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notes.md

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Squaring

E.g. use the xETHᵘˢᵈ created from the ETH/USD swap to create a xETHᵘˢᵈ/USD swap Creates USDˣᵉᵗʰ and xETH²ᵘˢᵈ Gives more leverage open question: Is this better in any way than just deploying another ETH/USD swap with a lower collateralization ratio?

  • takes the same price change to cause undercollateralization. So that's not any better
  • costs more gas to enter into position. So that's worse
  • lETH/USD swap TVL all goes to overcollateralizing ETH/USD swap: not sure if this is better
  • interest payments would go from l2ETH -> l1ETH -> s1USD

Shorting

leverage = 1 - xETHᵘˢᵈ leverage So if ETH/USD is 150% collateralized and thus xETHᵘˢᵈ offers 3x leverage, our short has 1 - 3 = -2x leverage

Alternative behaviors

Graceful default

  • mostly implemented on another branch but decided against going this way

Ratchet down the target value of fixed-leg tokens when the price drops such that the collateralization ratio can never be < 1 pros:

  • Prevents having to redeploy the swap if it becomes undercollateralized, which also prevents having to redeploy any derivative swaps
  • derivative swaps are not necessary, most likey a bad idea
  • Penalizes fixed-leg holders for letting the swap become undercollateralized, helping prevent it from ever happening
  • Further incentivizes buying into floating-leg as collateralization approaches 1 cons:
  • Possibly less fair for fixed-leg holders. Of course they can always exit the position (which is what we want) so it's never really unfair
  • Fixed-leg would demand a higher interest rate, which isn't necessarily bad, possibly good as it acts as an automatic stabilizer could be the way to go.
  • more catastrophic for fixed-leg holders if there's a default. BUT less so for floating-leg holders
  • more code when we could just redeploy. It's never supposed to happen anyway

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