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[FIX] Asset group decimal error #35

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merged 2 commits into from
Oct 30, 2024
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When asset weights in the same group having decimal places over 18, there could be the case where the resulted weight is decreased when it shouldn't. Considering a group where

previous weights: A = 1, B = 0
updated weights: A = 1/3, B = 2/3

But due to precision loss, A = 0.333333333333333333, B = 0.666666666666666666 which resulted in 0.999999999999999999 which is viewed as decreasing weight and bypass the limiter (decreasing weight shoud not be prohibited even if it's not yet below the bound as it improves the pool balances but this case does not).

The fix is delaying division and sum the normalized value first as opposed to just sum the denom weights.

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@crnbarr93 crnbarr93 left a comment

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LGTM!

@iboss-ptk iboss-ptk merged commit 21d909a into main Oct 30, 2024
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2 participants