/
analysis.log
1027 lines (1019 loc) · 92.2 KB
/
analysis.log
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
INFO:root:Date of the analysis: 2022-11-24 12:05:23.036974
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Confidence level (alpha): 99.0%
Number of path simulations: 20000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/BTC over 7 days is: 126.364%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/BTC over 7 days is: 134.412%
INFO:root:The suggested liquidation threshold is 135%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/BTC over 14 days is: 143.381%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/BTC over 14 days is: 149.103%
INFO:root:The suggested premium_redeem threshold is 150%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/BTC over 21 days is: 158.388%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/BTC over 21 days is: 164.829%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No prices found for stksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/BTC over 7 days is: 146.018%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/BTC over 7 days is: 155.408%
INFO:root:The suggested liquidation threshold is 160%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/BTC over 14 days is: 166.108%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/BTC over 14 days is: 172.393%
INFO:root:The suggested premium_redeem threshold is 175%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/BTC over 21 days is: 184.576%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/BTC over 21 days is: 190.576%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of lksm/BTC over 7 days is: 141.527%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of lksm/BTC over 7 days is: 139.03%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of lksm/BTC over 14 days is: 160.48%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of lksm/BTC over 14 days is: 144.152%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of lksm/BTC over 21 days is: 175.707%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of lksm/BTC over 21 days is: 150.515%
INFO:root:The suggested safe_mint threshold is 180%
INFO:root:Start analysing ausd...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/acala-dollar/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ausd/BTC over 7 days is: -0.003%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ausd/BTC over 7 days is: 1206049.304%
INFO:root:The suggested liquidation threshold is 1206050%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ausd/BTC over 14 days is: -0.0%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ausd/BTC over 14 days is: 1226872.418%
INFO:root:The suggested premium_redeem threshold is 1226875%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ausd/BTC over 21 days is: -0.0%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ausd/BTC over 21 days is: 1234172.49%
INFO:root:The suggested safe_mint threshold is 1234175%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/BTC over 7 days is: 139.663%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/BTC over 7 days is: 135.479%
INFO:root:The suggested liquidation threshold is 140%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/BTC over 14 days is: 152.146%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/BTC over 14 days is: 138.293%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/BTC over 21 days is: 161.937%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/BTC over 21 days is: 140.43%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing movr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonriver/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of movr/BTC over 7 days is: 155.177%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of movr/BTC over 7 days is: 168.233%
INFO:root:The suggested liquidation threshold is 170%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of movr/BTC over 14 days is: 184.241%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of movr/BTC over 14 days is: 201.315%
INFO:root:The suggested premium_redeem threshold is 205%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of movr/BTC over 21 days is: 214.933%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of movr/BTC over 21 days is: 223.227%
INFO:root:The suggested safe_mint threshold is 225%
INFO:root:Date of the analysis: 2023-01-27 14:49:10.613071
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: usd
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing kbtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kintsugi-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for kbtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 129.234%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 147.949%
INFO:root:The suggested liquidation threshold is 150%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 143.626%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 158.983%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 156.361%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 161.591%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 139.292%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 160.575%
INFO:root:The suggested liquidation threshold is 165%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 166.655%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 184.787%
INFO:root:The suggested premium_redeem threshold is 185%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 192.182%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 222.936%
INFO:root:The suggested safe_mint threshold is 225%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for stksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 161.034%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 185.657%
INFO:root:The suggested liquidation threshold is 190%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 193.532%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 213.651%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 222.301%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 257.76%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for lksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of lksm/usd over 7 days is: 159.221%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of lksm/usd over 7 days is: 183.682%
INFO:root:The suggested liquidation threshold is 185%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of lksm/usd over 14 days is: 190.046%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of lksm/usd over 14 days is: 211.378%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of lksm/usd over 21 days is: 218.498%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of lksm/usd over 21 days is: 255.017%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing vksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bifrost-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for vksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vksm/usd over 7 days is: 156.367%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vksm/usd over 7 days is: 179.855%
INFO:root:The suggested liquidation threshold is 180%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vksm/usd over 14 days is: 186.451%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vksm/usd over 14 days is: 206.974%
INFO:root:The suggested premium_redeem threshold is 210%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vksm/usd over 21 days is: 214.603%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vksm/usd over 21 days is: 249.705%
INFO:root:The suggested safe_mint threshold is 250%
INFO:root:Start analysing sksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/staked-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for sksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of sksm/usd over 7 days is: 160.214%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of sksm/usd over 7 days is: 184.664%
INFO:root:The suggested liquidation threshold is 185%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of sksm/usd over 14 days is: 191.991%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of sksm/usd over 14 days is: 212.508%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of sksm/usd over 21 days is: 220.243%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of sksm/usd over 21 days is: 256.381%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 140.276%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 139.803%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 154.052%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 153.512%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 164.563%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 157.604%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing movr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonriver/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of movr/usd over 7 days is: 155.011%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of movr/usd over 7 days is: 175.548%
