Parameters

NameTypeValueComment

0.3% fee pool

3 minutes

48 hours

10%

10000

4.2%

0.01

0.01

0.042

10 minutes

x0.95

x1.05

0%

  1. tickSpacing - Uniswap pools tick spacing, both pools have a fee tier of 0.3%

  2. twapPeriod - Uniswap V3 TWAP oracle period to use for rebalance auctions calculations

  3. rebalanceTimeThreshold - time difference to trigger a hedge (seconds)

  4. rebalancePriceThreshold - percentage ETH price change to trigger a hedge (%)

  5. baseThresholdFloor - minimum LP-range width

  6. baseThresholdScale - base threshold scale

  7. irMax - max Euler USDC interest rate, %

  8. irPrecision - interest rate precision (used in rebalance procedure)

  9. weightAdjParam - weight adjustment parameter

  10. weightAdjLimit - weight adjustment limit

  11. baseThreshold - base boundaries size in which we LPing for Uniswap V3 (ticks)

  12. auctionTime - rebalance auction duration (seconds)

  13. minPriceMultiplier - min price multiplier for the auction

  14. maxPriceMultiplier - max price multiplier for the auction

  15. protocolFee - developer fee that can be activated by governance to collect a certain share of trading fees from LPing

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