@haven-fi/solauto-sdk 1.0.581 → 1.0.583
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/constants/solautoConstants.d.ts +1 -0
- package/dist/constants/solautoConstants.d.ts.map +1 -1
- package/dist/constants/solautoConstants.js +4 -10
- package/dist/constants/switchboardConstants.d.ts.map +1 -1
- package/dist/constants/switchboardConstants.js +5 -5
- package/dist/generated/accounts/solautoPosition.js +2 -2
- package/dist/generated/errors/solauto.d.ts +14 -2
- package/dist/generated/errors/solauto.d.ts.map +1 -1
- package/dist/generated/errors/solauto.js +27 -5
- package/dist/generated/instructions/claimReferralFees.d.ts +1 -1
- package/dist/generated/instructions/claimReferralFees.d.ts.map +1 -1
- package/dist/generated/instructions/closePosition.d.ts +1 -1
- package/dist/generated/instructions/closePosition.d.ts.map +1 -1
- package/dist/generated/instructions/closePosition.js +2 -2
- package/dist/generated/instructions/marginfiOpenPosition.d.ts +1 -3
- package/dist/generated/instructions/marginfiOpenPosition.d.ts.map +1 -1
- package/dist/generated/instructions/marginfiOpenPosition.js +0 -1
- package/dist/generated/instructions/marginfiRebalance.d.ts +7 -3
- package/dist/generated/instructions/marginfiRebalance.d.ts.map +1 -1
- package/dist/generated/instructions/marginfiRebalance.js +3 -1
- package/dist/generated/types/index.d.ts +7 -1
- package/dist/generated/types/index.d.ts.map +1 -1
- package/dist/generated/types/index.js +7 -1
- package/dist/generated/types/positionData.d.ts +2 -2
- package/dist/generated/types/positionData.d.ts.map +1 -1
- package/dist/generated/types/positionData.js +1 -1
- package/dist/generated/types/positionState.d.ts +7 -7
- package/dist/generated/types/positionState.d.ts.map +1 -1
- package/dist/generated/types/positionState.js +3 -3
- package/dist/generated/types/{positionTokenUsage.d.ts → positionTokenState.d.ts} +6 -8
- package/dist/generated/types/positionTokenState.d.ts.map +1 -0
- package/dist/generated/types/{positionTokenUsage.js → positionTokenState.js} +6 -7
- package/dist/generated/types/rebalanceData.d.ts +7 -13
- package/dist/generated/types/rebalanceData.d.ts.map +1 -1
- package/dist/generated/types/rebalanceData.js +3 -6
- package/dist/generated/types/rebalanceDirection.d.ts +3 -2
- package/dist/generated/types/rebalanceDirection.d.ts.map +1 -1
- package/dist/generated/types/rebalanceDirection.js +3 -2
- package/dist/generated/types/rebalanceInstructionData.d.ts +27 -0
- package/dist/generated/types/rebalanceInstructionData.d.ts.map +1 -0
- package/dist/generated/types/rebalanceInstructionData.js +22 -0
- package/dist/generated/types/rebalanceStateValues.d.ts +27 -0
- package/dist/generated/types/rebalanceStateValues.d.ts.map +1 -0
- package/dist/generated/types/rebalanceStateValues.js +22 -0
- package/dist/generated/types/rebalanceStep.d.ts +15 -0
- package/dist/generated/types/rebalanceStep.d.ts.map +1 -0
- package/dist/generated/types/rebalanceStep.js +22 -0
- package/dist/generated/types/solautoRebalanceType.d.ts +4 -5
- package/dist/generated/types/solautoRebalanceType.d.ts.map +1 -1
- package/dist/generated/types/solautoRebalanceType.js +4 -5
- package/dist/generated/types/solautoSettingsParameters.d.ts +2 -15
- package/dist/generated/types/solautoSettingsParameters.d.ts.map +1 -1
- package/dist/generated/types/solautoSettingsParameters.js +1 -5
- package/dist/generated/types/solautoSettingsParametersInp.d.ts +1 -12
- package/dist/generated/types/solautoSettingsParametersInp.d.ts.map +1 -1
- package/dist/generated/types/solautoSettingsParametersInp.js +0 -3
- package/dist/generated/types/swapType.d.ts +15 -0
- package/dist/generated/types/swapType.d.ts.map +1 -0
- package/dist/generated/types/swapType.js +22 -0
- package/dist/generated/types/tokenBalanceChange.d.ts +21 -0
- package/dist/generated/types/tokenBalanceChange.d.ts.map +1 -0
- package/dist/generated/types/tokenBalanceChange.js +19 -0
- package/dist/generated/types/tokenBalanceChangeType.d.ts +18 -0
- package/dist/generated/types/tokenBalanceChangeType.d.ts.map +1 -0
- package/dist/generated/types/tokenBalanceChangeType.js +25 -0
- package/dist/generated/types/updatePositionData.d.ts +2 -2
- package/dist/generated/types/updatePositionData.d.ts.map +1 -1
- package/dist/generated/types/updatePositionData.js +1 -1
- package/dist/index.d.ts +8 -6
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +5 -5
- package/dist/marginfi-sdk/types/interestRateConfig.d.ts +3 -1
- package/dist/marginfi-sdk/types/interestRateConfig.d.ts.map +1 -1
- package/dist/marginfi-sdk/types/interestRateConfig.js +2 -1
- package/dist/services/flashLoans/flProviderAggregator.d.ts +19 -0
- package/dist/services/flashLoans/flProviderAggregator.d.ts.map +1 -0
- package/dist/services/flashLoans/flProviderAggregator.js +46 -0
- package/dist/services/flashLoans/flProviderBase.d.ts +23 -0
- package/dist/services/flashLoans/flProviderBase.d.ts.map +1 -0
- package/dist/services/flashLoans/flProviderBase.js +37 -0
- package/dist/services/flashLoans/index.d.ts +4 -0
- package/dist/services/flashLoans/index.d.ts.map +1 -0
- package/dist/services/flashLoans/index.js +19 -0
- package/dist/services/flashLoans/marginfiFlProvider.d.ts +25 -0