INFO:root:The suggested liquidation threshold is 180%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of movr/usd over 14 days is: 189.777%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of movr/usd over 14 days is: 212.004%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of movr/usd over 21 days is: 224.381%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of movr/usd over 21 days is: 258.616%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Date of the analysis: 2023-03-15 12:05:16.702760
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: usd
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing kbtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kintsugi-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for kbtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 128.086%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 147.949%
INFO:root:The suggested liquidation threshold is 150%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 141.493%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 158.983%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 153.197%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 161.591%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 138.471%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 160.575%
INFO:root:The suggested liquidation threshold is 165%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 164.656%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 184.787%
INFO:root:The suggested premium_redeem threshold is 185%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 188.494%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 222.936%
INFO:root:The suggested safe_mint threshold is 225%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for stksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 160.414%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 185.657%
INFO:root:The suggested liquidation threshold is 190%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 190.644%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 213.651%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 218.016%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 257.76%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 429 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for lksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 429 None
INFO:root:Error 'prices': could not get price data...
INFO:root:Date of the analysis: 2023-03-29 12:24:13.949216
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing kbtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kintsugi-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for kbtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 128.542%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 147.949%
INFO:root:The suggested liquidation threshold is 150%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 142.358%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 158.983%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 154.249%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 161.591%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/btc over 7 days is: 126.094%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/btc over 7 days is: 134.412%
INFO:root:The suggested liquidation threshold is 135%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/btc over 14 days is: 142.752%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/btc over 14 days is: 141.526%
INFO:root:The suggested premium_redeem threshold is 145%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/btc over 21 days is: 157.669%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/btc over 21 days is: 164.829%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for stksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/btc over 7 days is: 145.406%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/btc over 7 days is: 155.408%
INFO:root:The suggested liquidation threshold is 160%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/btc over 14 days is: 164.939%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/btc over 14 days is: 163.633%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/btc over 21 days is: 182.155%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/btc over 21 days is: 190.576%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for lksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of lksm/btc over 7 days is: 143.857%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of lksm/btc over 7 days is: 153.755%
INFO:root:The suggested liquidation threshold is 155%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of lksm/btc over 14 days is: 163.37%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of lksm/btc over 14 days is: 161.892%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of lksm/btc over 21 days is: 179.616%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of lksm/btc over 21 days is: 188.548%
INFO:root:The suggested safe_mint threshold is 190%
INFO:root:Start analysing vksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bifrost-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for vksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vksm/btc over 7 days is: 147.475%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vksm/btc over 7 days is: 157.611%
INFO:root:The suggested liquidation threshold is 160%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vksm/btc over 14 days is: 167.444%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vksm/btc over 14 days is: 165.953%
INFO:root:The suggested premium_redeem threshold is 170%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vksm/btc over 21 days is: 184.47%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vksm/btc over 21 days is: 193.278%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Start analysing sksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/staked-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for sksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of sksm/btc over 7 days is: 144.761%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of sksm/btc over 7 days is: 154.577%
INFO:root:The suggested liquidation threshold is 155%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of sksm/btc over 14 days is: 163.693%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of sksm/btc over 14 days is: 162.758%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of sksm/btc over 21 days is: 181.069%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of sksm/btc over 21 days is: 189.557%
INFO:root:The suggested safe_mint threshold is 190%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 138.925%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 142.905%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 151.8%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 154.706%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 162.034%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 157.92%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing movr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonriver/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of movr/btc over 7 days is: 138.144%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of movr/btc over 7 days is: 140.152%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of movr/btc over 14 days is: 159.151%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of movr/btc over 14 days is: 154.985%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of movr/btc over 21 days is: 178.354%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of movr/btc over 21 days is: 193.307%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Date of the analysis: 2023-09-26 16:24:16.396922
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 7 days is: 113.717%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 7 days is: 113.7%
