Merge pull request #723 from Levana-Protocol/bump-health-check

Bump health check
Levana-Protocol · Jun 13, 2024 · 7672c86 · 7672c86
2 parents eba1a07 + e96f76f
commit 7672c86
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Showing 4 changed files with 36 additions and 17 deletions.
diff --git a/.ci/bots/Dockerfile b/.ci/bots/Dockerfile
@@ -1,7 +1,7 @@
 FROM alpine:3.19.1
 
 ADD --chmod=755  https://github.com/fpco/amber/releases/download/v0.1.3/amber-x86_64-unknown-linux-musl /usr/bin/amber
-ADD --chmod=755 https://github.com/fpco/health-check/releases/download/v0.1.0/health-check-x86_64-unknown-linux-musl /usr/bin/health-check
+ADD --chmod=755 https://github.com/fpco/health-check/releases/download/v0.2.0/health-check-x86_64-unknown-linux-musl /usr/bin/health-check
 
 COPY amber.yaml /etc/amber.yaml
 COPY ["etc/*.toml", "/etc"]

diff --git a/.ci/companion/Dockerfile b/.ci/companion/Dockerfile
@@ -1,6 +1,6 @@
 FROM alpine:3.19.1
 
-ADD --chmod=755 https://github.com/fpco/health-check/releases/download/v0.1.0/health-check-x86_64-unknown-linux-musl /usr/bin/health-check
+ADD --chmod=755 https://github.com/fpco/health-check/releases/download/v0.2.0/health-check-x86_64-unknown-linux-musl /usr/bin/health-check
 
 RUN apk update && apk add fontconfig
 

diff --git a/.ci/market-analyzer/Dockerfile b/.ci/market-analyzer/Dockerfile
@@ -1,6 +1,6 @@
 FROM alpine:3.19.1
 
-ADD --chmod=755 https://github.com/fpco/health-check/releases/download/v0.1.0/health-check-x86_64-unknown-linux-musl /usr/bin/health-check
+ADD --chmod=755 https://github.com/fpco/health-check/releases/download/v0.2.0/health-check-x86_64-unknown-linux-musl /usr/bin/health-check
 
 RUN mkdir -p /app/packages/perps-exes/assets
 

diff --git a/packages/perps-exes/assets/market-config-updates.toml b/packages/perps-exes/assets/market-config-updates.toml
@@ -57,20 +57,21 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "6551939"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.AXL_USD]
 initial-borrow-fee-rate = "0.17"
 
 [markets.AXL_USD.config]
 max_leverage = "10"
-carry_leverage = "2"
+carry_leverage = "5"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.09"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "9578797"
-delta_neutrality_fee_cap = "0.03"
+delta_neutrality_fee_cap = "0.015"
 delta_neutrality_fee_tax = "0.5"
 liquidity_cooldown_seconds = 86400
 exposure_margin_ratio = "0.02"
@@ -87,6 +88,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "1000000"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.BNB_USDT]
@@ -101,6 +103,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "300000000"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.BONK_USDC]
@@ -141,6 +144,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "20000000"
 delta_neutrality_fee_tax = "0.25"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.BTC_USD]
@@ -156,6 +160,7 @@ borrow_fee_rate_max_annualized = "0.3"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "50000000000"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.BTC_USDT]
@@ -171,6 +176,7 @@ borrow_fee_rate_max_annualized = "0.3"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "50000000000"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.CNH_USDC]
@@ -209,6 +215,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "1512625910"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.DOT_USD]
@@ -223,6 +230,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "250000000"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.DOT_USDC]
@@ -255,7 +263,7 @@ liquidity_cooldown_seconds = 86400
 initial-borrow-fee-rate = "0.08"
 
 [markets.DYM_USD.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.04"
@@ -286,6 +294,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "20000000"
 delta_neutrality_fee_tax = "0.25"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.ETH_USD]
@@ -299,6 +308,7 @@ borrow_fee_rate_min_annualized = "0.03"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.2"
 delta_neutrality_fee_sensitivity = "50000000000"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.EUR_USDC]
@@ -322,7 +332,7 @@ exposure_margin_ratio = "0.004"
 initial-borrow-fee-rate = "0.35"
 
