docs: clarify nominal interest rate semantics#259
Merged
liobrasil merged 35 commits intoholyfuchs/FLO-18-nominal-interetsfrom Mar 11, 2026
Merged
docs: clarify nominal interest rate semantics#259liobrasil merged 35 commits intoholyfuchs/FLO-18-nominal-interetsfrom
liobrasil merged 35 commits intoholyfuchs/FLO-18-nominal-interetsfrom
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…dation - fork_multiple_positions_per_user.cdc covering three scenarios: - Multiple positions with distinct collateral types (FLOW, USDF, USDC, WETH, WBTC) and isolation guarantees between them - Cross-position effects through shared liquidity pools - Batch liquidation of 4 positions (2 full, 2 partial) in a single tx
…eates 100 positions across three collateral types (50 USDF, 45 USDC, 5 WBTC), crashes all collateral prices 40% simultaneously, and batch-liquidates all positions via MockDexSwapper in chunks of 10 to stay within computation limits.
…ion-per-user-scenarios-testing # Conflicts: # flow.json
Co-authored-by: patrick <72362902+holyfuchs@users.noreply.github.com>
…on flow.json hash
…testing # Conflicts: # cadence/tests/test_helpers.cdc # flow.json
…o deposit collateral back to liquidator
…ion-per-user-scenarios-testing
Gornutz
requested changes
Mar 10, 2026
…-scenarios-testing Multi-Position Per User Scenarios: Fork Tests & Supporting Infrastructure cadence/tests/fork_multiple_positions_per_user.cdc Runs against mainnet at block 142528994 using real token holders and real token identifiers (FLOW, USDF, USDC, WETH, WBTC). Contains 4 tests: testMultiplePositionsPerUser, testPositionInteractionsSharedLiquidity, testBatchLiquidations, testMassUnhealthyLiquidations
Co-authored-by: Gornutz <90406700+Gornutz@users.noreply.github.com>
Co-authored-by: Gornutz <90406700+Gornutz@users.noreply.github.com>
Co-authored-by: Gornutz <90406700+Gornutz@users.noreply.github.com>
Co-authored-by: Gornutz <90406700+Gornutz@users.noreply.github.com>
Co-authored-by: Gornutz <90406700+Gornutz@users.noreply.github.com>
Co-authored-by: Gornutz <90406700+Gornutz@users.noreply.github.com>
Gornutz
approved these changes
Mar 11, 2026
liobrasil
changed the base branch from
main
to
holyfuchs/FLO-18-nominal-interets
…-rate-terminology
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Summary
Fixed-Curve Commentary Update
Some of the old comments described the fixed-curve lender-side math too simplistically, implying a relationship like
creditRate = debitRate - insuranceRate.The implementation in
FlowALPModelsdoes not use that simplified formula on the fixed-rate path. Instead, it computes a combined protocol fee factor frominsuranceRate + stabilityFeeRate, then derives the credit rate from the debit rate after applying that combined fee factor.This PR does not change protocol behavior. It only updates comments and documentation so they no longer imply that the spread is driven only by insurance, or that the lender-side rate is computed by a simple subtraction.
Testing