From dcf5a1aea76fb1096cfcd5f89fb202a18b5b9c43 Mon Sep 17 00:00:00 2001 From: Charlie Date: Wed, 1 May 2024 16:18:42 +0100 Subject: [PATCH] chore: update points triggers --- vega_sim/configs/mainnet/EGLPUSDT.py | 122 +++--- vega_sim/configs/mainnet/HLPUSDT.py | 518 ++++++++++++++++++++++++ vega_sim/configs/research/ESHRUSDT.py | 122 +++--- vega_sim/scenario/benchmark/registry.py | 4 +- 4 files changed, 642 insertions(+), 124 deletions(-) create mode 100644 vega_sim/configs/mainnet/HLPUSDT.py diff --git a/vega_sim/configs/mainnet/EGLPUSDT.py b/vega_sim/configs/mainnet/EGLPUSDT.py index 11371c86c..f581eae31 100644 --- a/vega_sim/configs/mainnet/EGLPUSDT.py +++ b/vega_sim/configs/mainnet/EGLPUSDT.py @@ -185,307 +185,307 @@ "auctionExtension": "300", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, { - "horizon": "800", + "horizon": "86400", "probability": "0.9999999", "auctionExtension": "28800", }, diff --git a/vega_sim/configs/mainnet/HLPUSDT.py b/vega_sim/configs/mainnet/HLPUSDT.py new file mode 100644 index 000000000..3e71b2dd7 --- /dev/null +++ b/vega_sim/configs/mainnet/HLPUSDT.py @@ -0,0 +1,518 @@ +"""HLPUSDT.py + +Market config matching latest proposal for HLP/USDT.POINTS market on mainnet. +https://governance.vega.xyz/proposals/9da803769d61c1371938d238d7d6c43ab525af6614edeb90880510f8ae3542f8 +""" + +from vega_sim.api.market import MarketConfig + +CONFIG = MarketConfig( + { + "tickSize": "2", + "linearSlippageFactor": "0.001", + "decimalPlaces": "3", + "positionDecimalPlaces": "1", + "instrument": { + "name": "Hyperliquid Points / USDT (Futures market)", + "code": "HLP/USDT.POINTS", + "future": { + "settlementAsset": "bf1e88d19db4b3ca0d1d5bdb73718a01686b18cf731ca26adedf3c8b83802bba", + "quoteName": "USDT", + "dataSourceSpecForSettlementData": { + "external": { + "ethOracle": { + "sourceChainId": "42161", + "address": "0x302461E6dBF45e59acb3BE9a9c84C0a997779612", + "abi": '[{"type":"function","name":"getData","inputs":[{"name":"identifier","type":"tuple","internalType":"struct SettlementOracle.Identifier","components":[{"name":"liveness","type":"uint64","internalType":"uint64"},{"name":"bondCurrency","type":"address","internalType":"contract IERC20"},{"name":"minimumBond","type":"uint256","internalType":"uint256"},{"name":"maximumBond","type":"uint256","internalType":"uint256"},{"name":"marketCode","type":"string","internalType":"string"},{"name":"quoteName","type":"string","internalType":"string"},{"name":"enactmentDate","type":"string","internalType":"string"},{"name":"ipfsLink","type":"string","internalType":"string"}]}],"outputs":[{"name":"","type":"bool","internalType":"bool"},{"name":"","type":"uint256","internalType":"uint256"}],"stateMutability":"nonpayable"}]', + "method": "getData", + "args": [ + { + "liveness": 28800, + "bondCurrency": "0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8", + "minimumBond": 500000000, + "maximumBond": 100000000000, + "ipfsLink": "ipfs://bafybeiepzqdjoxwzeh2vzwi5c4473vddemqjihc26tbuu32vkasisk537i", + "marketCode": "HLP/USDT.POINTS", + "quoteName": "USDT", + "enactmentDate": "2024-03-20T11:00:00Z", + } + ], + "requiredConfirmations": "64", + "trigger": {"timeTrigger": {"every": "600"}}, + "filters": [ + { + "key": {"name": "resolved", "type": "TYPE_BOOLEAN"}, + "conditions": [ + {"operator": "OPERATOR_EQUALS", "value": "true"} + ], + }, + { + "key": { + "name": "price", + "type": "TYPE_INTEGER", + "numberDecimalPlaces": "18", + }, + "conditions": [ + { + "operator": "OPERATOR_GREATER_THAN_OR_EQUAL", + "value": "0", + } + ], + }, + ], + "normalisers": [ + {"name": "resolved", "expression": "$[0]"}, + {"name": "price", "expression": "$[1]"}, + ], + } + } + }, + "dataSourceSpecForTradingTermination": { + "external": { + "ethOracle": { + "sourceChainId": "42161", + "address": "0x6d0b3a00265b8b4a1d22cf466c331014133ba614", + "abi": '[{"type":"function","name":"getData","inputs":[{"name":"identifier","type":"tuple","internalType":"struct TerminationOracle.Identifier","components":[{"name":"bondCurrency","type":"address","internalType":"contract IERC20"},{"name":"minimumBond","type":"uint256","internalType":"uint256"},{"name":"maximumBond","type":"uint256","internalType":"uint256"},{"name":"liveness","type":"uint64","internalType":"uint64"},{"name":"marketCode","type":"string","internalType":"string"},{"name":"quoteName","type":"string","internalType":"string"},{"name":"enactmentDate","type":"string","internalType":"string"},{"name":"ipfsLink","type":"string","internalType":"string"},{"name":"conditionalSettlementOracle","type":"address","internalType":"contract SettlementOracle"}]}],"outputs":[{"name":"","type":"bool","internalType":"bool"},{"name":"","type":"uint256","internalType":"uint256"},{"name":"","type":"bool","internalType":"bool"}],"stateMutability":"nonpayable"}]', + "method": "getData", + "args": [ + { + "liveness": 28800, + "bondCurrency": "0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8", + "minimumBond": 500000000, + "maximumBond": 100000000000, + "ipfsLink": "ipfs://bafybeiepzqdjoxwzeh2vzwi5c4473vddemqjihc26tbuu32vkasisk537i", + "marketCode": "HLP/USDT.POINTS", + "quoteName": "USDT", + "enactmentDate": "2024-03-20T11:00:00Z", + "conditionalSettlementOracle": "0x302461E6dBF45e59acb3BE9a9c84C0a997779612", + } + ], + "requiredConfirmations": "64", + "trigger": {"timeTrigger": {"every": "600"}}, + "filters": [ + { + "key": {"name": "resolved", "type": "TYPE_BOOLEAN"}, + "conditions": [ + {"operator": "OPERATOR_EQUALS", "value": "true"} + ], + }, + { + "key": { + "name": "terminated", + "type": "TYPE_BOOLEAN", + }, + "conditions": [ + {"operator": "OPERATOR_EQUALS", "value": "true"} + ], + }, + ], + "normalisers": [ + {"name": "resolved", "expression": "$[0]"}, + {"name": "terminated", "expression": "$[2]"}, + ], + } + } + }, + "dataSourceSpecBinding": { + "settlementDataProperty": "price", + "tradingTerminationProperty": "terminated", + }, + }, + }, + "metadata": [ + "base:HLPOINT", + "quote:USDT", + "enactment:2024-03-20T11:00:00Z", + "settlement:fromOracle", + "class:fx/crypto", + "oracle:uma", + "sector:defi", + "oracleChain:arbitrum", + "domain:hyperliquid.xyz", + ], + "priceMonitoringParameters": { + "triggers": [ + { + "horizon": "120", + "probability": "0.9999999", + "auctionExtension": "60", + }, + { + "horizon": "120", + "probability": "0.9999999", + "auctionExtension": "60", + }, + { + "horizon": "120", + "probability": "0.9999999", + "auctionExtension": "60", + }, + { + "horizon": "120", + "probability": "0.9999999", + "auctionExtension": "60", + }, + { + "horizon": "120", + "probability": "0.9999999", + "auctionExtension": "60", + }, + { + "horizon": "200", + "probability": "0.9999999", + "auctionExtension": "300", + }, + { + "horizon": "200", + "probability": "0.9999999", + "auctionExtension": "300", + }, + { + "horizon": "200", + "probability": "0.9999999", + "auctionExtension": "300", + }, + { + "horizon": "200", + "probability": "0.9999999", + "auctionExtension": "300", + }, + { + "horizon": "200", + "probability": "0.9999999", + "auctionExtension": "300", + }, + { + "horizon": "400", + "probability": "0.9999999", + "auctionExtension": "900", + }, + { + "horizon