SetProtocol / set-protocol-v2

Set Protocol V2
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fix(SlippageIssuanceModule): Fix issuance & redemption flows to not update position units #254

Closed 0xSachinK closed 2 years ago

0xSachinK commented 2 years ago

Bug Analysis

Triage Basis Trading: Delta Neutrality Deviation Spike

Virtual position units update during issuance and redemption.

Requirement

Update calculations to

  1. Ensure position units don't change due to issuance and redemption.
  2. Ensure we aren't double charging fees in the new flow.

Solution

Sheet explaining new calculations which fulfill the requirements

Tasks

cgewecke commented 2 years ago

:tada: This PR is included in version 0.10.4-hhat.1 :tada:

The release is available on:

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