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1027 lines (1019 loc) · 92.2 KB
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INFO:root:Date of the analysis: 2022-11-24 12:05:23.036974
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Confidence level (alpha): 99.0%
Number of path simulations: 20000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/BTC over 7 days is: 126.364%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/BTC over 7 days is: 134.412%
INFO:root:The suggested liquidation threshold is 135%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/BTC over 14 days is: 143.381%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/BTC over 14 days is: 149.103%
INFO:root:The suggested premium_redeem threshold is 150%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/BTC over 21 days is: 158.388%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/BTC over 21 days is: 164.829%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No prices found for stksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/BTC over 7 days is: 146.018%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/BTC over 7 days is: 155.408%
INFO:root:The suggested liquidation threshold is 160%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/BTC over 14 days is: 166.108%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/BTC over 14 days is: 172.393%
INFO:root:The suggested premium_redeem threshold is 175%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/BTC over 21 days is: 184.576%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/BTC over 21 days is: 190.576%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of lksm/BTC over 7 days is: 141.527%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of lksm/BTC over 7 days is: 139.03%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of lksm/BTC over 14 days is: 160.48%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of lksm/BTC over 14 days is: 144.152%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of lksm/BTC over 21 days is: 175.707%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of lksm/BTC over 21 days is: 150.515%
INFO:root:The suggested safe_mint threshold is 180%
INFO:root:Start analysing ausd...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/acala-dollar/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ausd/BTC over 7 days is: -0.003%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ausd/BTC over 7 days is: 1206049.304%
INFO:root:The suggested liquidation threshold is 1206050%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ausd/BTC over 14 days is: -0.0%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ausd/BTC over 14 days is: 1226872.418%
INFO:root:The suggested premium_redeem threshold is 1226875%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ausd/BTC over 21 days is: -0.0%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ausd/BTC over 21 days is: 1234172.49%
INFO:root:The suggested safe_mint threshold is 1234175%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/BTC over 7 days is: 139.663%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/BTC over 7 days is: 135.479%
INFO:root:The suggested liquidation threshold is 140%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/BTC over 14 days is: 152.146%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/BTC over 14 days is: 138.293%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/BTC over 21 days is: 161.937%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/BTC over 21 days is: 140.43%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing movr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonriver/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of movr/BTC over 7 days is: 155.177%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of movr/BTC over 7 days is: 168.233%
INFO:root:The suggested liquidation threshold is 170%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of movr/BTC over 14 days is: 184.241%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of movr/BTC over 14 days is: 201.315%
INFO:root:The suggested premium_redeem threshold is 205%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of movr/BTC over 21 days is: 214.933%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of movr/BTC over 21 days is: 223.227%
INFO:root:The suggested safe_mint threshold is 225%
INFO:root:Date of the analysis: 2023-01-27 14:49:10.613071
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: usd
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing kbtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kintsugi-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for kbtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 129.234%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 147.949%
INFO:root:The suggested liquidation threshold is 150%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 143.626%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 158.983%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 156.361%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 161.591%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 139.292%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 160.575%
INFO:root:The suggested liquidation threshold is 165%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 166.655%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 184.787%
INFO:root:The suggested premium_redeem threshold is 185%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 192.182%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 222.936%
INFO:root:The suggested safe_mint threshold is 225%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for stksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 161.034%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 185.657%
INFO:root:The suggested liquidation threshold is 190%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 193.532%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 213.651%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 222.301%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 257.76%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for lksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of lksm/usd over 7 days is: 159.221%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of lksm/usd over 7 days is: 183.682%
INFO:root:The suggested liquidation threshold is 185%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of lksm/usd over 14 days is: 190.046%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of lksm/usd over 14 days is: 211.378%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of lksm/usd over 21 days is: 218.498%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of lksm/usd over 21 days is: 255.017%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing vksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bifrost-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for vksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vksm/usd over 7 days is: 156.367%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vksm/usd over 7 days is: 179.855%
INFO:root:The suggested liquidation threshold is 180%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vksm/usd over 14 days is: 186.451%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vksm/usd over 14 days is: 206.974%
INFO:root:The suggested premium_redeem threshold is 210%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vksm/usd over 21 days is: 214.603%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vksm/usd over 21 days is: 249.705%
INFO:root:The suggested safe_mint threshold is 250%
INFO:root:Start analysing sksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/staked-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for sksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of sksm/usd over 7 days is: 160.214%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of sksm/usd over 7 days is: 184.664%