": "400", + "probability": "0.9999999", + "auctionExtension": "900", + }, + { + "horizon": "400", + "probability": "0.9999999", + "auctionExtension": "900", + }, + { + "horizon": "400", + "probability": "0.9999999", + "auctionExtension": "900", + }, + { + "horizon": "400", + "probability": "0.9999999", + "auctionExtension": "900", + }, + { + "horizon": "400", + "probability": "0.9999999", + "auctionExtension": "900", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "500", + "probability": "0.9999999", + "auctionExtension": "1800", + }, + { + "horizon": "620", + "probability": "0.9999999", + "auctionExtension": "3600", + }, + { + "horizon": "620", + "probability": "0.9999999", + "auctionExtension": "3600", + }, + { + "horizon": "620", + "probability": "0.9999999", + "auctionExtension": "3600", + }, + { + "horizon": "620", + "probability": "0.9999999", + "auctionExtension": "3600", + }, + { + "horizon": "620", + "probability": "0.9999999", + "auctionExtension": "3600", + }, + { + "horizon": "620", + "probability": "0.9999999", + "auctionExtension": "3600", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "750", + "probability": "0.9999999", + "auctionExtension": "7200", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + { + "horizon": "800", + "probability": "0.9999999", + "auctionExtension": "28800", + }, + ] + }, + "logNormal": { + "tau": 0.0002281542323, + "riskAversionParameter": 0.01, + "params": {"mu": 0, "r": 0, "sigma": 5.0}, + }, + "liquiditySlaParameters": { + "priceRange": "0.2", + "commitmentMinTimeFraction": "0.5", + "performanceHysteresisEpochs": "1", + "slaCompetitionFactor": "0.8", + }, + "liquidationStrategy": { + "disposalTimeStep": "5", + "disposalFraction": "0.1", + "fullDisposalSize": "10000", + "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.2", + }, + "liquidityFeeSettings": {"method": "METHOD_MARGINAL_COST"}, + "liquidityMonitoringParameters": { + "targetStakeParameters": {"timeWindow": "3600", "scalingFactor": "0.05"} + }, + "markPriceConfiguration": { + "compositePriceType": "COMPOSITE_PRICE_TYPE_LAST_TRADE" + }, + } +) diff --git a/vega_sim/configs/research/ESHRUSDT.py b/vega_sim/configs/research/ESHRUSDT.py index d3271eb8c..ff1c8201a 100644 --- a/vega_sim/configs/research/ESHRUSDT.py +++ b/vega_sim/configs/research/ESHRUSDT.py @@ -185,307 +185,307 @@ "auctionExtension": "300", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "400", + "horizon": "900", "probability": "0.9999999", "auctionExtension": "900", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "500", + "horizon": "1800", "probability": "0.9999999", "auctionExtension": "1800", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "620", + "horizon": "3600", "probability": "0.9999999", "auctionExtension": "3600", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": "21600", "probability": "0.9999999", "auctionExtension": "7200", }, { - "horizon": "750", + "horizon": 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"28800", }, diff --git a/vega_sim/scenario/benchmark/registry.py b/vega_sim/scenario/benchmark/registry.py index 6da50f38b..3c4529211 100644 --- a/vega_sim/scenario/benchmark/registry.py +++ b/vega_sim/scenario/benchmark/registry.py @@ -48,7 +48,7 @@ ), BenchmarkConfig( market_config=configs.mainnet.EGLPUSDT.CONFIG, - initial_price=1, + initial_price=0.06, annualised_volatility=10, notional_trade_volume=100, ), @@ -74,7 +74,7 @@ benchmark_configs=[ BenchmarkConfig( market_config=configs.mainnet.EGLPUSDT.CONFIG, - initial_price=1, + initial_price=0.06, annualised_volatility=10, notional_trade_volume=100, )