Algorithm for HedgeFutures adjusted.
The sustainability of Fort needs to add an impact cost, which is calculated as follows
- Calculation formula of impact cost: C = Vol / 1000 / 10000
Where C is the number of DcuS traded
- The impact cost is only available when buying, but not when selling
When bullish, the initial price is multiplied by (1 + K + C) and the selling price is divided by (1 + k)
When bearish, the initial price is divided by (1 + K + C) and the selling price is multiplied by (1 + k)
When merging, S0 uses the recorded price and S1 uses K to correct
- The perpetual contract needs to add an impact cost interface, which is planned to be updated to BSC and eth today
FORT Core
2021-12-01