INFO:root:The suggested liquidation threshold is 185%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of sksm/usd over 14 days is: 191.991%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of sksm/usd over 14 days is: 212.508%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of sksm/usd over 21 days is: 220.243%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of sksm/usd over 21 days is: 256.381%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 140.276%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 139.803%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 154.052%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 153.512%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 164.563%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 157.604%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing movr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonriver/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of movr/usd over 7 days is: 155.011%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of movr/usd over 7 days is: 175.548%
INFO:root:The suggested liquidation threshold is 180%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of movr/usd over 14 days is: 189.777%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of movr/usd over 14 days is: 212.004%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of movr/usd over 21 days is: 224.381%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of movr/usd over 21 days is: 258.616%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Date of the analysis: 2023-03-15 12:05:16.702760
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: usd
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing kbtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kintsugi-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for kbtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 128.086%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 147.949%
INFO:root:The suggested liquidation threshold is 150%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 141.493%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 158.983%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 153.197%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 161.591%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 138.471%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 7 days is: 160.575%
INFO:root:The suggested liquidation threshold is 165%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 164.656%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 14 days is: 184.787%
INFO:root:The suggested premium_redeem threshold is 185%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 188.494%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/usd over 21 days is: 222.936%
INFO:root:The suggested safe_mint threshold is 225%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for stksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 160.414%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 7 days is: 185.657%
INFO:root:The suggested liquidation threshold is 190%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 190.644%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 14 days is: 213.651%
INFO:root:The suggested premium_redeem threshold is 215%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 218.016%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/usd over 21 days is: 257.76%
INFO:root:The suggested safe_mint threshold is 260%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=usd&days=365 HTTP/1.1" 429 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for lksm/usd
INFO:root:Trying to get prices for ksm/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=usd&days=365 HTTP/1.1" 429 None
INFO:root:Error 'prices': could not get price data...
INFO:root:Date of the analysis: 2023-03-29 12:24:13.949216
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing kbtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kintsugi-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for kbtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 128.542%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 7 days is: 147.949%
INFO:root:The suggested liquidation threshold is 150%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 142.358%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 14 days is: 158.983%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 154.249%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of kbtc/usd over 21 days is: 161.591%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing ksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ksm/btc over 7 days is: 126.094%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ksm/btc over 7 days is: 134.412%
INFO:root:The suggested liquidation threshold is 135%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ksm/btc over 14 days is: 142.752%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ksm/btc over 14 days is: 141.526%
INFO:root:The suggested premium_redeem threshold is 145%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ksm/btc over 21 days is: 157.669%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ksm/btc over 21 days is: 164.829%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing stksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/lido-on-kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for stksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of stksm/btc over 7 days is: 145.406%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of stksm/btc over 7 days is: 155.408%
INFO:root:The suggested liquidation threshold is 160%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of stksm/btc over 14 days is: 164.939%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of stksm/btc over 14 days is: 163.633%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of stksm/btc over 21 days is: 182.155%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of stksm/btc over 21 days is: 190.576%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Start analysing lksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/liquid-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for lksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of lksm/btc over 7 days is: 143.857%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of lksm/btc over 7 days is: 153.755%
INFO:root:The suggested liquidation threshold is 155%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of lksm/btc over 14 days is: 163.37%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of lksm/btc over 14 days is: 161.892%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of lksm/btc over 21 days is: 179.616%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of lksm/btc over 21 days is: 188.548%
INFO:root:The suggested safe_mint threshold is 190%
INFO:root:Start analysing vksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bifrost-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for vksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vksm/btc over 7 days is: 147.475%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vksm/btc over 7 days is: 157.611%
INFO:root:The suggested liquidation threshold is 160%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vksm/btc over 14 days is: 167.444%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vksm/btc over 14 days is: 165.953%
INFO:root:The suggested premium_redeem threshold is 170%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vksm/btc over 21 days is: 184.47%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vksm/btc over 21 days is: 193.278%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Start analysing sksm...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/staked-ksm/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for sksm/btc
INFO:root:Trying to get prices for ksm/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/kusama/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of sksm/btc over 7 days is: 144.761%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of sksm/btc over 7 days is: 154.577%
INFO:root:The suggested liquidation threshold is 155%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of sksm/btc over 14 days is: 163.693%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of sksm/btc over 14 days is: 162.758%
INFO:root:The suggested premium_redeem threshold is 165%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of sksm/btc over 21 days is: 181.069%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of sksm/btc over 21 days is: 189.557%
INFO:root:The suggested safe_mint threshold is 190%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 138.925%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 142.905%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 151.8%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 154.706%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 162.034%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 157.92%
