@haven-fi/solauto-sdk 1.0.581 → 1.0.583

package/dist/utils/solauto/rebalanceUtils.js

@@ -1,287 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getRebalanceValues = getRebalanceValues;
-exports.getFlashLoanRequirements = getFlashLoanRequirements;
-exports.getFlashLoanDetails = getFlashLoanDetails;
-exports.getJupSwapRebalanceDetails = getJupSwapRebalanceDetails;
-const web3_js_1 = require("@solana/web3.js");
-const generated_1 = require("../../generated");
-const generalUtils_1 = require("./generalUtils");
-const umi_web3js_adapters_1 = require("@metaplex-foundation/umi-web3js-adapters");
-const jupiterUtils_1 = require("../jupiterUtils");
-const generalUtils_2 = require("../generalUtils");
-const numberUtils_1 = require("../numberUtils");
-const priceUtils_1 = require("../priceUtils");
-const constants_1 = require("../../constants");
-function getAdditionalAmountToDcaIn(dca) {
-    if (dca.dcaInBaseUnit === BigInt(0)) {
-        return 0;
-    }
-    const debtBalance = Number(dca.dcaInBaseUnit);
-    const updatedDebtBalance = (0, generalUtils_1.getUpdatedValueFromAutomation)(debtBalance, 0, dca.automation, (0, generalUtils_2.currentUnixSeconds)());
-    return debtBalance - updatedDebtBalance;
-}
-function getStandardTargetLiqUtilizationRateBps(state, settings) {
-    const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, (0, generalUtils_2.currentUnixSeconds)());
-    if (state.liqUtilizationRateBps < adjustedSettings.boostToBps) {
-        return adjustedSettings.boostToBps;
-    }
-    else if (state.liqUtilizationRateBps > settings.repayToBps) {
-        return adjustedSettings.repayToBps;
-    }
-    else {
-        throw new Error("Invalid rebalance condition");
-    }
-}
-function targetLiqUtilizationRateBpsFromDCA(state, settings, dca, currentUnixTime) {
-    const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, currentUnixTime);
-    let targetRateBps = 0;
-    if (dca.dcaInBaseUnit > BigInt(0)) {
-        targetRateBps = Math.max(state.liqUtilizationRateBps, adjustedSettings.boostToBps);
-    }
-    else {
-        targetRateBps = adjustedSettings.boostToBps;
-    }
-    return targetRateBps;
-}
-function isDcaRebalance(state, settings, dca, currentUnixTime) {
-    if (dca === undefined || dca.automation.targetPeriods === 0) {
-        return false;
-    }
-    const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, currentUnixTime);
-    if (state.liqUtilizationRateBps >
-        adjustedSettings.repayToBps + adjustedSettings.repayGap) {
-        return false;
-    }
-    if (!(0, generalUtils_1.eligibleForNextAutomationPeriod)(dca.automation, currentUnixTime)) {
-        return false;
-    }
-    return true;
-}
-function getTargetRateAndDcaAmount(state, settings, dca, currentUnixTime, targetLiqUtilizationRateBps) {
-    if (targetLiqUtilizationRateBps !== undefined) {
-        return {
-            targetRateBps: targetLiqUtilizationRateBps,
-        };
-    }
-    if (settings === undefined) {
-        throw new Error("If rebalancing a self-managed position, settings and DCA should be provided");
-    }
-    if (isDcaRebalance(state, settings, dca, currentUnixTime)) {
-        const targetLiqUtilizationRateBps = targetLiqUtilizationRateBpsFromDCA(state, settings, dca, currentUnixTime);
-        const amountToDcaIn = getAdditionalAmountToDcaIn(dca);
-        return {
-            targetRateBps: targetLiqUtilizationRateBps,
-            amountToDcaIn,
-        };
-    }
-    else {
-        return {
-            targetRateBps: getStandardTargetLiqUtilizationRateBps(state, settings),
-        };
-    }
-}
-function getRebalanceValues(state, settings, dca, currentUnixTime, supplyPrice, debtPrice, targetLiqUtilizationRateBps) {
-    let { targetRateBps, amountToDcaIn } = getTargetRateAndDcaAmount(state, settings, dca, currentUnixTime, targetLiqUtilizationRateBps);
-    // TODO: REVERT ME AND GET TO THE ROOT OF THIS ISSUE
-    const supplyMint = (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(state.supply.mint);
