Protocol SDK

@lyrafinance/protocol npm package
The protocol SDK allows for a quick way to import the latest deployments, contract abis, and testing tools for anyone building protocols on top of Lyra options markets.
​⚠
 This SDK is in open alpha and is constantly under development.
​⚠
 GWAVOracle.sol and LyraAdapter.sol not yet audited.
Installation
$ yarn add @lyrafinance/protocol
$ yarn add hardhat-dependency-compiler
Include the dependency compiler plug-in in your hardhat.config.ts:
import 'hardhat-dependency-compiler'
import { lyraContractPaths } from '@lyrafinance/protocol/dist/test/utils/package/index-paths'
​
export default {
  // other hardhat config params...
  dependencyCompiler: {
    paths: lyraContractPaths,
  }
}
Importing Lyra into your contract
import {LyraAdapter} from '@lyrafinance/protocol/contracts/periphery/LyraAdapter.sol';
​
contract DeltaStrategy is LyraAdapter {
  // your structured product contract
}
Refer to the lyra-vaults on using the LyraAdapter to connect your contract to Lyra.
Lyra integration testing
Deploy a full Lyra market in hardhat without need for custom mock contracts.
import { TestSystem } from '@lyrafinance/protocol'
​
describe('Integration Test', () => {
  before(async () => {
    let testSystem = await TestSystem.deploy(signer);
    await TestSystem.seed(signer, testSystem);
  });
​
  it('your integration test', async () => {
    ...
  });
});
Open position and confirm correct payout example test:
it('will pay out long calls', async () => {
  boardIds = await testSystem.optionMarket.getLiveBoards();
  strikeIds = await testSystem.optionMarket.getBoardStrikes(boardIds[0]);
​
  // Buy long call
  await testSystem.optionMarket.openPosition( {
    strikeId: strikeIds[0],
    positionId: 0,
    amount: toBN('1'),
    setCollateralTo: 0,
    iterations: 1,
    minTotalCost: 0,
    maxTotalCost: MAX_UINT,
    optionType: TestSystem.OptionType.LONG_CALL
  });
​
  // Wait till board expires
  await fastForward(MONTH_SEC);
​
  // Mock sETH price
  await TestSystem.mockPrice(testSystem, toBN("1500"), 'sETH');
​
  // Settle option and confirm payout
  await testSystem.optionMarket.settleExpiredBoard(boardIds[0]);
  const preBalance = await testSystem.snx.quoteAsset.balanceOf(signer.address);
  await testSystem.shortCollateral.settleOptions([strikeIds[0]]);
  const postBalance = await testSystem.snx.quoteAsset.balanceOf(signer.address);
  expect(postBalance.sub(preBalance)).to.eq(toBN('500'));
});
Refer to the integration testing example on hardhat testing against a mock Lyra market.
Call Lyra on kovan-ovm/mainnet-ovm
import { getMarketDeploys, getGlobalDeploys } from '@lyrafinance/protocol';
​
// get lyra address/abi/bytecode/more
let lyraMarket = await getMarketDeploys('kovan-ovm', 'sETH');
let lyraGlobal = await getGlobalDeploys('kovan-ovm');
​
const testFaucet = new Contract(lyraGlobal.TestFaucet.address, lyraGlobal.TestFaucet.abi, deployer);
const sUSD = new Contract(lyraGlobal.QuoteAsset.address, lyraGlobal.QuoteAsset.abi, deployer);
const optionMarket = new Contract(lyraMarket.OptionMarket.address, lyraMarket.OptionMarket.abi, deployer);
​
// call lyra (`execute` is any implementation of a contract call)
await execute(testFaucet, 'drip', [] as any, provider);
await execute(sUSD, 'approve', [optionMarket.address, MAX_UINT], provider);
await execute(optionMarket, 'openPosition', [tradeParams], provider);
Refer to the lyra-vaults kovan/mainnet scripts for calling kovan/main-net Lyra markets.
Deploy Lyra to localhost
// deployLyraExample.ts
import { TestSystem } from '@lyrafinance/protocol';
​
async function main() {
  // 1. create local deployer and network
  const provider = new ethers.providers.JsonRpcProvider('http://localhost:8545');
  const privateKey = 'local eth address with ETH';
​
  // 2. optional settings to prevent errors
  provider.getGasPrice = async () => { return ethers.BigNumber.from('0'); };
  provider.estimateGas = async () => { return ethers.BigNumber.from(15000000); }
  const deployer = new ethers.Wallet(privateKey, provider);
​
  // 3. deploy and seed Lyra market
  let linkTracer = false;
  let exportAddresses = true;
  let localTestSystem = await TestSystem.deploy(deployer, linkTracer, exportAddresses);
  await TestSystem.seed(deployer, localTestSystem, overrides={});
​
  // 4. call local contracts
  await localTestSystem.optionMarket.openPosition({
    strikeId: 1;
    positionId: 0;
    optionType: TestSystem.OptionType.LONG_CALL;
    amount: toBN("1");
    setCollateralTo: toBN("0");
    iterations: 3;
    minTotalCost: toBN("0");
    maxTotalCost?: toBN("250");
  };)
$ yarn hardhat node 
$ yarn hardhat run deployLyraExample.ts // in a separate window
Can also use getGlobal/MarketDeploys on local network by setting exportAddresses=true
Refer to the lyra-vaults localhost deploy scripts for creating a local Lyra market.
Advanced
For overriding specific parameters when using TestSystem.deploy() or TestSystem.seed()
const overrides: DeployOverrides = { 
  optionMarketParams: {
    ...lyraCore.defaultParams.optionMarketPerams, feePortionReserved: toBN('0.05')
  }
}
For easy debugging, set linkTracer = true to use hardhat-tracer to display all emitted events for every hardhat contract call (does not work in local/kovan/main-net yet)
let linkTracer=true;
let localTestSystem = await deployTestSystem(deployer, linkTracer);
Run your test scripts with the yarn test --logs to enable the plug-in. As hardhat-tracer does not log on reverted calls, rely on CustomErrors thrown by the core Lyra contracts.
Useful calls / common errors [WIP]
For local/hardhat:
testSystem.optionGreekCache.updateBoardCachedGreeks(boardId) to prevent deposit/withdraw early returns when boards stale
testSystem.optionMarket.settleBoard(boardId) before settling individual positions
testSystem.mockPrice() to set mock prices
lyraEvm.fastForward(jumpTime)to jump to expiry/fast-forward
use DeployOverride and SeedOverride during testSystem.deploy/seed for setting custom market params such as standardSize, minDelta and etc.
Refer to the lyra-vaults example project for example usage of above functions.
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Lyra.js
Last modified 2mo ago