Approve API3 Data Feeds for use within Compound Finance

Gauntlet believes that while the potential for value recapture through the OEV Network is intriguing, we share some concerns around the proposed OEV mechanism :

  1. Bridging to API3’s OEV Network:
    • Since searchers/liquidators must bridge to API3’s OEV Network, it introduces different dynamics compared to Mainnet which employs use of private mempools, potentially limiting the network effects and competition found on Mainnet with added switching costs to operate multiple instances of liquidation mechanisms.
  2. Flashloan Restrictions:
    • The use of flash loans is not entirely possible or is met with friction, as searchers must front a percentage of collateral and bridge it to the chain. This collateral is locked when a bid is submitted, adding a layer of complexity to the process. It remains unlocked until a bid is awarded.
    • The absence of inefficiency of flashloans will likely reduce capital efficiency and limit the types of participants able to engage in liquidations. This could lead to a less diverse and potentially less robust liquidator ecosystem and may cause insolvencies to the protocol.
  3. Latency and Liquidation Timing:
    • The proposed maximum latency of 60 seconds plus bridging time to Mainnet is significantly longer than current liquidation speeds on Compound. This increased latency introduces additional risk considering compound’s liquidation mechanisms, especially during periods of high market volatility.
  4. Collateral Requirements and Risk Management:
    • From the documentation it appears that 5% is the minimum collateral requirement to be awarded bids. This collateral requirement introduces capped upside for liquidators, as the potential profit is limited by the collateral amount. Moreover, liquidators face additional directional risk, especially in volatile markets, which could lead to losses even on successful liquidations. This risk exposure may deter participation, potentially reducing overall market efficiency.
    • In essence, this 5% collateral requirement transforms liquidations from a relatively risk-free arbitrage opportunity into a more complex trading strategy that requires careful risk management and market timing. It aligns liquidator incentives more closely with the overall health of the protocol but at the cost of potentially reduced liquidation efficiency.

We appreciate any thoughts around our perspectives and if there are ways to mitigate the above.

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