Two Prices PR #129
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Two Prices PR #129
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## v2_upcoming #129 +/- ##
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| /// Risk-adjusted upper bound market value of borrows. | ||
| /// ie sum(b.borrowed_amount * max(b.current_spot_price, b.smoothed_price) * b.borrow_weight for b in borrows) | ||
| pub borrowed_value_upper_bound: Decimal, | ||
| /// The maximum borrow value at the weighted average loan to value ratio using the minimum of |
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the maximum borrow value using min of spot and smooth price times ltv of each asset
something closer to this?
| let remaining_borrow_value = obligation.remaining_borrow_value()?; | ||
| let remaining_borrow_value = obligation | ||
| .remaining_borrow_value() | ||
| .unwrap_or_else(|_| Decimal::zero()); |
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this wil just error on the next line
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0xripleys
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- Add a smoothed_market_price to Reserve that is used to limit borrows and withdraws in cases where smoothed price and spot price diverge. - allowed_borrow_value now uses the min(smoothed_market_price, current spot price) - new field on obligation called borrowed_value_upper_bound that uses max(smoothed_market_price, current spot price)
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* 0xripleys outflow limits (#125) Use a sliding window rate limiter to limit borrows and withdraws at the lending pool owner's discretion. * 0xripleys borrow coefficient (#127) Add a borrow weight to the Reserve * Two Prices PR (#129) - Add a smoothed_market_price to Reserve that is used to limit borrows and withdraws in cases where smoothed price and spot price diverge. - allowed_borrow_value now uses the min(smoothed_market_price, current spot price) - new field on obligation called borrowed_value_upper_bound that uses max(smoothed_market_price, current spot price) * audit nits * audit fixes pt 2 * disable rate limiter if window duration == 0 * cli changes for v2.0.1 (#133)
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Main Changes
Affected instructions
Refresh Reserve
Refresh Obligation
Withdraw Obligation Collateral + Withdraw Obligation Collateral and Redeem Reserve Liquidity
Borrow Obligation Liquidity
Note that liquidations still using current spot prices and have no dependence on the new smoothed_price value or borrowed_value_upper_bound