- package/dist/services/flashLoans/marginfiFlProvider.d.ts.map +1 -0
- package/dist/services/flashLoans/marginfiFlProvider.js +246 -0
- package/dist/services/index.d.ts +6 -0
- package/dist/services/index.d.ts.map +1 -0
- package/dist/services/index.js +21 -0
- package/dist/services/rebalance/index.d.ts +3 -0
- package/dist/services/rebalance/index.d.ts.map +1 -0
- package/dist/services/rebalance/index.js +18 -0
- package/dist/services/rebalance/rebalanceSwapManager.d.ts +30 -0
- package/dist/services/rebalance/rebalanceSwapManager.d.ts.map +1 -0
- package/dist/services/rebalance/rebalanceSwapManager.js +144 -0
- package/dist/services/rebalance/rebalanceTxBuilder.d.ts +22 -0
- package/dist/services/rebalance/rebalanceTxBuilder.d.ts.map +1 -0
- package/dist/services/rebalance/rebalanceTxBuilder.js +200 -0
- package/dist/services/rebalance/rebalanceValues.d.ts +31 -0
- package/dist/services/rebalance/rebalanceValues.d.ts.map +1 -0
- package/dist/services/rebalance/rebalanceValues.js +118 -0
- package/dist/services/rebalance/solautoFees.d.ts +13 -0
- package/dist/services/rebalance/solautoFees.d.ts.map +1 -0
- package/dist/services/rebalance/solautoFees.js +54 -0
- package/dist/services/solauto/index.d.ts +5 -0
- package/dist/services/solauto/index.d.ts.map +1 -0
- package/dist/{clients → services/solauto}/referralStateManager.d.ts +4 -5
- package/dist/services/solauto/referralStateManager.d.ts.map +1 -0
- package/dist/{clients → services/solauto}/referralStateManager.js +10 -12
- package/dist/services/solauto/solautoClient.d.ts +59 -0
- package/dist/services/solauto/solautoClient.d.ts.map +1 -0
- package/dist/{clients → services/solauto}/solautoClient.js +78 -109
- package/dist/services/solauto/solautoMarginfiClient.d.ts +34 -0
- package/dist/services/solauto/solautoMarginfiClient.d.ts.map +1 -0
- package/dist/services/solauto/solautoMarginfiClient.js +322 -0
- package/dist/{clients → services/solauto}/txHandler.d.ts +11 -2
- package/dist/services/solauto/txHandler.d.ts.map +1 -0
- package/dist/services/solauto/txHandler.js +38 -0
- package/dist/services/swap/index.d.ts +2 -0
- package/dist/services/swap/index.d.ts.map +1 -0
- package/dist/{utils/solauto → services/swap}/index.js +1 -2
- package/dist/services/swap/jupSwapManager.d.ts +37 -0
- package/dist/services/swap/jupSwapManager.d.ts.map +1 -0
- package/dist/services/swap/jupSwapManager.js +108 -0
- package/dist/services/transactions/index.d.ts.map +1 -0
- package/dist/{transactions → services/transactions}/transactionUtils.d.ts +3 -5
- package/dist/services/transactions/transactionUtils.d.ts.map +1 -0
- package/dist/{transactions → services/transactions}/transactionUtils.js +29 -137
- package/dist/{transactions → services/transactions}/transactionsManager.d.ts +4 -4
- package/dist/services/transactions/transactionsManager.d.ts.map +1 -0
- package/dist/{transactions → services/transactions}/transactionsManager.js +10 -8
- package/dist/solautoPosition/index.d.ts +4 -0
- package/dist/solautoPosition/index.d.ts.map +1 -0
- package/dist/solautoPosition/index.js +19 -0
- package/dist/solautoPosition/marginfiSolautoPositionEx.d.ts +14 -0
- package/dist/solautoPosition/marginfiSolautoPositionEx.d.ts.map +1 -0
- package/dist/solautoPosition/marginfiSolautoPositionEx.js +73 -0
- package/dist/solautoPosition/solautoPositionEx.d.ts +67 -0
- package/dist/solautoPosition/solautoPositionEx.d.ts.map +1 -0
- package/dist/solautoPosition/solautoPositionEx.js +143 -0
- package/dist/solautoPosition/utils.d.ts +17 -0
- package/dist/solautoPosition/utils.d.ts.map +1 -0
- package/dist/solautoPosition/utils.js +115 -0
- package/dist/types/solauto.d.ts +19 -1
- package/dist/types/solauto.d.ts.map +1 -1
- package/dist/utils/generalUtils.d.ts +1 -0
- package/dist/utils/generalUtils.d.ts.map +1 -1
- package/dist/utils/generalUtils.js +9 -1
- package/dist/utils/index.d.ts +1 -1
- package/dist/utils/index.d.ts.map +1 -1
- package/dist/utils/index.js +1 -1
- package/dist/utils/jitoUtils.d.ts.map +1 -1
- package/dist/utils/jupiterUtils.d.ts +3 -28
- package/dist/utils/jupiterUtils.d.ts.map +1 -1
- package/dist/utils/jupiterUtils.js +2 -73
- package/dist/utils/marginfiUtils.d.ts +4 -3
- package/dist/utils/marginfiUtils.d.ts.map +1 -1
- package/dist/utils/marginfiUtils.js +47 -18
- package/dist/utils/numberUtils.d.ts +3 -6
- package/dist/utils/numberUtils.d.ts.map +1 -1
- package/dist/utils/numberUtils.js +13 -48
- package/dist/utils/priceUtils.js +1 -1
- package/dist/utils/solanaUtils.js +2 -2
- package/dist/utils/{solauto/generalUtils.d.ts → solautoUtils.d.ts} +9 -16
- package/dist/utils/solautoUtils.d.ts.map +1 -0
- package/dist/utils/{solauto/generalUtils.js → solautoUtils.js} +48 -173
- package/dist/utils/switchboardUtils.d.ts +1 -1
- package/dist/utils/switchboardUtils.d.ts.map +1 -1
- package/dist/utils/switchboardUtils.js +10 -9
- package/local/createTokenAccounts.ts +1 -5
- package/local/logPositions.ts +22 -68
- package/local/shared.ts +29 -24
- package/local/txSandbox.ts +27 -0
- package/local/updateMarginfiLUT.ts +80 -4
- package/package.json +4 -7
- package/src/constants/solautoConstants.ts +4 -9
- package/src/constants/switchboardConstants.ts +10 -5
- package/src/generated/accounts/solautoPosition.ts +2 -2
