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generalisedTSA and BaseTSA performance fee #67

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169d5f0
generalisedTSA and BaseTSA performance fee
0xdomrom Apr 25, 2025
3ec70f0
start on tests
0xdomrom Apr 28, 2025
5f6fd09
performance fee tests
0xdomrom Apr 29, 2025
072ae6a
tested GTSA
0xdomrom May 5, 2025
f4b130c
changes
0xdomrom May 14, 2025
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2 changes: 1 addition & 1 deletion foundry.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ optimizer = true
optimizer_runs = 50
fs_permissions = [{access = "read-write", path = "./"}]

solc_version="0.8.27"
solc_version="0.8.28"

evm_version="shanghai"

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2 changes: 1 addition & 1 deletion lib/v2-core
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Submodule v2-core updated from 5109cf to d71485
26 changes: 13 additions & 13 deletions scripts/deploy-lbtsa.s.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ pragma solidity ^0.8.0;
import "forge-std/console.sol";
import {Utils} from "./utils.sol";
import "../src/periphery/LyraSettlementUtils.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/shared/BaseTSA.sol";
import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
Expand Down Expand Up @@ -79,7 +79,18 @@ contract DeployLBTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: vaultTokenName,
name: string.concat(marketName, " Basis Trade")
name: string.concat(marketName, " Basis Trade"),
initialParams: BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0,
depositScale: 1e18,
// slight withdrawal fee
withdrawScale: 0.998e18,
managementFee: 0,
feeRecipient: address(0),
performanceFeeWindow: 1 weeks,
performanceFee: 0
})
}),
LeveragedBasisTSA.LBTSAInitParams({
baseFeed: ISpotFeed(_getMarketAddress(marketName, "spotFeed")),
Expand All @@ -93,17 +104,6 @@ contract DeployLBTSA is Utils {

LeveragedBasisTSA lbtsa = LeveragedBasisTSA(address(proxy));

lbtsa.setTSAParams(
BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0,
depositScale: 1e18,
// slight withdrawal fee
withdrawScale: 0.998e18,
managementFee: 0,
feeRecipient: address(0)
})
);
lbtsa.setLBTSAParams(defaultLbtsaTSAParams);
lbtsa.setCollateralManagementParams(defaultCollateralManagementParams);

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14 changes: 8 additions & 6 deletions scripts/deploy-prod-tsa.s.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ pragma solidity ^0.8.0;
import "forge-std/console.sol";
import {Utils} from "./utils.sol";
import "../src/periphery/LyraSettlementUtils.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/shared/BaseTSA.sol";
import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
Expand Down Expand Up @@ -60,7 +60,9 @@ contract DeployTSA is Utils {
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0)
feeRecipient: address(0),
performanceFeeWindow: 1 weeks,
performanceFee: 0
});

CollateralManagementTSA.CollateralManagementParams public defaultCollateralManagementParams = CollateralManagementTSA
Expand Down Expand Up @@ -132,7 +134,8 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: settings.vaultSymbol,
name: settings.vaultName
name: settings.vaultName,
initialParams: defaultBaseTSAParams
}),
CoveredCallTSA.CCTSAInitParams({
baseFeed: ISpotFeed(_getMarketAddress(settings.depositAssetName, "spotFeed")),
Expand All @@ -146,7 +149,6 @@ contract DeployTSA is Utils {

console.log("proxy: ", address(proxy));

CoveredCallTSA(address(proxy)).setTSAParams(defaultBaseTSAParams);
CoveredCallTSA cctsa = CoveredCallTSA(address(proxy));
cctsa.setCCTSAParams(defaultLrtccTSAParams);
cctsa.setCollateralManagementParams(defaultCollateralManagementParams);
Expand Down Expand Up @@ -179,7 +181,8 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: settings.vaultSymbol,
name: settings.vaultName
name: settings.vaultName,
initialParams: defaultBaseTSAParams
}),
PrincipalProtectedTSA.PPTSAInitParams({
baseFeed: ISpotFeed(_getMarketAddress(settings.depositAssetName, "spotFeed")),
Expand All @@ -198,7 +201,6 @@ contract DeployTSA is Utils {

PrincipalProtectedTSA pptsa = PrincipalProtectedTSA(address(proxy));

pptsa.setTSAParams(defaultBaseTSAParams);
pptsa.setPPTSAParams(defaultLrtppTSAParams);
pptsa.setCollateralManagementParams(defaultCollateralManagementParams);

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14 changes: 8 additions & 6 deletions scripts/deploy-tsa-with-implementation.s.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ pragma solidity ^0.8.0;
import "forge-std/console.sol";
import {Utils} from "./utils.sol";
import "../src/periphery/LyraSettlementUtils.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/shared/BaseTSA.sol";
import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
Expand Down Expand Up @@ -72,7 +72,9 @@ contract DeployTSA is Utils {
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0)
feeRecipient: address(0),
performanceFeeWindow: 1 weeks,
performanceFee: 0
});

