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Merge pull request #349 from primitivefinance/fix/min-volatility
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fix(min-vol): updates min vol param from 100 to 1
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Alexangelj authored Apr 24, 2023
2 parents ac534e3 + f69f3bb commit a2a43a9
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2 changes: 1 addition & 1 deletion contracts/Portfolio.sol
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Expand Up @@ -596,7 +596,7 @@ abstract contract PortfolioVirtual is Objective {
* @param controller An address that can change the `fee`, `priorityFee`, and `jit` parameters of the created pool.
* @param priorityFee Priority fee for the pool (10,000 being 100%). This is a percentage of fees paid by the controller when swapping.
* @param fee Fee for the pool (10,000 being 100%). This is a percentage of fees paid by the users when swapping.
* @param volatility Expected volatility of the pool.
* @param volatility Expected volatility of the pool in basis points, minimum of 1 (0.01%) and maximum of 25,000 (250%).
* @param duration Quantity of days (in units of days) until the pool "expires". Uses `type(uint16).max` as a magic variable to set `perpetual = true`.
* @param jit Just In Time policy (expressed in seconds).
* @param maxPrice Terminal price of the pool once maturity is reached (expressed in the quote token), in WAD units.
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2 changes: 1 addition & 1 deletion contracts/PortfolioLib.sol
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Expand Up @@ -42,7 +42,7 @@ uint256 constant MIN_MAX_PRICE = 1;
uint256 constant MAX_MAX_PRICE = type(uint128).max;
uint256 constant MIN_FEE = 1; // 0.01%
uint256 constant MAX_FEE = 1000; // 10%
uint256 constant MIN_VOLATILITY = 100; // 1%
uint256 constant MIN_VOLATILITY = 1; // 0.01%
uint256 constant MAX_VOLATILITY = 25_000; // 250%
uint256 constant MIN_DURATION = 1; // days, but without units
uint256 constant MAX_DURATION = 500; // days, but without units
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