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Nour/fee grid search testing (#1714)
* grid search * grid search swap test
1 parent 8be6977 commit 99b52ac

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2 files changed

+374
-28
lines changed

2 files changed

+374
-28
lines changed

programs/drift/src/state/lp_pool.rs

Lines changed: 6 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -200,7 +200,6 @@ impl LPPool {
200200
.safe_div(swap_price_denom.cast::<i128>()?)?
201201
.cast::<u128>()?;
202202

203-
msg!("in_fee: {}, out_fee: {}", in_fee, out_fee);
204203
let out_fee_amount = out_amount
205204
.cast::<i128>()?
206205
.safe_mul(out_fee as i128)?
@@ -257,13 +256,6 @@ impl LPPool {
257256
let lp_amount = if self.last_aum == 0 {
258257
token_amount_usd.safe_div(token_precision_denominator)?
259258
} else {
260-
msg!("token_amount_usd: {}", token_amount_usd);
261-
msg!("dlp_total_supply: {}", dlp_total_supply);
262-
msg!("last_aum: {}", self.last_aum);
263-
msg!(
264-
"token_precision_denominator: {}",
265-
token_precision_denominator
266-
);
267259
token_amount_usd
268260
.safe_mul(dlp_total_supply as u128)?
269261
.safe_div(self.last_aum.safe_mul(token_precision_denominator)?)?
@@ -303,7 +295,6 @@ impl LPPool {
303295
.cast::<i64>()?;
304296

305297
let lp_amount_less_fees = (lp_burn_amount as i128).safe_sub(lp_fee_to_charge as i128)?;
306-
msg!("lp_amount_less_fees: {}", lp_amount_less_fees);
307298

308299
let token_precision_denominator = 10_u128.pow(out_spot_market.decimals);
309300

@@ -322,7 +313,6 @@ impl LPPool {
322313
.safe_div(PERCENTAGE_PRECISION)?
323314
.safe_div(PERCENTAGE_PRECISION)?
324315
.safe_div(out_oracle.price.cast::<u128>()?)?;
325-
msg!("out_amount: {}", out_amount);
326316

327317
let (in_fee_pct, out_fee_pct) = self.get_swap_fees(
328318
out_spot_market,
@@ -337,8 +327,6 @@ impl LPPool {
337327
0,
338328
)?;
339329
let out_fee_pct = in_fee_pct.safe_add(out_fee_pct)?;
340-
msg!("out_fee_pct: {}", out_fee_pct);
341-
msg!("out_amount: {}", out_amount);
342330
let out_fee_amount = out_amount
343331
.safe_mul(out_fee_pct.cast::<u128>()?)?
344332
.safe_div(PERCENTAGE_PRECISION)?
@@ -353,9 +341,6 @@ impl LPPool {
353341
trade_notional: i128,
354342
kappa_inventory: u64,
355343
) -> DriftResult<i128> {
356-
msg!("notional_error: {}", notional_error);
357-
msg!("trade_notional: {}", trade_notional);
358-
msg!("kappa_inventory: {}", kappa_inventory);
359344
notional_error
360345
.safe_mul(-1_i128)?
361346
.safe_mul(trade_notional.signum() as i128)?
@@ -476,9 +461,6 @@ impl LPPool {
476461
out_target_weight: Option<i64>,
477462
correlation: i64,
478463
) -> DriftResult<(i128, i128)> {
479-
msg!("in target weight: {}", in_target_weight);
480-
msg!("out target weight: {:?}", out_target_weight);
481-
482464
let notional_trade_size =
483465
in_constituent.get_notional(in_oracle_price, in_spot_market, in_amount, false)?;
484466
let out_amount = if out_oracle_price.is_some() {
@@ -621,16 +603,13 @@ impl LPPool {
621603
notional_trade_size,
622604
)?;
623605

624-
msg!("in_fee_execution_linear: {}", in_fee_execution_linear);
625-
msg!("in_fee_execution_quadratic: {}", in_fee_execution_quadratic);
626-
msg!("in_quadratic_inventory_fee: {}", in_quadratic_inventory_fee);
627-
msg!("out_fee_execution_linear: {}", out_fee_execution_linear);
628-
msg!(
629-
"out_fee_execution_quadratic: {}",
630-
out_fee_execution_quadratic
631-
);
632606
msg!(
633-
"out_quadratic_inventory_fee: {}",
607+
"fee breakdown - in_exec_linear: {}, in_exec_quad: {}, in_inv_quad: {}, out_exec_linear: {}, out_exec_quad: {}, out_inv_quad: {}",
608+
in_fee_execution_linear,
609+
in_fee_execution_quadratic,
610+
in_quadratic_inventory_fee,
611+
out_fee_execution_linear,
612+
out_fee_execution_quadratic,
634613
out_quadratic_inventory_fee
635614
);
636615
let total_in_fee = in_fee_execution_linear

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