Yield Risk Engine V2

The Yield Risk Engine V2 is the same design as V1, except it takes time into consideration for the max price.

    function _calculateMaxAllowedPrice(
        uint256 timestamp
    ) internal view returns (int256) {
        if (timestamp <= initialTimestamp) {
            return initialPrice;
        }

        uint256 timeElapsed = timestamp - initialTimestamp;
        uint256 t = (timeElapsed * ONE) / SECONDS_PER_YEAR; // Fixed-point year fraction

        // Base = 1 + r
        uint256 base = ONE + annualYieldCap;

        // growthFactor = (1 + r)^t
        UD60x18 baseUD = wrap(base);
        UD60x18 tUD = wrap(t);
        UD60x18 growthFactor = baseUD.pow(tUD);

        // maxPrice = initialPrice * growthFactor / 1e18
        return (initialPrice * int256(unwrap(growthFactor))) / int256(ONE);
    }

This Risk Engine can be used for similar markets and has gone through a separate audit.

Deployments

Network	Address
Unichain	https://uniscan.xyz/address/0xde471274f1b684476d341eb131224f389ad4a270
Ethereum	https://etherscan.io/address/0x09afa661e7b6a74bb187c09a6ed4b31f160f98ea#writeContract%23F2

Audit

Yield Risk Engine V2 was audited by Three Sigma. You can see the Audit Report Here.