- package/src/generated/errors/solauto.ts +45 -4
- package/src/generated/instructions/claimReferralFees.ts +1 -1
- package/src/generated/instructions/closePosition.ts +3 -3
- package/src/generated/instructions/marginfiOpenPosition.ts +0 -7
- package/src/generated/instructions/marginfiRebalance.ts +12 -3
- package/src/generated/types/index.ts +7 -1
- package/src/generated/types/positionData.ts +3 -3
- package/src/generated/types/positionState.ts +12 -12
- package/src/generated/types/{positionTokenUsage.ts → positionTokenState.ts} +13 -16
- package/src/generated/types/rebalanceData.ts +16 -27
- package/src/generated/types/rebalanceDirection.ts +1 -0
- package/src/generated/types/rebalanceInstructionData.ts +62 -0
- package/src/generated/types/rebalanceStateValues.ts +59 -0
- package/src/generated/types/rebalanceStep.ts +25 -0
- package/src/generated/types/solautoRebalanceType.ts +0 -1
- package/src/generated/types/solautoSettingsParameters.ts +4 -25
- package/src/generated/types/solautoSettingsParametersInp.ts +2 -24
- package/src/generated/types/swapType.ts +22 -0
- package/src/generated/types/tokenBalanceChange.ts +46 -0
- package/src/generated/types/tokenBalanceChangeType.ts +28 -0
- package/src/generated/types/updatePositionData.ts +3 -3
- package/src/index.ts +8 -8
- package/src/marginfi-sdk/types/interestRateConfig.ts +6 -2
- package/src/services/flashLoans/flProviderAggregator.ts +74 -0
- package/src/services/flashLoans/flProviderBase.ts +88 -0
- package/src/services/flashLoans/index.ts +3 -0
- package/src/services/flashLoans/marginfiFlProvider.ts +392 -0
- package/src/services/index.ts +5 -0
- package/src/services/rebalance/index.ts +2 -0
- package/src/services/rebalance/rebalanceSwapManager.ts +218 -0
- package/src/services/rebalance/rebalanceTxBuilder.ts +330 -0
- package/src/services/rebalance/rebalanceValues.ts +232 -0
- package/src/services/rebalance/solautoFees.ts +61 -0
- package/src/services/solauto/index.ts +4 -0
- package/src/{clients → services/solauto}/referralStateManager.ts +17 -31
- package/src/{clients → services/solauto}/solautoClient.ts +142 -205
- package/src/services/solauto/solautoMarginfiClient.ts +472 -0
- package/src/services/solauto/txHandler.ts +69 -0
- package/src/services/swap/index.ts +1 -0
- package/src/services/swap/jupSwapManager.ts +189 -0
- package/src/{transactions → services/transactions}/transactionUtils.ts +40 -280
- package/src/{transactions → services/transactions}/transactionsManager.ts +15 -10
- package/src/solautoPosition/index.ts +3 -0
- package/src/solautoPosition/marginfiSolautoPositionEx.ts +111 -0
- package/src/solautoPosition/solautoPositionEx.ts +281 -0
- package/src/solautoPosition/utils.ts +188 -0
- package/src/types/solauto.ts +30 -2
- package/src/utils/generalUtils.ts +9 -1
- package/src/utils/index.ts +2 -2
- package/src/utils/jitoUtils.ts +0 -4
- package/src/utils/jupiterUtils.ts +3 -164
- package/src/utils/marginfiUtils.ts +77 -43
- package/src/utils/numberUtils.ts +18 -77
- package/src/utils/solanaUtils.ts +1 -1
- package/src/utils/{solauto/generalUtils.ts → solautoUtils.ts} +66 -288
- package/src/utils/switchboardUtils.ts +15 -17
- package/tests/transactions/shared.ts +135 -0
- package/tests/transactions/solautoMarginfi.ts +8 -198
- package/tests/unit/accounts.ts +3 -10
- package/tests/unit/lookupTables.ts +23 -2
- package/tests/unit/rebalanceCalculations.ts +65 -343
- package/dist/clients/index.d.ts +0 -5
- package/dist/clients/index.d.ts.map +0 -1
- package/dist/clients/referralStateManager.d.ts.map +0 -1
- package/dist/clients/solautoClient.d.ts +0 -71
- package/dist/clients/solautoClient.d.ts.map +0 -1
- package/dist/clients/solautoMarginfiClient.d.ts +0 -51
- package/dist/clients/solautoMarginfiClient.d.ts.map +0 -1
- package/dist/clients/solautoMarginfiClient.js +0 -497
- package/dist/clients/txHandler.d.ts.map +0 -1
- package/dist/clients/txHandler.js +0 -23
- package/dist/generated/types/positionTokenUsage.d.ts.map +0 -1
- package/dist/transactions/index.d.ts.map +0 -1
- package/dist/transactions/transactionUtils.d.ts.map +0 -1
- package/dist/transactions/transactionsManager.d.ts.map +0 -1
- package/dist/utils/solauto/generalUtils.d.ts.map +0 -1
- package/dist/utils/solauto/index.d.ts +0 -3
- package/dist/utils/solauto/index.d.ts.map +0 -1
- package/dist/utils/solauto/rebalanceUtils.d.ts +0 -30
- package/dist/utils/solauto/rebalanceUtils.d.ts.map +0 -1
- package/dist/utils/solauto/rebalanceUtils.js +0 -287
- package/src/clients/index.ts +0 -4
- package/src/clients/solautoMarginfiClient.ts +0 -774
- package/src/clients/txHandler.ts +0 -38
- package/src/utils/solauto/index.ts +0 -2
- package/src/utils/solauto/rebalanceUtils.ts +0 -562
- package/dist/{clients → services/solauto}/index.js +2 -2
- /package/dist/{transactions → services/transactions}/index.d.ts +0 -0
- /package/dist/{transactions → services/transactions}/index.js +0 -0
- /package/src/{transactions → services/transactions}/index.ts +0 -0
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.RebalanceSwapManager = void 0;
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const swap_1 = require("../swap");
