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improve(perpetual): Modify ConfigStore constraints and params#2260

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nicholaspai merged 17 commits intomasterfrom
npai/2259
Dec 5, 2020
Merged

improve(perpetual): Modify ConfigStore constraints and params#2260
nicholaspai merged 17 commits intomasterfrom
npai/2259

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@nicholaspai nicholaspai commented Dec 3, 2020 •
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Signed-off-by: Nick Pai npai.nyc@gmail.com

Motivation

#2259 This enhances the Perpetual's economic security by allowing the Perpetual contract deployer to set funding rate bounds via timelock.

Changes:

  • Adds config params to limit the range of possible funding rates to propose. This bounds a dishonest proposer's PfC
  • Remove bounds from proposer bound, which can be changed to limit a proposer's PfC based on the funding rate.
  • Remove future time limit from proposer timestamp, OptimisticOracles must be in the past starting with fix(optimistic-oracle): add future time require to optimistic oracle #2267

Issue(s)

Fixes #2259

@nicholaspai
remove proposal bond limit, add funding rate limit
9839cb0 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
nicholaspai
nicholaspai commented Dec 3, 2020
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Comment thread packages/core/contracts/financial-templates/common/FundingRateApplier.sol Outdated
@nicholaspai
fix funding rate applier tests
5467447 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
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coveralls commented Dec 3, 2020 •
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Coverage Status

Coverage remained the same at 93.201% when pulling ab3a9c7 on npai/2259 into 1c08573 on master.

@nicholaspai
move funding rate bounds to +/- 500%
cb5dc32 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
daywiss
daywiss reviewed Dec 3, 2020
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Comment thread packages/core/contracts/financial-templates/common/FundingRateApplier.sol Outdated
Comment thread packages/core/test/financial-templates/common/FundingRateApplier.js
@nicholaspai
allow funding rate range to be set by config store
85b7e79 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
revrt liquidatable params to default
4ee00de 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
remove funding rate applier test
61cbc52 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
reset test
7ad4fac 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
fix test
3941e4e 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
chrismaree
chrismaree approved these changes Dec 4, 2020
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Looks good to me! clean, well commented and overall a good PR.

Comment thread packages/core/contracts/financial-templates/common/FundingRateApplier.sol Outdated
Comment thread packages/core/contracts/financial-templates/perpetual-multiparty/PerpetualPositionManager.sol
Comment thread packages/core/contracts/financial-templates/perpetual-multiparty/PerpetualPositionManager.sol
@nicholaspai
re add require messages
ff82b65 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
readd all require messages
82ab729 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
remove require msg
764830a 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
update comments
742a577 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
mrice32
mrice32 reviewed Dec 4, 2020
View reviewed changes
Comment thread packages/core/contracts/financial-templates/perpetual-multiparty/ConfigStore.sol Outdated
@nicholaspai
add comments
90ecc80 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
@nicholaspai
update comments
dea0a67 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
nicholaspai
nicholaspai commented Dec 4, 2020
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Comment thread packages/core/contracts/financial-templates/perpetual-multiparty/ConfigStore.sol Outdated
@nicholaspai
remove proposalTimeFuturLimit config param
8f29105 
Signed-off-by: Nick Pai <npai.nyc@gmail.com>
mrice32
mrice32 approved these changes Dec 4, 2020
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Comment thread packages/core/contracts/financial-templates/common/FundingRateApplier.sol Outdated
@nicholaspai nicholaspai changed the title improve(perpetual): Constrain funding rate range, remove proposal bond range improve(perpetual): Modify ConfigStore constraints and params Dec 4, 2020
@nicholaspai @mrice32
Update packages/core/contracts/financial-templates/common/FundingRate…
449e847 
…Applier.sol

Co-authored-by: Matt Rice <matthewcrice32@gmail.com>
nicholaspai
nicholaspai commented Dec 4, 2020
View reviewed changes
Comment thread packages/core/test/financial-templates/common/FundingRateApplier.js
await didContractThrow(fundingRateApplier.proposeNewRate(newRate, currentTime + proposalTimeFutureLimit + 1))
);
await fundingRateApplier.proposeNewRate(newRate, currentTime + proposalTimeFutureLimit);
assert(await didContractThrow(fundingRateApplier.proposeNewRate(newRate, currentTime + 1)));
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@nicholaspai nicholaspai Dec 4, 2020

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This test will fail until #2267 is merged

@nicholaspai nicholaspai merged commit 8d84c37 into master Dec 5, 2020
@nicholaspai nicholaspai deleted the npai/2259 branch December 5, 2020 02:39
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@mrice32 mrice32 mrice32 approved these changes

@chrismaree chrismaree chrismaree approved these changes

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@daywiss daywiss daywiss approved these changes

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Perpetual should constrain funding rate range read from OO and not constrain proposal bond

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@nicholaspai @coveralls @daywiss @mrice32 @chrismaree