Delta-Neutral Strategy Module

Leveraged Uniswap Strategy.

The Delta Neutral Strategy Module is conceived to manage and automate the Aave health factor control and rebalancing of Uniswap positions. By employing this strategy, the system can maintain an overall Aave position within the desired health rate, while collecting the yield on the liquidity position.

Note: only one delta neutral strategy per vault.

Core Functionalities

• Initialization:

  • The strategy is initialized with parameters like targetHF_boundaries, supplyToken, debtToken, LiquidityPosition_TickRange. This forms the basis of automated operations and checks.

• Asset Deposits:

  • deposit / depositETH: Facilitates the deposit of assets into the system, constituting the supply side of the Aave position.

• Asset Withdrawals:

  • withdraw: Enables the withdrawal of assets, allowing for flexibility and control over the asset position.

• Rebalancing:

  • rebalance: Automatically rebalances the Uniswap position to ensure the overall Aave position remains within the stipulated health rate. This function is central to maintaining a delta neutral stance over time, adapting to market dynamics.