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const generated_1 = require("../../generated");
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const utils_1 = require("../../utils");
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const umi_web3js_adapters_1 = require("@metaplex-foundation/umi-web3js-adapters");
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class RebalanceSwapManager {
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constructor(client, values, flRequirements, targetLiqUtilizationRateBps) {
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this.client = client;
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this.values = values;
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this.flRequirements = flRequirements;
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this.targetLiqUtilizationRateBps = targetLiqUtilizationRateBps;
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this.jupSwapManager = new swap_1.JupSwapManager(client.signer);
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}
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isBoost() {
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return this.values.rebalanceDirection === generated_1.RebalanceDirection.Boost;
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}
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usdToSwap() {
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return Math.abs(this.values.debtAdjustmentUsd);
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}
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postRebalanceLiqUtilizationRateBps(swapOutputAmount) {
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let supplyUsd = this.client.solautoPosition.supplyUsd();
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// TODO: add token balance change
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let debtUsd = this.client.solautoPosition.debtUsd();
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const outputToken = (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(this.isBoost()
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? this.client.solautoPosition.state().supply.mint
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: this.client.solautoPosition.state().debt.mint);
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const swapOutputUsd = swapOutputAmount
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? (0, utils_1.fromBaseUnit)(swapOutputAmount, (0, utils_1.tokenInfo)(outputToken).decimals) *
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((0, utils_1.safeGetPrice)(outputToken) ?? 0)
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: this.usdToSwap();
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supplyUsd = this.isBoost()
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? supplyUsd + swapOutputUsd
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: supplyUsd - this.usdToSwap();
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debtUsd = this.isBoost()
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? debtUsd + this.usdToSwap()
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: debtUsd - swapOutputUsd;
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return (0, utils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, this.client.solautoPosition.state().liqThresholdBps ?? 0);
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}
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async findSufficientQuote(swapInput, criteria) {
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let swapQuote;
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let insufficient = false;
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for (let i = 0; i < 10; i++) {
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(0, utils_1.consoleLog)("Finding sufficient quote...");
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swapQuote = await this.jupSwapManager.getQuote(swapInput);
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const outputAmount = parseInt(swapQuote.outAmount);
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const postRebalanceRate = this.postRebalanceLiqUtilizationRateBps(BigInt(outputAmount));
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insufficient = criteria.minOutputAmount
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? outputAmount < Number(criteria.minOutputAmount)
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: criteria.minLiqUtilizationRateBps
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? postRebalanceRate < criteria.minLiqUtilizationRateBps
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: postRebalanceRate > criteria.maxLiqUtilizationRateBps;
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if (insufficient) {
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(0, utils_1.consoleLog)("Insufficient swap quote:", swapQuote);
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swapInput.amount = this.bigIntWithIncrement(swapInput.amount, 0.01);
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}
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else {
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break;
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}
