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Messages - abit

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106
中文(Chinese) / Re: bitUSD 喂价讨论(黑天鹅复活相关)
« on: November 11, 2020, 10:47:32 am »
Quote
这次 bitUSD 黑天鹅价是 0.0345 ,MCR 是 150%,也就是说喂价达到 0.05175 后即可复活。

为什么要继续保持Bitusd的MSSR是150%,而不是下调到正常水平1.01?


因为规则限制,全局清算后就不能调MSSR了。也可以说是BUG,修复需要硬分叉。
https://github.com/bitshares/bitshares-core/issues/2282

我主帖说的,基本上是基于现有情况,在不改代码的情况下可以如何操作。

bug可以修,代码需要改的可以改,但需要时间。
根本上说是排优先级、什么先做什么后做的问题。

107
General Discussion / 2020-11-06 Old bitCNY parameters adjustment
« on: November 06, 2020, 07:58:40 am »
Purpose:
to restore the peg of bitCNY in the long run and mitigate the issue that some debt positions' collateral ratio is too low.

Changes:
ICR (Initial collateral ratio) adjusted from 315% to 330%
MCR (Maintenance collateral ratio) adjusted from 220% to 230% , then 250%
MSSR (Maximum short-squeeze ratio) adjusted from 180% to 190%
MCFR (Margin call fee rate) adjusted from 5% to 7%
Maximum supply adjusted from 23,000,000 to 21,000,000

Current parameters:

ICR (Initial collateral ratio) 330%
MCR (Maintenance collateral ratio) 250%
MSSR (Maximum short-squeeze ratio) 190%
MCFR (Margin call fee rate) 7%
FSO (Force settlement price offset) 2%
FSFP (Force settlement fee percent) 1%

The median feed price is 0.22 CNY/BTS.

Borrowing is enabled. The maximum supply is limited to 21,000,000 bitCNY.


Note:

* As of writing, market trading price of BTS on CEXs is around 0.12 CNY, the collateral ratio (CR) of the debt position with the lowest CR in the BitShares DEX is 120%, the corresponding black swan price is 0.10 CNY.

* the ICR value 330% for feed price 0.22 effectively means 180% for market price 0.12, and the corresponding black swan price is 0.0667:
0.22 / 330% = 0.120 / 180% = 0.0667

* the MCR value 250% for feed price 0.22 effectively means 136.4% for market price 0.12, and the corresponding black swan price is 0.088:
0.22 / 250% = 0.12 / 136.4% = 0.088

* the MSSR value 190% for feed price 0.22 means collateral of low-CR debt positions will be listed for sale at 0.22 / 190% = 0.1158 bitCNY
** the MCFR value 7% means the price for buyers' is 0.22 / (190%-7%) = 0.120218579 bitCNY
** 0.1158 / 0.12 = 96.5% which means the actual penalty for being margin called is 3.5%

108
中文(Chinese) / 2020年11月6日 老bitCNY参数调整
« on: November 06, 2020, 07:51:45 am »
参数调整目的:争取恢复 bitCNY 锚定,缓解部分借款仓位抵押率过低的问题。

今日操作:
初始抵押率(抵押线) ICR 从 315% 调整为 330%
维持抵押率(爆仓线) MCR 从 220% 调整为 230% ,后再次调整为 250%
最大轧空率(爆仓惩罚上限) MSSR 从 180% 调整为 190%
爆仓费 MCFR 从 5% 调整为 7%
债务上限从 2300 万调整为 2100 万

目前参数:
初始抵押率(抵押线) ICR 330%
维持抵押率(爆仓线) MCR 250%
最大轧空率(爆仓惩罚上限) MSSR 190%
爆仓费 MCFR 7%
强清价格偏移 2%
强清费率 1%
喂价 0.22 暂时保持不变

借款功能目前开放,债务上限 2100 万 bitCNY

注:
按目前外盘价0.12算,内盘抵押率最低的债仓的抵押率为 120% ,黑天鹅价为 0.10 (注:数据待更新)

