remove oracle diffrences
This commit is contained in:
Adrian Brzeziński
parent
b9745ec5a7
commit
83c2907285
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@ -3,8 +3,8 @@ declare enum ORACLE_TYPE {
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SWITCHBOARD = 1,
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ALL = 2
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}
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export type LISTING_PRESETS_KEY = "asset_250p" | "asset_100" | "asset_20" | "asset_10p" | "liab_5p" | "liab_5" | "liab_1" | "UNTRUSTED";
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declare const asset_250p: {
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export type LISTING_PRESETS_KEY = "asset_5000" | "asset_250" | "asset_100" | "asset_20" | "asset_10" | "liab_5" | "liab_3" | "liab_1" | "UNTRUSTED";
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declare const asset_5000: {
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maxStalenessSlots: number | null;
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oracleConfFilter: number;
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adjustmentFactor: number;
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@ -47,7 +47,7 @@ declare const asset_250p: {
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collateralFeePerDay: number;
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disableAssetLiquidation: boolean;
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};
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export type LISTING_PRESET = typeof asset_250p;
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export type LISTING_PRESET = typeof asset_5000;
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export type ILISTING_PRESETS = typeof LISTING_PRESETS;
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export declare const LISTING_PRESETS: {
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[key in LISTING_PRESETS_KEY]: LISTING_PRESET;
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@ -11,7 +11,7 @@ var ORACLE_TYPE;
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ORACLE_TYPE[ORACLE_TYPE["SWITCHBOARD"] = 1] = "SWITCHBOARD";
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ORACLE_TYPE[ORACLE_TYPE["ALL"] = 2] = "ALL";
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})(ORACLE_TYPE || (ORACLE_TYPE = {}));
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const asset_250p = {
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const asset_5000 = {
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maxStalenessSlots: 250,
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oracleConfFilter: 0.1,
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adjustmentFactor: 0.004,
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@ -29,13 +29,13 @@ const asset_250p = {
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liquidationFee: 0.01,
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minVaultToDepositsRatio: 0.2,
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netBorrowLimitWindowSizeTs: 24 * 60 * 60,
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netBorrowLimitPerWindowQuote: toNative(250000, 6).toNumber(),
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netBorrowLimitPerWindowQuote: toNative(2000000, 6).toNumber(),
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groupInsuranceFund: true,
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borrowWeightScaleStartQuote: toNative(500000, 6).toNumber(),
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depositWeightScaleStartQuote: toNative(500000, 6).toNumber(),
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preset_key: "asset_250p",
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preset_name: "AAA",
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preset_target_amount: 250000,
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borrowWeightScaleStartQuote: toNative(5000000, 6).toNumber(),
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depositWeightScaleStartQuote: toNative(5000000, 6).toNumber(),
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preset_key: "asset_5000",
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preset_name: "S",
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preset_target_amount: 5000000,
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stablePriceDelayIntervalSeconds: 60 * 60,
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stablePriceGrowthLimit: 0.0003,
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stablePriceDelayGrowthLimit: 0.06,
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@ -47,27 +47,29 @@ const asset_250p = {
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interestTargetUtilization: 0.5,
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depositLimit: 0,
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oraclePriceBand: 1,
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depositLimitNotional: 2000000,
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oracle: ORACLE_TYPE.PYTH,
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depositLimitNotional: 20000000,
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oracle: ORACLE_TYPE.ALL,