-    if (constants_1.BROKEN_TOKENS.includes(supplyMint.toString()) &&
-        ((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(state.debt.mint).equals(new web3_js_1.PublicKey(constants_1.USDC)) ||
-            (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(state.debt.mint).equals(new web3_js_1.PublicKey(constants_1.USDT))) &&
-        settings &&
-        settings.boostToBps ===
-            (0, numberUtils_1.maxBoostToBps)(state.maxLtvBps, state.liqThresholdBps) &&
-        targetRateBps === settings.boostToBps) {
-        targetRateBps = 6500;
-    }
-    const amountUsdToDcaIn = (0, numberUtils_1.fromBaseUnit)(BigInt(Math.round(amountToDcaIn ?? 0)), state.debt.decimals) *
-        (dca?.tokenType === generated_1.TokenType.Debt ? debtPrice : supplyPrice);
-    const rebalanceDirection = amountUsdToDcaIn > 0 || state.liqUtilizationRateBps <= targetRateBps
-        ? generated_1.RebalanceDirection.Boost
-        : generated_1.RebalanceDirection.Repay;
-    const adjustmentFeeBps = (0, numberUtils_1.getSolautoFeesBps)(false, targetLiqUtilizationRateBps, (0, numberUtils_1.calcNetWorthUsd)(state), rebalanceDirection).total;
-    let debtAdjustmentUsd = (0, numberUtils_1.getDebtAdjustmentUsd)(state.liqThresholdBps, (0, numberUtils_1.calcSupplyUsd)(state) + amountUsdToDcaIn, (0, numberUtils_1.calcDebtUsd)(state), targetRateBps, adjustmentFeeBps);
-    const maxRepayTo = (0, numberUtils_1.maxRepayToBps)(state.maxLtvBps, state.liqThresholdBps);
-    return {
-        debtAdjustmentUsd,
-        repayingCloseToMaxLtv: state.liqUtilizationRateBps > maxRepayTo && targetRateBps >= maxRepayTo,
-        amountToDcaIn: amountToDcaIn ?? 0,
-        amountUsdToDcaIn,
-        dcaTokenType: dca?.tokenType,
-        rebalanceAction: (amountToDcaIn ?? 0) > 0
-            ? "dca"
-            : rebalanceDirection === generated_1.RebalanceDirection.Boost
-                ? "boost"
-                : "repay",
-        rebalanceDirection,
-        feesUsd: Math.abs(debtAdjustmentUsd * (0, numberUtils_1.fromBps)(adjustmentFeeBps)),
-        targetRateBps,
-    };
-}
-function postRebalanceLiqUtilizationRateBps(client, values, swapOutputAmount) {
-    let supplyUsd = (0, numberUtils_1.calcSupplyUsd)(client.solautoPositionState) + values.amountUsdToDcaIn;
-    let debtUsd = (0, numberUtils_1.calcDebtUsd)(client.solautoPositionState);
-    const boost = values.rebalanceDirection === generated_1.RebalanceDirection.Boost;
-    const outputToken = (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(boost
-        ? client.solautoPositionState.supply.mint
-        : client.solautoPositionState.debt.mint);
-    const debtAdjustmentUsdAbs = Math.abs(values.debtAdjustmentUsd);
-    const swapOutputUsd = swapOutputAmount
-        ? (0, numberUtils_1.fromBaseUnit)(swapOutputAmount, (0, generalUtils_2.tokenInfo)(outputToken).decimals) *
-            ((0, priceUtils_1.safeGetPrice)(outputToken) ?? 0)
-        : debtAdjustmentUsdAbs;
-    supplyUsd = boost
-        ? supplyUsd + swapOutputUsd
-        : supplyUsd - debtAdjustmentUsdAbs;
-    debtUsd = boost ? debtUsd + debtAdjustmentUsdAbs : debtUsd - swapOutputUsd;
-    return (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, client.solautoPositionState?.liqThresholdBps ?? 0);
-}
-function insufficientLiquidity(amountNeededUsd, liquidity, tokenDecimals, tokenPrice) {
-    return amountNeededUsd > (0, numberUtils_1.fromBaseUnit)(liquidity, tokenDecimals) * tokenPrice;
-}
-async function getFlashLoanRequirements(client, values, attemptNum) {
-    let supplyUsd = (0, numberUtils_1.calcSupplyUsd)(client.solautoPositionState) +
-        (values.dcaTokenType === generated_1.TokenType.Supply ? values.amountUsdToDcaIn : 0);
-    let debtUsd = (0, numberUtils_1.calcDebtUsd)(client.solautoPositionState);
-    const debtAdjustmentUsdAbs = Math.abs(values.debtAdjustmentUsd);
-    supplyUsd =
-        values.rebalanceDirection === generated_1.RebalanceDirection.Repay
