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Chore/level beyond to alpha (#352)
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* Fix/buyback otc (#285)

* wip

* labels

* Feature - Performance Table with Price per Share (#282)

* Show growthSinceFirstEpoch as Cumulative Yield

* Fill PricePerShares Performance Chart

* Comment

* Copy

Co-authored-by: Dan

* Get first 1000 pricePerShares

Instead of 30

* chart labels

* Group PricePerShare Epochs by Day

* Minor adjustments to Performance plot

* Minor adjustments to Performance plot

* Set Performance Plot line to natural

* Revert group by day

Scaling XAxis by time with a tick gap is enough

Co-authored-by: Dan

* Add Prettier (#283)

* Add Prettier

* Add es-lint-config-prettier

+ extend in .eslintrc.json

* .prettierignore

* npx prettier --write ./front-end/src

* .prettierrc.json

* npx prettier --write ./front-end/src

* remove error if withdrawalAmount is 0 (#288)

* remove error if withdrawalAmount is 0

* add test case

* copy rinkeby deploy folder and rename to goerli (#287)

* copy rinkeby deploy folder and rename to goerli

* Bump @nomiclabs/hardhat-etherscan from 2.x to 3.x

* Setup arbitrumGoerli in hardhat.config.ts

* Refactor Arbitrum Rinkeby file copy for Goerli

+ lint file

* Add arbitrumGoerli addresses in contracts.json

* Add Arbitrum Goerli addresses TO Markdown

* delete redundant copied rinkeby files

* update ethers and remove deprecated testnets

* update full protocol deploy script for goerli

* update uniswap pool fee to 500

* edit deploy scripts for goerli and remove rinkeby network

* redeploy contracts and update addresses

* edit setup protocol script

* update packages to fix failing tests'

* resolve package conflicts

* remove goerli ethers infura provider

* remove arbitrum ethers infura provider

* update hardhat config

Co-authored-by: Yassine <[email protected]>

* Remove 11utc copy (#291)

Remove 11am UTCs

* fixed walletconnect (#295)

* fixed walletconnect

* Use react-app-rewired to include buffer

- Remove require from App.tsc

* Move react-app-rewired to dev dependencies

Co-authored-by: Yassine <[email protected]>

* Use correct chainId for Arbitrum (#296)

Use correct chain hex id for Arbitrum

* Fix Yield y-axis domain  (#298)

* fix: parseFloat growthSinceFirstEpoch

* docs: Comment about parseFloat of BigDecimal string

* Fix issue with Yield timestamp order (#299)

fix(charts): Use Array to build PPS graph data

Using the map return doesn't guarantee order

* Refresh style of Table (#304)

* style(trades): Refresh style of Table

* style(trades): Minor adjustments

align amount right
restyle trade tab column
use normal font for first
column

* build(packages): Add react-fullscreen

* feat(components): Fullscreen trades

* feat(hooks): useElementOnScreen.tsx

Hook that allows to check if an element is on screen or not.

* feat(app): Merge policies for paged query

For writeOptions, buybackOption and rebalanceDelta simply add incoming
to the end of array

* feat(components): 10 days paging for trades

Retrieve last 10 days of trades on scroll, 10 by 10

* fix(components): fetch more if trades on screen

In case last trade is still intersecting with viewport this triggers
fetch more anyway as we move the ref to the last trade on render

* build(package): react-content-loader

* feat(components): Loaders for table

* style(components): bg color of loaders

* fix(components): bg of last td while fullscreen

* Use correct epoch for Cumulative Yield (#306)

fix(graph): Order pricePerShares by timestamp

* Minor Alpha front-end fixes (#308)

* fix(components): Fix svg card tabs to fit

otherwise the tab stays smaller than the text in it

* refactor(components): Hide progress bar if no collateral

better ui

* style(components): Move home banner closer to top

better ui

* refactor(components): Show query error in trades table if any

+ add bg-bone to fullscreen component

* fix(graph): Skip query if !account in dashboard options

otherwise it retrieves all of Graphs option as empty string is passed

Closes #309

* fix(components): Allow any user to see orders

already working for strangle but not single put or call order

Closes #311

* Move front-end to Goerli (#292)

* Move to Goerli (from Rinkeby)

* Remove Rinkeby contracts

* Update Explorer to Goerli for Testnet

* Add deployed Opyn Gamma Goerli Subgraph

* refactor: alpha sort constants

* Only run hardhat on changes to SC code. (#329)

* Performance chart public launch (#321)

* Add eslint rule to remove unnecessary imports on React.

