[Disclaimer: This repository is no longer maintained and is meant for primarily educational purposes.]
Core smart contracts of Pareto's Options Platform V1. Part of the series detailed in this whitepaper.
Pareto is a decentralized protocol for an options orderbook on Arbitrum. For speed reasons, the orderbook and matching algorithm are performed in an off-chain server. This repo contains contracts for settlement, margining, and liquidation.
For those interested in local development.
npm install
npx hardhat compile
npx hardhat test
npx hardhat coverage
Intended for testing with other Pareto infrastructure. To start a local network with Hardhat, run npx hardhat node. Keep this terminal instance open. In a second, separate, terminal instance, run:
npx hardhat run ./scripts/deploy.localhost.ts --network localhost
This will deploy a Mock USDC token contract, the spot and mark price oracle contracts, as well as the main margin contract. The underlying is ETH. Spot prices are initialized to 1600 USDC for 1 ETH. Mark prices are uninitialized (set to zero for all call and put strikes). The owner will need to update these values post deployment.
The disclosure of security vulnerabilities helps us ensure the security of our users. If you have found a security vulnerability, please send it to us at team@paretolabs.xyz. Please include a detailed description and steps to reproduce the vulnerability.