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Add 0911 1611 options #25

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merged 1 commit into from
Nov 7, 2023
Merged

Add 0911 1611 options #25

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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_0211_2912_options(ref self: TContractState);
fn add_0911_1611_options(ref self: TContractState);
}


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

fn add_0211_2912_options(ref self: ContractState) {
Options::run_add_1910_2912_options()
fn add_0911_1611_options(ref self: ContractState) {
Options::run_add_0911_1611_options()
}
}
}
94 changes: 48 additions & 46 deletions src/options.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -56,6 +56,7 @@ mod Options {
const VOLATILITY_48_5: Math64x61_ = 111833385946864156672;
const VOLATILITY_51: Math64x61_ = consteval_int!(51 * 2305843009213693952);
const VOLATILITY_52: Math64x61_ = consteval_int!(52 * 2305843009213693952);
const VOLATILITY_53: Math64x61_ = consteval_int!(53 * 2305843009213693952);
const VOLATILITY_55: Math64x61_ = 126821365506753167360;
const VOLATILITY_59: Math64x61_ = consteval_int!(59 * 2305843009213693952);
const VOLATILITY_60: Math64x61_ = 138350580552821637120;
Expand All @@ -66,6 +67,7 @@ mod Options {
const STRIKE_PRICE_1700: Math64x61_ = consteval_int!(1700 * 2305843009213693952);
const STRIKE_PRICE_1800: Math64x61_ = consteval_int!(1800 * 2305843009213693952);
const STRIKE_PRICE_1900: Math64x61_ = consteval_int!(1900 * 2305843009213693952);
const STRIKE_PRICE_2000: Math64x61_ = consteval_int!(2000 * 2305843009213693952);

fn add_options(salt: felt252, mut options: Span<FutureOption>) {
// TODO use block hash from block_hash syscall as salt // actually doable with the new syscall
Expand Down Expand Up @@ -209,24 +211,24 @@ mod Options {
res
}

fn run_add_1910_2912_options() {
fn run_add_0911_1611_options() {
let mut state = Governance::unsafe_new_contract_state();
assert(
!proposal_initializer_run::InternalContractStateTrait::read(
@state.proposal_initializer_run, 35
@state.proposal_initializer_run, 36
),
'prop35 initializer called again'
'prop36 initializer called again'
);
proposal_initializer_run::InternalContractStateTrait::write(
ref state.proposal_initializer_run, 35, true
ref state.proposal_initializer_run, 36, true
);

add_0211_options();
add_2912_options();
add_0911_options();
add_1611_options();
}

fn add_0211_options() {
let MATURITY: felt252 = 1698969599;
fn add_0911_options() {
let MATURITY: felt252 = 1699574399;

let eth_lpt_addr: ContractAddress =
0x7aba50fdb4e024c1ba63e2c60565d0fd32566ff4b18aa5818fc80c30e749024
Expand All @@ -241,22 +243,22 @@ mod Options {
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-02NOV23-1700-LONG-CALL',
name_short: 'ETHUSDC-02NOV23-1700-SHORT-CALL',
name_long: 'ETHUSDC-09NOV23-1800-LONG-CALL',
name_short: 'ETHUSDC-09NOV23-1800-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1700,
strike_price: STRIKE_PRICE_1800,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_40
initial_volatility: VOLATILITY_41
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-02NOV23-1800-LONG-CALL',
name_short: 'ETHUSDC-02NOV23-1800-SHORT-CALL',
name_long: 'ETHUSDC-09NOV23-1900-LONG-CALL',
name_short: 'ETHUSDC-09NOV23-1900-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1800,
strike_price: STRIKE_PRICE_1900,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_45
Expand All @@ -265,46 +267,46 @@ mod Options {
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-02NOV23-1900-LONG-CALL',
name_short: 'ETHUSDC-02NOV23-1900-SHORT-CALL',
name_long: 'ETHUSDC-09NOV23-2000-LONG-CALL',
name_short: 'ETHUSDC-09NOV23-2000-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1900,
strike_price: STRIKE_PRICE_2000,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_51
initial_volatility: VOLATILITY_53
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-02NOV23-1500-LONG-PUT',
name_short: 'ETHUSDC-02NOV23-1500-SHORT-PUT',
name_long: 'ETHUSDC-09NOV23-1700-LONG-PUT',
name_short: 'ETHUSDC-09NOV23-1700-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1500,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_47
initial_volatility: VOLATILITY_42
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-02NOV23-1400-LONG-PUT',
name_short: 'ETHUSDC-02NOV23-1400-SHORT-PUT',
name_long: 'ETHUSDC-09NOV23-1600-LONG-PUT',
name_short: 'ETHUSDC-09NOV23-1600-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1400,
strike_price: STRIKE_PRICE_1600,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_59
initial_volatility: VOLATILITY_52
}
);

add_options(0211238812, to_add.span())
add_options(1011238812, to_add.span())
}


fn add_2912_options() {
let MATURITY: felt252 = 1703807999;
fn add_1611_options() {
let MATURITY: felt252 = 1700179199;

let eth_lpt_addr: ContractAddress =
0x7aba50fdb4e024c1ba63e2c60565d0fd32566ff4b18aa5818fc80c30e749024
Expand All @@ -319,34 +321,34 @@ mod Options {
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1800-LONG-CALL',
name_short: 'ETHUSDC-29DEC23-1800-SHORT-CALL',
name_long: 'ETHUSDC-16NOV23-1800-LONG-CALL',
name_short: 'ETHUSDC-16NOV23-1800-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1800,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_45
initial_volatility: VOLATILITY_44
}
);
to_add
to_add // purposefully only two call strikes to be conservative about future volatility spikes
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1700-LONG-CALL',
name_short: 'ETHUSDC-29DEC23-1700-SHORT-CALL',
name_long: 'ETHUSDC-16NOV23-1900-LONG-CALL',
name_short: 'ETHUSDC-16NOV23-1900-SHORT-CALL',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1700,
strike_price: STRIKE_PRICE_1900,
option_type: OPTION_CALL,
lptoken_address: eth_lpt_addr,
initial_volatility: VOLATILITY_44
initial_volatility: VOLATILITY_46
}
);
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1600-LONG-PUT',
name_short: 'ETHUSDC-29DEC23-1600-SHORT-PUT',
name_long: 'ETHUSDC-16NOV23-1700-LONG-PUT',
name_short: 'ETHUSDC-16NOV23-1700-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1600,
strike_price: STRIKE_PRICE_1700,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_43_5
Expand All @@ -355,16 +357,16 @@ mod Options {
to_add
.append(
FutureOption {
name_long: 'ETHUSDC-29DEC23-1500-LONG-PUT',
name_short: 'ETHUSDC-29DEC23-1500-SHORT-PUT',
name_long: 'ETHUSDC-16NOV23-1600-LONG-PUT',
name_short: 'ETHUSDC-16NOV23-1600-SHORT-PUT',
maturity: MATURITY,
strike_price: STRIKE_PRICE_1500,
strike_price: STRIKE_PRICE_1600,
option_type: OPTION_PUT,
lptoken_address: usdc_lpt_addr,
initial_volatility: VOLATILITY_45
initial_volatility: VOLATILITY_48_5
}
);

add_options(29122383681242, to_add.span())
add_options(16112383681242, to_add.span())
}
}