Skip to content

Commit

Permalink
Add 1910 2912 options
Browse files Browse the repository at this point in the history
  • Loading branch information
@tensojka
tensojka committed Oct 10, 2023
1 parent 6de12a1 commit b428af8
Show file tree
Hide file tree
Showing 2 changed files with 97 additions and 27 deletions.
6 changes: 3 additions & 3 deletions src/contract.cairo
View file
Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ trait IGovernance<TContractState> {

// OPTIONS

fn add_2411_options(ref self: TContractState);
fn add_1910_2912_options(ref self: TContractState);
}


Expand Down Expand Up @@ -153,8 +153,8 @@ mod Governance {
Airdrop::claim(address, amount, proof)
}

fn add_2411_options(ref self: ContractState) {
Options::run_add_2411_options()
fn add_1910_2912_options(ref self: ContractState) {
Options::run_add_1910_2912_options()
}
}
}
118 changes: 94 additions & 24 deletions src/options.cairo
View file
Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,7 @@ mod Options {
const VOLATILITY_31_5: Math64x61_ = 72634054790231359488;
const VOLATILITY_32: Math64x61_ = consteval_int!(32 * 2305843009213693952);
const VOLATILITY_32_5: Math64x61_ = 74939897799445053440;
const VOLATILITY_33: Math64x61_ = consteval_int!(33 * 2305843009213693952);
const VOLATILITY_34: Math64x61_ = consteval_int!(34 * 2305843009213693952);
const VOLATILITY_35: Math64x61_ = consteval_int!(35 * 2305843009213693952);
const VOLATILITY_35_5: Math64x61_ = 81857426827086135296;
Expand All @@ -52,9 +53,11 @@ mod Options {
const VOLATILITY_46: Math64x61_ = 106068778423829921792;
const VOLATILITY_46_5: Math64x61_ = 107221699928436768768;
const VOLATILITY_48_5: Math64x61_ = 111833385946864156672;
const VOLATILITY_52: Math64x61_ = consteval_int!(52 * 2305843009213693952);
const VOLATILITY_55: Math64x61_ = 126821365506753167360;
const VOLATILITY_60: Math64x61_ = 138350580552821637120;

const STRIKE_PRICE_1400: Math64x61_ = consteval_int!(1400 * 2305843009213693952);
const STRIKE_PRICE_1500: Math64x61_ = consteval_int!(1500 * 2305843009213693952);
const STRIKE_PRICE_1600: Math64x61_ = consteval_int!(1600 * 2305843009213693952);
const STRIKE_PRICE_1700: Math64x61_ = consteval_int!(1700 * 2305843009213693952);
Expand Down Expand Up @@ -203,23 +206,24 @@ mod Options {
res
}

fn run_add_2411_options() {
fn run_add_1910_2912_options() {
let mut state = Governance::unsafe_new_contract_state();
assert(
!proposal_initializer_run::InternalContractStateTrait::read(
@state.proposal_initializer_run, 34
@state.proposal_initializer_run, 35
),
'prop34 initializer called again'
'prop35 initializer called again'
);
proposal_initializer_run::InternalContractStateTrait::write(
ref state.proposal_initializer_run, 34, true
ref state.proposal_initializer_run, 35, true
);

add_2411_options();
add_1910_options();
add_2912_options();
}

fn add_2411_options() {
let MATURITY: felt252 = 1700783999;
fn add_1910_opions() {
let MATURITY: felt252 = 1697759999;

let eth_lpt_addr: ContractAddress =
0x7aba50fdb4e024c1ba63e2c60565d0fd32566ff4b18aa5818fc80c30e749024
Expand All @@ -234,61 +238,127 @@ mod Options {
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1700-LONG-CALL',
name_short: 'ETHUSDC-23NOV23-1700-SHORT-CALL',
name_long: 'ETHUSDC-19OCT23-1600-LONG-CALL',
name_short: 'ETHUSDC-19OCT23-1600-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_30
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-19OCT23-1700-LONG-CALL',
name_short: 'ETHUSDC-19OCT23-1700-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_32
initial_volatility: VOLATILITY_35
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1800-LONG-CALL',
name_short: 'ETHUSDC-23NOV23-1800-SHORT-CALL',
name_long: 'ETHUSDC-19OCT23-1800-LONG-CALL',
name_short: 'ETHUSDC-19OCT23-1800-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1800,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_34
initial_volatility: VOLATILITY_46
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-19OCT23-1500-LONG-PUT',
name_short: 'ETHUSDC-19OCT23-1500-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1500,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_38
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-19OCT23-1400-LONG-PUT',
name_short: 'ETHUSDC-19OCT23-1400-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1400,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_52
}
);

add_options(1910238812, to_add.span())
}


fn add_2912_opions() {
let MATURITY: felt252 = 1703807999;

let eth_lpt_addr: ContractAddress =
0x7aba50fdb4e024c1ba63e2c60565d0fd32566ff4b18aa5818fc80c30e749024
.try_into()
.unwrap();
let usdc_lpt_addr: ContractAddress =
0x18a6abca394bd5f822cfa5f88783c01b13e593d1603e7b41b00d31d2ea4827a
.try_into()
.unwrap();

let mut to_add = ArrayTrait::<FutureOption>::new();
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1600-LONG-CALL',
name_short: 'ETHUSDC-29DEC23-1600-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_33
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1900-LONG-CALL',
name_short: 'ETHUSDC-23NOV23-1900-SHORT-CALL',
name_long: 'ETHUSDC-29DEC23-1700-LONG-CALL',
name_short: 'ETHUSDC-29DEC23-1700-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1900,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_37
initial_volatility: VOLATILITY_35
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1500-LONG-PUT',
name_short: 'ETHUSDC-23NOV23-1500-SHORT-PUT',
name_long: 'ETHUSDC-29DEC23-1500-LONG-PUT',
name_short: 'ETHUSDC-29DEC23-1500-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1500,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_37
initial_volatility: VOLATILITY_35
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1600-LONG-PUT',
name_short: 'ETHUSDC-23NOV23-1600-SHORT-PUT',
name_long: 'ETHUSDC-29DEC23-1400-LONG-PUT',
name_short: 'ETHUSDC-29DEC23-1400-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
strike_price: STRIKE_PRICE_1400,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_34
initial_volatility: VOLATILITY_40
}
);

Expand Down

0 comments on commit b428af8

Please sign in to comment.