IPOR Protocol
  • The IPOR Protocol Documentation
  • IPOR Protocol V2
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    • Conceptual Whitepaper
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    • About the IPOR Protocol
    • Using the IPOR Protocol
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    • $FUSN Snapshot
  • About IPOR
    • Who Uses IPOR and for What?
    • Why IPOR?
    • IPOR Manifesto
  • IPOR Fusion ⚛️
    • Fusion Introduction
      • Defragmenting DeFi Yield
    • Why Fusion?
    • Users
    • Use Cases
    • Architecture Overview
      • Atomists
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      • Access Management
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      • For Liquidity Providers
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      • Testing
    • Open-source Repository
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  • IPOR Index
    • What is the IPOR Index
    • Working with the IPOR Index
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  • Interest Rate Derivatives
    • Interest Rate Derivative
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    • IPOR Publication
    • IBT
    • Indicative Term Sheet
  • Automated Market Maker
    • The Automated Market Maker
    • Liquidity Provisioning
    • IPOR Swaps
      • Hedging example with Morpho protocol
    • Spread
      • Math behind the demand spread
    • Risk oracle
    • SOAP
    • Liquidations
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  • Tokenomics
    • IPOR Token
    • Token distribution model
    • Power IPOR
    • Liquidity mining
      • Math behind the rewards contract
    • Power Token Liquidity Mining for Developers
  • IPOR DAO
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      • Discord - All Channels
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      • Governing Multisig wallets
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      • Configuration Parameters
  • Developers Docs
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      • Developing а Fuse
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    • Deployed Contracts
      • Ethereum
      • Arbitrum
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    • Working with IPOR Router
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    • IPOR Oracle
    • Vault Wrapper
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  1. Automated Market Maker

Risk oracle

To remain gas and capital-efficient, IPOR Protocol relies on several externally modeled constants:

  • leverage cap

  • collateral factor

  • a dynamic offered rate cap

  • base spread params

Those params are not saved to the chain, instead, they are compiled by the off-chain oracle service, signed, and provided via an S3 API. This solution allows to have the params always ready compiled regardless of the computational effort required to prepare them.

The most recent risk params can be found under this URL:

------------------------

They are valid for 5 minutes from the moment they are published, and publication is done every 60 seconds.

Methods that require risk params to be passed are:

  • opening swap

  • unwinding swap

  • getting offered rate

PreviousMath behind the demand spreadNextSOAP

Last updated 1 year ago

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