* Clean up unused component.

* Set baseUrl to allow cleaner imports.

* Package additions for handling dates and animations.

* Vault performance chart adjustments and readme.

* Clean up after moving file location.

* More readable text length.

* Use react-helmet to "noindex, nofollow" every deployment except prod. Use REACT_APP_NETWORK over REACT_APP_ENV to determine network to use.

* React 18 (#337)

* Upgrade to React 18.2.0 and fix typing issues.

* Fix react imports and typing issues.

* Bump npm from 8.9.0 to 8.11.0

Bumps [npm](https://github.com/npm/cli) from 8.9.0 to 8.11.0.
- [Release notes](https://github.com/npm/cli/releases)
- [Changelog](https://github.com/npm/cli/blob/v8.11.0/CHANGELOG.md)
- [Commits](npm/cli@v8.9.0...v8.11.0)

---
updated-dependencies:
- dependency-name: npm
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <[email protected]>

* Yarn workspaces (#338)

* Clean up package.json files for better consistency.

* Move to Yarn and Yarn workspaces.

* Build without bash script.

* Fix syntax errors.

* Remove non-existent files.

* Workspaces with nohoist for typechain packages.

* Update docs.

* Lock updates.

* Remove console.logs and fix bad test.

* Package upgrades and cleaning (#347)

* Clean and upgrade contacts packages. Hoist shared packages to top level package file.

* chore: remove bad test

* Move non-package details to their own config files.

* Remove unused code for @nivo package.

* Remove unused code for react-scroll package.

* API changes for framer-motion.

* Remove unused code for humanize-duration package.

* Remove singular use of Axios for native fetch.

* Better typing.

* Better typings.

* Switch to dayjs.

* chore: downgrade ethers to 5.4.0

Co-authored-by: kjr217 <[email protected]>

* chore: get branch level with alpha

* chore: remove mention of rinkeby

* chore: fix config bug

* chore: update arbitrum with alchemy provider

* chore: change arbitrum rpc creation location

* Update hardhat.yml

* chore: fix arbi rpc

* chore: upgrade to dayjs from moments

Signed-off-by: dependabot[bot] <[email protected]>
Co-authored-by: Dan <[email protected]>
Co-authored-by: Yassine <[email protected]>
Co-authored-by: Josh <[email protected]>
Co-authored-by: Tim Dunphy <[email protected]>
Co-authored-by: Tim <[email protected]>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
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2 changes: 2 additions & 0 deletions .github/workflows/hardhat.yml
Original file line number Diff line number Diff line change
Expand Up @@ -17,6 +17,8 @@ jobs:
env:
ALCHEMY: ${{ secrets.ALCHEMY }}
TEST_MNEMONIC: ${{ secrets.TEST_MNEMONIC }}
ARBITRUM: ${{ secrets.ARBITRUM }}
ARBITRUM_GOERLI: ${{ secrets.ARBITRUM_GOERLI }}

steps:
- uses: actions/checkout@v3
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46 changes: 45 additions & 1 deletion packages/contracts/deploy/Contract-addresses.md
Original file line number Diff line number Diff line change
Expand Up @@ -74,7 +74,7 @@ uniswapV3HedgingReactor: '0xaa5FcA49bd299E7A3fd1a4b0CB89039413D5580C'

perpHedgingReactor: '0xed7a8131A77350967D0E0BF6290873F3f406567f'

# Arbitrum Goerli Addresses
# Arbitrum Goerli Addresses Beyond

## Gamma Protocol

Expand Down Expand Up @@ -117,3 +117,47 @@ perpHedgingReactor: '0xed7a8131A77350967D0E0BF6290873F3f406567f'
| UNISWAPV3Router - Auxiliary | 0xE592427A0AEce92De3Edee1F18E0157C05861564 |
| USDC - Auxiliary | 0x6775842ae82bf2f0f987b10526768ad89d79536e |
| WETH - Auxiliary | 0x53320bE2A35649E9B2a0f244f9E9474929d3B699 |

## ARBITRUM GOERLI ALPHA

OpynController: '0x11a602a5F5D823c103bb8b7184e22391Aae5F4C2'