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zeroUtilRate: 0,
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platformLiquidationFee: 0.04,
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collateralFeePerDay: 0,
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disableAssetLiquidation: false,
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};
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exports.LISTING_PRESETS = {
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//Price impact on $5000,000 swap lower then 1%
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asset_5000: Object.assign({}, asset_5000),
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//Price impact on $250,000 swap lower then 1%
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asset_250p: Object.assign({}, asset_250p),
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asset_250: Object.assign(Object.assign({}, asset_5000), { netBorrowLimitPerWindowQuote: toNative(250000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(500000, 6).toNumber(), depositWeightScaleStartQuote: toNative(500000, 6).toNumber(), preset_key: "asset_250", preset_name: "AAA", preset_target_amount: 250000, depositLimitNotional: 2000000 }),
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//Price impact on $100,000 swap lower then 1%
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asset_100: Object.assign(Object.assign({}, asset_250p), { netBorrowLimitPerWindowQuote: toNative(125000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(250000, 6).toNumber(), depositWeightScaleStartQuote: toNative(250000, 6).toNumber(), preset_name: "AA", preset_key: "asset_100", preset_target_amount: 100000, loanFeeRate: 0.01, loanOriginationFeeRate: 0.001, oracle: ORACLE_TYPE.ALL, depositLimitNotional: 1000000 }),
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asset_100: Object.assign(Object.assign({}, asset_5000), { netBorrowLimitPerWindowQuote: toNative(125000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(250000, 6).toNumber(), depositWeightScaleStartQuote: toNative(250000, 6).toNumber(), preset_name: "AA", preset_key: "asset_100", preset_target_amount: 100000, loanFeeRate: 0.01, loanOriginationFeeRate: 0.001, depositLimitNotional: 1000000 }),
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//Price impact on $20,000 swap lower then 1%
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asset_20: Object.assign(Object.assign({}, asset_250p), { maintAssetWeight: 0.75, initAssetWeight: 0.5, maintLiabWeight: 1.2, initLiabWeight: 1.4, liquidationFee: 0.08, loanFeeRate: 0.02, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(50000, 6).toNumber(), depositWeightScaleStartQuote: toNative(50000, 6).toNumber(), preset_name: "A", preset_key: "asset_20", preset_target_amount: 20000, loanOriginationFeeRate: 0.002, oracle: ORACLE_TYPE.ALL, depositLimitNotional: 200000, platformLiquidationFee: 0.02 }),
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asset_10p: Object.assign(Object.assign({}, asset_250p), { maintAssetWeight: 0.5, initAssetWeight: 0.25, maintLiabWeight: 1.25, initLiabWeight: 1.5, liquidationFee: 0.08, loanFeeRate: 0.03, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(20000, 6).toNumber(), depositWeightScaleStartQuote: toNative(20000, 6).toNumber(), groupInsuranceFund: false, preset_name: "A-", preset_key: "asset_10p", preset_target_amount: 10000, loanOriginationFeeRate: 0.003, oracle: ORACLE_TYPE.PYTH, depositLimitNotional: 80000, platformLiquidationFee: 0.02 }),
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liab_5p: Object.assign(Object.assign({}, asset_250p), { loanOriginationFeeRate: 0.004, maintAssetWeight: 0, initAssetWeight: 0, loanFeeRate: 0.04, maintLiabWeight: 1.25, initLiabWeight: 1.5, liquidationFee: 0.06, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(20000, 6).toNumber(), depositWeightScaleStartQuote: toNative(20000, 6).toNumber(), groupInsuranceFund: false, preset_name: "BBB", preset_key: "liab_5p", preset_target_amount: 5000, oracle: ORACLE_TYPE.PYTH, depositLimitNotional: 200000, platformLiquidationFee: 0.04 }),
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asset_20: Object.assign(Object.assign({}, asset_5000), { maintAssetWeight: 0.75, initAssetWeight: 0.5, maintLiabWeight: 1.2, initLiabWeight: 1.4, liquidationFee: 0.02, loanFeeRate: 0.02, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(50000, 6).toNumber(), depositWeightScaleStartQuote: toNative(50000, 6).toNumber(), preset_name: "A", preset_key: "asset_20", preset_target_amount: 20000, loanOriginationFeeRate: 0.002, depositLimitNotional: 200000, platformLiquidationFee: 0.08 }),
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asset_10: Object.assign(Object.assign({}, asset_5000), { maintAssetWeight: 0.5, initAssetWeight: 0.25, maintLiabWeight: 1.25, initLiabWeight: 1.5, liquidationFee: 0.02, loanFeeRate: 0.03, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(20000, 6).toNumber(), depositWeightScaleStartQuote: toNative(20000, 6).toNumber(), groupInsuranceFund: false, preset_name: "A-", preset_key: "asset_10", preset_target_amount: 10000, loanOriginationFeeRate: 0.003, depositLimitNotional: 80000, platformLiquidationFee: 0.08 }),
