: test
 test:

build/ema/bundler/hydra_dx_wasm.d.ts

@@ -0,0 +1,43 @@
+/* tslint:disable */
+/* eslint-disable */
+/**
+* Calculate the iterated exponential moving average for the given prices.
+* + `iterations` is the number of iterations of the EMA to calculate (expected to be a serialized `u32`).
+* + `prev_n` and `prev_d` are the previous oracle value, `incoming_n` and `incoming_d` are the new value to
+*   integrate (expected to be serialized `u128` values).
+* + `smoothing` is the smoothing factor of the EMA (expected to be a serialized `u128` that gets interpreted as a
+*   `Fraction`).
+*
+* Returns the new oracle value as a serialized `FixedU128` (lower precision than the input).
+* @param {string} iterations
+* @param {string} prev_n
+* @param {string} prev_d
+* @param {string} incoming_n
+* @param {string} incoming_d
+* @param {string} smoothing
+* @returns {string}
+*/
+export function low_precision_iterated_price_ema(iterations: string, prev_n: string, prev_d: string, incoming_n: string, incoming_d: string, smoothing: string): string;
+/**
+* Calculate the iterated exponential moving average for the given balances.
+* + `iterations` is the number of iterations of the EMA to calculate (expected to be a serialized `u32`).
+* + `prev` is the previous oracle value, `incoming` is the new value to integrate (expected to be serialized
+*   `u128` values).
+* + `smoothing` is the smoothing factor of the EMA (expected to be a serialized `u128` that gets interpreted as a
+*   `Fraction`).
+*
+* Returns the new oracle value as a serialized `u128`.
+* @param {string} iterations
+* @param {string} prev
+* @param {string} incoming
+* @param {string} smoothing
+* @returns {string}
+*/
+export function iterated_balance_ema(iterations: string, prev: string, incoming: string, smoothing: string): string;
+/**
+* @param {string} a
+* @param {number} fee_numerator
+* @param {number} fee_denominator
+* @returns {string}
+*/
+export function calculate_pool_trade_fee(a: string, fee_numerator: number, fee_denominator: number): string;

build/ema/bundler/hydra_dx_wasm.js

@@ -0,0 +1,4 @@
+import * as wasm from "./hydra_dx_wasm_bg.wasm";
+import { __wbg_set_wasm } from "./hydra_dx_wasm_bg.js";
+__wbg_set_wasm(wasm);
+export * from "./hydra_dx_wasm_bg.js";