OpynAddressBook: '0xd6e67bF0b1Cdb34C37f31A2652812CB30746a94A'

OpynOracle: '0x35578F5A49E1f1Cf34ed780B46A0BdABA23D4C0b'

OpynNewCalculator: '0xcD270e755C2653e806e16dD3f78E16C89B7a1c9e'

OpynOptionRegistry: '0x48A74b742bd97545ace8B0876F5BA7ED19DF6579'

priceFeed: '0xDcA6c35228acb82363406CB2e7eee81B40c692aE'

volFeed: '0x9Fc909273C6aF5b6fFd389Fa2B44492ff88a3be6'

optionProtocol: '0x865Bd85b7275a33C87E8a7E31a125DD6338e6747'

liquidityPool: '0x2ceDe96cd46C9B751EeB868A57FEDeD060Dbe6Bf'

authority: '0xA524f4F9046a243c67A07dDE2D9477bf320Ed89E'

portfolioValuesFeed: '0xbFC1eDc5c07ada83e0244b37A784486633910cD7'

optionHandler: '0x8a265fa22aa5AF86fa763dC2cF04661bf06A52E6'

opynInteractions: '0x5e5A98E2F7c71B159B9Ed771E4138d4B2464708c'

normDist: '0xf63395764CAA20a54bF33fdCCdbC03b2BDc67453'

BlackScholes: '0x8D3ac248d2598c0C43e1D48e5ad59093F9Cb1d40'

optionsCompute: '0x8090b463afd758B59089905dc956300824cb2388'

accounting: '0xCCc6ebF870aCcD83043e8dafaeB4366A4D1a2836'

uniswapV3HedgingReactor: '0xE5b8F3b414a80b8C40ba438292Eb37918324d285'

perpHedgingReactor: '0x34f5c89fC6b053728F264cd7f9F1cdFB887AEf86'

USDC: '0x6775842ae82bf2f0f987b10526768ad89d79536e'

WETH: '0x53320bE2A35649E9B2a0f244f9E9474929d3B699'
Original file line number Diff line number Diff line change
Expand Up @@ -496,7 +496,6 @@ export async function deployLiquidityPool(
await optionRegistry.setLiquidityPool(liquidityPool.address)
console.log("registry lp set")

