DRBalancerVault contract for system DR rebalancing #269
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DRBalancerVault contract for system DR rebalancing
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aalavandhan
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… 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.
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brandoniles
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Feb 2, 2026
…page protection - Update deposit() to accept both underlying and perp tokens with signature: deposit(underlyingAmtMax, perpAmtMax, minNotesMinted) - Update redeem() to include slippage protection with signature: redeem(notesAmt, minUnderlyingAmtOut, minPerpAmtOut) - Update computeMintAmt() to return (notesMinted, underlyingAmtIn, perpAmtIn) - First deposit accepts any ratio; subsequent deposits enforce vault ratio - Update Deposited event to include perpAmtIn - Fix lag factor comments (swapped DR conditions) - Add InvalidLagFactor validation to prevent division by zero - Update contract docstring to reflect dual-token deposits Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
brandoniles
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Feb 3, 2026
brandoniles
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Feb 4, 2026
| Range memory equilibriumDR_ | ||
| ) external onlyOwner { | ||
| if ( | ||
| equilibriumDR_.lower >= equilibriumDR_.upper || |
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I think we should be able to configure a range of size zero and allow it to be just the target.
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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:
(rolloverVaultTVL unchanged during flash mint/redeem)