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liab_5: Object.assign(Object.assign({}, asset_5000), { loanOriginationFeeRate: 0.004, maintAssetWeight: 0, initAssetWeight: 0, loanFeeRate: 0.04, maintLiabWeight: 1.25, initLiabWeight: 1.5, liquidationFee: 0.04, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(20000, 6).toNumber(), depositWeightScaleStartQuote: toNative(20000, 6).toNumber(), groupInsuranceFund: false, preset_name: "BBB", preset_key: "liab_5", preset_target_amount: 5000, depositLimitNotional: 200000, platformLiquidationFee: 0.06 }),
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//Price impact on $1,000 swap lower then 1%
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liab_5: Object.assign(Object.assign({}, asset_250p), { loanFeeRate: 0.05, loanOriginationFeeRate: 0.005, maintAssetWeight: 0, initAssetWeight: 0, maintLiabWeight: 1.3, initLiabWeight: 1.6, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(20000, 6).toNumber(), depositWeightScaleStartQuote: toNative(20000, 6).toNumber(), groupInsuranceFund: false, preset_name: "BB", preset_key: "liab_5", preset_target_amount: 5000, maxStalenessSlots: 1000, oracleConfFilter: 1000, oracle: ORACLE_TYPE.ALL, depositLimitNotional: 200000, liquidationFee: 0.06, platformLiquidationFee: 0.04 }),
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liab_1: Object.assign(Object.assign({}, asset_250p), { loanFeeRate: 0.075, loanOriginationFeeRate: 0.0075, maintAssetWeight: 0, initAssetWeight: 0, maintLiabWeight: 1.4, initLiabWeight: 1.8, liquidationFee: 0.06, platformLiquidationFee: 0.04, netBorrowLimitPerWindowQuote: toNative(15000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(5000, 6).toNumber(), depositWeightScaleStartQuote: toNative(5000, 6).toNumber(), groupInsuranceFund: false, preset_name: "B", preset_key: "liab_1", preset_target_amount: 1000, maxStalenessSlots: 1000, oracleConfFilter: 1000, oracle: ORACLE_TYPE.ALL, depositLimitNotional: 200000 }),
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liab_3: Object.assign(Object.assign({}, asset_5000), { loanFeeRate: 0.05, loanOriginationFeeRate: 0.005, maintAssetWeight: 0, initAssetWeight: 0, maintLiabWeight: 1.3, initLiabWeight: 1.6, netBorrowLimitPerWindowQuote: toNative(50000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(20000, 6).toNumber(), depositWeightScaleStartQuote: toNative(20000, 6).toNumber(), groupInsuranceFund: false, preset_name: "BB", preset_key: "liab_3", preset_target_amount: 3000, maxStalenessSlots: 1000, oracleConfFilter: 1000, depositLimitNotional: 200000, liquidationFee: 0.04, platformLiquidationFee: 0.06 }),
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liab_1: Object.assign(Object.assign({}, asset_5000), { loanFeeRate: 0.075, loanOriginationFeeRate: 0.0075, maintAssetWeight: 0, initAssetWeight: 0, maintLiabWeight: 1.4, initLiabWeight: 1.8, liquidationFee: 0.04, platformLiquidationFee: 0.06, netBorrowLimitPerWindowQuote: toNative(15000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(5000, 6).toNumber(), depositWeightScaleStartQuote: toNative(5000, 6).toNumber(), groupInsuranceFund: false, preset_name: "B", preset_key: "liab_1", preset_target_amount: 1000, maxStalenessSlots: 1000, oracleConfFilter: 1000, depositLimitNotional: 200000 }),
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//should run untrusted, instruction preset should be named C
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UNTRUSTED: Object.assign(Object.assign({}, asset_250p), { loanFeeRate: 0.005, loanOriginationFeeRate: 0.0075, maintAssetWeight: 0, initAssetWeight: 0, maintLiabWeight: 1.4, initLiabWeight: 1.8, liquidationFee: 0.06, platformLiquidationFee: 0.04, netBorrowLimitPerWindowQuote: toNative(5000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(5000, 6).toNumber(), depositWeightScaleStartQuote: toNative(5000, 6).toNumber(), groupInsuranceFund: false, preset_name: "C", preset_key: "UNTRUSTED", preset_target_amount: 0, maxStalenessSlots: -1, oracleConfFilter: 1000, depositLimitNotional: 0, oracle: ORACLE_TYPE.ALL, reduceOnly: 2, oraclePriceBand: 19, disableAssetLiquidation: true }),
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UNTRUSTED: Object.assign(Object.assign({}, asset_5000), { loanFeeRate: 0.005, loanOriginationFeeRate: 0.0075, maintAssetWeight: 0, initAssetWeight: 0, maintLiabWeight: 1.4, initLiabWeight: 1.8, liquidationFee: 0.01, platformLiquidationFee: 0, netBorrowLimitPerWindowQuote: toNative(5000, 6).toNumber(), borrowWeightScaleStartQuote: toNative(5000, 6).toNumber(), depositWeightScaleStartQuote: toNative(5000, 6).toNumber(), groupInsuranceFund: false, preset_name: "C", preset_key: "UNTRUSTED", preset_target_amount: 0, maxStalenessSlots: -1, oracleConfFilter: 1000, depositLimitNotional: 0, reduceOnly: 2, oraclePriceBand: 19, disableAssetLiquidation: true }),
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};
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// definitions:
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// baseLots = 10 ^ baseLotExponent
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@ -144,12 +146,13 @@ function toNative(uiAmount, decimals) {
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return new bn_js_1.default((uiAmount * Math.pow(10, decimals)).toFixed(0));
