[PREGIP-48] High-limit Credit Manager onboarding

Overview

Mellow Protocol launched its Gearbox strategies in November (more information on the strategies and design can be found here). These strategies allow users to farm using Credit Accounts without needing Ninja NFTs or a minimum collateral size. About 60 users have interacted with the leverage side through Mellow vaults, while approximately 280 users have opened Credit Accounts since the Gearbox v2 launch. However, the low limits on Credit Accounts make it challenging to attract more users to the vaults. Brahma, another integrator of Credit Accounts, also faced this issue and started a discussion about deploying a separate credit manager for integrators with higher limits.

Gearbox aims to address the issue by providing protocol integrators with a new CM featuring high account limits. This will simplify risk and technical management of their storage and products. To access the new CM through a separate DegenNFT, integrators must meet certain requirements. We prpose the following approach for these requirements.

High-limit CM conditions

New credit managers will have the following settings:

Limits up to 20% of pool size

The per-account limit is set to be approximately 20% of total pool liquidity; the limits will be periodically revised based on available pool liquidity and integrator requirements;

Lower liquidation premiums

The liquidation premiums will be reduced - this is possible due to expected account values being large;

Strict list of collateral assets

To ensure profitable liquidations even when the entire borrowed amount is in a single asset, the allowed asset list in the new CM will be limited compared to existing ones. Liquidating $10M in some assets would cause price impacts greater than the liquidation fee, equivalent to ~2 high-limit CAs. The general rule is that the asset must withstand $15M of simultaneous liquidations without price impact exceeding 1%. Therefore, the allowed asset list will be periodically reviewed based on available DEX liquidity.

Partial withdrawals

Pending a 12-hour timelock, partial withdrawals will be available. The timelock is meant to prevent bad debt on Gearbox resulting from assets that depreciate too quickly for oracles to catch up. However, it’s still possible to withdraw funds immediately by closing the CA.

Integrator requirements

The integrator vault/strategy contracts must fulfill the following requirements to qualify for the high-limit CM:

Managing debt

The contract must be able to dynamically unwind its position and decrease debt. This addresses situations where the pool is at optimal utilization and new CAs are opened, raising the borrow rates greatly along the steep part of the curve. The contract should be able to partially unwind and reduce utilization back to optimal, without closing the entire position and bringing utilization down 20%.

Customizable operations by admins only

Any actions that accept custom parameters (such as Uniswap swaps with customized paths) must be executed during contracts deployment or be admin-only. Ordinary users should only have access to basic deposit/withdrawal functions. It is generally recommended to limit the number of admin-only functions that interact with Gearbox as much as possible.

Arbitrary calls

The ability to execute arbitrary calls to external contracts or arbitrary multicalls in Gearbox, is, in general, not permitted. Special exceptions can be made if the integrating team presents strong arguments for why this functionality is required. In that case, the DAO may permit the use of general calls under the condition of auditing the contract code and OpSec of admin accounts, and possibly other conditions, on a case-by-case basis.

Upgradability

Smart contracts must not use proxies or other upgradeability patterns.

Application Process:

  1. Submit application by making a post on Governance Forum
  2. Risk committee and devs review the contracts and their compliance with the requirements above
  3. Community votes for adding the requested addresses/Smart-Contracts to CM Pro

Proposal to add Mellow & Brahma to High Limits CMs

ETH Credit Manager:

Allowed tokens

  • FRAX – 82.5
  • stETH – 92
  • ETH – 96
  • Curve stEthCrv – 92
  • Convex stEthCrv (both token and staked position) – 92

Allowed Protocols

  • Curve
  • Convex
  • Uniswap V2/V3
  • Sushiswap
  • Lido

Borrow Limits

300ETH - 4000 ETH

Fees

Liquidation fee 1% and liquidation premium 3%
USDC Credit Manager

Allowed tokens

  • Curve GUSD3CRV – 91
  • Convex GUSD3CRV (both token and staked position) – 91
  • 3CRV – 92
  • USDC – 96
  • USDT – 92
  • DAI – 94
  • GUSD – 87.5

Allowed Protocols

  • Curve
  • Convex
  • Uniswap V2/V3
  • Sushiswap
  • Lido

Borrow Limits

500k USDC - 6M USDC

Fees

Liquidation fee 1% and liquidation premium 3%

Conclusion

This proposal consists of 3 separate topics:

  • Approval of the requirements for integrators who use Gearbox inventory to get access to High Limits Credit Managers.
  • Consider the application of Mellow Protocol to get access to High Limits Credit Managers
  • Consider the application of Brahma Protocol to get access to High Limits Credit Managers
2 Likes

Support this proposal.

@van0k @0xmikko did you have a look on Mellow and Brahma vaults implementation (I mean their fit to requirements discussed).

@yaron also good to know your opinion on LTs

1 Like

before the LTs, can you share some background on why the liquidation fee and liquidation premium for these accounts is lower?
afaik, these strategies suppose to prevent the account from being liquidated. So surely these projects wouldn’t mind having the same liquidation penalty (fee + incentive).

it is the limited number of assets on Credit Accounts. so liquidations cost less money (in current Credit Managers it is considered that Credit Account could have up to 6-7 Convex positions in worst scenario).

Also it is important that Credit Account’s size is bigger than for current Credit Manager.

Support this proposal.I think this is desirable

I see.
Generally speak, setting higher limits AND higher liquidation thresholds increase the risk.
I understand that the new vaults will somehow mitigate this extra risk as they promise to maintain a fixed leverage in practice.

But if this is the case, then it is even better to keep the existing liquidation thresholds (and liquidation penalties), given that the projects promise not to exceed them.

1 Like

Support this proposal.
It definitely makes sense. We should be interested in new developers building their products using Gearbox. We must go to meet them.

This only lowers gas costs, right? I think bigger credit limits should be at least the same as current penalties or more because liquidating a large account on market eats up more slippage and thus reduce the liquidator incentives. Reducing existing incentive might make it so that after considering slippage there is loss on liquidator side.

1 Like

good point. as @yaron also think that it’s better to keep the liquidation fee & premium the same as for ordinary Credit Managers, I’d follow his advice.

1 Like
  • Also liquidation thresholds.
1 Like

Support this proposal… let’s keep growing