Closed dpaiton closed 5 months ago
Partially addresses https://github.com/delvtech/hyperdrive-rs/issues/29 and https://github.com/delvtech/hyperdrive-rs/issues/21
These are steps towards implementing a parity implementation of open short as well as targeted short.
Since these functions are implemented on State, we preferentially use State member variables (e.g. vault_share_price) instead of passing arguments.
vault_share_price
The short proceeds is given by:
$$ P{\text{short}}(\Delta y) = \tfrac{\Delta y \cdot c{1}}{c{0} \cdot c} + \tfrac{\Delta y}{c} \cdot \phi{f} - \Delta z(\Delta y) $$
Resolved Issues
Partially addresses https://github.com/delvtech/hyperdrive-rs/issues/29 and https://github.com/delvtech/hyperdrive-rs/issues/21
Description
These are steps towards implementing a parity implementation of open short as well as targeted short.
Since these functions are implemented on State, we preferentially use State member variables (e.g.
vault_share_price
) instead of passing arguments.The short proceeds is given by:
$$ P{\text{short}}(\Delta y) = \tfrac{\Delta y \cdot c{1}}{c{0} \cdot c} + \tfrac{\Delta y}{c} \cdot \phi{f} - \Delta z(\Delta y) $$