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}
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exports.coinTiersToNames = {
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asset_250p: "AAA",
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asset_5000: "S",
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asset_250: "AAA",
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asset_100: "AA",
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asset_20: "A",
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asset_10p: "A-",
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liab_5p: "BBB",
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liab_5: "BB",
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asset_10: "A-",
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liab_5: "BBB",
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liab_3: "BB",
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liab_1: "B",
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UNTRUSTED: "C",
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};
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@ -400,11 +400,8 @@ export const getKeyForPriceImpact = (
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export const getProposedKey = (
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priceImpactTargetAmount: number | undefined,
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isPythOracle: boolean,
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): LISTING_PRESETS_KEY => {
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const filtredPresets = isPythOracle
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? getPythPresets(LISTING_PRESETS)
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: getSwitchBoardPresets(LISTING_PRESETS);
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const filtredPresets = LISTING_PRESETS;
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const liquidityTier =
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priceImpactTargetAmount !== undefined
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? getKeyForPriceImpact(filtredPresets, priceImpactTargetAmount)
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@ -415,9 +412,8 @@ export const getProposedKey = (
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export const getProposedPreset = (
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priceImpactTargetAmount: number | undefined,
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isPythOracle: boolean,
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): LISTING_PRESET => {
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return LISTING_PRESETS[getProposedKey(priceImpactTargetAmount, isPythOracle)];
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return LISTING_PRESETS[getProposedKey(priceImpactTargetAmount)];
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};
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export const getPresetWithAdjustedDepositLimit = (
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@ -435,32 +431,6 @@ export const getPresetWithAdjustedDepositLimit = (
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};
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};
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export function getSwitchBoardPresets(
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presets: ILISTING_PRESETS,
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): ILISTING_PRESETS {
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const filteredPresets = {} as ILISTING_PRESETS;
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for (const [key, preset] of Object.entries(presets)) {
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if (preset.oracle !== ORACLE_TYPE.PYTH) {
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filteredPresets[key as keyof ILISTING_PRESETS] = preset;
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}
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}
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return filteredPresets;
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}
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export function getPythPresets(presets: ILISTING_PRESETS): ILISTING_PRESETS {
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const filteredPresets = {} as ILISTING_PRESETS;
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for (const [key, preset] of Object.entries(presets)) {
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if (preset.preset_key !== "liab_5") {
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filteredPresets[key as keyof ILISTING_PRESETS] = preset;
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}
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}
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return filteredPresets;
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}
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export type PriceImpact = {
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symbol: string;
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side: "bid" | "ask";
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