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Liqui
  • 💻Overview
  • 🦔Hedgehog Strategy
    • Math
    • Procedures
      • Deposit
      • Withdraw
      • Rebalance
    • Parameters
    • Contract addresses
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  1. Hedgehog Strategy

Parameters

Name
Type
Value
Comment

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

PreviousRebalanceNextContract addresses

Last updated 2 years ago

🦔
tickSpacing
int24
60
twapPeriod
seconds
180
rebalanceTimeThreshold
seconds
172800
rebalancePriceThreshold
uint256
1e17
baseThresholdFloor
int24
10
baseThresholdScale
uint256
1e22
irMax
uint256
42e17
irPrecision
uint256
1e16
weightAdjParam
uint256
1e16
weightAdjLimit
uint256
42e15
auctionTime
uint256
600
minPriceMultiplier
uint256
95e16
maxPriceMultiplier
uint256
105e16
protocolFee
uint256
0