-            ? supplyUsd - debtAdjustmentUsdAbs
-            : supplyUsd;
-    debtUsd =
-        values.rebalanceDirection === generated_1.RebalanceDirection.Boost
-            ? debtUsd + debtAdjustmentUsdAbs
-            : debtUsd;
-    const tempLiqUtilizationRateBps = (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, client.solautoPositionState.liqThresholdBps);
-    const maxLiqUtilizationRateBps = (0, numberUtils_1.getMaxLiqUtilizationRateBps)(client.solautoPositionState.maxLtvBps, client.solautoPositionState.liqThresholdBps, 0.02);
-    const requiresFlashLoan = supplyUsd <= 0 || tempLiqUtilizationRateBps > maxLiqUtilizationRateBps;
-    const supplyPrice = (0, priceUtils_1.safeGetPrice)(client.supplyMint) ?? 0;
-    const debtPrice = (0, priceUtils_1.safeGetPrice)(client.debtMint) ?? 0;
-    const debtAdjustmentUsd = Math.abs(values.debtAdjustmentUsd);
-    const insufficientSupplyLiquidity = insufficientLiquidity(debtAdjustmentUsd, client.supplyLiquidityAvailable(), (0, generalUtils_2.tokenInfo)(client.supplyMint).decimals, supplyPrice);
-    const insufficientDebtLiquidity = insufficientLiquidity(debtAdjustmentUsd, client.debtLiquidityAvailable(), (0, generalUtils_2.tokenInfo)(client.debtMint).decimals, debtPrice);
-    let useDebtLiquidity = values.rebalanceDirection === generated_1.RebalanceDirection.Boost ||
-        insufficientSupplyLiquidity;
-    let signerFlashLoan = false;
-    if ((attemptNum ?? 0) >= 3 ||
-        (insufficientSupplyLiquidity && insufficientDebtLiquidity)) {
-        const { supplyBalance, debtBalance } = await client.signerBalances();
-        const sufficientSignerSupplyLiquidity = !insufficientLiquidity(debtAdjustmentUsd, supplyBalance, (0, generalUtils_2.tokenInfo)(client.supplyMint).decimals, supplyPrice);
-        const sufficientSignerDebtLiquidity = !insufficientLiquidity(debtAdjustmentUsd, debtBalance, (0, generalUtils_2.tokenInfo)(client.debtMint).decimals, debtPrice);
-        signerFlashLoan =
-            sufficientSignerSupplyLiquidity || sufficientSignerDebtLiquidity;
-        if (signerFlashLoan) {
-            useDebtLiquidity =
-                values.rebalanceDirection === generated_1.RebalanceDirection.Boost ||
-                    !sufficientSignerSupplyLiquidity;
-        }
-        else {
-            throw new Error(`Insufficient liquidity to perform the transaction`);
-        }
-    }
-    (0, generalUtils_2.consoleLog)("Requires flash loan:", requiresFlashLoan);
-    (0, generalUtils_2.consoleLog)("Use debt liquidity:", useDebtLiquidity);
-    (0, generalUtils_2.consoleLog)("Intermediary liq utilization rate:", tempLiqUtilizationRateBps, `$${supplyUsd}`, `$${debtUsd}`, "Max:", maxLiqUtilizationRateBps);
-    return requiresFlashLoan ? { useDebtLiquidity, signerFlashLoan } : undefined;
-}
-function getFlashLoanDetails(client, flRequirements, values, jupQuote) {
-    let flashLoanToken = undefined;
-    const inAmount = BigInt(parseInt(jupQuote.inAmount));
-    const outAmount = BigInt(parseInt(jupQuote.outAmount));
-    const boosting = values.rebalanceDirection === generated_1.RebalanceDirection.Boost;
-    if (boosting || flRequirements.useDebtLiquidity) {
-        flashLoanToken = client.solautoPositionState.debt;
-    }
-    else {
-        flashLoanToken = client.solautoPositionState.supply;
-    }
-    if (jupQuote.swapMode !== "ExactOut" && jupQuote.swapMode !== "ExactIn") {
-        throw new Error("Token ledger swap not currently supported");
-    }
-    const baseUnitAmount = boosting || (!boosting && !flRequirements.useDebtLiquidity)
-        ? inAmount
-        : outAmount;
-    return {
-        ...flRequirements,
-        baseUnitAmount,
-        mint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(flashLoanToken.mint),
-    };
-}
-async function findSufficientQuote(client, values, jupSwapInput, criteria) {
-    let jupQuote;
-    let insufficient = false;
-    for (let i = 0; i < 10; i++) {
-        (0, generalUtils_2.consoleLog)("Finding sufficient quote...");
