From 17ae9d953d6dae51c0ea9af6431b842a9504db0e Mon Sep 17 00:00:00 2001
From: Austin Chen <akrolsmir@gmail.com>
Date: Wed, 8 Jun 2022 10:36:35 -0700
Subject: [PATCH] Calculate gross liquidity

---
 common/calculate-swap3.ts | 20 +++++++++++---------
 web/pages/swap.tsx        | 28 +++++++++++++++++++---------
 2 files changed, 30 insertions(+), 18 deletions(-)

diff --git a/common/calculate-swap3.ts b/common/calculate-swap3.ts
index ce66ea6a..a2f957a8 100644
--- a/common/calculate-swap3.ts
+++ b/common/calculate-swap3.ts
@@ -78,12 +78,9 @@ export function getSwap3Probability(pool: Swap3Pool) {
 
 function calculatePurchase(
   pool: Swap3Pool,
-  amount: number,
+  amount: number, // In M$
   outcome: 'YES' | 'NO'
-) {
-  const shares = 10
-  const newPool = {}
-}
+) {}
 
 export function calculateLPCost(
   curTick: number,
@@ -104,7 +101,6 @@ export function calculateLPCost(
   }
 }
 
-// TODO: Untested
 // Currently, this mutates the pool. Should it return a new object instead?
 export function addPosition(
   pool: Swap3Pool,
@@ -128,7 +124,6 @@ export function addPosition(
   }
 
   minTickState.liquidityNet += deltaL
-  minTickState.liquidityGross += deltaL
   pool.tickStates[minTick] = minTickState
 
   // And remove it as we pass through the larger one
@@ -139,11 +134,18 @@ export function addPosition(
   }
 
   maxTickState.liquidityNet -= deltaL
-  maxTickState.liquidityGross -= deltaL
   pool.tickStates[maxTick] = maxTickState
 
-  // TODO: add deltaL to liquidityGross of tickStates between minTick and maxTick
+  return pool
+}
 
+// This also mutates the pool directly
+export function grossLiquidity(pool: Swap3Pool) {
+  let liquidityGross = 0
+  for (const tickState of sortedTickStates(pool)) {
+    liquidityGross += tickState.liquidityNet
+    tickState.liquidityGross = liquidityGross
+  }
   return pool
 }
 
diff --git a/web/pages/swap.tsx b/web/pages/swap.tsx
index 376a1601..edeb6c48 100644
--- a/web/pages/swap.tsx
+++ b/web/pages/swap.tsx
@@ -3,6 +3,7 @@ import {
   calculateLPCost,
   fromProb,
   getSwap3Probability,
+  grossLiquidity,
   noShares,
   sortedTickStates,
   Swap3Pool,
@@ -14,6 +15,7 @@ import { useState } from 'react'
 import { LiquidityGraph } from 'web/components/contract/liquidity-graph'
 import { Col } from 'web/components/layout/col'
 import { Row } from 'web/components/layout/row'
+import { addLiquidity } from 'web/lib/firebase/fn-call'
 
 const users: Record<string, any> = {
   alice: {
@@ -94,6 +96,7 @@ function PoolTable(props: { pool: Swap3Pool }) {
             <th className="px-4 py-2">Tick</th>
             <th className="px-4 py-2">Prob</th>
             <th className="px-4 py-2">Net Liquidity</th>
+            <th className="px-4 py-2">Gross Liquidity</th>
           </tr>
         </thead>
         {sortedTickStates(pool).map((tickState, i) => (
@@ -103,6 +106,7 @@ function PoolTable(props: { pool: Swap3Pool }) {
               {formatPercent(toProb(tickState.tick))}
             </td>
             <td className="px-4 py-2">{tickState.liquidityNet}</td>
+            <td className="px-4 py-2">{tickState.liquidityGross}</td>
           </tr>
         ))}
       </table>
@@ -112,23 +116,28 @@ function PoolTable(props: { pool: Swap3Pool }) {
 
 function Graph(props: { pool: Swap3Pool }) {
   const { pool } = props
-  let liquidity = 100 // TODO unhardcode
-  const points = [{ x: 0, y: liquidity }]
+  const points = []
+  let lastGross = 0
   for (const tickState of sortedTickStates(pool)) {
-    points.push({ x: toProb(tickState.tick), y: liquidity })
-    liquidity += tickState.liquidityNet
-    points.push({ x: toProb(tickState.tick), y: liquidity })
+    const { tick, liquidityGross } = tickState
+    points.push({ x: toProb(tick), y: lastGross })
+    points.push({ x: toProb(tick), y: liquidityGross })
+    lastGross = liquidityGross
   }
-  points.push({ x: 1, y: liquidity })
   return <LiquidityGraph points={points} marker={toProb(pool.tick)} />
 }
 
 export default function Swap() {
-  const [pool, setPool] = useState({
-    liquidity: 100,
+  // Set up an initial pool with 100 liquidity from 0% to 100%
+  // TODO: Not sure why maxTick of 2**23 breaks it, but 2**20 is okay...
+  let INIT_POOL: Swap3Pool = {
+    liquidity: 0,
     tick: fromProb(0.3),
     tickStates: [],
-  })
+  }
+  INIT_POOL = addPosition(INIT_POOL, -(2 ** 23), 2 ** 20, 100)
+  INIT_POOL = grossLiquidity(INIT_POOL)
+  const [pool, setPool] = useState(INIT_POOL)
 
   const [minTick, setMinTick] = useState(0)
   const [maxTick, setMaxTick] = useState(0)
@@ -180,6 +189,7 @@ export default function Swap() {
           className="btn"
           onClick={() => {
             addPosition(pool, minTick, maxTick, 100)
+            grossLiquidity(pool)
             setPool({ ...pool })
           }}
         >