Pkg
Stats

npm package discovery and stats viewer.

Discover Tips

General search
[free text search, go nuts!]
Package details
pkg:[package-name]
User packages
@[username]

Sponsor

I’ve always been into building performant and accessible sites, but lately I’ve been taking it extremely seriously. So much so that I’ve been building a tool to help me optimize and monitor the sites that I build to make sure that I’m making an attempt to offer the best experience to those who visit them. If you’re into performant, accessible and SEO friendly sites, you might like it too! You can check it out at Optimize Toolset.

About

Hi, 👋, I’m Ryan Hefner and I built this site for me, and you! The goal of this site was to provide an easy way for me to check the stats on my npm packages, both for prioritizing issues and updates, and to give me a little kick in the pants to keep up on stuff.

As I was building it, I realized that I was actually using the tool to build the tool, and figured I might as well put this out there and hopefully others will find it to be a fast and useful way to search and browse npm packages as I have.

If you’re interested in other things I’m working on, follow me on Twitter or check out the open source projects I’ve been publishing on GitHub.

I am also working on a Twitter bot for this site to tweet the most popular, newest, random packages from npm. Please follow that account now and it will start sending out packages soon–ish.

Twitter
@PkgStats
GitHub
pkgstats
Twitter
@ryanhefner
GitHub
ryanhefner
Site
ryanhefner.com

Open Software & Tools

This site wouldn’t be possible without the immense generosity and tireless efforts from the people who make contributions to the world and share their work via open source initiatives. Thank you 🙏

Framework
react / react-dom
Server
next / express / next-routes
Data Store
redux / react-redux / next-redux-wrapper / redux-thunk / redux-logger
Caching
lru-cache
CSS / Styling
next-page-transitions / styled-components
Typeface
@ibm/plex
Avatars
gravatar
Data Viz
chart.js / react-sparklines
Date formatting
dayjs
Infinite scrolling
react-scroll-trigger
Markdown rendering
react-markdown
Repository url parsing
hosted-git-info
User data
npm-user
Compiling
babel-plugin-module-resolver / babel-plugin-styled-components
Types
prop-types
Odds & Ends
es6-promise / isomorphic-fetch

© 2024 – Pkg Stats / Ryan Hefner

@ribbon-finance/rvol

v1.4.2

Published

a year ago

Ethereum on-chain volatility data

Downloads

32

0High
0Medium
0Low

RVOL

RVOL (Ribbon Volatility) is a set of Solidity libraries and tools that utilizes Uniswap v3 to make on-chain volatility data accessible.

Its goals are to help builders for:

Building on-chain volatility indices
Querying realized volatility information
Pricing derivatives and options with on-chain data

The RVOL library intends to have the below features:

Realized volatility oracles for any Uniswap v3 pool
Options pricing with Black Scholes for Uniswap v3 pool
Index pricing with oracles

The Problem

On-chain options products such as Hegic and Siren need to rely on historical volatility of an asset to correctly price an option.

The problem here is two-fold:

There are no good ways to measure historical volatility on-chain. Hence, option contracts manually set an off-chain volatility number which is routinely updated. This breaks the trustless nature of these protocols.
Measuring daily volatility requires a TWAP, which oracle alternatives such as Chainlink do not offer.

To solve these issues, RVOL uses Uniswap v3's TWAP oracle to measure the daily volatility of an asset.

Team

RVOL is built by the Ribbon Finance team.

Licensing

GPL 3.0, see LICENSE file.