-        jupQuote = await (0, jupiterUtils_1.getJupQuote)(jupSwapInput);
-        const outputAmount = parseInt(jupQuote.outAmount);
-        const postRebalanceRate = postRebalanceLiqUtilizationRateBps(client, values, BigInt(outputAmount));
-        insufficient = criteria.minOutputAmount
-            ? outputAmount < Number(criteria.minOutputAmount)
-            : criteria.minLiqUtilizationRateBps
-                ? postRebalanceRate < criteria.minLiqUtilizationRateBps
-                : postRebalanceRate > criteria.maxLiqUtilizationRateBps;
-        if (insufficient) {
-            (0, generalUtils_2.consoleLog)(jupQuote);
-            jupSwapInput.amount =
-                jupSwapInput.amount +
-                    BigInt(Math.round(Number(jupSwapInput.amount) * 0.01));
-        }
-        else {
-            break;
-        }
-    }
-    return jupQuote;
-}
-async function getJupSwapRebalanceDetails(client, values, flRequirements, targetLiqUtilizationRateBps, attemptNum) {
-    const input = values.rebalanceDirection === generated_1.RebalanceDirection.Boost
-        ? client.solautoPositionState.debt
-        : client.solautoPositionState.supply;
-    const output = values.rebalanceDirection === generated_1.RebalanceDirection.Boost
-        ? client.solautoPositionState.supply
-        : client.solautoPositionState.debt;
-    const rebalanceToZero = targetLiqUtilizationRateBps === 0;
-    const usdToSwap = Math.abs(values.debtAdjustmentUsd) +
-        (values.dcaTokenType === generated_1.TokenType.Debt ? values.amountUsdToDcaIn : 0);
-    let inputAmount = (0, numberUtils_1.toBaseUnit)(usdToSwap / (0, priceUtils_1.safeGetPrice)(input.mint), input.decimals);
-    let outputAmount = rebalanceToZero
-        ? output.amountUsed.baseUnit +
-            BigInt(Math.round(Number(output.amountUsed.baseUnit) *
-                // Add this small percentage to account for the APR on the debt between now and the transaction
-                0.0001))
-        : (0, numberUtils_1.toBaseUnit)(usdToSwap / (0, priceUtils_1.safeGetPrice)(output.mint), output.decimals);
-    const repaying = values.rebalanceDirection === generated_1.RebalanceDirection.Repay;
-    const flashLoanRepayFromDebt = repaying && flRequirements && flRequirements.useDebtLiquidity;
-    const exactOut = flashLoanRepayFromDebt && !rebalanceToZero;
-    // || rebalanceToZero
-    const exactIn = !exactOut;
-    if (exactIn && (rebalanceToZero || values.repayingCloseToMaxLtv)) {
-        inputAmount = inputAmount + BigInt(Math.round(Number(inputAmount) * 0.005));
-    }
-    const jupSwapInput = {
-        inputMint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint),
-        outputMint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint),
-        exactIn,
-        exactOut,
-        amount: exactOut ? outputAmount : inputAmount,
-    };
-    (0, generalUtils_2.consoleLog)(jupSwapInput);
-    let jupQuote = undefined;
-    if (exactIn && (rebalanceToZero || values.repayingCloseToMaxLtv)) {
-        jupQuote = await findSufficientQuote(client, values, jupSwapInput, {
-            minOutputAmount: rebalanceToZero ? outputAmount : undefined,
-            maxLiqUtilizationRateBps: values.repayingCloseToMaxLtv
-                ? (0, numberUtils_1.maxRepayToBps)(client.solautoPositionState?.maxLtvBps ?? 0, client.solautoPositionState?.liqThresholdBps ?? 0) - 15
-                : undefined,
-        });
-    }
-    const addPadding = exactOut;
-    return {
-        ...jupSwapInput,
-        destinationWallet: flashLoanRepayFromDebt
-            ? (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(client.signer.publicKey)
-            : client.solautoPosition,
-        slippageIncFactor: 0.2 + (attemptNum ?? 0) * 0.25,
-        addPadding,
-        jupQuote,
-    };
-}

package/src/clients/index.ts

@@ -1,4 +0,0 @@
-export * from './solautoMarginfiClient';
-export * from './solautoClient';
-export * from './referralStateManager';
-export * from './txHandler';