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Reweight rebalance logic #1

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Waltermelon-lang opened this issue Sep 21, 2023 · 0 comments
Open

Reweight rebalance logic #1

Waltermelon-lang opened this issue Sep 21, 2023 · 0 comments
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wontfix This will not be worked on

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@Waltermelon-lang
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NOT for now

How does the current rebalance logic work if any
Let's create a 1 time per day/month (but let's start with for example 10 minutes for testing purposes) limit on rebalance/reweight

I would like to store per index item (something like this)
{
ticker,
location (CEX/DEX, for transparency),
address (if onchain index constituent like XAUT for example),
target_weight (70% for gold, 30% for silver),
stored_amount,
start_date,
initial_price,
}

Limitations:

Sum of the weight of all items needs to be == 1 (or 100)
The normalized weight from the picture below for f.e. Gold is x / ( x + y)

See index rebalance/reweight doc

image

@Waltermelon-lang Waltermelon-lang added the wontfix This will not be worked on label Sep 21, 2023
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