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@aalavandhan aalavandhan commented Sep 16, 2024

  • New unified pricer / meta oracle (which is used by bill broker and the charm vaults)
  • Updated bill broker to use the new pricer, some code clean up
  • Updated charm vault managers to use the new pricer, some code clean up
  • Updated test suite

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openzeppelin-code bot commented Sep 16, 2024

Vault Refactor & Meta Oracle

Generated at commit: b7a1008b51b1098ec0fa11517126ce72194d5370

🚨 Report Summary

Severity Level Results
Contracts Critical
High
Medium
Low
Note
Total
1
0
0
3
23
27
Dependencies Critical
High
Medium
Low
Note
Total
0
0
0
0
0
0

For more details view the full report in OpenZeppelin Code Inspector

@aalavandhan aalavandhan force-pushed the appraiser-fix branch 3 times, most recently from 6cd9f05 to 0fcd00d Compare September 17, 2024 23:42
@aalavandhan aalavandhan force-pushed the charm-pricer branch 2 times, most recently from aabfa9a to a28966f Compare September 18, 2024 02:09
@aalavandhan aalavandhan changed the title Charm pricer Charm vaults use new pricer (meta oracle) Oct 29, 2024
@aalavandhan aalavandhan changed the base branch from appraiser-fix to main November 6, 2024 01:50
@aalavandhan aalavandhan changed the title Charm vaults use new pricer (meta oracle) Vault Refactor & Meta Oracle Nov 6, 2024
@aalavandhan aalavandhan force-pushed the charm-pricer branch 3 times, most recently from 5f9abfc to 56a002d Compare November 7, 2024 01:17
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LGTM

@aalavandhan aalavandhan merged commit 62c5fb4 into main Nov 11, 2024
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@aalavandhan aalavandhan deleted the charm-pricer branch November 11, 2024 13:06
aalavandhan added a commit that referenced this pull request May 8, 2025
* Bump coverallsapp/github-action from 2.3.0 to 2.3.3 (#228)

Bumps [coverallsapp/github-action](https://github.com/coverallsapp/github-action) from 2.3.0 to 2.3.3.
- [Release notes](https://github.com/coverallsapp/github-action/releases)
- [Commits](coverallsapp/github-action@v2.3.0...v2.3.3)

---
updated-dependencies:
- dependency-name: coverallsapp/github-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* updated cdr pricer (#229)

* Deployed v4.1.0 implementations

* Bump coverallsapp/github-action from 2.3.3 to 2.3.4 (#230)

Bumps [coverallsapp/github-action](https://github.com/coverallsapp/github-action) from 2.3.3 to 2.3.4.
- [Release notes](https://github.com/coverallsapp/github-action/releases)
- [Commits](coverallsapp/github-action@v2.3.3...v2.3.4)

---
updated-dependencies:
- dependency-name: coverallsapp/github-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* updated spot subgraph to keep track of vault swap volume

* Vault Refactor & Meta Oracle (#224)

* removed pricing strategies in favor of meta oracle

* Bill broker refactor, using new meta oracle

* Charm vault refactor, using new meta oracle

* Updated Interfaces and Errors

* updated unit tests

* code review changes

* Scalable usdc spot strategy (#231)

Apply suggestions from code review

Co-authored-by: Brandon Iles <brandon@fragments.org>

review fix

caching bool instead of prev deviation

* billy subgraph (#234)

* Deployed new oracle contract and managers (#233)

* deployed new oracle and managers

* updated readme

* Staking subgraph (#235)

* staking subgraph, refreshing store on rebase

* charm wampl vault subgraph

* adds timestamp to swap events subgraph (#236)

* adds timestamp to swap events subgraph

Signed-off-by: nms-7 <nixon.ubud@gmail.com>

* linting

Signed-off-by: nms-7 <nixon.ubud@gmail.com>

* fixed null swap creation with 0 timestamp

Signed-off-by: nms-7 <nixon.ubud@gmail.com>

---------

Signed-off-by: nms-7 <nixon.ubud@gmail.com>

* Bump coverallsapp/github-action from 2.3.4 to 2.3.6 (#238)

Bumps [coverallsapp/github-action](https://github.com/coverallsapp/github-action) from 2.3.4 to 2.3.6.
- [Release notes](https://github.com/coverallsapp/github-action/releases)
- [Commits](coverallsapp/github-action@v2.3.4...v2.3.6)

---
updated-dependencies:
- dependency-name: coverallsapp/github-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* Bill broker fee curve change (#237)

* using fee factor instead of percentages to support -ve fees

* unit tests

* code review

* convergent fee curve

* updated charm fee yield logic (#239)

* Fee curve update (#232)

* fee curve update

* code review fixes

* Rollover fee curve update (#240)

* rollover fee handles undersubscribed vault

* bumped up hardhat

* code review comments

* DR based flash swap fees

* comment updates

* updated unit tests to use ethers v6, using custom mocking library

* updated tasks and deps

* updated perp mint fees to be paid to the vault

* removed perp share of fees from flash swaps, all fees go to the vault

* added configurable dr soft bounds (curve cutoff point) to flash swap fees

* updated unit tests

* removed rollover fees from perp

* Daily Rebalance

* updated unit tests

* constant rate enrichment/debasement

* mint2, redeem2

* added linked library to limit contract size

* unit tests

* melding perps immediately after rebalance

* Apply suggestions from code review

Suggestions

Co-authored-by: Brandon Iles <brandon@fragments.org>

* Update spot-contracts/contracts/FeePolicy.sol

Co-authored-by: Brandon Iles <brandon@fragments.org>

* code review fixes

* code review fixes v2

* code review fixes v3

* code review v4

* during rebalance, vault pays perps by transferring tranches into perp's reserve

* rebalance eql

* configurable rebalance freq

* code review v5

* Apply suggestions from code review

Co-authored-by: Brandon Iles <brandon@fragments.org>

* code review fixes

* Code review fixes

Co-authored-by: Brandon Iles <brandon@fragments.org>

* bill broker single sided deposit fix (#253)

* Dev Audit Changes (#252)

* fee policy restructure

* updated perp fee and rebalance handling, audit cleanup

* updated vault fee and rebalance handling, audit cleanup

* interface and lib updates

* updated unit tests

* code review fixes #1

* code review fixes #2

* code review fix #3

* Removed subscription ratio for a global vault:perp tvl (or system ratio) (#254)

* Using a system ratio target

* using system state to calculate fees

* using system state for fees and removed subscription liquidity check

* interface updates

* unit test updates

* rename

* updated deps

---------

Signed-off-by: dependabot[bot] <support@github.com>
Signed-off-by: nms-7 <nixon.ubud@gmail.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: nms-7 <57442379+nms-7@users.noreply.github.com>
Co-authored-by: Brandon Iles <brandon@fragments.org>
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3 participants