Variables

General Variables
​iii
 
A given instant
​uuu
 
Factors that refers to a user (uuu
) balance.
​dududu
 
Time of the event of a user's original deposit.
State Variables
To perform the events, the contract stores, calculates, and manage the following variables:
​UBuUB_uUBu​
 
User Balance of a token A or B in a given moment. When adding liquidity for the first time, the UBuUB_uUBu​
 will be equal toAduA_{du}Adu​
 .
​IVi−1IV_{i-1}IVi−1​
 
Last period's guessed Implied Volatility by the contract based on the latest trade activity in the AMM.
​IViIV_iIVi​
 
Implied Volatility that was guessed by the OptionAMM after the current trade ended and impacted the pool position. This factor will be stored and used only in the next event, which in that case will have become the IVi−1IV_{i-1}IVi−1​
 . The IViIV_iIVi​
is guessed and should guarantee the condition: 
​fp(IVi,MarketDatai)=−BiAi\displaystyle f_p(IV_i,MarketData_i)=\frac{-B_i}{A_i}fp​(IVi​,MarketDatai​)=Ai​−Bi​​
​
​TBiTB_iTBi​
 
Pool total Balance of a particular token:
​TBAiTB_{A_i}TBAi​​
 Pool's total balance of token A in a given instant iii
 .
​TBBiTB_{B_i}TBBi​​
 Pool's total balance of token B in a given instantiii
 .
​DBiDB_iDBi​
 
Pool's factor that is not amortized. 
​DBAiDB_{A_i}DBAi​​
 Pool's deamortized balance of token A in a given instant iii
 .
​DBBiDB_{B_i}DBBi​​
 Pool's deamortized balance of token B in a given instantiii
 .
Dynamic Variables
Variables controlled by the users.
Variables that will be input by the user in addLiquidity or removeLiquidity
User Input
User input for liquidity provision:
​ AduA_{du}Adu​
 ​ Total amount of A a user deposited originally.
​​ BduB_{du}Bdu​
 ​ Total amount of B a user deposited originally.
​rrr
 
Is the proportion of token a user wants to withdraw from each token. 1 would be 100% withdrawal.
​rAr_ArA​
 is the proportion the user wants to withdraw from the original deposit of token A
​rBr_BrB​
  is the proportion the user wants to withdraw from the original deposit of token B
Contract Variables
Find below the variables used by the AMM for calculations.
​PiP_iPi​
 
Token A price in units of Token B calculated by the AMM in a given instant iii
 .
​fpf_pfp​
 
The AMM's price function to price the token A (options) in units of token B. 
​MarketDataiMarketData_iMarketDatai​
 
The underlying asset's spot price is supplied from an external source of data (currently by Chainlink).
​FviFv_iFvi​
 
Pool's opening value factor.
​mAAmAAmAA
 
How many token A the user can withdraw for each token A deposited
​mBBmBBmBB
 
How many token B the user can withdraw for each token B deposited
​mBAmBAmBA
 
How many token A the user can withdraw for each token B deposited
​mABmABmAB
 
How much token B the user can withdraw for each token A deposited
Trade formulas
Variables used by the AMM for calculations during a trade:
​AiA_iAi​
 
Trade amount of token A to be transferred or received in a trade event.
​BiB_iBi​
 
Trade amount of token B to be transferred or received in a trade event. 
​poolAmountApoolAmountApoolAmountA
 
Is the variable that contains the maximum that could be traded based on the current pool situation and option price for the token A. 
​poolAmountBpoolAmountBpoolAmountB
 
Is the variable that contains the maximum that could be traded based on the current pool situation and option price for the token B. 
​kkk
 
Product constant.
Glossary Comparison
Find below the variables matching with the contract names.
Documentation / Whitepaper
Code
File
​UBAUB_AUBA​
 
UserDepositSnapshot.tokenABalance
AMM.sol
​UBBUB_BUBB​
 
UserDepositSnapshot.tokenBBalance
AMM.sol
​FvduFv_{du}Fvdu​
 
UserDepositSnapshot.fImp
AMM.sol
​PiP_iPi​
​
ABPrice
AMM.sol
​fpf_pfp​
 
_getABPrice()
AMM.sol
​IVi−1IV_{i-1}IVi−1​
 
PriceProperties.currentSigma
OptionAMMPool.sol
​IViIV_iIVi​
 
newIV
OptionAMMPool.sol
​AiA_iAi​
  
exactAmountAIn / exactAmountAOut / amountAIn / amountAOut
AMM.sol
​BiB_iBi​
 
exactAmountBIn / exactAmountBOut / amountBIn / amountBOut
AMM.sol
​TBiTB_iTBi​
 
totalTokenA / totalTokenB
AMM.sol
​DBiDB_iDBi​
 
deamortizedTokenABalance / deamortizedTokenBBalance
AMM.sol
​FviFv_iFvi​
 
fImpOpening
AMM.sol
​rrr
 
percentA / percentB
AMM.sol
​mAAmAAmAA
 
Mult.AA
AMM.sol
​mBBmBBmBB
 
Mult.BB
AMM.sol
​mBAmBAmBA
 
Mult.BA
AMM.sol
​mABmABmAB
 
Mult.AB
AMM.sol

Options AMM - Previous

Options AMM

Components

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