330%的ICR结合0.22喂价,相当于价格0.12时要求180%的初始抵押率。
计算方法: 0.22 / 330% = 0.12 / 180% = 黑天鹅价 0.0667

250%的MCR结合0.22喂价,相当于价格0.12时要求136.4%的最低抵押率。
计算方法: 0.22 / 250% = 0.12 / 136.4% = 黑天鹅价 0.088

190%的MSSR结合0.22喂价,相当于抵押品最低卖出价为 0.22 / 190% = 0.1158
再结合 7% 的MCFR,相当于要吃爆仓单,最低买单价为 0.22 / (190%-7%) = 0.120218579
同时,0.1158 / 0.12 = 96.5% ,相当于实际爆仓惩罚为 3.5%

109
UPDATE:

The "worker budget per day" parameter is being adjusted to 1 BTS: https://bts.ai/block/52658802

As of writing, one worker "BitShares Legal Attorney and Representative 2020" (ID 1.14.248, proposed by "escrow.zavod.premik" has been active for one day and received 3000 BTS.

110
General Discussion / 2020-10-26 Old bitCNY parameters adjustment
« on: October 26, 2020, 11:39:57 am »
Purpose:
to restore the peg of bitCNY in the long run and mitigate the issue that some debt positions' collateral ratio is too low.

Changes:
MCR (Maintenance collateral ratio) adjusted from 210% to 220%
Maximum supply adjusted from 25,000,000 to 23,000,000

Current parameters:

ICR (Initial collateral ratio) 315%
MCR (Maintenance collateral ratio) 220%
MSSR (Maximum short-squeeze ratio) 180%
MCFR (Margin call fee rate) 5%
FSO (Force settlement price offset) 2%
FSFP (Force settlement fee percent) 1%

The median feed price is 0.22 CNY/BTS.

Borrowing is enabled. The maximum supply is limited to 23,000,000 bitCNY.


Note:

* As of writing, market trading price of BTS on CEXs is around 0.126 CNY, the collateral ratio (CR) of the debt position with the lowest CR in the BitShares DEX is 120.2%, the corresponding black swan price is 0.105 CNY.

* the ICR value 315% for feed price 0.22 effectively means 180% for market price 0.126, and the corresponding black swan price is 0.070:
0.22 / 315% = 0.126 / 180% = 0.070

* the MCR value 220% for feed price 0.22 effectively means 126% for market price 0.126, and the corresponding black swan price is 0.100:
0.22 / 220% = 0.126 / 126% = 0.100

* the MSSR value 180% for feed price 0.22 means collateral of low-CR debt positions will be listed for sale at 0.22 / 180% = 0.122 bitCNY
** the MCFR value 5% means the price for buyers' is 0.22 / (180%-5%) = 0.1257143 bitCNY
** 0.122 / 0.126 = 96.8% which means the actual penalty for being margin called is 3.2%

111
中文(Chinese) / 2020年10月26日 老bitCNY参数调整
« on: October 26, 2020, 11:36:18 am »
参数调整目的:争取恢复 bitCNY 锚定,缓解部分借款仓位抵押率过低的问题。

今日操作:
维持抵押率(爆仓线) MCR 从 210% 调整为 220%
债务上限从 2500 万调整为 2300 万

目前参数:
初始抵押率(抵押线) ICR 315%
维持抵押率(爆仓线) MCR 220%
最大轧空率(爆仓惩罚上限) MSSR 180%
爆仓费 MCFR 5%
强清价格偏移 2%
强清费率 1%
喂价 0.22 暂时保持不变

借款功能目前开放,债务上限 2300 万 bitCNY

注:
按目前外盘价0.126算,内盘抵押率最低的债仓的抵押率为 120.2% ,黑天鹅价为 0.105 (注:数据待更新)