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}
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return swapQuote;
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}
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swapDetails() {
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const input = this.isBoost()
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? this.client.solautoPosition.state().debt
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: this.client.solautoPosition.state().supply;
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const output = this.isBoost()
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? this.client.solautoPosition.state().supply
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: this.client.solautoPosition.state().debt;
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let inputAmount = (0, utils_1.toBaseUnit)(this.usdToSwap() / (0, utils_1.safeGetPrice)(input.mint), input.decimals);
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return {
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input,
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output,
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inputAmount,
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};
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77
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+
}
|
|
78
|
+
bigIntWithIncrement(num, inc) {
|
|
79
|
+
return num + BigInt(Math.round(Number(num) * inc));
|
|
80
|
+
}
|
|
81
|
+
async setSwapParams(attemptNum) {
|
|
82
|
+
const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
|
|
83
|
+
let { input, output, inputAmount } = this.swapDetails();
|
|
84
|
+
let outputAmount = rebalanceToZero
|
|
85
|
+
? output.amountUsed.baseUnit +
|
|
86
|
+
BigInt(Math.round(Number(output.amountUsed.baseUnit) *
|
|
87
|
+
// Add this small percentage to account for the APR on the debt between now and the transaction
|
|
88
|
+
0.0001))
|
|
89
|
+
: (0, utils_1.toBaseUnit)(this.usdToSwap() / (0, utils_1.safeGetPrice)(output.mint), output.decimals);
|
|
90
|
+
const flashLoanRepayFromDebt = !this.isBoost() &&
|
|
91
|
+
this.flRequirements &&
|
|
92
|
+
this.flRequirements.liquiditySource === generated_1.TokenType.Debt;
|
|
93
|
+
const exactOut = flashLoanRepayFromDebt && !rebalanceToZero;
|
|
94
|
+
const exactIn = !exactOut;
|
|
95
|
+
if (exactIn && (rebalanceToZero || this.values.repayingCloseToMaxLtv)) {
|
|
96
|
+
inputAmount = this.bigIntWithIncrement(inputAmount, 0.005);
|
|
97
|
+
}
|
|
98
|
+
const swapAmount = exactOut
|
|
99
|
+
? this.flRequirements
|
|
100
|
+
? this.bigIntWithIncrement(outputAmount, this.flRequirements.flFeeBps ?? 0)
|
|
101
|
+
: outputAmount
|
|
102
|
+
: inputAmount;
|
|
103
|
+
const swapInput = {
|
|
104
|
+
inputMint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint),
|
|
105
|
+
outputMint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint),
|
|
106
|
+
exactIn,
|
|
107
|
+
exactOut,
|
|
108
|
+
amount: swapAmount,
|
|
109
|
+
};
|
|
110
|
+
(0, utils_1.consoleLog)("Swap input:", swapInput);
|
|
111
|
+
if (exactIn && (rebalanceToZero || this.values.repayingCloseToMaxLtv)) {
|
|
112
|
+
this.swapQuote = await this.findSufficientQuote(swapInput, {
|
|
113
|
+
minOutputAmount: rebalanceToZero ? outputAmount : undefined,
|
|
114
|
+
maxLiqUtilizationRateBps: this.values.repayingCloseToMaxLtv
|
|
115
|
+
? (0, utils_1.maxRepayToBps)(this.client.solautoPosition.state().maxLtvBps ?? 0, this.client.solautoPosition.state().liqThresholdBps ?? 0) - 15
|
|
116
|
+
: undefined,
|
|
117
|
+
});
|
|
118
|
+
}
|
|
119
|
+
if (this.flRequirements) {
|
|
120
|
+
this.flBorrowAmount = exactOut
|
|
121
|
+
? outputAmount
|
|
122
|
+
: this.swapQuote
|
|
123
|
+
? BigInt(parseInt(this.swapQuote.inAmount))
|
|
124
|
+
: inputAmount;
|
|
125
|
+
}
|
|
126
|
+
this.swapParams = {
|
|
127
|
+
...swapInput,
|
|
128
|
+
destinationWallet: flashLoanRepayFromDebt
|
|
129
|
+
? (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(this.client.signer.publicKey)
|
|
130
|
+
: this.client.solautoPosition.publicKey,
|
|
131
|
+
slippageIncFactor: 0.2 + attemptNum * 0.25,
|
|
132
|
+
};
|
|
133
|
+
}
|
|
134
|
+
async getSwapTxData() {
|
|
135
|
+
const { jupQuote, lookupTableAddresses, setupInstructions, swapIx } = await this.jupSwapManager.getJupSwapTxData(this.swapParams);
|
|
136
|
+
return {
|
|
137
|
+
swapQuote: jupQuote,
|
|
138
|
+
lookupTableAddresses,
|
|
139
|
+
setupInstructions,
|
|
140
|
+
swapIx,
|
|
141
|
+
};
|
|
142
|
+
}
|
|
143
|
+
}
|
|
144
|
+
exports.RebalanceSwapManager = RebalanceSwapManager;
|
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
import { SolautoClient } from "../solauto";
|
|
2
|
+
import { TransactionItemInputs } from "../../types";
|
|
3
|
+
export declare class RebalanceTxBuilder {
|
|
4
|
+
private client;
|
|
5
|
+
private targetLiqUtilizationRateBps?;
|
|
6
|
+
private values;
|
|
7
|
+
private rebalanceType;
|
|
8
|
+
private swapManager;
|
|
9
|
+
private flRequirements?;
|
|
10
|
+
constructor(client: SolautoClient, targetLiqUtilizationRateBps?: number | undefined);
|
|
11
|
+
private shouldProceedWithRebalance;