await liquidityPool.setBidAskSpread(bidAskSpread)
await pvFeed.setLiquidityPool(liquidityPool.address)
await pvFeed.setProtocol(optionProtocol.address)
await pvFeed.setKeeper(liquidityPool.address, true)
Expand Down
7 changes: 0 additions & 7 deletions packages/contracts/hardhat.config.ts
Original file line number Diff line number Diff line change
Expand Up @@ -160,13 +160,6 @@ module.exports = {
accounts: process.env.DEPLOYER_PRIVATE_KEY ? [process.env.DEPLOYER_PRIVATE_KEY] : accounts,
gas: 500000000
},
arbitrumGoerli: {
url: arbitrumGoerli,
chainId: 421613,
saveDeployments: true,
accounts: process.env.DEPLOYER_PRIVATE_KEY ? [process.env.DEPLOYER_PRIVATE_KEY] : accounts,
gas: 500000000
}
},
etherscan: {
apiKey: {
Expand Down
18 changes: 8 additions & 10 deletions packages/contracts/package.json
Original file line number Diff line number Diff line change
Expand Up @@ -16,20 +16,18 @@
]
},
"scripts": {
"buyoption:testnet": "npx hardhat run scripts/buySample.ts --network arbitrumRinkeby",
"compile": "hardhat clean && hardhat compile && ./copyABIsToFrontend.sh",
"create-otc-order:testnet": "npx hardhat run scripts/createOTCOrder.ts --network arbitrumRinkeby",
"create-otc-strangle:testnet": "npx hardhat run scripts/createOTCStrangle.ts --network arbitrumRinkeby",
"buyoption:testnet": "npx hardhat run scripts/buySample.ts --network arbitrumGoerli",
"compile": "hardhat clean && hardhat compile && hardhat typechain && ./copyABIsToFrontend.sh",
"create-otc-order:testnet": "npx hardhat run scripts/createOTCOrder.ts --network arbitrumGoerli",
"create-otc-strangle:testnet": "npx hardhat run scripts/createOTCStrangle.ts --network arbitrumGoerli",
"deploy:arbitrumGoerli": "npx hardhat run deploy/arbitrum-goerli/ArbitrumGoerliDeploy.ts --network arbitrumGoerli",
"deploy:localhost": "npx hardhat deploy --network localhost --tags localhost && ./copyAddressesToFrontEnd.sh --deploy-scripts deploy/localhost",
"deploy:rinkeby": "hardhat deploy --network rinkeby --tags testnet --deploy-scripts deploy/rinkeby",
"deployAlpha:arbitrumGoerli": "npx hardhat run deploy/arbitrum-goerli/ArbitrumGoerliAlphaDeploy.ts --network arbitrumGoerli",
"deployAlpha:arbitrumRinkeby": "npx hardhat run deploy/arbitrum-rinkeby/ArbitrumRinkebyAlphaDeploy.ts --network arbitrumRinkeby",
"deployAlpha:mainnet": "npx hardhat run deploy/arbitrum/ArbitrumAlphaDeploy.ts --network arbitrum",
"deployRangeOrderReactor:arbitrum": "npx hardhat run deploy/arbitrum/DeployRangeOrderReactor.ts --network arbitrum",
"deployRangeOrderReactor:arbitrumGoerli": "npx hardhat run deploy/arbitrum/DeployRangeOrderReactor.ts --network arbitrumGoerli",
"execute-epoch:testnet": "npx hardhat run scripts/executeEpochTestnet.ts --network arbitrumRinkeby",
"fulfill:testnet": "npx hardhat run scripts/fulfill.ts --network arbitrumRinkeby",
"deployRangeOrderReactor:arbitrum": "npx hardhat run deploy/arbitrum/DeployRangeOrderReactor.ts --network arbitrum",
"deployRangeOrderReactor:arbitrumGoerli": "npx hardhat run deploy/arbitrum/DeployRangeOrderReactor.ts --network arbitrumGoerli",
"execute-epoch:testnet": "npx hardhat run scripts/executeEpochTestnet.ts --network arbitrumGoerli",
"fulfill:testnet": "npx hardhat run scripts/fulfill.ts --network arbitrumGoerli",
"test": "hardhat test",
"test-coverage": "export NODE_OPTIONS='--max-old-space-size=8192' && hardhat coverage --testfiles 'test/*.ts'"
},
Expand Down
13 changes: 7 additions & 6 deletions packages/contracts/test/CreateOptionProducts.ts
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,8 @@ import {
tFormatUSDC,
scaleNum
} from "../utils/conversion-helper"
import moment from "moment"
import dayjs from "dayjs"
import utc from "dayjs/plugin/utc"
import { AbiCoder } from "ethers/lib/utils"
//@ts-ignore
import bs from "black-scholes"
Expand Down Expand Up @@ -69,6 +70,9 @@ import { NewWhitelist } from "../types/NewWhitelist"
import { OptionExchange } from "../types/OptionExchange"
import { OtokenFactory } from "../types/OtokenFactory"
import { OptionCatalogue } from "../types/OptionCatalogue"

dayjs.extend(utc)

let usd: MintableERC20
let weth: WETH
let wethERC20: MintableERC20
Expand Down Expand Up @@ -177,11 +181,8 @@ const emptySeries = {
}
/* --- end variables to change --- */

const expiration = moment.utc(expiryDate).add(3, "d").add(8, "h").valueOf() / 1000
const expiration2 = moment.utc(expiryDate).add(1, "w").add(8, "h").valueOf() / 1000 // have another batch of options exire 1 week after the first
const expiration3 = moment.utc(expiryDate).add(2, "w").add(8, "h").valueOf() / 1000
const invalidExpirationLong = moment.utc(invalidExpiryDateLong).add(8, "h").valueOf() / 1000
const invalidExpirationShort = moment.utc(invalidExpiryDateShort).add(8, "h").valueOf() / 1000
const expiration = dayjs.utc(expiryDate).add(3, "days").add(8, "hours").unix()
const expiration2 = dayjs.utc(expiryDate).add(1, "weeks").add(8, "hours").unix()// have another batch of options exire 1 week after the first
const abiCode = new AbiCoder()

