Morpho - APY Optimiser

  • peer-to-peer solution built on top of lending pools Compound & AAVE

  • matching lenders & borrowers that lenders receive interest payments paid by the borrowers they are paired with, achieve 100% utilisation rate

  • solve the spread that there're more leaders than borrowers on general liquidity pools lead to low capital efficiency

  • if original interest of lending is 1% & borrowing is -3%, such matching allows lenders to get more than 1% & borrowers less than -3% annually

Peer-to-Peer (P2P) & Peer-to-Pool (P2Pool)

  • P2Pool is used by general lending protocol, where all funds are in shared pool

    • lenders share the interests paid by the borrowers proportionally to their share of the pool

    • borrowers are able to utilise all capital in the shared pool

  • P2P is built on top of P2Pool that enhances capital efficiency

    • lenders and borrowers are matched together directly without going through a pool

    • lender gets the interest paid by the borrowers that matched with the entirety of the capital he lent

Peer-to-Peer Matching Engine

  • Lenders deposit liquidity to the pool, then matches with the larger borrowers first and so on

  • borrowers ask for a loan, the demands are matched with the larger lenders first and so on

  • this mechanism sorts users by descending volume that maximises matched volume & minimises gas

  • max gas for matching is set to avoid a big volume matches with multiple tiny volume that costs a lot of gas

  • fall back may happen when no cost efficiency pairs found

    • no fall back: lender matches with sufficient borrowers within max gas

    • partial fall back: lender partially matches with some borrowers, partial capital interest improved & partial falls back to underlying pool

    • fully fall back: lender cannot find any matchable borrowers, earn from underlying pool

  • withdrawal of lender can happen before borrower repays the loan

    • the protocol rematch other lender, or uses borrower's collateral to borrow corresponding assets

    • so borrower remains in the pool & lender can do instant withdrawal

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