|
|
12
|
+
private getRebalanceValues;
|
|
13
|
+
private getFlLiquiditySource;
|
|
14
|
+
private flashLoanRequirements;
|
|
15
|
+
private getFlashLoanDetails;
|
|
16
|
+
private setRebalanceType;
|
|
17
|
+
private setRebalanceDetails;
|
|
18
|
+
private refreshBeforeRebalance;
|
|
19
|
+
private assembleTransaction;
|
|
20
|
+
buildRebalanceTx(attemptNum: number): Promise<TransactionItemInputs | undefined>;
|
|
21
|
+
}
|
|
22
|
+
//# sourceMappingURL=rebalanceTxBuilder.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rebalanceTxBuilder.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceTxBuilder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,YAAY,CAAC;AAC3C,OAAO,EAGL,qBAAqB,EACtB,MAAM,aAAa,CAAC;AA2BrB,qBAAa,kBAAkB;IAO3B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,2BAA2B,CAAC;IAPtC,OAAO,CAAC,MAAM,CAAmB;IACjC,OAAO,CAAC,aAAa,CAAwB;IAC7C,OAAO,CAAC,WAAW,CAAwB;IAC3C,OAAO,CAAC,cAAc,CAAC,CAAwB;gBAGrC,MAAM,EAAE,aAAa,EACrB,2BAA2B,CAAC,EAAE,MAAM,YAAA;YAGhC,0BAA0B;IAQxC,OAAO,CAAC,kBAAkB;IAa1B,OAAO,CAAC,oBAAoB;YAyCd,qBAAqB;IAyCnC,OAAO,CAAC,mBAAmB;IAwB3B,OAAO,CAAC,gBAAgB;YAgCV,mBAAmB;YAoBnB,sBAAsB;YA4BtB,mBAAmB;IAkEpB,gBAAgB,CAC3B,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,qBAAqB,GAAG,SAAS,CAAC;CAW9C"}
|
|
@@ -0,0 +1,200 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.RebalanceTxBuilder = void 0;
|
|
4
|
+
const utils_1 = require("../../utils");
|
|
5
|
+
const rebalanceValues_1 = require("./rebalanceValues");
|
|
6
|
+
const solautoFees_1 = require("./solautoFees");
|
|
7
|
+
const generated_1 = require("../../generated");
|
|
8
|
+
const web3_js_1 = require("@solana/web3.js");
|
|
9
|
+
const rebalanceSwapManager_1 = require("./rebalanceSwapManager");
|
|
10
|
+
const umi_web3js_adapters_1 = require("@metaplex-foundation/umi-web3js-adapters");
|
|
11
|
+
const umi_1 = require("@metaplex-foundation/umi");
|
|
12
|
+
class RebalanceTxBuilder {
|
|
13
|
+
constructor(client, targetLiqUtilizationRateBps) {
|
|
14
|
+
this.client = client;
|
|
15
|
+
this.targetLiqUtilizationRateBps = targetLiqUtilizationRateBps;
|
|
16
|
+
}
|
|
17
|
+
async shouldProceedWithRebalance() {
|
|
18
|
+
return (this.client.solautoPosition.supplyUsd() > 0 &&
|
|
19
|
+
(this.targetLiqUtilizationRateBps !== undefined ||
|
|
20
|
+
this.client.solautoPosition.eligibleForRebalance()));
|
|
21
|
+
}
|
|
22
|
+
getRebalanceValues(flFee) {
|
|
23
|
+
return (0, rebalanceValues_1.getRebalanceValues)(this.client.solautoPosition, new solautoFees_1.SolautoFeesBps(this.client.isReferred(), this.targetLiqUtilizationRateBps, this.client.solautoPosition.netWorthUsd()), flFee ?? 0, this.targetLiqUtilizationRateBps);
|
|
24
|
+
}
|
|
25
|
+
getFlLiquiditySource(supplyLiquidityAvailable, debtLiquidityAvailable) {
|
|
26
|
+
const debtAdjustmentUsd = Math.abs(this.values.debtAdjustmentUsd);
|
|
27
|
+
const insufficientLiquidity = (amountNeededUsd, liquidityAvailable, tokenMint) => {
|
|
28
|
+
return (amountNeededUsd >
|
|
29
|
+
(0, utils_1.fromBaseUnit)(liquidityAvailable, (0, utils_1.tokenInfo)(tokenMint).decimals) *
|
|
30
|
+
((0, utils_1.safeGetPrice)(tokenMint) ?? 0) *
|
|
31
|
+
0.95);
|
|
32
|
+
};
|
|
33
|
+
const insufficientSupplyLiquidity = insufficientLiquidity(debtAdjustmentUsd, supplyLiquidityAvailable, this.client.solautoPosition.supplyMint());
|
|
34
|
+
const insufficientDebtLiquidity = insufficientLiquidity(debtAdjustmentUsd, debtLiquidityAvailable, this.client.solautoPosition.debtMint());
|
|
35
|
+
let useDebtLiquidity = this.values.rebalanceDirection === generated_1.RebalanceDirection.Boost ||
|
|
36
|
+
insufficientSupplyLiquidity;
|
|
37
|
+
if (useDebtLiquidity) {
|
|
38
|
+
return !insufficientDebtLiquidity ? generated_1.TokenType.Debt : undefined;
|
|
39
|
+
}
|
|
40
|
+
else {
|
|
41
|
+
return !insufficientSupplyLiquidity ? generated_1.TokenType.Supply : undefined;
|
|
42
|
+
}
|
|
43
|
+
}
|
|
44
|
+
async flashLoanRequirements(attemptNum) {
|
|
45
|
+
const maxLtvRateBps = (0, utils_1.getMaxLiqUtilizationRateBps)(this.client.solautoPosition.state().maxLtvBps, this.client.solautoPosition.state().liqThresholdBps, 0.02);
|
|
46
|
+
if (this.values.intermediaryLiqUtilizationRateBps < maxLtvRateBps) {
|
|
47
|
+
return undefined;
|
|
48
|
+
}
|
|
49
|
+
const stdFlLiquiditySource = this.getFlLiquiditySource(this.client.flProvider.liquidityAvailable(generated_1.TokenType.Supply), this.client.flProvider.liquidityAvailable(generated_1.TokenType.Debt));
|
|
50
|
+
if ((attemptNum ?? 0) >= 3 || stdFlLiquiditySource === undefined) {
|
|
51
|
+
const { supplyBalance, debtBalance } = await this.client.signerBalances();
|
|
52
|
+
const signerFlLiquiditySource = this.getFlLiquiditySource(supplyBalance, debtBalance);
|
|
53
|
+
if (signerFlLiquiditySource) {
|
|
54
|
+
return {
|
|
55
|
+
liquiditySource: signerFlLiquiditySource,
|
|
56
|
+
signerFlashLoan: true,
|
|
57
|
+
};
|
|
58
|
+
}
|
|
59
|
+
else {
|
|
60
|
+
throw new Error(`Insufficient liquidity to perform the transaction`);
|
|
61
|
+
}
|
|
62
|
+
}
|
|
63
|
+
else {
|
|
64
|
+
return {
|
|
65
|
+
liquiditySource: stdFlLiquiditySource,
|
|
66
|
+
flFeeBps: this.client.flProvider.flFeeBps(stdFlLiquiditySource),
|
|
67
|
+
};
|
|
68
|
+
}
|
|
69
