0xngmi

Optimized lending protocol for redeemable assets

Currently a significant portion of usage across all lending markets comes from carry trades between an asset and their derivatives.

To explain how this works let's assume that on AAVE borrowing ETH costs 1%, but stETH yields 3%. This opens up a trade where you deposit stETH, borrow ETH, swap it for stETH and repeat the trade again, looping the position and arbing the rates. In this position you earn 3% but pay only 1%, so you're earning 2% net.

Some examples of these trades in the wild are:

• Flux finance, a compound fork purely focused on borrowing stablecoins against treasuries for carry trades
• AAVE, which has a 5.8bn stETH and ~1bn weETH, both used for looping against ETH. Together, these account for ~45% of aave's TVL
• Morpho, which hosts users looping sUSDe against DAI
• Compound, which hosted large arb trades against cbETH

spalladino

pragma solidity ^0.7.0;

// Each mining pool that intends to provide flash loans deploys a Loaner contract and transfers ETH to it
// When testing each bundle, the diff in balance in this contract is taking into account for calculating effective gas price
// The contract loans funds only on blocks mined by the miner and on zero-gasprice txs
contract Loaner {
    address immutable owner;
    
    constructor(address _owner) {
        owner = _owner;

veggiedefender

akihikodaki

Linux Desktop on Apple Silicon in Practice

I bought M1 MacBook Air. It is the fastest computer I have, and I have been a GNOME/GNU/Linux user for long time. It is obvious conclusion that I need practical Linux desktop environment on Apple Silicon.

Fortunately, Linux already works on Apple Silicon/M1. But how practical is it?

• Two native ports exist.

e-t-u

Rust Error Handling Cheatsheet - Result handling functions

Introduction to Rust error handling

Rust error handling is nice but obligatory. Which makes it sometimes plenty of code.

Functions return values of type Result that is "enumeration". In Rust enumeration means complex value that has alternatives and that alternative is shown with a tag.

Result is defined as Ok or Err. The definition is generic, and both alternatives have

halfelf

https://web.archive.org/web/20110219163448/http://howtohft.wordpress.com/2011/02/15/how-to-build-a-fast-limit-order-book/

The response to my first few posts has been much larger than I’d imagined and I’d like to thank everyone for the encouragement.

If you’re interested in building a trading system I recommend first reading my previous post on general ideas to keep in mind.

My first really technical post will be on how to build a limit order book, probably the single most important component of a trading system. Because the data structure chosen to represent the limit order book will be the primary source of market information for trading models, it is important to make it both absolutely correct and extremely fast.

To give some idea of the data volumes, the Nasdaq TotalView ITCH feed, which is every event in every instrument traded on the Nasdaq, can have data rates of 20+ gigabytes/day with spikes of 3 megabytes/second or more. The individual messages average about 20 bytes each so this means handling

antirez

# LVDB - LLOOGG Memory DB
# Copyriht (C) 2009 Salvatore Sanfilippo <antirez@gmail.com>
# All Rights Reserved

# TODO
# - cron with cleanup of timedout clients, automatic dump
# - the dump should use array startsearch to write it line by line
#   and may just use gets to read element by element and load the whole state.
# - 'help','stopserver','saveandstopserver','save','load','reset','keys' commands.
# - ttl with milliseconds resolution 'ttl a 1000'. Check ttl in dump!

gurchik

; Allow the linker to find the _start symbol. The linker will begin program execution
; there.
global _start

; Start the .data section of the executable, which stores constants (read-only data)
; It doesn't matter which order your sections are in, I just like putting .data first
section .rodata
    ; Declare some bytes at a symbol called hello_world. NASM's db pseudo-instruction
    ; allows either a single byte value, a constant string, or a combination of the two
    ; as seen here. 0xA = new line, and 0x0 = string-terminating null

rygorous

Why do compilers even bother with exploiting undefinedness signed overflow? And what are those
mysterious cases where it helps?

A lot of people (myself included) are against transforms that aggressively exploit undefined behavior, but
I think it's useful to know what compiler writers are accomplishing by this.

TL;DR: C doesn't work very well if int!=register width, but (for backwards compat) int is 32-bit on all
major 64-bit targets, and this causes quite hairy problems for code generation and optimization in some
fairly common cases. The signed overflow UB exploitation is an attempt to work around this.

m-ou-se

# Download latest archlinux bootstrap package, see https://www.archlinux.org/download/
wget 'ftp://ftp.nluug.nl/pub/os/Linux/distr/archlinux/iso/latest/archlinux-bootstrap-*-x86_64.tar.gz'

# Make sure you'll have enough entropy for pacman-key later.
apt-get install haveged

# Install the arch bootstrap image in a tmpfs.
mount -t tmpfs none /mnt
cd /mnt
tar xvf ~/archlinux-bootstrap-*-x86_64.tar.gz --strip-components=1