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overlay-market / overlay-risk

Risk metrics for various data streams
MIT License
13 stars 4 forks source link

Script to check some basic features of deployed markets #50

Closed deepsp94 closed 1 year ago

deepsp94 commented 1 year ago

Checks:

  1. Risk parameters are the same as expected. Basically, checking for copy-paste errors while deploying the contract
  2. Static spread (delta)
  3. Market impact (lambda)
  4. Funding rates (k)
  5. One build and one unwind