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Add 0509 options (#21)
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@tensojka
tensojka authored Sep 19, 2023
1 parent 2f05f2b commit b4d3f14
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Showing 2 changed files with 32 additions and 29 deletions.
6 changes: 3 additions & 3 deletions src/contract.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ trait IGovernance<TContractState> {

// OPTIONS

fn add_2809_options(ref self: TContractState);
fn add_0510_options(ref self: TContractState);
}


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

fn add_2809_options(ref self: ContractState) {
Options::run_add_2809_options()
fn add_0510_options(ref self: ContractState) {
Options::run_add_0510_options()
}
}
}
55 changes: 29 additions & 26 deletions src/options.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -31,10 +31,12 @@ mod Options {
const VOLATILITY_28: Math64x61_ = consteval_int!(28 * 2305843009213693952);
const VOLATILITY_30: Math64x61_ = consteval_int!(30 * 2305843009213693952);
const VOLATILITY_30_5: Math64x61_ = 70328211781017665536;
const VOLATILITY_31_5: Math64x61_ = 72634054790231359488;
const VOLATILITY_32: Math64x61_ = consteval_int!(32 * 2305843009213693952);
const VOLATILITY_32_5: Math64x61_ = 74939897799445053440;
const VOLATILITY_34: Math64x61_ = consteval_int!(34 * 2305843009213693952);
const VOLATILITY_35: Math64x61_ = consteval_int!(35 * 2305843009213693952);
const VOLATILITY_35_5: Math64x61_ = 81857426827086135296;
const VOLATILITY_38: Math64x61_ = 87622034350120370176;
const VOLATILITY_38_5: Math64x61_ = 88774955854727217152;
const VOLATILITY_39: Math64x61_ = consteval_int!(39 * 2305843009213693952);
Expand All @@ -46,6 +48,7 @@ mod Options {
const VOLATILITY_44: Math64x61_ = 101457092405402533888;
const VOLATILITY_45: Math64x61_ = 124515522497539473408;
const VOLATILITY_46: Math64x61_ = 106068778423829921792;
const VOLATILITY_46_5: Math64x61_ = 107221699928436768768;
const VOLATILITY_48_5: Math64x61_ = 111833385946864156672;
const VOLATILITY_55: Math64x61_ = 126821365506753167360;
const VOLATILITY_60: Math64x61_ = 138350580552821637120;
Expand Down Expand Up @@ -164,23 +167,23 @@ mod Options {
res
}

fn run_add_2809_options() {
fn run_add_0510_options() {
let mut state = Governance::unsafe_new_contract_state();
assert(
!proposal_initializer_run::InternalContractStateTrait::read(
@state.proposal_initializer_run, 29
@state.proposal_initializer_run, 30
),
'prop29 initializer called again'
'prop30 initializer called again'
);
proposal_initializer_run::InternalContractStateTrait::write(
ref state.proposal_initializer_run, 29, true
ref state.proposal_initializer_run, 30, true
);

add_2809_options();
add_0510_options();
}

fn add_2809_options() {
let MATURITY: felt252 = 1695945599;
fn add_0510_options() {
let MATURITY: felt252 = 1696550399;

let eth_lpt_addr: ContractAddress =
0x7aba50fdb4e024c1ba63e2c60565d0fd32566ff4b18aa5818fc80c30e749024
Expand All @@ -195,55 +198,55 @@ mod Options {
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1700-LONG-CALL',
name: 'ETHUSDC-05OCT23-1700-LONG-CALL',
option_side: TRADE_SIDE_LONG,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_30_5
initial_volatility: VOLATILITY_31_5
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1800-LONG-CALL',
name: 'ETHUSDC-05OCT23-1800-LONG-CALL',
option_side: TRADE_SIDE_LONG,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1800,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_35
initial_volatility: VOLATILITY_38
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1900-LONG-CALL',
name: 'ETHUSDC-05OCT23-1900-LONG-CALL',
option_side: TRADE_SIDE_LONG,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1900,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_44
initial_volatility: VOLATILITY_46_5
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1500-LONG-PUT',
name: 'ETHUSDC-05OCT23-1500-LONG-PUT',
option_side: TRADE_SIDE_LONG,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1500,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_38
initial_volatility: VOLATILITY_35_5
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1600-LONG-PUT',
name: 'ETHUSDC-05OCT23-1600-LONG-PUT',
option_side: TRADE_SIDE_LONG,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
Expand All @@ -255,55 +258,55 @@ mod Options {
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1700-SHORT-CALL',
name: 'ETHUSDC-05OCT23-1700-SHORT-CALL',
option_side: TRADE_SIDE_SHORT,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_30_5
initial_volatility: VOLATILITY_31_5
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1800-SHORT-CALL',
name: 'ETHUSDC-05OCT23-1800-SHORT-CALL',
option_side: TRADE_SIDE_SHORT,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1800,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_35
initial_volatility: VOLATILITY_38
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1900-SHORT-CALL',
name: 'ETHUSDC-05OCT23-1900-SHORT-CALL',
option_side: TRADE_SIDE_SHORT,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1900,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_44
initial_volatility: VOLATILITY_46_5
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1500-SHORT-PUT',
name: 'ETHUSDC-05OCT23-1500-SHORT-PUT',
option_side: TRADE_SIDE_SHORT,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1500,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_38
initial_volatility: VOLATILITY_35_5
}
);
to_add
.append(
FutureOption {
name: 'ETHUSDC-28SEP23-1600-SHORT-PUT',
name: 'ETHUSDC-05OCT23-1600-SHORT-PUT',
option_side: TRADE_SIDE_SHORT,
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
Expand All @@ -313,6 +316,6 @@ mod Options {
}
);

add_options(28092383684012, to_add.span())
add_options(05102383684012, to_add.span())
}
}

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