 [markets.FLOKI_USDC.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "1.5"
 borrow_fee_rate_min_annualized = "0.2"
@@ -371,7 +381,7 @@ exposure_margin_ratio = "0.004"
 initial-borrow-fee-rate = "0.16"
 
 [markets.INJ_USD.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.08"
@@ -385,7 +395,7 @@ liquidity_cooldown_seconds = 86400
 initial-borrow-fee-rate = "0.16"
 
 [markets.INJ_USDC.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.08"
@@ -407,6 +417,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "26666666"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.LINK_USDT]
@@ -421,14 +432,15 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "400000000"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.LUNA_USDC]
 initial-borrow-fee-rate = "0.05"
 
 [markets.LUNA_USDC.config]
 max_leverage = "10"
-carry_leverage = "2"
+carry_leverage = "5"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.03"
 target_utilization = "0.5"
@@ -507,13 +519,13 @@ initial-borrow-fee-rate = "0.12"
 trading_fee_notional_size = "0.002"
 trading_fee_counter_collateral = "0.002"
 max_leverage = "10"
-carry_leverage = "3"
+carry_leverage = "5"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.06"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "25000000"
-delta_neutrality_fee_cap = "0.025"
+delta_neutrality_fee_cap = "0.015"
 delta_neutrality_fee_tax = "0.35"
 liquidity_cooldown_seconds = 86400
 exposure_margin_ratio = "0.02"
@@ -547,6 +559,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "21969106926089"
 delta_neutrality_fee_tax = "0.2"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.PYTH_USDC]
@@ -600,7 +613,7 @@ exposure_margin_ratio = "0.02"
 initial-borrow-fee-rate = "0.08"
 
 [markets.SEI_USD.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.04"
@@ -622,6 +635,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "18962128239885"
 delta_neutrality_fee_tax = "0.2"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.SILVER_USDC]
@@ -654,6 +668,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "20000000"
 delta_neutrality_fee_tax = "0.25"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.SOL_USDC]
@@ -668,6 +683,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "5000000"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.SOL_USDT]
@@ -764,6 +780,7 @@ borrow_fee_rate_min_annualized = "0.03"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.2"
 delta_neutrality_fee_sensitivity = "50000000000"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.milkTIA_USD]
@@ -809,6 +826,7 @@ target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "50000000000"
 delta_neutrality_fee_tax = "0.1"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [markets.stATOM_USD]
@@ -828,7 +846,7 @@ liquidity_cooldown_seconds = 86400
 initial-borrow-fee-rate = "0.06"
 
 [markets.stDYDX_USD.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.03"
@@ -842,7 +860,7 @@ liquidity_cooldown_seconds = 86400
 initial-borrow-fee-rate = "0.05"
 
 [markets.stDYM_USD.config]
-carry_leverage = "7"
+carry_leverage = "5"
 max_leverage = "10"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.04"
@@ -872,13 +890,13 @@ initial-borrow-fee-rate = "0.06"
 trading_fee_notional_size = "0.002"
 trading_fee_counter_collateral = "0.002"
 max_leverage = "10"
-carry_leverage = "3"
+carry_leverage = "5"
 funding_rate_sensitivity = "2"
 borrow_fee_rate_min_annualized = "0.03"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "25000000"
-delta_neutrality_fee_cap = "0.025"
+delta_neutrality_fee_cap = "0.015"
 delta_neutrality_fee_tax = "0.35"
 liquidity_cooldown_seconds = 86400
 exposure_margin_ratio = "0.02"
@@ -927,6 +945,7 @@ borrow_fee_rate_max_annualized = "0.3"
 target_utilization = "0.5"
 borrow_fee_sensitivity = "0.3"
 delta_neutrality_fee_sensitivity = "50000000000"
+delta_neutrality_fee_cap = "0.0002"
 liquidity_cooldown_seconds = 86400
 
 [crank-fees.osmosis-mainnet]