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fix: set fees after VAMM initialize #267

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fix: set fees after VAMM initialize #267

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74 changes: 68 additions & 6 deletions poolConfigs/pool-configs/poolConfig.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@ const poolConfigs: PoolConfigurations = {
lookbackWindowInSeconds: 12 * 24 * 60 * 60,
feeWad: "1000000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: "0",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1688061600,
Expand Down Expand Up @@ -44,7 +44,7 @@ const poolConfigs: PoolConfigurations = {
lookbackWindowInSeconds: 11 * 24 * 60 * 60,
feeWad: "1000000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: "0",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1688061600,
Expand All @@ -69,14 +69,45 @@ const poolConfigs: PoolConfigurations = {
},

arbitrum: {
// aUSDC borrow pools
borrow_av3USDC_30Jun23: {
rateOracle: "AaveV3BorrowRateOracle_USDC",
tickSpacing: 60,
cacheMaxAgeInSeconds: 21600,
lookbackWindowInSeconds: 13 * 24 * 60 * 60,
feeWad: "1000000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1685523600,
termEndTimestamp: 1688126400, // Fri Jun 30 2023 12:00:00 GMT+0000
marginCalculatorParams: {
apyUpperMultiplierWad: "1406941241730705152",
apyLowerMultiplierWad: "500790184633923520",
sigmaSquaredWad: "2496808645685",
alphaWad: "244093552965375",
betaWad: "14136010820279574",
xiUpperWad: "16000000000000000000",
xiLowerWad: "68000000000000000000",
tMaxWad: "31536000000000000000000000",
etaIMWad: "2988819497220332",
etaLMWad: "1118219462831499",
...gaps,
minMarginToIncentiviseLiquidators: "0",
},
initTick: -9301,
maturityBuffer: 3600,
},

borrow_av3USDC_31Aug23: {
rateOracle: "AaveV3BorrowRateOracle_USDC",
tickSpacing: 60,
cacheMaxAgeInSeconds: 21600,
lookbackWindowInSeconds: 12 * 24 * 60 * 60,
feeWad: "1000000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: "0",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1685523600,
Expand All @@ -98,6 +129,37 @@ const poolConfigs: PoolConfigurations = {
initTick: -9301,
maturityBuffer: 3600,
},

// GLP pools
glpETH_28Jun23: {
rateOracle: "GlpRateOracle",
tickSpacing: 60,
cacheMaxAgeInSeconds: 21600,
lookbackWindowInSeconds: 14 * 24 * 60 * 60,
feeWad: "5000000000000000", // 0.5% LP Fees
liquidatorRewardWad: "50000000000000000", // 5%
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1685523600,
termEndTimestamp: 1687919400, // Wed Jun 28 2023 02:30:00 GMT+0000
marginCalculatorParams: {
apyUpperMultiplierWad: "1209358168717856256",
apyLowerMultiplierWad: "228239625856421728",
sigmaSquaredWad: "41826291005464",
alphaWad: "4298950189896987",
betaWad: "50217814101598760",
xiUpperWad: "31000000000000000000",
xiLowerWad: "55000000000000000000",
tMaxWad: "31536000000000000000000000",
etaIMWad: "4993403947323154",
etaLMWad: "1645276067621130",
...gaps,
minMarginToIncentiviseLiquidators: "0",
},
initTick: -21891,
maturityBuffer: 3600,
},
},

goerli: {
Expand Down Expand Up @@ -135,7 +197,7 @@ const poolConfigs: PoolConfigurations = {
lookbackWindowInSeconds: 13 * 24 * 60 * 60,
feeWad: "200000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: "0",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1684931400,
Expand Down Expand Up @@ -165,7 +227,7 @@ const poolConfigs: PoolConfigurations = {
lookbackWindowInSeconds: 13 * 24 * 60 * 60,
feeWad: "200000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: "0",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1684931400,
Expand Down Expand Up @@ -197,7 +259,7 @@ const poolConfigs: PoolConfigurations = {
lookbackWindowInSeconds: 15 * 24 * 60 * 60,
feeWad: "1000000000000000",
liquidatorRewardWad: "50000000000000000",
vammFeeProtocol: "0",
vammFeeProtocol: 0,
isAlpha: false,
lpMarginCap: "0",
termStartTimestamp: 1684839365,
Expand Down
2 changes: 1 addition & 1 deletion poolConfigs/pool-configs/types.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,7 @@ export type SinglePoolConfiguration = {
liquidatorRewardWad: BigNumberish;

// Denominator for fee protocol
vammFeeProtocol: BigNumberish;
vammFeeProtocol: number;

// alpha state
isAlpha: boolean;
Expand Down
2 changes: 2 additions & 0 deletions tasks/irsInstances.ts
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Expand Up @@ -40,6 +40,7 @@ interface SingleIrsData {
lookbackWindowInSeconds: number;
liquidatorRewardWad: BigNumberish;
feeWad: BigNumberish;
feeProtocol: number;
isAlpha: boolean;
lpMarginCap: BigNumberish;
marginCalculatorParams: {
Expand Down Expand Up @@ -387,6 +388,7 @@ task(
cacheMaxAgeInSeconds: poolConfig.cacheMaxAgeInSeconds,
lookbackWindowInSeconds: poolConfig.lookbackWindowInSeconds,
feeWad: poolConfig.feeWad,
feeProtocol: poolConfig.vammFeeProtocol,
isAlpha: poolConfig.isAlpha,
lpMarginCap: poolConfig.lpMarginCap,
marginCalculatorParams: poolConfig.marginCalculatorParams,
Expand Down
21 changes: 21 additions & 0 deletions tasks/templates/CreateIrsTransactions.json.mustache
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Expand Up @@ -373,6 +373,27 @@
"contractInputsValues": {
"sqrtPriceX96": "{{sqrtPriceX96}}"
}
},
{
"to": "{{predictedVammAddress}}",
"value": "0",
"data": null,
"contractMethod": {
"inputs": [
{
"internalType": "uint8",
"name": "feeProtocol",
"type": "uint8"
}
],
"name": "setFeeProtocol",
"outputs": [],
"stateMutability": "nonpayable",
"type": "function"
},
"contractInputsValues": {
"feeProtocol": "{{feeWad}}"
}
}{{^last}},{{/last}}
{{/irsInstances}}
]
Expand Down
2 changes: 1 addition & 1 deletion tasks/vamm/init-vamms.ts
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Expand Up @@ -35,7 +35,7 @@ async function writeToMultisigTemplate(data: MultisigTemplate) {
//
// Example:
// ``npx hardhat init-vamms --network mainnet``

// IMPORTANT! initializing VAMM resets protocol feees to 0
task("init-vamms", "Initialises VAMMs").setAction(async (_, hre) => {
// Retrieve multisig address for the current network
const network = hre.network.name;
Expand Down