CollateralManagementTSA.CollateralManagementParams
Expand Down Expand Up @@ -172,7 +174,8 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: settings.vaultSymbol,
name: settings.vaultName
name: settings.vaultName,
initialParams: defaultBaseTSAParams
}),
CoveredCallTSA.CCTSAInitParams({
baseFeed: ISpotFeed(
Expand All @@ -194,7 +197,6 @@ contract DeployTSA is Utils {

console.log("proxy: ", address(proxy));

CoveredCallTSA(address(proxy)).setTSAParams(defaultBaseTSAParams);
CoveredCallTSA cctsa = CoveredCallTSA(address(proxy));
cctsa.setCCTSAParams(defaultLrtccTSAParams);
cctsa.setCollateralManagementParams(defaultCollateralManagementParams);
Expand Down Expand Up @@ -241,7 +243,8 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: settings.vaultSymbol,
name: settings.vaultName
name: settings.vaultName,
initialParams: defaultBaseTSAParams
}),
PrincipalProtectedTSA.PPTSAInitParams({
baseFeed: ISpotFeed(
Expand All @@ -268,7 +271,6 @@ contract DeployTSA is Utils {

PrincipalProtectedTSA pptsa = PrincipalProtectedTSA(address(proxy));

pptsa.setTSAParams(defaultBaseTSAParams);
pptsa.setPPTSAParams(defaultLrtppTSAParams);
pptsa.setCollateralManagementParams(defaultCollateralManagementParams);

Expand Down
46 changes: 23 additions & 23 deletions scripts/deploy-tsa.s.sol
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Expand Up @@ -4,7 +4,7 @@ pragma solidity ^0.8.0;
import "forge-std/console2.sol";
import {Utils} from "./utils.sol";
import "../src/periphery/LyraSettlementUtils.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/shared/BaseTSA.sol";
import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
Expand Down Expand Up @@ -109,7 +109,17 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: "ETH",
name: "ETH Covered Call"
name: "ETH Covered Call",
initialParams: BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0.01e18,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0),
performanceFeeWindow: 1 weeks,
performanceFee: 0
})
}),
CoveredCallTSA.CCTSAInitParams({
baseFeed: ISpotFeed(_getMarketAddress("ETH", "spotFeed")),
Expand All @@ -121,16 +131,6 @@ contract DeployTSA is Utils {
)
);

CoveredCallTSA(address(proxy)).setTSAParams(
BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0.01e18,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0)
})
);
CoveredCallTSA cctsa = CoveredCallTSA(address(proxy));
cctsa.setCCTSAParams(defaultLrtccTSAParams);
cctsa.setCollateralManagementParams(defaultCollateralManagementParams);
Expand Down Expand Up @@ -192,7 +192,17 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: "sUSDe",
name: "sUSDe Principal Protected Bull Call Spread"
name: "sUSDe Principal Protected Bull Call Spread",
initialParams: BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0.01e18,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0),
performanceFeeWindow: 1 weeks,
performanceFee: 0
})
}),
PrincipalProtectedTSA.PPTSAInitParams({
baseFeed: ISpotFeed(_getMarketAddress("sUSDe", "spotFeed")),
Expand All @@ -207,16 +217,6 @@ contract DeployTSA is Utils {
)
);

PrincipalProtectedTSA(address(proxy)).setTSAParams(
BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0.01e18,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0)
})
);
PrincipalProtectedTSA pptsa = PrincipalProtectedTSA(address(proxy));
pptsa.setPPTSAParams(defaultLrtppTSAParams);
pptsa.setCollateralManagementParams(defaultCollateralManagementParams);
Expand Down
12 changes: 7 additions & 5 deletions scripts/upgrade-lbtsa.s.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ pragma solidity ^0.8.0;
import "forge-std/console.sol";
import {Utils} from "./utils.sol";
import "../src/periphery/LyraSettlementUtils.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/shared/BaseTSA.sol";
import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
Expand Down Expand Up @@ -97,7 +97,8 @@ contract UpgradeLBTSA is UtilBase {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingContract("matching", "matching")),
symbol: string.concat("b", marketName),
name: string.concat("Basis traded ", marketName)
name: string.concat("Basis traded ", marketName),
initialParams: defaultLbtsaTSAParams
}),
LeveragedBasisTSA.LBTSAInitParams({
baseFeed: ISpotFeed(_getV2CoreContract(marketName, "spotFeed")),
Expand All @@ -110,7 +111,7 @@ contract UpgradeLBTSA is UtilBase {

LeveragedBasisTSA(address(proxy)).setSubmitter(0x47E946f9027B0e7E0117afa482AF4C4053C53b40, true);
//
// LeveragedBasisTSA(address(proxy)).setLBTSAParams(defaultLbtsaTSAParams);
// LeveragedBasisTSA(address(proxy)).setLBTSAParams();
// LeveragedBasisTSA(address(proxy)).setCollateralManagementParams(defaultCollateralManagementParams);
//// proxyAdmin.transferOwnership(0xB176A44D819372A38cee878fB0603AEd4d26C5a5);