build/ema/bundler/hydra_dx_wasm_bg.js

@@ -0,0 +1,189 @@
+let wasm;
+export function __wbg_set_wasm(val) {
+    wasm = val;
+}
+
+
+let WASM_VECTOR_LEN = 0;
+
+let cachedUint8Memory0 = null;
+
+function getUint8Memory0() {
+    if (cachedUint8Memory0 === null || cachedUint8Memory0.byteLength === 0) {
+        cachedUint8Memory0 = new Uint8Array(wasm.memory.buffer);
+    }
+    return cachedUint8Memory0;
+}
+
+const lTextEncoder = typeof TextEncoder === 'undefined' ? (0, module.require)('util').TextEncoder : TextEncoder;
+
+let cachedTextEncoder = new lTextEncoder('utf-8');
+
+const encodeString = (typeof cachedTextEncoder.encodeInto === 'function'
+    ? function (arg, view) {
+    return cachedTextEncoder.encodeInto(arg, view);
+}
+    : function (arg, view) {
+    const buf = cachedTextEncoder.encode(arg);
+    view.set(buf);
+    return {
+        read: arg.length,
+        written: buf.length
+    };
+});
+
+function passStringToWasm0(arg, malloc, realloc) {
+
+    if (realloc === undefined) {
+        const buf = cachedTextEncoder.encode(arg);
+        const ptr = malloc(buf.length);
+        getUint8Memory0().subarray(ptr, ptr + buf.length).set(buf);
+        WASM_VECTOR_LEN = buf.length;
+        return ptr;
+    }
+
+    let len = arg.length;
+    let ptr = malloc(len);
+
+    const mem = getUint8Memory0();
+
+    let offset = 0;
+
+    for (; offset < len; offset++) {
+        const code = arg.charCodeAt(offset);
+        if (code > 0x7F) break;
+        mem[ptr + offset] = code;
+    }
+
+    if (offset !== len) {
+        if (offset !== 0) {
+            arg = arg.slice(offset);
+        }
+        ptr = realloc(ptr, len, len = offset + arg.length * 3);
+        const view = getUint8Memory0().subarray(ptr + offset, ptr + len);
+        const ret = encodeString(arg, view);
+
+        offset += ret.written;
+    }
+
+    WASM_VECTOR_LEN = offset;
+    return ptr;
+}
+
+let cachedInt32Memory0 = null;
+
+function getInt32Memory0() {
+    if (cachedInt32Memory0 === null || cachedInt32Memory0.byteLength === 0) {
+        cachedInt32Memory0 = new Int32Array(wasm.memory.buffer);
+    }
+    return cachedInt32Memory0;
+}
+
+const lTextDecoder = typeof TextDecoder === 'undefined' ? (0, module.require)('util').TextDecoder : TextDecoder;
+
+let cachedTextDecoder = new lTextDecoder('utf-8', { ignoreBOM: true, fatal: true });
+
+cachedTextDecoder.decode();
+
+function getStringFromWasm0(ptr, len) {
+    return cachedTextDecoder.decode(getUint8Memory0().subarray(ptr, ptr + len));
+}
+/**
+* Calculate the iterated exponential moving average for the given prices.
+* + `iterations` is the number of iterations of the EMA to calculate (expected to be a serialized `u32`).
+* + `prev_n` and `prev_d` are the previous oracle value, `incoming_n` and `incoming_d` are the new value to
+*   integrate (expected to be serialized `u128` values).
+* + `smoothing` is the smoothing factor of the EMA (expected to be a serialized `u128` that gets interpreted as a
+*   `Fraction`).
+*
+* Returns the new oracle value as a serialized `FixedU128` (lower precision than the input).
+* @param {string} iterations
+* @param {string} prev_n
+* @param {string} prev_d
+* @param {string} incoming_n
+* @param {string} incoming_d
+* @param {string} smoothing
+* @returns {string}
+*/
+export function low_precision_iterated_price_ema(iterations, prev_n, prev_d, incoming_n, incoming_d, smoothing) {
+    try {
+        const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+        const ptr0 = passStringToWasm0(iterations, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len0 = WASM_VECTOR_LEN;
+        const ptr1 = passStringToWasm0(prev_n, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len1 = WASM_VECTOR_LEN;
+        const ptr2 = passStringToWasm0(prev_d, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len2 = WASM_VECTOR_LEN;
+        const ptr3 = passStringToWasm0(incoming_n, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len3 = WASM_VECTOR_LEN;
+        const ptr4 = passStringToWasm0(incoming_d, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len4 = WASM_VECTOR_LEN;
+        const ptr5 = passStringToWasm0(smoothing, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len5 = WASM_VECTOR_LEN;
+        wasm.low_precision_iterated_price_ema(retptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3, ptr4, len4, ptr5, len5);
+        var r0 = getInt32Memory0()[retptr / 4 + 0];
+        var r1 = getInt32Memory0()[retptr / 4 + 1];
+        return getStringFromWasm0(r0, r1);
+    } finally {
+        wasm.__wbindgen_add_to_stack_pointer(16);
+        wasm.__wbindgen_free(r0, r1);
+    }
+}
+
+/**
+* Calculate the iterated exponential moving average for the given balances.
+* + `iterations` is the number of iterations of the EMA to calculate (expected to be a serialized `u32`).
+* + `prev` is the previous oracle value, `incoming` is the new value to integrate (expected to be serialized
+*   `u128` values).
+* + `smoothing` is the smoothing factor of the EMA (expected to be a serialized `u128` that gets interpreted as a
+*   `Fraction`).
+*
+* Returns the new oracle value as a serialized `u128`.
+* @param {string} iterations
+* @param {string} prev
+* @param {string} incoming
+* @param {string} smoothing
+* @returns {string}
+*/
+export function iterated_balance_ema(iterations, prev, incoming, smoothing) {
+    try {
+        const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+        const ptr0 = passStringToWasm0(iterations, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len0 = WASM_VECTOR_LEN;
+        const ptr1 = passStringToWasm0(prev, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len1 = WASM_VECTOR_LEN;
+        const ptr2 = passStringToWasm0(incoming, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len2 = WASM_VECTOR_LEN;
+        const ptr3 = passStringToWasm0(smoothing, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len3 = WASM_VECTOR_LEN;
+        wasm.iterated_balance_ema(retptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3);
+        var r0 = getInt32Memory0()[retptr / 4 + 0];
+        var r1 = getInt32Memory0()[retptr / 4 + 1];
+        return getStringFromWasm0(r0, r1);
+    } finally {
+        wasm.__wbindgen_add_to_stack_pointer(16);
+        wasm.__wbindgen_free(r0, r1);
+    }
+}
+
+/**
+* @param {string} a
+* @param {number} fee_numerator
+* @param {number} fee_denominator
+* @returns {string}
+*/
+export function calculate_pool_trade_fee(a, fee_numerator, fee_denominator) {
+    try {
+        const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+        const ptr0 = passStringToWasm0(a, wasm.__wbindgen_malloc, wasm.__wbindgen_realloc);
+        const len0 = WASM_VECTOR_LEN;
+        wasm.calculate_pool_trade_fee(retptr, ptr0, len0, fee_numerator, fee_denominator);
+        var r0 = getInt32Memory0()[retptr / 4 + 0];
+        var r1 = getInt32Memory0()[retptr / 4 + 1];
+        return getStringFromWasm0(r0, r1);
+    } finally {
+        wasm.__wbindgen_add_to_stack_pointer(16);
+        wasm.__wbindgen_free(r0, r1);
+    }
+}
+

