UnderwriterVaultStorage

State Variables

STORAGE_SLOT

bytes32 internal constant STORAGE_SLOT = keccak256("premia.contracts.storage.UnderwriterVaultStorage");

Functions

layout

function layout() internal pure returns (Layout storage l);

updateSettings

function updateSettings(Layout storage l, bytes memory settings) internal;

assetDecimals

function assetDecimals(Layout storage l) internal view returns (uint8);

collateral

function collateral(Layout storage l, UD60x18 size, UD60x18 strike) internal view returns (UD60x18);

truncate

function truncate(Layout storage l, UD60x18 value) internal view returns (UD60x18);

fromTokenDecimals

function fromTokenDecimals(Layout storage l, uint256 value) internal view returns (UD60x18);

toTokenDecimals

function toTokenDecimals(Layout storage l, UD60x18 value) internal view returns (uint256);

getMaturityAfterTimestamp

Gets the nearest maturity after the given timestamp, exclusive of the timestamp being on a maturity

function getMaturityAfterTimestamp(Layout storage l, uint256 timestamp) internal view returns (uint256);

Parameters

Name	Type	Description
`l`	`Layout`
`timestamp`	`uint256`	The given timestamp

Returns

Name	Type	Description
`<none>`	`uint256`	The nearest maturity after the given timestamp

getNumberOfUnexpiredListings

Gets the number of unexpired listings within the basket of options underwritten by this vault at the current time

function getNumberOfUnexpiredListings(Layout storage l, uint256 timestamp) internal view returns (uint256);

Parameters

Name	Type	Description
`l`	`Layout`
`timestamp`	`uint256`	The given timestamp

Returns

Name	Type	Description
`<none>`	`uint256`	The number of unexpired listings

contains

Checks if a listing exists within internal data structures

function contains(Layout storage l, UD60x18 strike, uint256 maturity) internal view returns (bool);

Parameters

Name	Type	Description
`l`	`Layout`
`strike`	`UD60x18`	The strike price of the listing
`maturity`	`uint256`	The maturity of the listing

Returns

Name	Type	Description
`<none>`	`bool`	If listing exists, return true, false otherwise

addListing

Adds a listing to the internal data structures

function addListing(Layout storage l, UD60x18 strike, uint256 maturity) internal;

Parameters

Name	Type	Description
`l`	`Layout`
`strike`	`UD60x18`	The strike price of the listing
`maturity`	`uint256`	The maturity of the listing

removeListing

Removes a listing from internal data structures

function removeListing(Layout storage l, UD60x18 strike, uint256 maturity) internal;

Parameters

Name	Type	Description
`l`	`Layout`
`strike`	`UD60x18`	The strike price of the listing
`maturity`	`uint256`	The maturity of the listing

Structs

Layout

struct Layout {
    address base;
    address quote;
    uint8 baseDecimals;
    uint8 quoteDecimals;
    address oracleAdapter;
    bool isCall;
    UD60x18 totalAssets;
    UD60x18 totalLockedAssets;
    UD60x18 minDTE;
    UD60x18 maxDTE;
    UD60x18 minDelta;
    UD60x18 maxDelta;
    UD60x18 minCLevel;
    UD60x18 maxCLevel;
    UD60x18 alphaCLevel;
    UD60x18 hourlyDecayDiscount;
    uint256 lastTradeTimestamp;
    uint256 minMaturity;
    uint256 maxMaturity;
    DoublyLinkedList.Uint256List maturities;
    mapping(uint256 => EnumerableSet.Bytes32Set) maturityToStrikes;
    mapping(uint256 => mapping(UD60x18 => UD60x18)) positionSizes;
    UD60x18 totalLockedSpread;
    UD60x18 spreadUnlockingRate;
    uint256 lastSpreadUnlockUpdate;
    mapping(uint256 => UD60x18) spreadUnlockingTicks;
    UD60x18 managementFeeRate;
    UD60x18 performanceFeeRate;
    UD60x18 protocolFees;
    uint256 lastManagementFeeTimestamp;
    uint256 pendingAssetsDeposit;
    bool enableSell;
    mapping(uint256 maturity => mapping(UD60x18 strike => UD60x18)) avgPremium;
}