315%的ICR结合0.22喂价,相当于价格0.126时要求180%的初始抵押率。
计算方法: 0.22 / 315% = 0.126 / 180% = 黑天鹅价 0.070

220%的MCR结合0.22喂价,相当于价格0.126时要求126%的最低抵押率。
计算方法: 0.22 / 220% = 0.126 / 126% = 黑天鹅价 0.100

180%的MSSR结合0.22喂价,相当于抵押品最低卖出价为 0.22 / 180% = 0.122
再结合 5% 的MCFR,相当于要吃爆仓单,最低买单价为 0.22 / (180%-5%) = 0.1257143
同时,0.122 / 0.126 = 96.8% ,相当于实际爆仓惩罚为 3.2%

112
Removing these price feed producers since they haven't provided price feeds.
* sahkan-bitshares
* clockwork

Adding:
* xn-delegate

113
General Discussion / Re: bitUSD price feed discussion (blackswan revival)
« on: October 25, 2020, 02:49:02 pm »
Adding these price feed producers who will feed real prices:
* syalon
* hiquanta
* clone
* xn-delegate
* xbtsio-wallet
* nexus01

Removing the following due to outdated feeds:
* clockwork

114
General Discussion / Re: 2020-10-24 Old bitCNY parameters adjustment
« on: October 24, 2020, 02:27:31 pm »
UPDATE: MCR adjusted to 210%

115
中文(Chinese) / Re: 2020年10月24日 老bitCNY参数调整
« on: October 24, 2020, 02:18:17 pm »
更新:MCR 调整为 210%

116
中文(Chinese) / Re: AMM池子赋能计划研讨
« on: October 24, 2020, 02:03:24 pm »
空投建议分期做,参考 CNVOTE ,不定期统计、一个月投一次那种。
如果一次投完的话,不利于池子里积累资金。

117
中文(Chinese) / Re: AMM池子赋能计划研讨
« on: October 24, 2020, 02:00:03 pm »
不错。

根据我的观察,结合前段时间大赛的情况,
内盘玩 BTC 和 USDT 的人和资金相对多点,玩 EOS 的有一些, 玩 ETH 的相对比较少。

所以我个人比较看好 BTS/BTC/EOS/CNY/USDT 之间的交易对和 AMM 池,也会相应的投入一些资金。至于 ETH ,你们先玩玩看,如果热起来,我也可以参与。

另外, CNC 是个很好的补充,可以观察观察。

118
General Discussion / 2020-10-24 Old bitCNY parameters adjustment
« on: October 24, 2020, 01:45:41 pm »
Purpose:
to restore the peg of bitCNY in the long run and mitigate the issue that some debt positions' collateral ratio is too low.

Changes:
MCR (Maintenance collateral ratio) adjusted from 195% to 200%, then adjusted to 210%
MSSR (Maximum short-squeeze ratio) adjusted from 151% to 180%
MCFR (Margin call fee rate) adjusted from 8% to 5%

Current parameters:

ICR (Initial collateral ratio) 315%
MCR (Maintenance collateral ratio) 210%
MSSR (Maximum short-squeeze ratio) 180%
MCFR (Margin call fee rate) 5%
FSO (Force settlement price offset) 2%
FSFP (Force settlement fee percent) 1%

The median feed price is 0.22 CNY/BTS.

Borrowing is enabled. The maximum supply is limited to 25,000,000 bitCNY.


Note:

* As of writing, market trading price of BTS on CEXs is around 0.126 CNY, the collateral ratio (CR) of the debt position with the lowest CR in the BitShares DEX is 110.9%, the corresponding black swan price is 0.114 CNY.

