arbiter.toml

# Settings
# ========
# Structs are defined in `src/config.rs`, which loads this config and deserializes it into the structs.
# Important! All fields must be present in the config file, even if they are not used.

# Struct for pool parameters which defines its economics.
# # Fields
# * `volatility` - Volatility of the pool as a float percentage. (f64)
# * `strike_price` - Strike price of the pool as a float. (f64)
# * `time_remaining_years` - Time remaining in years as a float. (f64)
# * `is_perpetual` - Boolean indicating if the pool is perpetual. (bool)
[economic]
pool_volatility_f = 0.01
pool_strike_price_f = 1.0
pool_time_remaining_years_f = 1.0
pool_is_perpetual = false
pool_fee_basis_points = 10
pool_priority_fee_basis_points = 0


# Struct for all price processes init parameters.
# A price process is a stochastic process that describes the evolution of a price_process.
# # Fields
# * `timestep` - Time step of the simulation. (f64)
# * `timescale` - Time in string interpretation. (String)
# * `num_steps` - Number of steps in the simulation. (usize)
# * `initial_price` - Initial price of the simulation. (f64)
# * `seed` - Seed for testing. (u64)
# * `process_type` - Type of price process. (PriceProcessType)
[process]
timestep = 0.0027397
timescale = "trades"
num_steps = 1000
initial_price = 1
seed = 887

[process.process_type]
price_process_type = "OU"


# Ornstein-Uhlenbeck process parameters struct.
# # Fields
# * `volatility` - Volatility of the underlying asset. (f64)
# * `mean_reversion_speed` - Mean reversion speed of the underlying asset. (f64)
# * `mean_price` - Mean price of the underlying asset. (f64)
[process.process_type.price_process]
volatility = 0.01
mean_reversion_speed = 50.0
mean_price = 1.0

# Geometric Brownian Motion process parameters struct.
# # Fields
# * `drift` - Price drift of the underlying asset. (f64)
# * `volatility` - Volatility of the underlying asset. (f64)
# e.g., 
# [process.process_type.price_process]
# drift = 0.1
# volatility = 0.07