Inspiration
I have traded just about every instrument in crypto, and almost all instruments in tradfi that im legally allowed to trade. However, I couldnt help myself but notice why there werent any liquid options markets
What it does
Automatically market makes options trades efficiently
How we built it
Solidity, Foundry, Gurobi Optimzer, Python
Challenges we ran into
Deployment issues
Accomplishments that we're proud of
Launched a contract that allows users to call add/remove Liquidity funcitons, buy option function, exercise option function etc.
What we learned
Floating point math has many limitations for complex arithmetic problems, such as enormous rounder errors
What's next for Moneyness
Re-iterate on pricing models, fulfill roadmaps
Built With
- foundry
- javascript
- python
- solidity
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