* the ICR value 315% for feed price 0.22 effectively means 180% for market price 0.126, and the corresponding black swan price is 0.070:
0.22 / 315% = 0.126 / 180% = 0.070

* the MCR value 210% for feed price 0.22 effectively means 120% for market price 0.126, and the corresponding black swan price is 0.105:
0.22 / 210% = 0.126 / 120% = 0.105

* the MSSR value 180% for feed price 0.22 means collateral of low-CR debt positions will be listed for sale at 0.22 / 180% = 0.122 bitCNY
** the MCFR value 5% means the price for buyers' is 0.22 / (180%-5%) = 0.1257143 bitCNY
** 0.122 / 0.126 = 96.8% which means the actual penalty for being margin called is 3.2%

119
中文(Chinese) / 2020年10月24日 老bitCNY参数调整
« on: October 24, 2020, 01:38:41 pm »
参数调整目的:争取恢复 bitCNY 锚定,缓解部分借款仓位抵押率过低的问题。

今日操作:
维持抵押率(爆仓线) MCR 从 195% 调整为 200% ,后来调整为 210%
最大轧空率(爆仓惩罚上限) MSSR 从 151% 调整为 180%
爆仓费 MCFR 从 8% 调整为 5%

目前参数:
初始抵押率(抵押线) ICR 315%
维持抵押率(爆仓线) MCR 210%
最大轧空率(爆仓惩罚上限) MSSR 180%
爆仓费 MCFR 5%
强清价格偏移 2%
强清费率 1%
喂价 0.22 暂时保持不变

借款功能目前开放,债务上限 2500万 bitCNY

注:
按目前外盘价0.126算,内盘抵押率最低的债仓的抵押率为 110.9% ,黑天鹅价为 0.114 (注:数据待更新)

315%的ICR结合0.22喂价,相当于价格0.126时要求180%的初始抵押率。
计算方法: 0.22 / 315% = 0.126 / 180% = 黑天鹅价 0.070

210%的MCR结合0.22喂价,相当于价格0.126时要求120%的最低抵押率。
计算方法: 0.22 / 210% = 0.126 / 120% = 黑天鹅价 0.105

180%的MSSR结合0.22喂价,相当于抵押品最低卖出价为 0.22 / 180% = 0.122
再结合 5% 的MCFR,相当于要吃爆仓单,最低买单价为 0.22 / (180%-5%) = 0.1257143
同时,0.122 / 0.126 = 96.8% ,相当于实际爆仓惩罚为 3.2%

120
General Discussion / 2020-10-21 Old bitCNY parameters adjustment
« on: October 21, 2020, 10:59:18 am »
Purpose:
to restore the peg of bitCNY in the long run and mitigate the issue that some debt positions' collateral ratio is too low.

Changes:
ICR has been adjusted from 295% to 315%
Maximum supply has been adjusted from 28,000,000 to 25,000,000

Current parameters:

ICR (Initial collateral ratio) 315%
MCR (Maintenance collateral ratio) 195%
MSSR (Maximum short-squeeze ratio) 151%
MCFR (Margin call fee rate) 8%
FSO (Force settlement price offset) 2%
FSFP (Force settlement fee percent) 1%

The median feed price is 0.22 CNY/BTS.

Borrowing is enabled. The maximum supply is limited to 25,000,000 bitCNY.


Note:

* As of writing, market trading price of BTS on CEXs is around 0.122 CNY, the collateral ratio (CR) of the debt position with the lowest CR in the BitShares DEX is 103.7%, the corresponding black swan price is 0.119 CNY.

* the ICR value 315% for feed price 0.22 effectively means 174% for market price 0.122, and the corresponding black swan price is 0.070:
0.22 / 315% = 0.122 / 174% = 0.070

* the MCR value 195% for feed price 0.22 effectively means 108% for market price 0.122, and the corresponding black swan price is 0.113:
0.22 / 195% = 0.122 / 108% = 0.113

* the MSSR value 151% for feed price 0.22 means collateral of low-CR debt positions will be listed for sale at 0.22 / 151% = 0.1457 bitCNY
** the MCFR value 8% means the price for buyers' is 0.22 / (151%-8%) = 0.15385 bitCNY

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