INFO:root:The suggested safe_mint threshold is 165%
INFO:root:Start analysing movr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonriver/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of movr/btc over 7 days is: 138.144%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of movr/btc over 7 days is: 140.152%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of movr/btc over 14 days is: 159.151%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of movr/btc over 14 days is: 154.985%
INFO:root:The suggested premium_redeem threshold is 160%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of movr/btc over 21 days is: 178.354%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of movr/btc over 21 days is: 193.307%
INFO:root:The suggested safe_mint threshold is 195%
INFO:root:Date of the analysis: 2023-09-26 16:24:16.396922
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 7
Premium Redeem: 14
Liquidations: 21
INFO:root:====================================================================
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 7 days is: 113.717%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 7 days is: 113.7%
INFO:root:The suggested liquidation threshold is 115%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 14 days is: 122.19%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 14 days is: 120.63%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 21 days is: 129.52%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 21 days is: 123.663%
INFO:root:The suggested safe_mint threshold is 130%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 126.243%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 134.874%
INFO:root:The suggested liquidation threshold is 135%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 136.413%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 146.013%
INFO:root:The suggested premium_redeem threshold is 150%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 144.651%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 149.722%
INFO:root:The suggested safe_mint threshold is 150%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 133.39%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 142.54%
INFO:root:The suggested liquidation threshold is 145%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 144.174%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 153.605%
INFO:root:The suggested premium_redeem threshold is 155%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 152.921%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 158.315%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 126.056%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 120.216%
INFO:root:The suggested liquidation threshold is 130%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 142.861%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 127.353%
INFO:root:The suggested premium_redeem threshold is 145%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 157.7%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 133.618%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/btc
INFO:root:Trying to get prices for dot/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 116.125%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 116.02%
INFO:root:The suggested liquidation threshold is 120%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 124.761%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 123.091%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 132.354%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 126.187%
INFO:root:The suggested safe_mint threshold is 135%
INFO:root:Date of the analysis: 2023-09-26 17:05:46.882265
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 21
Premium Redeem: 14
Liquidations: 7
INFO:root:====================================================================
INFO:root:Start analysing ibtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/interlay-btc/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for ibtc/btc
DEBUG:root:Skipping analysis of token pair ibtc/btc
because the tokens are the same
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 21 days is: 104.778%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 21 days is: 102.076%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 14 days is: 111.872%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 14 days is: 107.627%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 7 days is: 129.41%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 7 days is: 123.663%
INFO:root:The suggested safe_mint threshold is 130%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 104.502%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 101.726%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 111.414%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 107.937%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 144.994%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 149.722%
INFO:root:The suggested safe_mint threshold is 150%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 104.175%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 101.975%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 110.522%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 107.516%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 152.773%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 158.315%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 106.973%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 103.822%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 118.847%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 109.103%
INFO:root:The suggested premium_redeem threshold is 120%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 157.591%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 133.618%
INFO:root:The suggested safe_mint threshold is 160%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/btc
INFO:root:Trying to get prices for dot/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 104.63%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 102.033%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 111.879%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 107.463%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 132.366%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 126.187%
INFO:root:The suggested safe_mint threshold is 135%
INFO:root:Date of the analysis: 2024-02-09 14:42:34.083331
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: btc
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 21
Premium Redeem: 14
Liquidations: 7
INFO:root:====================================================================
INFO:root:Start analysing ibtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/interlay-btc/market_chart?vs_currency=btc&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for ibtc/btc
INFO:root:Skipping analysis of token pair ibtc/btc
because the tokens are the same
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.262245934905305
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.737754065094695
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.19069812795456975
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.8093018720454302
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.21230440083812663
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.7876955991618734
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.20301700880827223
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.7969829911917278
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.14365530172774932
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.8563446982722507
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.17523401531410254
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.8247659846858975
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.049941534067178384
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.012318880853702474
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.1185906331775557
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.015464112640467209
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.262245934905305
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.19069812795456975
