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Definition

POAssetInfo​

SymbolCodeDescription
aabase_asset_symbolName of base asset
iiN/AAsset slot number of asset a.i∈0,1,...,Nai \in {0,1,...,N_a}
 ati\ _at_iacquisition_time_sec_utcA creation timestamp of asset a
 api\ _ap_ibuy_priceA buy price of asset a
 aqi\ _aq_ibase_asset_quantityCurrent qunantity of asset a at timestmap  ati\ _at_i
 aciB\ _ac_{iB}buy_commission_rateBuy commision rate of asset a
 axi\ _ax_iasset_holding_rateCurrent holding rate of asset a
 axi⋆\ _ax_i^\starN/AOptimal holding rate of asset a

Price​

SymbolCodeDescription
 api\ _ap_iN/ABuy price of asset a
 ap\ _apN/ACurrent price of asset a
 ap^\ _a\hat{p}N/AForecasted price of asset a

ROI​

SymbolCodeDescriptionFormula
 acS\ _ac_SN/ASell commission rate of asset aN/A
 ari\ _ar_iN/ACurrent ROI of asset a bought at i ari= ap(1− acS)− api(1+ aciB) ap(1+ aciB)\ _ar_i=\frac{\ _ap(1-\ _ac_S) - \ _ap_i(1+\ _ac_{iB})}{\ _ap(1+\ _ac_{iB})}
 ar^i\ _a\hat{r}_iN/AForecasted ROI of asset a bough at i ar^i= ap^(1− acS)− api(1+ aciB) ap(1+ aciB)\ _a\hat{r}_i=\frac{\ _a\hat{p}(1-\ _ac_S) - \ _ap_i(1+\ _ac_{iB})}{\ _ap(1+\ _ac_{iB})}
 ar^\ _a\hat{r}N/AForecasted ROI of asset a from now ar^= ap^(1− acS)− ap(1+ aciB) ap(1+ aciB)\ _a\hat{r}=\frac{\ _a\hat{p}(1-\ _ac_S) - \ _ap(1+\ _ac_{iB})}{\ _ap(1+\ _ac_{iB})}