Commit dc80b10
Add DRBalancerVault contract for system DR rebalancing
Implement a vault that holds underlying (AMPL) and perp (SPOT) tokens
and auto-rebalances to maintain the system's target deviation ratio via
IRolloverVault swaps.
Key features:
- Deposit underlying tokens and mint vault notes (LP tokens)
- Redeem notes for proportional underlying + perp tokens
- Auto-rebalance when system DR is outside equilibrium zone:
- DR < 1 (perpTVL too high): redeem perps to decrease perpTVL
- DR > 1 (perpTVL too low): mint perps to increase perpTVL
- Rebalance formula: requiredChange = perpTVL × |dr - targetDR|
(rolloverVaultTVL unchanged during flash mint/redeem)
- Liquidity limits based on swap direction:
- underlying->perp: limited by underlying balance
- perp->underlying: limited by perp value held
- Separate lag factors and percentage limits for each direction
- Slippage protection with configurable max swap fee percentage
- Keeper-controlled pause functionality
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>1 parent b91b91d commit dc80b10
10 files changed
Lines changed: 2960 additions & 1340 deletions
File tree
- spot-contracts
- spot-vaults
- contracts
- _interfaces
- errors
- _test
- tasks
- test
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