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 21 days is: 105.257%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 21 days is: 98.783%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 14 days is: 113.455%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 14 days is: 101.571%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/btc over 7 days is: 135.547%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/btc over 7 days is: 123.563%
INFO:root:The suggested safe_mint threshold is 140%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.2509418003495064
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.6891335436784541
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.24233775743994845
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.6970492631552475
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.20300800823001042
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.7332326324283904
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.2203542420196981
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.7172740973418777
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.13626731935476566
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.7946340661936157
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.18597575768345564
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.7489023029312208
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.04409908874993629
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.020224834186630236
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.10550052251516151
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.05185303977597333
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.31086645632154586
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.3029507368447525
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 104.613%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 21 days is: 102.064%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 111.794%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 14 days is: 105.469%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 145.11%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/btc over 7 days is: 143.462%
INFO:root:The suggested safe_mint threshold is 150%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.25175838938362494
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.6509702012362464
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.24280649052152992
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.658758353246269
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.203207626894224
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.6932093646020252
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.22114296804793554
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.6776056177982961
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.13604217671659424
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.7516433062565631
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.18824803090825137
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.7062242131098213
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.04223916336577882
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.01884726455202712
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.10067310502031668
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.04746585986355234
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.3490297987637536
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.34124164675373103
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 104.41%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 21 days is: 101.921%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 111.194%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 14 days is: 104.983%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 153.617%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/btc over 7 days is: 151.801%
INFO:root:The suggested safe_mint threshold is 155%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.4113497403142622
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.5886502596857378
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.33129078810935
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.66870921189065
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.3416796054372788
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.6583203945627212
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.2977625642247137
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.7022374357752863
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.2415365583026159
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.7584634416973841
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.18804672789089627
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.8119532721091037
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.06967013487698337
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.03352822388463628
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.1698131820116463
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.1432440602184537
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.4113497403142622
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.33129078810935
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 107.489%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 21 days is: 103.469%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 120.455%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 14 days is: 116.719%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 169.88%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/btc over 7 days is: 149.542%
INFO:root:The suggested safe_mint threshold is 170%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/btc
INFO:root:Trying to get prices for dot/btc as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=btc&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.26045705208676917
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.7247520889549662
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.19069812795456975
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.7931158346045216
DEBUG:root:Total risk adjustment for vdot used to compute the premium_redeem threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.21078043421623882
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.773435174468086
DEBUG:root:Total risk adjustment for vdot used to compute the premium_redeem threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.20301700880827223
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.7810433313678932
DEBUG:root:Total risk adjustment for vdot used to compute the safe_mint threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.14275991033703606
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.8400952878697047
DEBUG:root:Total risk adjustment for vdot used to compute the safe_mint threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.17523401531410254
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.8082706649921795
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.04868308551311973
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.012072503236628451
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.11534319891473843
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.015154830387657858
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.27524791104503377
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.20688416539547838
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 105.117%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 21 days is: 98.807%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 113.038%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 14 days is: 101.539%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 137.978%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of vdot/btc over 7 days is: 126.085%
INFO:root:The suggested safe_mint threshold is 140%
INFO:root:Date of the analysis: 2024-02-09 14:50:25.282052
INFO:root:====================================================================
INFO:root:Start running the collateral analysis with the following parameters:
INFO:root:
Debt currency: usd
Confidence level (alpha): 99.0%
Number of path simulations: 100000
Historical sample period: 365
Threshold period in days:
Safe Mint: 21
Premium Redeem: 14
Liquidations: 7
INFO:root:====================================================================
INFO:root:Start analysing ibtc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/interlay-btc/market_chart?vs_currency=usd&days=365 HTTP/1.1" 404 None
INFO:root:Error 'prices': could not get price data...
