Litepaper

Orbit makes extensive use of the Blend protocol for its lending pools. In setting up these pools, several parameters need to be determined before deployment. This litepaper aims to offer insight into the way Orbit functions through these pools and the parameter choices that make this possible.

Usage of Blend Pools

The usage of Blend pools is one of the ways that the Orbit protocol differs from the way existing stablecoins function. Whereas with most stablecoins, one has to put up value in order to mint a stablecoin, Orbit works slightly differently:

The treasury supplies a Blend pool with a large amount of unbacked Orbit stablecoins, a supply which from that moment on can only be altered by the DAO. Users can subsequently take these stablecoins out of the pool by putting up collateral (thereby also providing backing for the coins).

Interest Rates

The large initial supply of stablecoins ensures that the utilization rate stays relatively low (lower than the target utilization rate that is set for the pool), which means that the interest can be confined to the lower-tier rate given by:

IR(U)=RM×(Rbase+UUT×R1)IR(U) = RM \times \left( R_{base} + \frac{U}{U_T} \times R_1 \right)

With RateModifier (RM) at a given time ‘t’:

RateModifiert=UtilRateError×ReactivityConstant+RateModifiert1RateModifier_{t} = UtilRateError \times ReactivityConstant + RateModifier_{t-1}

By setting the reactivity constant to 0, the rate modifier (RM) stays stable over time. ( R_1 ) is subsequently set to 0 to prevent the interest rate from fluctuating with the utilization rate. The interest rate is then stable and equal to ( R_{base} ), which can be altered by the DAO after the deployment of the pool. For the Orbit stablecoin oUSD, the ( R_{base} ) is now set to 0.01. The reason for this is that there is no need to incentivize users to deposit oUSD back in the pool, so the sole purpose of this interest rate is to guarantee a sufficient supply of liquidity for the backstop.

This also means that the interest that is paid goes entirely to the backstop module, since the Backstop Take Rate of the pool is set to 1 (0.9999999 since 1 is not allowed).

Collateral and Liability Factors

Apart from the interest rates, the collateral and liability factors are also important settings for the pools, since these determine just how much collateral has to be put up in order to borrow an Orbit stablecoin from the protocol. This works as follows:

The maximum amount a user can borrow with a certain amount of collateral is given by the borrow limit:

BorrowLimit=(CollateralFactor×CollateralValue)BorrowLimit = \sum (CollateralFactor \times CollateralValue)

To calculate the value of the amount to borrow, we make use of the following formula:

EffectiveLiabilityValue=LiabilityValueLiabilityFactorEffectiveLiabilityValue = \frac{LiabilityValue}{LiabilityFactor}

To prevent the Orbit stablecoins from being used as collateral themselves, we set their C-factor to 0, while their L-factor is set to 1. For XLM, the L-factor is set to 0 to prevent the XLM from being borrowed and the C-factor to 0.75. This means that a user would have to put up XLM worth 133% of the value of the desired stablecoins. This way, the debt position is fairly well protected against liquidation due to price changes.

Emissions Configuration

In the case that the Orbit protocol pool gets in Blend’s reward zone, the emissions will be distributed entirely among the oUSD borrowers. This setting can be updated at any time.

Max Positions

The max number of positions a user can hold in the pool is set to 4, which is the recommended number from Blend for assets such as Orbit stablecoins.

Settings Overview

For the overview, the chosen parameter values for the XLM/oUSD Blend pool from Orbit protocol are listed below. These values allow the protocol to function in the ways described above. For a further deep dive into the functions and possibilities of these parameters, the Blend whitepaper is recommended.

Stablecoin Reserve

  • C-factor: 0

  • L-factor: 1

  • Rbase: 0.04

  • R1/2/3 and ReactivityConstant: 0

  • Target Util: 0.8

  • Max Util: 1

XLM Reserve

  • C-factor: 0.75

  • L-factor: 0

  • Rbase: 0

  • R1/2/3 and ReactivityConstant: 0

  • Target Util: 0

  • Max Util: 1

Backstop Takerate

  • 0.9999999

Max positions

  • 4

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