INFO:root:The suggested liquidation threshold is 115%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 14 days is: 122.19%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 14 days is: 120.63%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 21 days is: 129.52%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 21 days is: 123.663%
INFO:root:The suggested safe_mint threshold is 130%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 126.243%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 134.874%
INFO:root:The suggested liquidation threshold is 135%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 136.413%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 146.013%
INFO:root:The suggested premium_redeem threshold is 150%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 144.651%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 149.722%
INFO:root:The suggested safe_mint threshold is 150%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 133.39%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 142.54%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 144.174%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 153.605%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 152.921%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 158.315%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 126.056%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 120.216%
INFO:root:The suggested liquidation threshold is 130%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 142.861%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 127.353%
INFO:root:The suggested premium_redeem threshold is 145%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 157.7%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 133.618%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/btc
INFO:root:Trying to get prices for dot/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 116.125%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 116.02%
INFO:root:The suggested liquidation threshold is 120%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 124.761%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 123.091%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 132.354%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 126.187%
INFO:root:The suggested safe_mint threshold is 135%
INFO:root:Date of the analysis: 2023-09-26 17:05:46.882265
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 21
Premium Redeem: 14
Liquidations: 7
INFO:root:====================================================================
INFO:root:Start analysing ibtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/interlay-btc/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for ibtc/btc
DEBUG:root:Skipping analysis of token pair ibtc/btc
because the tokens are the same
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 21 days is: 104.778%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 21 days is: 102.076%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 14 days is: 111.872%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 14 days is: 107.627%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 7 days is: 129.41%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 7 days is: 123.663%
INFO:root:The suggested safe_mint threshold is 130%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 104.502%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 101.726%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 111.414%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 107.937%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 144.994%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 149.722%
INFO:root:The suggested safe_mint threshold is 150%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 104.175%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 101.975%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 110.522%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 107.516%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 152.773%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 158.315%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 106.973%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 103.822%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 118.847%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 109.103%
INFO:root:The suggested premium_redeem threshold is 120%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 157.591%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 133.618%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/btc
INFO:root:Trying to get prices for dot/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 104.63%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 102.033%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 111.879%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 107.463%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 132.366%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 126.187%
INFO:root:The suggested safe_mint threshold is 135%
INFO:root:Date of the analysis: 2024-02-09 14:42:34.083331
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 21
Premium Redeem: 14
Liquidations: 7
INFO:root:====================================================================
INFO:root:Start analysing ibtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/interlay-btc/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for ibtc/btc
INFO:root:Skipping analysis of token pair ibtc/btc
because the tokens are the same
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.262245934905305
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.737754065094695
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.19069812795456975
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.8093018720454302
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.21230440083812663
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.7876955991618734
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.20301700880827223
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.7969829911917278
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.14365530172774932
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.8563446982722507
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.17523401531410254
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.8247659846858975
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.049941534067178384
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.012318880853702474
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.1185906331775557
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.015464112640467209
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.262245934905305
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.19069812795456975
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 21 days is: 105.257%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 21 days is: 98.783%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 14 days is: 113.455%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 14 days is: 101.571%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 7 days is: 135.547%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 7 days is: 123.563%
INFO:root:The suggested safe_mint threshold is 140%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.2509418003495064
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.6891335436784541
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.24233775743994845
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.6970492631552475
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.20300800823001042
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.7332326324283904
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.2203542420196981
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.7172740973418777
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.13626731935476566
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.7946340661936157
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.18597575768345564
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.7489023029312208
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.04409908874993629
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.020224834186630236
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.10550052251516151
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.05185303977597333
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.31086645632154586
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.3029507368447525
