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@@ -0,0 +1,64 @@
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+package arbitrage
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+
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+import (
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+ "fmt"
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+ "github.com/shopspring/decimal"
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+)
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+
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+func SimulationLevel2Path(path Path) {
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+ if path.Level != 2 {
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+ HistoryError(fmt.Sprintf("Level error. Need %v, but got %v.", 2, path.Level))
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+
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+ return
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+ }
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+
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+ fm0 := path.FmList[0]
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+ fm1 := path.FmList[1]
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+
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+ // fee0, fee1
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+ fee0 := decimal.NewFromInt(fm0.Fee)
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+ fee1 := decimal.NewFromInt(fm1.Fee)
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+
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+ decimalNumber1 := decimal.NewFromInt(1)
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+ decimalNumber1e6 := decimal.NewFromInt(1).Pow(decimal.NewFromInt(6))
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+
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+ // F0 = 1 - fee0/1e6
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+ F0 := decimalNumber1.Sub(fee0.Div(decimalNumber1e6))
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+ // F1 = 1 - fee1/1e6
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+ F1 := decimalNumber1.Sub(fee1.Div(decimalNumber1e6))
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+
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+ // B0, S0
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+ B0, _ := decimal.NewFromString(fm0.InReserve.String())
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+ S0, _ := decimal.NewFromString(fm0.OutReserve.String())
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+ // B1, S1
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+ B1, _ := decimal.NewFromString(fm1.InReserve.String())
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+ S1, _ := decimal.NewFromString(fm1.OutReserve.String())
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+
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+ // F0 * F1 * S0
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+ part00 := F0.Mul(F1.Mul(S0))
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+ // B1 * F0
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+ part01 := B1.Mul(F0)
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+ // F0 * F1 * S0 + B1 * F0
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+ part0 := part00.Add(part01)
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+
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+ // if F0*F1*S0 + B1*F0 == 0
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+ if part0.IntPart() == 0 {
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+ HistoryError(fmt.Sprintf("Is error part0. F0=%v, F1=%v, S0=%v, B1=%v, F0=%v.", F0, F1, S0, B1, F0))
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+
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+ return
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+ }
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+
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+ // B0 * B1
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+ part10 := B0.Mul(B1)
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+ // F0 * F1
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+ part11 := F0.Mul(F1)
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+ // S0 * S1
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+ part12 := S0.Mul(S1)
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+ // B0 * B1 * F0 * F1 * S0 * S1 ** 0.5
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+ part1 := part10.Mul(part11.Mul(part12)).Pow(decimal.NewFromFloat(0.5)).Sub(part10)
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+
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+ // best input number
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+ I := part1.Div(part0)
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+
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+ HistoryInfo(fmt.Sprintf("part0=%v, part1=%v, I=%v.", part0, part1, I))
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+}
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