INFO:root:No sufficient historic prices for ibtc/usd
INFO:root:Trying to get prices for btc/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/bitcoin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for ibtc used to compute the liquidation threshold is: 1.0526315789473684
DEBUG:root:Partial analytical VaR (before risk adjustment) for ibtc is: -0.1972728805086028
DEBUG:root:The analytical VaR (after risk adjustment) for ibtc is: 0.7625907635168274
DEBUG:root:Total risk adjustment for ibtc used to compute the liquidation threshold is: 1.0526315789473684
DEBUG:root:Partial historical VaR (before risk adjustment) for ibtc is: -0.1219354360875674
DEBUG:root:The historical VaR (after risk adjustment) for ibtc is: 0.8341613357168111
DEBUG:root:Total risk adjustment for ibtc used to compute the premium_redeem threshold is: 1.0526315789473684
DEBUG:root:Partial analytical VaR (before risk adjustment) for ibtc is: -0.16566369774985035
DEBUG:root:The analytical VaR (after risk adjustment) for ibtc is: 0.7926194871376422
DEBUG:root:Total risk adjustment for ibtc used to compute the premium_redeem threshold is: 1.0526315789473684
DEBUG:root:Partial historical VaR (before risk adjustment) for ibtc is: -0.1376693905265829
DEBUG:root:The historical VaR (after risk adjustment) for ibtc is: 0.8192140789997463
DEBUG:root:Total risk adjustment for ibtc used to compute the safe_mint threshold is: 1.0526315789473684
DEBUG:root:Partial analytical VaR (before risk adjustment) for ibtc is: -0.11827150070073744
DEBUG:root:The analytical VaR (after risk adjustment) for ibtc is: 0.8376420743342995
DEBUG:root:Total risk adjustment for ibtc used to compute the safe_mint threshold is: 1.0526315789473684
DEBUG:root:Partial historical VaR (before risk adjustment) for ibtc is: -0.11161616832518595
DEBUG:root:The historical VaR (after risk adjustment) for ibtc is: 0.8439646400910734
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.030028723620814768
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.01494725671706476
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.07505131081747207
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.009803304374262356
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.23740923648317258
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.16583866428318894
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of ibtc/usd over 21 days is: 103.096%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of ibtc/usd over 21 days is: 98.527%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of ibtc/usd over 14 days is: 108.114%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of ibtc/usd over 14 days is: 100.99%
INFO:root:The suggested premium_redeem threshold is 110%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of ibtc/usd over 7 days is: 131.132%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of ibtc/usd over 7 days is: 119.881%
INFO:root:The suggested safe_mint threshold is 135%
INFO:root:Start analysing dot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.3034137208577893
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.6965862791422107
DEBUG:root:Total risk adjustment for dot used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.23834078409921966
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.7616592159007803
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.25263323276696303
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.747366767233037
DEBUG:root:Total risk adjustment for dot used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.21105438372879537
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.7889456162712046
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for dot is: -0.17827902357757308
DEBUG:root:The analytical VaR (after risk adjustment) for dot is: 0.8217209764224269
DEBUG:root:Total risk adjustment for dot used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for dot is: -0.15190361151510823
DEBUG:root:The historical VaR (after risk adjustment) for dot is: 0.8480963884848918
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.05078048809082625
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.02728640037042429
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.1251346972802162
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.08643717258411143
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.3034137208577893
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.23834078409921966
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of dot/usd over 21 days is: 105.35%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of dot/usd over 21 days is: 102.805%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of dot/usd over 14 days is: 114.303%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of dot/usd over 14 days is: 109.462%
INFO:root:The suggested premium_redeem threshold is 115%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of dot/usd over 7 days is: 143.557%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of dot/usd over 7 days is: 131.292%
INFO:root:The suggested safe_mint threshold is 145%
INFO:root:Start analysing usdt...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/tether/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.01318130198553924
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.9078732021733039
DEBUG:root:Total risk adjustment for usdt used to compute the liquidation threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.006322530539417892
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.9141832719037356
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.01050138770597342
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.9103387233105045
DEBUG:root:Total risk adjustment for usdt used to compute the premium_redeem threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.006270676776963469
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.9142309773651937
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdt is: -0.006971585620129561
DEBUG:root:The analytical VaR (after risk adjustment) for usdt is: 0.9135861412294809
DEBUG:root:Total risk adjustment for usdt used to compute the safe_mint threshold is: 1.0869565217391304
DEBUG:root:Partial historical VaR (before risk adjustment) for usdt is: -0.0058299370227856695
DEBUG:root:The historical VaR (after risk adjustment) for usdt is: 0.9146364579390373
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.0024655211372005548
DEBUG:root:The summed increments for the historical liquidation threshold are: 4.770546145804744e-05
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.00571293905617698
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.0004531860353016448
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.09212679782669608
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.0858167280962644