Expand All @@ -137,7 +138,8 @@ contract UpgradeLBTSA is UtilBase {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingContract("matching", "matching")),
symbol: string.concat("b", marketName),
name: string.concat("Basis traded ", marketName)
name: string.concat("Basis traded ", marketName),
initialParams: defaultLbtsaTSAParams
}),
LeveragedBasisTSA.LBTSAInitParams({
baseFeed: ISpotFeed(_getV2CoreContract(marketName, "spotFeed")),
Expand All @@ -152,7 +154,7 @@ contract UpgradeLBTSA is UtilBase {

// console.log("implementation: ", address(implementation));

// LeveragedBasisTSA(address(proxy)).setLBTSAParams(defaultLbtsaTSAParams);
// LeveragedBasisTSA(address(proxy)).setLBTSAParams();
// LeveragedBasisTSA(address(proxy)).setCollateralManagementParams(defaultCollateralManagementParams);
// proxyAdmin.transferOwnership(0xB176A44D819372A38cee878fB0603AEd4d26C5a5);

Expand Down
48 changes: 24 additions & 24 deletions scripts/upgrade-tsa.s.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ pragma solidity ^0.8.20;
import "forge-std/console2.sol";
import {Utils} from "./utils.sol";
import "../src/periphery/LyraSettlementUtils.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/BaseTSA.sol";
import {BaseTSA} from "../src/tokenizedSubaccounts/shared/BaseTSA.sol";
import {ISubAccounts} from "v2-core/src/interfaces/ISubAccounts.sol";
import {CashAsset} from "v2-core/src/assets/CashAsset.sol";
import {DutchAuction} from "v2-core/src/liquidation/DutchAuction.sol";
Expand Down Expand Up @@ -114,7 +114,18 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: tsaName,
name: string.concat(marketName, " Covered Call")
name: string.concat(marketName, " Covered Call"),
initialParams: BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0.01e18,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0.015e18,
// TODO: Mainnet fee recipient should be different
feeRecipient: address(deployer),
performanceFeeWindow: 1 weeks,
performanceFee: 0
})
}),
CoveredCallTSA.CCTSAInitParams({
baseFeed: ISpotFeed(
Expand All @@ -134,17 +145,6 @@ contract DeployTSA is Utils {
)
);

CoveredCallTSA(address(proxy)).setTSAParams(
BaseTSA.TSAParams({
depositCap: 10000000e18,
minDepositValue: 0.01e18,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0.015e18,
// TODO: Mainnet fee recipient should be different
feeRecipient: address(deployer)
})
);
CoveredCallTSA cctsa = CoveredCallTSA(address(proxy));
cctsa.setCCTSAParams(defaultLrtccTSAParams);
cctsa.setCollateralManagementParams(defaultCollateralManagementParams);
Expand Down Expand Up @@ -185,7 +185,17 @@ contract DeployTSA is Utils {
manager: ILiquidatableManager(_getCoreContract("srm")),
matching: IMatching(_getMatchingModule("matching")),
symbol: tsaName,
name: string.concat(marketName, "Covered Put Spread")
name: string.concat(marketName, "Covered Put Spread"),
initialParams: BaseTSA.TSAParams({
depositCap: 100000000e18,
minDepositValue: 0,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0),
performanceFeeWindow: 1 weeks,
performanceFee: 0
})
}),
PrincipalProtectedTSA.PPTSAInitParams({
baseFeed: ISpotFeed(
Expand All @@ -208,16 +218,6 @@ contract DeployTSA is Utils {
)
);

PrincipalProtectedTSA(address(proxy)).setTSAParams(
BaseTSA.TSAParams({
depositCap: 100000000e18,
minDepositValue: 0,
depositScale: 1e18,
withdrawScale: 1e18,
managementFee: 0,
feeRecipient: address(0)
})
);
PrincipalProtectedTSA pptsa = PrincipalProtectedTSA(address(proxy));
pptsa.setPPTSAParams(defaultLrtppTSAParams);
pptsa.setCollateralManagementParams(defaultCollateralManagementParams);
Expand Down
10 changes: 10 additions & 0 deletions src/AtomicSigningExecutor.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,16 @@ contract AtomicSigningExecutor {
}
}
matching.verifyAndMatch(actions, signatures, actionData);

// Post-trade hook. Allows signer to update state internally and revert if they don't like the trade
for (uint i = 0; i < actions.length; i++) {
AtomicAction memory atomicAction = atomicActionData[i];
if (atomicAction.isAtomic) {
// Call the signer of the action
IAtomicSigner signer = IAtomicSigner(actions[i].signer);
signer.postTradeHook(actions[i], atomicAction.extraData);
}
}
}

modifier onlyTradeExecutor() {
Expand Down
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