For the complete documentation index, see llms.txt. This page is also available as Markdown.

🔢Protocol Parameters

The single source of truth for every protocol number

This page is the authoritative reference for all Fixed-Rate Lending Protocol parameters. Other pages link here instead of restating values. Last verified: 2026-07-16 (liquidation configuration, Base Price values, Mark Price minimum volume, and the supported asset list confirmed with the engineering team against production; remaining values match the contracts repository).

Parameters may change through protocol governance. For integrations, always confirm critical values on-chain — addresses in Contracts & Security.

Trading fees

Parameter
Value
Notes

Taker fee (volume that executes immediately)

1.00% p.a., prorated by duration

0.25% for 3 months, 0.50% for 6 months, …

Maker fee (volume that rests on the book)

0%

A limit order pays the taker fee on any portion that crosses and fills immediately

Itayose (pre-open) fill

0%

Waived for orders matched at market opening

Auto-Roll fee

Same as taker fee (0.25% per 3-month roll)

Charged in Future Value at each quarterly roll

Collateral & liquidation

Parameter
Value
Notes

Liquidation threshold

LTV above 80% (getCoverage() > 8000)

Position becomes liquidatable

Liquidation amount

50% of outstanding debt

While LTV is between the liquidation and full-liquidation thresholds; targets ~70% post-liquidation LTV

Full liquidation threshold

≈ LTV 85% (fullLiquidationThresholdRate = 11765)

Past this point, 100% of the outstanding debt is liquidated in a single call. Protocol-wide setting — identical across networks and currencies (production value confirmed 2026-07-16; on-chain getter: TokenVault.getLiquidationConfiguration())

Liquidation fee (total)

7% of liquidated value

Slashed from borrower's collateral

— Liquidator share

5%

Paid to the liquidator

— Protocol reserve share

2%

Sent to the Reserve Fund

ZC bond haircut (same currency)

20%

ZC bonds count for up to 80% of PV

ZC bond haircut (cross currency)

100%

Cross-currency ZC collateral not accepted

Circuit breaker (per block)

Parameter
Value

Max downward move

5% below MA of last 5 reliable block prices

Max upward move

10% above MA of last 3 reliable block prices

Minimum downward allowance

2.00 (absolute price)

Minimum upward allowance

7.00 (absolute price)

Market structure

Parameter
Value

Order books per currency

8 active + 1 inactive (pre-open) — standard full set; some markets run fewer maturities

Maturity cycle

Quarterly — last Friday of Mar / Jun / Sep / Dec

Longest tenor

2 years

Itayose pre-open period

7 days; order book frozen 1 hour before opening

Bond par value

100

Maximum order price

100.00 (no negative yields)

Price precision

2 decimal places

Mark Price minimum volume

100 USD equivalent per block

Minimum collateral base price (by yield category)

Interpolated linearly by time to maturity — see Base Price Adjustment.

Category
Yield range
BP at maturity
BP at 1y duration

A

0–3%

96.00

93.00

B

3–5%

96.00

91.00

C

5–7.5%

96.00

89.00

D

7.5–10%

96.00

87.00

E

10–15%

96.00

84.00

F

15%+

96.00

81.00

Current category assignment (reviewed quarterly; production values confirmed 2026-07-16): BTC — A · ETH — B · JPYC — B · USDC — C · USDFC — C · FIL / axlFIL — F

Supported assets by network

Network
Lend / Borrow
Accepted as collateral

Ethereum

WBTC, ETH, USDC, axlFIL, JPYC

WBTC, ETH, USDC, JPYC, uMINT

Arbitrum

WBTC, ETH, USDC

WBTC, ETH, USDC

Filecoin (FVM)

FIL, USDFC

FIL, iFIL, wpFIL, USDFC

Asset availability last confirmed with the team on 2026-07-16 (JPYC lending markets: Ethereum only; wpFIL collateral: Filecoin only; uMINT/RWA collateral: Ethereum only). The live list can be read per network from CurrencyController.getCurrencies().

Verifying on-chain

  • Liquidation configuration: TokenVault.getLiquidationConfiguration()

  • Order fee rate: LendingMarket.getOrderFeeRate()

  • Circuit breaker range: LendingMarket.getCircuitBreakerLimitRange()

  • Coverage of any account: TokenVault.getCoverage(address)

Last updated