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdt/usd over 21 days is: 100.247%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdt/usd over 21 days is: 100.005%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdt/usd over 14 days is: 100.575%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdt/usd over 14 days is: 100.045%
INFO:root:The suggested premium_redeem threshold is 105%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdt/usd over 7 days is: 110.148%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdt/usd over 7 days is: 109.387%
INFO:root:The suggested safe_mint threshold is 115%
INFO:root:Start analysing usdc...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/usd-coin/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.027186742160854482
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.8463475343200566
DEBUG:root:Total risk adjustment for usdc used to compute the liquidation threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.005525333207900385
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.8651929601091267
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.02180683189423882
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.8510280562520123
DEBUG:root:Total risk adjustment for usdc used to compute the premium_redeem threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.006506240094425464
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.8643395711178499
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial analytical VaR (before risk adjustment) for usdc is: -0.014653268154430577
DEBUG:root:The analytical VaR (after risk adjustment) for usdc is: 0.8572516567056454
DEBUG:root:Total risk adjustment for usdc used to compute the safe_mint threshold is: 1.1494252873563218
DEBUG:root:Partial historical VaR (before risk adjustment) for usdc is: -0.006003028282976608
DEBUG:root:The historical VaR (after risk adjustment) for usdc is: 0.8647773653938104
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.004680521931955672
DEBUG:root:The summed increments for the historical liquidation threshold are: -0.0008533889912768489
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.0109041223855888
DEBUG:root:The summed increments for the historical premium_redeem threshold are: -0.0004155947153162698
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.1536524656799434
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.13480703989087328
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of usdc/usd over 21 days is: 100.47%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of usdc/usd over 21 days is: 99.915%
INFO:root:The suggested liquidation threshold is 105%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of usdc/usd over 14 days is: 101.102%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of usdc/usd over 14 days is: 99.958%
INFO:root:The suggested premium_redeem threshold is 105%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of usdc/usd over 7 days is: 118.155%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of usdc/usd over 7 days is: 115.581%
INFO:root:The suggested safe_mint threshold is 120%
INFO:root:Start analysing glmr...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/moonbeam/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.4284722923730717
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.5715277076269283
DEBUG:root:Total risk adjustment for glmr used to compute the liquidation threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.2887892113754589
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.7112107886245411
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.3605377618932024
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.6394622381067976
DEBUG:root:Total risk adjustment for glmr used to compute the premium_redeem threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.26803352498190436
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.7319664750180956
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial analytical VaR (before risk adjustment) for glmr is: -0.25824770716272405
DEBUG:root:The analytical VaR (after risk adjustment) for glmr is: 0.741752292837276
DEBUG:root:Total risk adjustment for glmr used to compute the safe_mint threshold is: 1.0
DEBUG:root:Partial historical VaR (before risk adjustment) for glmr is: -0.1880187287878099
DEBUG:root:The historical VaR (after risk adjustment) for glmr is: 0.8119812712121901
DEBUG:root:The summed increments for the analytical liquidation threshold are: 0.0679345304798693
DEBUG:root:The summed increments for the historical liquidation threshold are: 0.020755686393554518
DEBUG:root:The summed increments for the analytical premium_redeem threshold are: 0.17022458521034767
DEBUG:root:The summed increments for the historical premium_redeem threshold are: 0.10077048258764898
DEBUG:root:The summed increments for the analytical safe_mint threshold are: 0.4284722923730717
DEBUG:root:The summed increments for the historical safe_mint threshold are: 0.2887892113754589
DEBUG:root:The liquidation threshold based on the analytical VaR for a confidence level of 99.0% of glmr/usd over 21 days is: 107.289%
DEBUG:root:The liquidation threshold based on the historic VaR for a confidence level of 99.0% of glmr/usd over 21 days is: 102.12%
INFO:root:The suggested liquidation threshold is 110%
DEBUG:root:The premium_redeem threshold based on the analytical VaR for a confidence level of 99.0% of glmr/usd over 14 days is: 120.515%
DEBUG:root:The premium_redeem threshold based on the historic VaR for a confidence level of 99.0% of glmr/usd over 14 days is: 111.206%
INFO:root:The suggested premium_redeem threshold is 125%
DEBUG:root:The safe_mint threshold based on the analytical VaR for a confidence level of 99.0% of glmr/usd over 7 days is: 174.97%
DEBUG:root:The safe_mint threshold based on the historic VaR for a confidence level of 99.0% of glmr/usd over 7 days is: 140.605%
INFO:root:The suggested safe_mint threshold is 175%
INFO:root:Start analysing vdot...
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/voucher-dot/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
INFO:root:No sufficient historic prices for vdot/usd
INFO:root:Trying to get prices for dot/usd as proxy pair
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.coingecko.com:443
DEBUG:urllib3.connectionpool:https://api.coingecko.com:443 "GET /api/v3/coins/polkadot/market_chart?vs_currency=usd&days=365 HTTP/1.1" 200 None
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial analytical VaR (before risk adjustment) for vdot is: -0.30516226580182426
DEBUG:root:The analytical VaR (after risk adjustment) for vdot is: 0.6809409795142122
DEBUG:root:Total risk adjustment for vdot used to compute the liquidation threshold is: 1.0204081632653061
DEBUG:root:Partial historical VaR (before risk adjustment) for vdot is: -0.23834078409921966
DEBUG:root:The historical VaR (after risk adjustment) for vdot is: 0.7464260315827648