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Refactor _getExpiredCashValue() to remove external Otoken calls #335

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haythemsellami opened this issue Jan 4, 2021 · 0 comments

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haythemsellami commented Jan 4, 2021

Modify _getExpiredCashValue() to take the otoken underlying, strike asset, expiry and option type as params instead of taking an Otoken contract.

The current MarginCalculator implementation have a lot of repetitive external calls, as an example:

https://github.com/opynfinance/GammaProtocol/blob/master/contracts/MarginCalculator.sol#L49 getExpiredPayoutRate() call _getExpiredCashValue() that fetch the Otoken properties, but also some of them get called again later https://github.com/opynfinance/GammaProtocol/blob/master/contracts/MarginCalculator.sol#L51
....

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