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interest-rate-swap

This is a basic implementation of an Interest Rate Swap for Etherem built on 1inch's limit order protocol. The implementation details of the IRS are drawn from Voltz whitepaper. The core protocol for the IRS is implemented in contracts/OrderMixin.sol. The project is still under development and the following functionalities remain un-implemented:

  1. A database to store limit orders, and necessary APIs to post and select orders to/from the database.
  2. On chain oracle to get APY and EWMA (exponential weighted moving average) of interest bearing coins like aDAI, cMKR, etc.

Deploy the contract

To deploy the contract, clone the project and cd into the project directory. The following steps should then be followed:

npm install
npx hardhat deploy --network <network>

If deployment network is one other than hardhat, the network configurations need to be declared in a .env file. A sample .env.example has also been added for easy reference. The contract has also been deployed to the rinkeby test network on address 0xE08cEE27Cfa6F9c2F92Fd9cc6b7206282787f282.

Running unit tests

The unit tests are always run on the default hardhat network. They can be started by npx hardhat test.