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 104.613%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 102.064%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 111.794%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 105.469%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 145.11%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 143.462%
INFO:root:The suggested safe_mint threshold is 150%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.25175838938362494
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.6509702012362464
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.24280649052152992
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.658758353246269
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.203207626894224
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.6932093646020252
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.22114296804793554
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.6776056177982961
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.13604217671659424
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.7516433062565631
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.18824803090825137
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.7062242131098213
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.04223916336577882
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.01884726455202712
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.10067310502031668
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.04746585986355234
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.3490297987637536
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.34124164675373103
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 104.41%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 101.921%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 111.194%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 104.983%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 153.617%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 151.801%
INFO:root:The suggested safe_mint threshold is 155%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.4113497403142622
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.5886502596857378
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.33129078810935
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.66870921189065
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.3416796054372788
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.6583203945627212
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.2977625642247137
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.7022374357752863
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.2415365583026159
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.7584634416973841
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.18804672789089627
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.8119532721091037
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.06967013487698337
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.03352822388463628
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.1698131820116463
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.1432440602184537
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.4113497403142622
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.33129078810935
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 107.489%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 103.469%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 120.455%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 116.719%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 169.88%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 149.542%
INFO:root:The suggested safe_mint threshold is 170%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/btc
INFO:root:Trying to get prices for dot/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.26045705208676917
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.7247520889549662
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.19069812795456975
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.7931158346045216
DEBUG:root:Total risk adjustment for vdot used to compute the premium_redeem threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.21078043421623882
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.773435174468086
DEBUG:root:Total risk adjustment for vdot used to compute the premium_redeem threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.20301700880827223
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.7810433313678932
DEBUG:root:Total risk adjustment for vdot used to compute the safe_mint threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.14275991033703606
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.8400952878697047
DEBUG:root:Total risk adjustment for vdot used to compute the safe_mint threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.17523401531410254
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.8082706649921795
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.04868308551311973
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.012072503236628451
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.11534319891473843
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.015154830387657858
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.27524791104503377
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.20688416539547838
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 105.117%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 98.807%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 113.038%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 101.539%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 137.978%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 126.085%
INFO:root:The suggested safe_mint threshold is 140%
INFO:root:Date of the analysis: 2024-02-09 14:50:25.282052
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: usd
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 21
Premium Redeem: 14
Liquidations: 7
INFO:root:====================================================================
INFO:root:Start analysing ibtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/interlay-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for ibtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for ibtc used to compute the liquidation threshold is: 1.0526315789473684
DEBUG:root:Partial analytical VaR (before risk adjustment) for ibtc is: -0.1972728805086028
DEBUG:root:The analytical VaR (after risk adjustment) for ibtc is: 0.7625907635168274
DEBUG:root:Total risk adjustment for ibtc used to compute the liquidation threshold is: 1.0526315789473684
DEBUG:root:Partial historical VaR (before risk adjustment) for ibtc is: -0.1219354360875674
DEBUG:root:The historical VaR (after risk adjustment) for ibtc is: 0.8341613357168111
DEBUG:root:Total risk adjustment for ibtc used to compute the premium_redeem threshold is: 1.0526315789473684
DEBUG:root:Partial analytical VaR (before risk adjustment) for ibtc is: -0.16566369774985035
DEBUG:root:The analytical VaR (after risk adjustment) for ibtc is: 0.7926194871376422
DEBUG:root:Total risk adjustment for ibtc used to compute the premium_redeem threshold is: 1.0526315789473684
DEBUG:root:Partial historical VaR (before risk adjustment) for ibtc is: -0.1376693905265829
DEBUG:root:The historical VaR (after risk adjustment) for ibtc is: 0.8192140789997463
DEBUG:root:Total risk adjustment for ibtc used to compute the safe_mint threshold is: 1.0526315789473684
DEBUG:root:Partial analytical VaR (before risk adjustment) for ibtc is: -0.11827150070073744
DEBUG:root:The analytical VaR (after risk adjustment) for ibtc is: 0.8376420743342995
DEBUG:root:Total risk adjustment for ibtc used to compute the safe_mint threshold is: 1.0526315789473684
DEBUG:root:Partial historical VaR (before risk adjustment) for ibtc is: -0.11161616832518595
DEBUG:root:The historical VaR (after risk adjustment) for ibtc is: 0.8439646400910734
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.030028723620814768
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.01494725671706476
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.07505131081747207
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.009803304374262356
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.23740923648317258
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.16583866428318894
