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(WIP) Automated Delta Neutral Yield Farming Vaults

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xavierdmello/Surge

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Surge

(WIP) Automated delta neutral yield farming vaults.

Based off of the Autolido stragety I outlined.

Testing

Note: This project is in it's early stages and testing may be incomplete or not work. I don't recommend going through the headache (yet)

  1. Make sure you have node.js installed
  2. Create a .env file and define CMC_KEY, PRIVATE_KEY, BOB, ALICE, MOONRIVER_RPC, MOONSCAN_KEY, and ETHEREUM_RPC (yes, this will be simplified later)
  3. Run yarn to install dependencies
  4. Run yarn hardhat compile
  5. Run yarn hardhat test

Misc

personal, incomplete TODO:

  • sandwich attack protection
  • gelato integration (WIP)
    • rebalancing
    • compounding
    • pausing
  • unbond withdrawls
  • pausing
  • access protection on rebalance() so people don't spam it and incure bad debt
  • batch withdrawls so vaults don't get limited by the 20 unbond requests at a time limit on Lido
  • create interfaces and remove redundant files for lido
  • make sure people can withdraw even with an oracle error
  • compound lending market rewards
  • make afterBorrow and beforeRepay return something?

-- urgent:

  • check rounding math, look into rounding down
  • fix bug in withdraw

Notes:

  • bad debt is caused when debt > stakedValueInAsset (i.e cost to borrow > staking rewards for too long)
    • can be fixed by sending the staked token directly to the vault