const bcsLowerStrike = toWei("2200")
Expand Down
21 changes: 7 additions & 14 deletions packages/contracts/test/ExchangeActions.ts
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,8 @@ import {
tFormatUSDC,
scaleNum
} from "../utils/conversion-helper"
import moment from "moment"
import dayjs from "dayjs"
import utc from "dayjs/plugin/utc"
import { AbiCoder } from "ethers/lib/utils"
//@ts-ignore
import bs from "black-scholes"
Expand Down Expand Up @@ -61,6 +62,9 @@ import { create } from "domain"
import { NewWhitelist } from "../types/NewWhitelist"
import { OptionExchange } from "../types/OptionExchange"
import { OtokenFactory } from "../types/OtokenFactory"

dayjs.extend(utc)

let usd: MintableERC20
let weth: WETH
let wethERC20: MintableERC20
Expand Down Expand Up @@ -103,14 +107,6 @@ const invalidExpiryDateShort: string = "2022-03-01"
const rfr: string = "0"
// edit depending on the chain id to be tested on
const chainId = 1
const oTokenDecimalShift18 = 10000000000
// amount of dollars OTM written options will be (both puts and calls)
// use negative numbers for ITM options
const strike = "20"

// hardcoded value for strike price that is outside of accepted bounds
const invalidStrikeHigh = utils.parseEther("12500")
const invalidStrikeLow = utils.parseEther("200")

// balances to deposit into the LP
const liquidityPoolUsdcDeposit = "100000"
Expand Down Expand Up @@ -146,11 +142,8 @@ const expiryToValue = [

/* --- end variables to change --- */

const expiration = moment.utc(expiryDate).add(8, "h").valueOf() / 1000
const expiration2 = moment.utc(expiryDate).add(1, "w").add(8, "h").valueOf() / 1000 // have another batch of options exire 1 week after the first
const expiration3 = moment.utc(expiryDate).add(2, "w").add(8, "h").valueOf() / 1000
const invalidExpirationLong = moment.utc(invalidExpiryDateLong).add(8, "h").valueOf() / 1000
const invalidExpirationShort = moment.utc(invalidExpiryDateShort).add(8, "h").valueOf() / 1000
const expiration = dayjs.utc(expiryDate).add(8, "hours").unix()
const expiration2 = dayjs.utc(expiryDate).add(1, "weeks").add(8, "hours").unix() // have another batch of options exire 1 week after the first
const abiCode = new AbiCoder()
let vaultIdCounter = 1
const CALL_FLAVOR = false
Expand Down
7 changes: 4 additions & 3 deletions packages/contracts/test/LiquidityPool.ts
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,8 @@ import {
fromOpyn,
toOpyn,
tFormatUSDC,
scaleNum
scaleNum,
emptySeries
} from "../utils/conversion-helper"
import { deployOpyn } from "../utils/opyn-deployer"
import Otoken from "../artifacts/contracts/packages/opyn/core/Otoken.sol/Otoken.json"
Expand Down Expand Up @@ -120,7 +121,7 @@ const invalidStrikeHigh = utils.parseEther("12500")
const invalidStrikeLow = utils.parseEther("200")

// balances to deposit into the LP
const liquidityPoolUsdcDeposit = "100000"
const liquidityPoolUsdcDeposit = "500000"

const minCallStrikePrice = utils.parseEther("500")
const maxCallStrikePrice = utils.parseEther("10000")
Expand Down Expand Up @@ -2108,7 +2109,7 @@ describe("Liquidity Pools", async () => {
amount,
pricer,
true,
exchange,
catalogue,
localDelta.div(amount.div(toWei("1"))),
toWei("0").sub(toWei("50"))
)
Expand Down
3 changes: 3 additions & 0 deletions packages/contracts/test/LiquidityPoolAlpha.ts
Original file line number Diff line number Diff line change
Expand Up @@ -52,6 +52,9 @@ import { AbiCoder } from "ethers/lib/utils"
dayjs.extend(utc)

import { OptionCatalogue } from "../types/OptionCatalogue"

dayjs.extend(utc)

