DRBalancerVault contract for system DR rebalancing #269
+3,631
−1,340
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
DRBalancerVault contract for system DR rebalancing
🚨 Report Summary
For more details view the full report in OpenZeppelin Code Inspector |
aalavandhan
force-pushed
the
dr-balancer-vault
branch
10 times, most recently
from
404525b to
ecdf37e
Compare
… and auto-rebalances to maintain the system's target deviation ratio via IRolloverVault swaps.
Key features:
- Deposit underlying tokens and mint vault notes (LP tokens)
- Redeem notes for proportional underlying + perp tokens
- Auto-rebalance when system DR is outside equilibrium zone:
DR < 1 (perpTVL too high): redeem perps to decrease perpTVL
DR > 1 (perpTVL too low): mint perps to increase perpTVL
- Rebalance formula: requiredChange = perpTVL × |dr - targetDR|
(rolloverVaultTVL unchanged during flash mint/redeem)
- Liquidity limits based on swap direction:
underlying->perp: limited by underlying balance
perp->underlying: limited by perp value held
- Separate lag factors and percentage limits for each direction
- Slippage protection with configurable max swap fee percentage
- Keeper-controlled pause functionality.
aalavandhan
force-pushed
the
dr-balancer-vault
branch
from
ecdf37e to
173047c
Compare
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Implement a vault that holds underlying (AMPL) and perp (SPOT) tokens and auto-rebalances to maintain the system's target deviation ratio via IRolloverVault swaps.
Key features:
(rolloverVaultTVL unchanged during flash mint/redeem)