SCCP-263: Cross Asset Swap Parameters / 1inch Integration

Simple Summary

This SCCP proposes to lower the atomicTwapWindow on 1inch's atomic exchange integration addresses to 60 from 1800 seconds.

Abstract

atomicTwapWindow represents the length of time window, where the relevant uniswap average price is fetched.

Motivation

The TWAP window was lengthened as a security precaution, in order to lean agaisnt latency attacks in SCCP-227, however, with the 1inch / Crv integration in full swing, the twap window can be reduced safely to provide more accurate pricing which encourages more arbitrage between the different curve pools.

{'currencyKey': 'sBTC',
 'dexPriceAggregator': '0x228bCc970003Ca7588337604AFD9Fc5d92bF1C8B',
 'atomicMaxVolumePerBlock': 5m$,
 'atomicTwapWindow': 60,
 'atomicVolatilityUpdateThreshold': 10,
 'atomicExchangeFeeRate': 10 bp}

{'currencyKey': 'sUSD',
 'dexPriceAggregator': '0x228bCc970003Ca7588337604AFD9Fc5d92bF1C8B',
 'atomicTwapWindow': 60,
 'atomicMaxVolumePerBlock': 5m$}

{'currencyKey': 'sETH',
 'dexPriceAggregator': '0x228bCc970003Ca7588337604AFD9Fc5d92bF1C8B',
 'atomicTwapWindow': 60,
 'atomicMaxVolumePerBlock': 5m$,
 'atomicVolatilityUpdateThreshold': 10,
 'atomicExchangeFeeRate': 7 bp}

Copyright

Copyright and related rights waived via CC0.