let usd: MintableERC20
let weth: WETH
let wethERC20: ERC20Interface
Expand Down
14 changes: 0 additions & 14 deletions packages/contracts/test/LiquidityPoolAlphaWithManager.ts
Original file line number Diff line number Diff line change
Expand Up @@ -29,20 +29,6 @@ import { Volatility } from "../types/Volatility"
import { VolatilityFeed } from "../types/VolatilityFeed"
import { WETH } from "../types/WETH"
import { deployLiquidityPool, deploySystem } from "../utils/alpha-system-deployer"
import {
fromOpyn,
fromWei,
percentDiff,
scaleNum,
tFormatEth,
tFormatUSDC,
toOpyn,
toUSDC,
toWei,
toWeiFromUSDC
} from "../utils/conversion-helper"
import { deployOpyn } from "../utils/opyn-deployer"
import { deployRage, deployRangeOrder } from "../utils/rage-deployer"
import {
setupTestOracle,
setupOracle,
Expand Down
4 changes: 3 additions & 1 deletion packages/contracts/test/LiquidityPoolPerpHedgingReactor.ts
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,9 @@ import {
setupTestOracle,
makeIssueAndBuy,
makeBuy,
getSeriesWithe18Strike
getSeriesWithe18Strike,
setupTestOracle,
setupOracle
} from "./helpers"
import { AlphaPortfolioValuesFeed } from "../types/AlphaPortfolioValuesFeed"
import { BeyondOptionHandler } from "../types/BeyondOptionHandler"
Expand Down
14 changes: 6 additions & 8 deletions packages/contracts/test/LiquidityPoolSellOptions.ts
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,8 @@ import {
tFormatUSDC,
scaleNum
} from "../utils/conversion-helper"
import moment from "moment"
import dayjs from "dayjs"
import utc from "dayjs/plugin/utc"
import { AbiCoder } from "ethers/lib/utils"
//@ts-ignore
import bs from "black-scholes"
Expand Down Expand Up @@ -76,6 +77,7 @@ import { OptionExchange } from "../types/OptionExchange"
import { OtokenFactory } from "../types/OtokenFactory"
import { OptionCatalogue } from "../types/OptionCatalogue"
import { AlphaOptionHandler } from "../types/AlphaOptionHandler"
dayjs.extend(utc)
let usd: MintableERC20
let weth: WETH
let wethERC20: MintableERC20
Expand Down Expand Up @@ -177,11 +179,8 @@ const expiryToValue = [

/* --- end variables to change --- */

const expiration = moment.utc(expiryDate).add(8, "h").valueOf() / 1000
const expiration2 = moment.utc(expiryDate).add(1, "w").add(8, "h").valueOf() / 1000 // have another batch of options exire 1 week after the first
const expiration3 = moment.utc(expiryDate).add(2, "w").add(8, "h").valueOf() / 1000
const invalidExpirationLong = moment.utc(invalidExpiryDateLong).add(8, "h").valueOf() / 1000
const invalidExpirationShort = moment.utc(invalidExpiryDateShort).add(8, "h").valueOf() / 1000
const expiration = dayjs.utc(expiryDate).add(8, "hours").unix()
const expiration2 = dayjs.utc(expiryDate).add(1, "weeks").add(8, "hours").unix()// have another batch of options exire 1 week after the first
const abiCode = new AbiCoder()

const CALL_FLAVOR = false
Expand Down Expand Up @@ -3857,8 +3856,7 @@ describe("Liquidity Pools hedging reactor: gamma", async () => {
await pricer.setSlippageGradientMultipliers( slippageGradientMultipliers, slippageGradientMultipliers)
const acSlippageGradientMultipliers = await pricer.getCallSlippageGradientMultipliers()
const apSlippageGradientMultipliers = await pricer.getPutSlippageGradientMultipliers()
console.log(slippageGradientMultipliers)
console.log(acSlippageGradientMultipliers)

for (let i=0; i < slippageGradientMultipliers.length; i++) {
expect(acSlippageGradientMultipliers[i]).to.equal(slippageGradientMultipliers[i])
expect(apSlippageGradientMultipliers[i]).to.equal(slippageGradientMultipliers[i])
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -56,6 +56,9 @@ import { BeyondOptionHandler } from "../types/BeyondOptionHandler"
import { BeyondPricer } from "../types/BeyondPricer"
import { OptionExchange } from "../types/OptionExchange"
import { OptionCatalogue } from "../types/OptionCatalogue"

dayjs.extend(utc)

let usd: MintableERC20
let weth: WETH
let optionRegistry: OptionRegistry
Expand All @@ -80,6 +83,8 @@ let uniswapV3HedgingReactor: UniswapV3HedgingReactor
let exchange: OptionExchange
let pricer: BeyondPricer
let authority: string
let catalogue: OptionCatalogue


/* --- variables to change --- */

Expand Down
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