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RangeOptimizer

clmm_lp_optimization::range_optimizer

Struct RangeOptimizer 

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pub struct RangeOptimizer {
    pub iterations: usize,
    pub steps: usize,
    pub time_step: f64,
}
Expand description

Optimizer for finding the best price range.

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§iterations: usize

Number of iterations for Monte Carlo.

§steps: usize

Number of steps per iteration.

§time_step: f64

Time step in years.

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impl RangeOptimizer

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pub fn new(iterations: usize, steps: usize, time_step: f64) -> Self

Creates a new RangeOptimizer.

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pub fn optimize<O: ObjectiveFunction>( &self, base_position: Position, current_price: Decimal, volatility: f64, drift: f64, volume: ConstantVolume, pool_liquidity: u128, fee_rate: Decimal, objective: O, ) -> OptimizationResult

Optimizes the price range for a given position.

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