sdk: bigz/improve get vamm l2 generator #618
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0xbigz
changed the title
crispheaney
reviewed
Sep 18, 2023
sdk/src/dlob/orderBookLevels.ts
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| @@ -139,12 +140,20 @@ export function getVammL2Generator({ | |||
| oraclePriceData, | |||
| numOrders, | |||
| now, | |||
| topofBookQuoteAmounts, | |||
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why'd you make it in quote instead of base?
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so its easy to make consistent across perp markets, thus comparing spreads across perp markets would be more consistent
| SwapDirection.ADD | ||
| ); | ||
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| baseSwapped = askAmm.baseAssetReserve.sub(afterSwapBaseReserves).abs(); |
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what if this is less than step size or super small?
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i feel like that already needed to be handled downstream of here. this is just describing the vamm liquidity profile
lukecaan
reviewed
Sep 21, 2023
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