|
+
}
|
|
70
|
+
getFlashLoanDetails() {
|
|
71
|
+
if (!this.flRequirements) {
|
|
72
|
+
throw new Error("Flash loan requirements data needed");
|
|
73
|
+
}
|
|
74
|
+
const boosting = this.values.rebalanceDirection === generated_1.RebalanceDirection.Boost;
|
|
75
|
+
const useDebtLiquidity = this.flRequirements.liquiditySource === generated_1.TokenType.Debt;
|
|
76
|
+
let flashLoanToken = undefined;
|
|
77
|
+
if (boosting || useDebtLiquidity) {
|
|
78
|
+
flashLoanToken = this.client.solautoPosition.state().debt;
|
|
79
|
+
}
|
|
80
|
+
else {
|
|
81
|
+
flashLoanToken = this.client.solautoPosition.state().supply;
|
|
82
|
+
}
|
|
83
|
+
return {
|
|
84
|
+
...this.flRequirements,
|
|
85
|
+
baseUnitAmount: this.swapManager.flBorrowAmount,
|
|
86
|
+
mint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(flashLoanToken.mint),
|
|
87
|
+
};
|
|
88
|
+
}
|
|
89
|
+
setRebalanceType() {
|
|
90
|
+
if (this.flRequirements) {
|
|
91
|
+
const tokenBalanceChangeType = this.values.tokenBalanceChange?.changeType;
|
|
92
|
+
const firstRebalanceTokenChanges = tokenBalanceChangeType === generated_1.TokenBalanceChangeType.PreSwapDeposit;
|
|
93
|
+
const lastRebalanceTokenChanges = [
|
|
94
|
+
generated_1.TokenBalanceChangeType.PostSwapDeposit,
|
|
95
|
+
generated_1.TokenBalanceChangeType.PostRebalanceWithdrawDebtToken,
|
|
96
|
+
generated_1.TokenBalanceChangeType.PostRebalanceWithdrawSupplyToken,
|
|
97
|
+
].includes(tokenBalanceChangeType ?? generated_1.TokenBalanceChangeType.None);
|
|
98
|
+
const swapType = this.swapManager.swapParams.exactIn
|
|
99
|
+
? generated_1.SwapType.ExactIn
|
|
100
|
+
: generated_1.SwapType.ExactOut;
|
|
101
|
+
if ((firstRebalanceTokenChanges && swapType === generated_1.SwapType.ExactIn) ||
|
|
102
|
+
(lastRebalanceTokenChanges && swapType === generated_1.SwapType.ExactOut)) {
|
|
103
|
+
this.rebalanceType = generated_1.SolautoRebalanceType.DoubleRebalanceWithFL;
|
|
104
|
+
}
|
|
105
|
+
else {
|
|
106
|
+
this.rebalanceType =
|
|
107
|
+
swapType === generated_1.SwapType.ExactOut
|
|
108
|
+
? generated_1.SolautoRebalanceType.FLRebalanceThenSwap
|
|
109
|
+
: generated_1.SolautoRebalanceType.FLSwapThenRebalance;
|
|
110
|
+
}
|
|
111
|
+
}
|
|
112
|
+
else {
|
|
113
|
+
this.rebalanceType = generated_1.SolautoRebalanceType.Regular;
|
|
114
|
+
}
|
|
115
|
+
(0, utils_1.consoleLog)("Rebalance type:", this.rebalanceType);
|
|
116
|
+
}
|
|
117
|
+
async setRebalanceDetails(attemptNum) {
|
|
118
|
+
this.values = this.getRebalanceValues();
|
|
119
|
+
this.flRequirements = await this.flashLoanRequirements(attemptNum);
|
|
120
|
+
if (this.flRequirements?.flFeeBps) {
|
|
121
|
+
this.values = this.getRebalanceValues(this.flRequirements.flFeeBps);
|
|
122
|
+
}
|
|
123
|
+
(0, utils_1.consoleLog)("Rebalance values:", this.values);
|
|
124
|
+
this.swapManager = new rebalanceSwapManager_1.RebalanceSwapManager(this.client, this.values, this.flRequirements, this.targetLiqUtilizationRateBps);
|
|
125
|
+
await this.swapManager.setSwapParams(attemptNum);
|
|
126
|
+
this.setRebalanceType();
|
|
127
|
+
}
|
|
128
|
+
async refreshBeforeRebalance() {
|
|
129
|
+
if (this.client.selfManaged ||
|
|
130
|
+
this.client.contextUpdates.supplyAdjustment > BigInt(0) ||
|
|
131
|
+
this.client.contextUpdates.debtAdjustment > BigInt(0)) {
|
|
132
|
+
return false;
|
|
133
|
+
}
|
|
134
|
+
// Rebalance ix will already refresh internally if position is self managed
|
|
135
|
+
if (!this.client.solautoPosition.data().position) {
|
|
136
|
+
return true;
|
|
137
|
+
}
|
|
138
|
+
const utilizationRateDiff = Math.abs(await this.client.solautoPosition.utilizationRateBpsDrift());
|
|
139
|
+
(0, utils_1.consoleLog)("Liq utilization rate diff:", utilizationRateDiff);
|
|
140
|
+
if (utilizationRateDiff >= 10) {
|
|
141
|
+
(0, utils_1.consoleLog)("Refreshing before rebalance");
|
|
142
|
+
return true;
|
|
143
|
+
}
|
|
144
|
+
(0, utils_1.consoleLog)("Not refreshing before rebalance");
|
|
145
|
+
return false;
|
|
146
|
+
}
|
|
147
|
+
async assembleTransaction() {
|
|
148
|
+
const { swapQuote, lookupTableAddresses, setupInstructions, swapIx } = await this.swapManager.getSwapTxData();
|
|
149
|
+
const flashLoanDetails = this.flRequirements
|
|
150
|
+
? this.getFlashLoanDetails()
|
|
151
|
+
: undefined;
|
|
152
|
+
let tx = (0, umi_1.transactionBuilder)();
|
|
153
|
+
if (await this.refreshBeforeRebalance()) {
|
|
154
|
+
tx = tx.add(this.client.refreshIx());
|
|
155
|
+
}
|
|
156
|
+
const rebalanceDetails = {
|
|
157
|
+
values: this.values,
|
|
158
|
+
rebalanceType: this.rebalanceType,
|
|
159
|
+
flashLoan: flashLoanDetails,
|
|
160
|
+
swapQuote,
|
|
161
|
+
targetLiqUtilizationRateBps: this.targetLiqUtilizationRateBps,
|
|
162
|
+
};
|
|
163
|
+
const firstRebalance = this.client.rebalanceIx(generated_1.RebalanceStep.PreSwap, rebalanceDetails);
|
|
164
|
+
const lastRebalance = this.client.rebalanceIx(generated_1.RebalanceStep.PostSwap, rebalanceDetails);
|
|
165
|
+
if (!flashLoanDetails) {
|
|
166
|
+
tx = tx.add([setupInstructions, firstRebalance, swapIx, lastRebalance]);
|
|
167
|
+
}
|
|
168
|
+
else {
|
|
169
|
+
(0, utils_1.consoleLog)("Flash loan details:", flashLoanDetails);
|
|
