Parameters

Name
Type
Value
Comment
tickSpacing
int24
60

0.3% fee pool

twapPeriod
seconds
180

3 minutes

rebalanceTimeThreshold
seconds
172800

48 hours

rebalancePriceThreshold
uint256
1e17

10%

baseThresholdFloor
int24
10

baseThresholdScale
uint256
1e22

10000

irMax
uint256
42e17

4.2%

irPrecision
uint256
1e16

0.01

weightAdjParam
uint256
1e16

0.01

weightAdjLimit
uint256
42e15

0.042

auctionTime
uint256
600

10 minutes

minPriceMultiplier
uint256
95e16

x0.95

maxPriceMultiplier
uint256
105e16

x1.05

protocolFee
uint256
0

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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