Flatten the rebalance curve
When Flexpool pays you out, the spread function considers the payment as balance earnings. Using non_negative_derivative instead to flatten the curve. Signed-off-by: Julien Riou <julien@riou.xyz>
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1 changed files with 30 additions and 6 deletions
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@ -53,7 +53,7 @@
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@ -589,7 +589,13 @@
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},
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{
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"params": [],
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"type": "spread"
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"type": "mean"
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},
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{
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"params": [
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"1d"
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],
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"type": "non_negative_derivative"
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},
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{
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"params": [
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@ -723,7 +729,13 @@
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},
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{
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"params": [],
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"type": "spread"
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"type": "mean"
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},
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{
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"params": [
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"1d"
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],
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"type": "non_negative_derivative"
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},
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{
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"params": [
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@ -857,7 +869,13 @@
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},
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{
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"params": [],
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"type": "spread"
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"type": "mean"
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},
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{
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"params": [
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"31d"
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],
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"type": "non_negative_derivative"
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},
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{
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"params": [
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@ -992,7 +1010,13 @@
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},
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{
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"params": [],
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"type": "spread"
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"type": "mean"
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},
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{
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"params": [
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"31d"
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],
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"type": "non_negative_derivative"
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},
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{
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"params": [
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@ -3449,5 +3473,5 @@
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"timezone": "",
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"title": "Flexpool overview",
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"uid": "Q3JPASkgz",
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"version": 6
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"version": 8
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}
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