From 440308da827424bc7777a33c37c5cf76040fd229 Mon Sep 17 00:00:00 2001 From: TomasCImach Date: Tue, 18 Jun 2024 09:37:28 -0300 Subject: [PATCH] change risk param bounds --- contracts/OverlayV1Factory.sol | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/contracts/OverlayV1Factory.sol b/contracts/OverlayV1Factory.sol index 20feea73..7944316b 100644 --- a/contracts/OverlayV1Factory.sol +++ b/contracts/OverlayV1Factory.sol @@ -18,7 +18,7 @@ contract OverlayV1Factory is IOverlayV1Factory { // risk param bounds // NOTE: 1bps = 1e14 uint256[15] public PARAMS_MIN = [ - 0.000_004e14, // MIN_K = ~ 0.1 bps / 8 hr + 0, // MIN_K = 0 0.01e18, // MIN_LMBDA = 0.01 1e14, // MIN_DELTA = 0.01% (1 bps) 1e18, // MIN_CAP_PAYOFF = 1x @@ -30,24 +30,24 @@ contract OverlayV1Factory is IOverlayV1Factory { 0.01e18, // MIN_MAINTENANCE_MARGIN_BURN_RATE = 1% 0.001e18, // MIN_LIQUIDATION_FEE_RATE = 0.10% (10 bps) 1e14, // MIN_TRADING_FEE_RATE = 0.01% (1 bps) - 0.000_001e18, // MIN_MINIMUM_COLLATERAL = 1e-6 OV + 0.000_1e18, // MIN_MINIMUM_COLLATERAL = 1e-4 OV 0.01e14, // MIN_PRICE_DRIFT_UPPER_LIMIT = 0.01 bps/s - 250 // MIN_AVERAGE_BLOCK_TIME = 0.25s + 100 // MIN_AVERAGE_BLOCK_TIME = 0.1s ]; uint256[15] public PARAMS_MAX = [ 0.04e14, // MAX_K = ~ 1000 bps / 8 hr 10e18, // MAX_LMBDA = 10 200e14, // MAX_DELTA = 2% (200 bps) 100e18, // MAX_CAP_PAYOFF = 100x - 8_000_000e18, // MAX_CAP_NOTIONAL = 8,000,000 OV (initial supply) - 20e18, // MAX_CAP_LEVERAGE = 20x + 88_888_888e18, // MAX_CAP_NOTIONAL = 88,888,888 OV (initial supply) + 100e18, // MAX_CAP_LEVERAGE = 100x 31536000, // MAX_CIRCUIT_BREAKER_WINDOW = 365 days - 8_000_000e18, // MAX_CIRCUIT_BREAKER_MINT_TARGET = 8,000,000 OV + 88_888_888e18, // MAX_CIRCUIT_BREAKER_MINT_TARGET = 88,888,888 OV (initial supply) 0.2e18, // MAX_MAINTENANCE_MARGIN_FRACTION = 20% 0.5e18, // MAX_MAINTENANCE_MARGIN_BURN_RATE = 50% 0.2e18, // MAX_LIQUIDATION_FEE_RATE = 20.00% (2000 bps) - 50e14, // MAX_TRADING_FEE_RATE = 0.50% (50 bps) - 1e18, // MAX_MINIMUM_COLLATERAL = 1 OV + 100e14, // MAX_TRADING_FEE_RATE = 1% (100 bps) + 100_000e18, // MAX_MINIMUM_COLLATERAL = 100,000 OV 1e14, // MAX_PRICE_DRIFT_UPPER_LIMIT = 1 bps/s 3600000 // MAX_AVERAGE_BLOCK_TIME = 1h (arbitrary but large) ];