build/ema/bundler/hydra_dx_wasm_bg.wasm.d.ts

@@ -0,0 +1,10 @@
+/* tslint:disable */
+/* eslint-disable */
+export const memory: WebAssembly.Memory;
+export function low_precision_iterated_price_ema(a: number, b: number, c: number, d: number, e: number, f: number, g: number, h: number, i: number, j: number, k: number, l: number, m: number): void;
+export function iterated_balance_ema(a: number, b: number, c: number, d: number, e: number, f: number, g: number, h: number, i: number): void;
+export function calculate_pool_trade_fee(a: number, b: number, c: number, d: number, e: number): void;
+export function __wbindgen_add_to_stack_pointer(a: number): number;
+export function __wbindgen_malloc(a: number): number;
+export function __wbindgen_realloc(a: number, b: number, c: number): number;
+export function __wbindgen_free(a: number, b: number): void;

build/ema/bundler/package.json

@@ -0,0 +1,24 @@
+{
+  "name": "hydra-dx-wasm",
+  "collaborators": [
+    "GalacticCouncil"
+  ],
+  "version": "4.0.0",
+  "license": "Apache 2.0",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/galacticcouncil/hydradx-wasm"
+  },
+  "files": [
+    "hydra_dx_wasm_bg.wasm",
+    "hydra_dx_wasm.js",
+    "hydra_dx_wasm_bg.js",
+    "hydra_dx_wasm.d.ts"
+  ],
+  "module": "hydra_dx_wasm.js",
+  "types": "hydra_dx_wasm.d.ts",
+  "sideEffects": [
+    "./hydra_dx_wasm.js",
+    "./snippets/*"
+  ]
+}

build/ema/nodejs/hydra_dx_wasm.d.ts

@@ -0,0 +1,43 @@
+/* tslint:disable */
+/* eslint-disable */
+/**
+* Calculate the iterated exponential moving average for the given prices.
+* + `iterations` is the number of iterations of the EMA to calculate (expected to be a serialized `u32`).
+* + `prev_n` and `prev_d` are the previous oracle value, `incoming_n` and `incoming_d` are the new value to
+*   integrate (expected to be serialized `u128` values).
+* + `smoothing` is the smoothing factor of the EMA (expected to be a serialized `u128` that gets interpreted as a
+*   `Fraction`).
+*
+* Returns the new oracle value as a serialized `FixedU128` (lower precision than the input).
+* @param {string} iterations
+* @param {string} prev_n
+* @param {string} prev_d
+* @param {string} incoming_n
+* @param {string} incoming_d
+* @param {string} smoothing
+* @returns {string}
+*/
+export function low_precision_iterated_price_ema(iterations: string, prev_n: string, prev_d: string, incoming_n: string, incoming_d: string, smoothing: string): string;
+/**
+* Calculate the iterated exponential moving average for the given balances.
+* + `iterations` is the number of iterations of the EMA to calculate (expected to be a serialized `u32`).
+* + `prev` is the previous oracle value, `incoming` is the new value to integrate (expected to be serialized
+*   `u128` values).
+* + `smoothing` is the smoothing factor of the EMA (expected to be a serialized `u128` that gets interpreted as a
+*   `Fraction`).
+*
+* Returns the new oracle value as a serialized `u128`.
+* @param {string} iterations
+* @param {string} prev
+* @param {string} incoming
+* @param {string} smoothing
+* @returns {string}
+*/
+export function iterated_balance_ema(iterations: string, prev: string, incoming: string, smoothing: string): string;
+/**
+* @param {string} a
+* @param {number} fee_numerator
+* @param {number} fee_denominator
+* @returns {string}
+*/
+export function calculate_pool_trade_fee(a: string, fee_numerator: number, fee_denominator: number): string;