GRFC: Whitelist Flux Lending Strategy for use in Gro protocol

Title

[GRFC] - Whitelist Flux Lending Strategy for use in Gro protocol

Summary

This GRFC proposes to whitelist and implement a vault for lending USDC to the Flux Finance Lending Pool. Flux Finance, a decentralized lending protocol by Ondo Finance, facilitates over-collateralized lending and borrowing through a peer-to-pool framework. This protocol is a derivative of Compound V2 and has undergone slight modifications focused on permissioning, which received auditing through code4rena. Loans within Flux maintain over-collateralization through the utilization of the Ondo Short-Term US Government Bond Fund (OUSG), a type of limited partnership interests within Ondo I LP, a Delaware limited partnership. OUSG’s value is upheld by investments in the Blackrock iShares Short Treasury Bond ETF (SHV) and relies on regulated third-party service providers for custody, fund administration, and audits. This proposal commences with an introduction to the Flux Lending Pool and further delves into quantitative analysis.

Flux Finance Overview

Flux Finance stands as a decentralized lending protocol introduced by the Ondo Finance team and governed by ONDO token holders within the Ondo DAO framework. This protocol, based on Compound V2 with slight adaptations for permissioned tokens like OUSG, offers an array of lending options including USDC, DAI, USDT, and FRAX, with OUSG exclusively serving as collateral.

The primary objective of Flux is twofold: to enhance the value of OUSG and to streamline the incorporation of real-world assets into blockchain ecosystems while adhering to regulatory standards. This DeFi approach strives to maintain a balance between accessibility and compliance.

fTokens Functionality

  • fTokens: Similar to Compound’s cToken standard, fTokens in Flux Finance enable lenders to convert stablecoins into protocol-balancing fTokens. These tokens gain value through the fToken/Token exchange rate, gradually increasing instead of distributing immediate interest. This design allows gradual asset redemption. Flux Finance’s supply and borrowing rates adapt dynamically based on market conditions.

  • Permissioned Tokens: fTokens are designed to accommodate permissioned tokens. Notably, transfers involving fOUSG are restricted to whitelisted addresses. This safeguard ensures compliance with ownership requirements through kycRegistry contract validation. Additionally, the system prevents transfers that could negatively impact borrower liquidity, maintaining protocol stability.

  • Key Parameters: Managed via the Unitroller contract, several essential parameters shape the OUSG lending market:

    • Collateral Factor: This factor, ranging from 0% to 98%, determines borrowing capacity relative to supplied value.
    • Close Factor: Set between 5% and 90%, it indicates the proportion of liquidatable account borrowings that can be repaid in a single liquidation.
    • Liquidation Premium: An additional percentage of liquidated value compensated to the liquidator.
  • Current Values: As of now, the OUSG Collateral Factor stands at 92%, the Close Factor at 50%, and the Liquidation Premium at 5%.

  • Tokens Available:

    Supply & Borrow (fToken):

    Collateral (fToken):

Flux Market Analysis

  • Months alive: 6 Months
  • Protocol TVL: $63M
  • Bug Bounty: $550.000
  • Audits: 1 - code4rena

According to Defi Llama, which employs a TVL calculation incorporating borrowed funds, Flux protocol’s Total Value Locked (TVL) reached $63 million in early August 2023, with OUSG accounting for 60% of this figure. USDC emerges as the most supplied and borrowable asset, closely trailed by DAI.

fUSDC Description

  • 7d supply APY: 4.85%
  • Token Holders: 444
  • Total Supply: $20.18M

Benefits (Pros)

  • The stability of Flux’s tokenized Treasuries minimizes the risk of bad debt
  • Ondo Finance’s self-sustaining approach, prioritizing essential financial services over external incentives, solidifies the project’s enduring viability.

Downsides (Cons)

  • While the lending interest rates for supplying are competitive compared to larger money market protocols, the on-chain adoption appears to be relatively limited

Resources

Submission date and next steps

  • Date of Submission: 2023-08-11T00:00:00Z
  • Move proposal to Snapshot if RFC feedback is implemented and there is sufficient support: 2023-08-17T00:00:00Z (at the earliest)

Signalling Vote

Please indicate below whether you are FOR, AGAINST; or have no opinion (ABSTAIN); on this sub-proposal.

FOR: Approve fUSDC strategy for whitelisting on Gro protocol

AGAINST: Do not approve the fUSDC strategy for whitelisting on Gro protocol

ABSTAIN: No opinion on approving the fUSDC strategy for whitelisting on Gro protocol

  • FOR: Approve fUSDC for whitelisting on Gro protocol
  • AGAINST: Do not approve the fUSDC for whitelisting on Gro protocol
  • ABSTAIN: No opinion on approving the fUSDC for whitelisting on Gro protocol
0 voters
2 Likes

I support diversification away from 3CRV!

1 Like

One risk to consider here is that of capped out utilisation due to slow deleverage in a potential crisis. Lending protocols typically have users with primarily onchain assets who can deleverage quickly as people move assets between different protocols (Michwil excluded!!). The primary use case of Flux is for qualified purchasers (ie >$5mn plus net worths) to be able to take a leveraged position on US treasuries. The leverage loop here is using OUSG as collateral to borrow USDC, use that to buy more OUSG and fold that a couple of times. Since OUSG is using a liquid money market ETF there is no duration risk but the deleverage has to go through Ondo to sell off OUSG for USDC and that means each loop may take day/days. This would be a duration during which withdrawals from Flux cannot be processed due to utilisation being capped out - albeit with elevated APYs due to the same reason.

2 Likes

It seems like we will need to swap from 3crv into USDC for this strategy - if so, should we have a 3crv token balance check to determine acceptable slippage when withdrawing usdc from 3crv to deposit into this strategy?

also, if withdrawing in liquidity crunch is a concern, do we need to add monitoring for the underlying ishares SHV price to determine when such deleveraging events might become more likely?

1 Like

@kwww Thank you for your message regarding the strategy adjustments. Your questions and suggestions are valued, and I’m pleased to provide some insights.

Regarding the first question:
Absolutely, if the proposal successfully gets voted on, a comprehensive analysis will be required to establish the specific constraints and execution steps. Properly determining the acceptable slippage is crucial to ensure the strategy’s overall effectiveness.

Regarding the second question:
Your idea is truly insightful. At present, Gro is in the process of developing an enhanced Risk and Rebalancing Framework. This new framework will encompass a range of relevant metrics tailored to strategies such as this one. We would love to hear your thoughts and have a deeper discussion. Let us reach out via direct message to explore how we could get you involved.

Thank you once again for your support and willingness to contribute!