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ibtc/usd over 21 days is: 103.096%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ibtc/usd over 21 days is: 98.527%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ibtc/usd over 14 days is: 108.114%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ibtc/usd over 14 days is: 100.99%
INFO:root:The suggested premium_redeem threshold is 110%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ibtc/usd over 7 days is: 131.132%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ibtc/usd over 7 days is: 119.881%
INFO:root:The suggested safe_mint threshold is 135%
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.3034137208577893
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.6965862791422107
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.23834078409921966
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.7616592159007803
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.25263323276696303
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.747366767233037
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.21105438372879537
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.7889456162712046
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.17827902357757308
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.8217209764224269
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.15190361151510823
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.8480963884848918
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.05078048809082625
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.02728640037042429
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.1251346972802162
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.08643717258411143
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.3034137208577893
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.23834078409921966
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/usd over 21 days is: 105.35%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/usd over 21 days is: 102.805%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/usd over 14 days is: 114.303%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/usd over 14 days is: 109.462%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/usd over 7 days is: 143.557%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/usd over 7 days is: 131.292%
INFO:root:The suggested safe_mint threshold is 145%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.01318130198553924
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.9078732021733039
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.006322530539417892
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.9141832719037356
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.01050138770597342
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.9103387233105045
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.006270676776963469
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.9142309773651937
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.006971585620129561
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.9135861412294809
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.0058299370227856695
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.9146364579390373
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.0024655211372005548
DEBUG:root:The summed increments for the historical liquidation threshold are: 4.770546145804744e-05
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.00571293905617698
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.0004531860353016448
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.09212679782669608
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.0858167280962644
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/usd over 21 days is: 100.247%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/usd over 21 days is: 100.005%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/usd over 14 days is: 100.575%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/usd over 14 days is: 100.045%
INFO:root:The suggested premium_redeem threshold is 105%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/usd over 7 days is: 110.148%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/usd over 7 days is: 109.387%
INFO:root:The suggested safe_mint threshold is 115%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.027186742160854482
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.8463475343200566
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.005525333207900385
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.8651929601091267
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.02180683189423882
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.8510280562520123
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.006506240094425464
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.8643395711178499
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.014653268154430577
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.8572516567056454
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.006003028282976608
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.8647773653938104
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.004680521931955672
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.0008533889912768489
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.0109041223855888
DEBUG:root:The summed increments for the historical premium_redeem threshold are: -0.0004155947153162698
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.1536524656799434
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.13480703989087328
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/usd over 21 days is: 100.47%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/usd over 21 days is: 99.915%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/usd over 14 days is: 101.102%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/usd over 14 days is: 99.958%
INFO:root:The suggested premium_redeem threshold is 105%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/usd over 7 days is: 118.155%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/usd over 7 days is: 115.581%
INFO:root:The suggested safe_mint threshold is 120%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.4284722923730717
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.5715277076269283
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.2887892113754589
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.7112107886245411
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.3605377618932024
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.6394622381067976
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.26803352498190436
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.7319664750180956
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.25824770716272405
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.741752292837276
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.1880187287878099
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.8119812712121901
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.0679345304798693
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.020755686393554518
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.17022458521034767
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.10077048258764898
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.4284722923730717
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.2887892113754589
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/usd over 21 days is: 107.289%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/usd over 21 days is: 102.12%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/usd over 14 days is: 120.515%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/usd over 14 days is: 111.206%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/usd over 7 days is: 174.97%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/usd over 7 days is: 140.605%
INFO:root:The suggested safe_mint threshold is 175%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/usd
INFO:root:Trying to get prices for dot/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.30516226580182426
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.6809409795142122
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.23834078409921966
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.7464260315827648