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Add 1910 2912 options #24

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merged 5 commits into from
Nov 3, 2023
Merged

Add 1910 2912 options #24

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b428af8
Add 1910 2912 options
tensojka Oct 10, 2023
9333bc8
Tweak salt
tensojka Oct 10, 2023
3e2d351
Fix typo
tensojka Oct 10, 2023
db241d8
Update 1910 options to 0311
tensojka Oct 23, 2023
c657df7
Specify constants
tensojka Oct 23, 2023
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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_2411_options(ref self: TContractState);
fn add_0211_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_0211_2912_options(ref self: ContractState) {
Options::run_add_1910_2912_options()
}
}
}
119 changes: 96 additions & 23 deletions src/options.cairo
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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 @@ -51,10 +52,15 @@ mod Options {
const VOLATILITY_45: Math64x61_ = 124515522497539473408;
const VOLATILITY_46: Math64x61_ = 106068778423829921792;
const VOLATILITY_46_5: Math64x61_ = 107221699928436768768;
const VOLATILITY_47: Math64x61_ = consteval_int!(47 * 2305843009213693952);
const VOLATILITY_48_5: Math64x61_ = 111833385946864156672;
const VOLATILITY_51: Math64x61_ = consteval_int!(51 * 2305843009213693952);
const VOLATILITY_52: Math64x61_ = consteval_int!(52 * 2305843009213693952);
const VOLATILITY_55: Math64x61_ = 126821365506753167360;
const VOLATILITY_59: Math64x61_ = consteval_int!(59 * 2305843009213693952);
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 +209,24 @@ 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_0211_options();
add_2912_options();
}

fn add_2411_options() {
let MATURITY: felt252 = 1700783999;
fn add_0211_options() {
let MATURITY: felt252 = 1698969599;

let eth_lpt_addr: ContractAddress =
0x7aba50fdb4e024c1ba63e2c60565d0fd32566ff4b18aa5818fc80c30e749024
Expand All @@ -234,64 +241,130 @@ mod Options {
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1700-LONG-CALL',
name_short: 'ETHUSDC-23NOV23-1700-SHORT-CALL',
name_long: 'ETHUSDC-02NOV23-1700-LONG-CALL',
name_short: 'ETHUSDC-02NOV23-1700-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_40
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1800-LONG-CALL',
name_short: 'ETHUSDC-23NOV23-1800-SHORT-CALL',
name_long: 'ETHUSDC-02NOV23-1800-LONG-CALL',
name_short: 'ETHUSDC-02NOV23-1800-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_45
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1900-LONG-CALL',
name_short: 'ETHUSDC-23NOV23-1900-SHORT-CALL',
name_long: 'ETHUSDC-02NOV23-1900-LONG-CALL',
name_short: 'ETHUSDC-02NOV23-1900-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1900,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_37
initial_volatility: VOLATILITY_51
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1500-LONG-PUT',
name_short: 'ETHUSDC-23NOV23-1500-SHORT-PUT',
name_long: 'ETHUSDC-02NOV23-1500-LONG-PUT',
name_short: 'ETHUSDC-02NOV23-1500-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_47
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-23NOV23-1600-LONG-PUT',
name_short: 'ETHUSDC-23NOV23-1600-SHORT-PUT',
name_long: 'ETHUSDC-02NOV23-1400-LONG-PUT',
name_short: 'ETHUSDC-02NOV23-1400-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1400,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_59
}
);

add_options(0211238812, to_add.span())
}


fn add_2912_options() {
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-29DEC23-1800-LONG-CALL',
name_short: 'ETHUSDC-29DEC23-1800-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1800,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_45
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1700-LONG-CALL',
name_short: 'ETHUSDC-29DEC23-1700-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_44
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1600-LONG-PUT',
name_short: 'ETHUSDC-29DEC23-1600-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_34
initial_volatility: VOLATILITY_43_5
}
);
to_add
.append(
FutureOption {
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_45
}
);

add_options(231123836812, to_add.span())
add_options(29122383681242, to_add.span())
}
}