PANews reported on June 16 that the Drift Protocol team is working on a protocol reboot, recalculating all risk parameters for both perpetual and spot (lending) markets. These parameters will be based on historical order book performance during extreme market downturns, rather than subjective settings. An initial relatively conservative strategy will be adopted, gradually loosening as TVL (Total Value Limit) recovers. The team stated that they will link the open interest cap (OI cap) for each instrument to the liquidation capacity under approximately 40% instantaneous reverse volatility to prevent bad debts. They will also optimize the pricing and spread logic of the internal market-making module (vAMM) to reduce extreme volatility in funding rates and reduce the attack surface by removing unnecessary legacy code. A complete changelog will be released upon reboot.