170
|
+
const exactOut = swapQuote.swapMode === "ExactOut";
|
|
171
|
+
const addFirstRebalance = (0, utils_1.hasFirstRebalance)(this.rebalanceType);
|
|
172
|
+
const addLastRebalance = (0, utils_1.hasLastRebalance)(this.rebalanceType);
|
|
173
|
+
const flashBorrowDest = exactOut
|
|
174
|
+
? (0, utils_1.getTokenAccount)(this.client.solautoPosition.publicKey, new web3_js_1.PublicKey(swapQuote.outputMint))
|
|
175
|
+
: (0, utils_1.getTokenAccount)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(this.client.signer.publicKey), new web3_js_1.PublicKey(swapQuote.inputMint));
|
|
176
|
+
tx = tx.add([
|
|
177
|
+
setupInstructions,
|
|
178
|
+
this.client.flProvider.flashBorrow(flashLoanDetails, flashBorrowDest),
|
|
179
|
+
...(addFirstRebalance ? [firstRebalance] : []),
|
|
180
|
+
swapIx,
|
|
181
|
+
...(addLastRebalance ? [lastRebalance] : []),
|
|
182
|
+
this.client.flProvider.flashRepay(flashLoanDetails),
|
|
183
|
+
]);
|
|
184
|
+
}
|
|
185
|
+
return {
|
|
186
|
+
tx,
|
|
187
|
+
lookupTableAddresses,
|
|
188
|
+
};
|
|
189
|
+
}
|
|
190
|
+
async buildRebalanceTx(attemptNum) {
|
|
191
|
+
await this.client.solautoPosition.refreshPositionState();
|
|
192
|
+
if (!this.shouldProceedWithRebalance()) {
|
|
193
|
+
this.client.log("Not eligible for a rebalance");
|
|
194
|
+
return undefined;
|
|
195
|
+
}
|
|
196
|
+
await this.setRebalanceDetails(attemptNum);
|
|
197
|
+
return await this.assembleTransaction();
|
|
198
|
+
}
|
|
199
|
+
}
|
|
200
|
+
exports.RebalanceTxBuilder = RebalanceTxBuilder;
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import { RebalanceDirection, TokenBalanceChange } from "../../generated";
|
|
2
|
+
import { SolautoPositionEx } from "../../solautoPosition";
|
|
3
|
+
import { SolautoFeesBps } from "./solautoFees";
|
|
4
|
+
export interface PositionValues {
|
|
5
|
+
supplyUsd: number;
|
|
6
|
+
debtUsd: number;
|
|
7
|
+
}
|
|
8
|
+
export interface DebtAdjustment {
|
|
9
|
+
debtAdjustmentUsd: number;
|
|
10
|
+
endResult: PositionValues;
|
|
11
|
+
intermediaryLiqUtilizationRateBps: number;
|
|
12
|
+
}
|
|
13
|
+
export interface RebalanceFeesBps {
|
|
14
|
+
solauto: number;
|
|
15
|
+
lpBorrow: number;
|
|
16
|
+
flashLoan: number;
|
|
17
|
+
}
|
|
18
|
+
interface ApplyDebtAdjustmentResult {
|
|
19
|
+
newPos: PositionValues;
|
|
20
|
+
intermediaryLiqUtilizationRateBps: number;
|
|
21
|
+
}
|
|
22
|
+
export declare function applyDebtAdjustmentUsd(debtAdjustmentUsd: number, pos: PositionValues, fees: RebalanceFeesBps, liqThreshold: number): ApplyDebtAdjustmentResult;
|
|
23
|
+
export declare function getDebtAdjustment(liqThreshold: number, pos: PositionValues, fees: RebalanceFeesBps, targetLiqUtilizationRateBps: number): DebtAdjustment;
|
|
24
|
+
export interface RebalanceValues extends DebtAdjustment {
|
|
25
|
+
rebalanceDirection: RebalanceDirection;
|
|
26
|
+
tokenBalanceChange?: TokenBalanceChange;
|
|
27
|
+
repayingCloseToMaxLtv: boolean;
|
|
28
|
+
}
|
|
29
|
+
export declare function getRebalanceValues(solautoPosition: SolautoPositionEx, solautoFeeBps: SolautoFeesBps, flFeeBps: number, targetLiqUtilizationRateBps?: number): RebalanceValues;
|
|
30
|
+
export {};
|
|
31
|
+
//# sourceMappingURL=rebalanceValues.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rebalanceValues.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceValues.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAEnB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAC;AAO1D,OAAO,EAAE,cAAc,EAAE,MAAM,eAAe,CAAC;AAE/C,MAAM,WAAW,cAAc;IAC7B,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,MAAM,WAAW,cAAc;IAC7B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,SAAS,EAAE,cAAc,CAAC;IAC1B,iCAAiC,EAAE,MAAM,CAAC;CAC3C;AAED,MAAM,WAAW,gBAAgB;IAC/B,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,UAAU,yBAAyB;IACjC,MAAM,EAAE,cAAc,CAAC;IACvB,iCAAiC,EAAE,MAAM,CAAC;CAC3C;AAED,wBAAgB,sBAAsB,CACpC,iBAAiB,EAAE,MAAM,EACzB,GAAG,EAAE,cAAc,EACnB,IAAI,EAAE,gBAAgB,EACtB,YAAY,EAAE,MAAM,GACnB,yBAAyB,CA6B3B;AAED,wBAAgB,iBAAiB,CAC/B,YAAY,EAAE,MAAM,EACpB,GAAG,EAAE,cAAc,EACnB,IAAI,EAAE,gBAAgB,EACtB,2BAA2B,EAAE,MAAM,GAClC,cAAc,CA+BhB;AAqED,MAAM,WAAW,eAAgB,SAAQ,cAAc;IACrD,kBAAkB,EAAE,kBAAkB,CAAC;IACvC,kBAAkB,CAAC,EAAE,kBAAkB,CAAC;IACxC,qBAAqB,EAAE,OAAO,CAAC;CAChC;AAED,wBAAgB,kBAAkB,CAChC,eAAe,EAAE,iBAAiB,EAClC,aAAa,EAAE,cAAc,EAC7B,QAAQ,EAAE,MAAM,EAChB,2BAA2B,CAAC,EAAE,MAAM,GACnC,eAAe,CA2CjB"}
|
|
@@ -0,0 +1,118 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.applyDebtAdjustmentUsd = applyDebtAdjustmentUsd;
|
|
4
|
+
exports.getDebtAdjustment = getDebtAdjustment;
|
|
5
|
+
exports.getRebalanceValues = getRebalanceValues;
|
|
6
|
+
const generated_1 = require("../../generated");
|
|
7
|
+
const utils_1 = require("../../utils");
|
|
8
|
+
function applyDebtAdjustmentUsd(debtAdjustmentUsd, pos, fees, liqThreshold) {
|
|
9
|
+
const newPos = { ...pos };
|
|
10
|
+
const isBoost = debtAdjustmentUsd > 0;
|
|
11
|
+
const daMinusSolautoFees = debtAdjustmentUsd - debtAdjustmentUsd * (0, utils_1.fromBps)(fees.solauto);
|
|
12
|
+
const daWithFlashLoan = debtAdjustmentUsd * (1.0 + (0, utils_1.fromBps)(fees.flashLoan));
|
|
13
|
+
let intermediaryLiqUtilizationRateBps = 0;
|
|
14
|
+
if (isBoost) {
|
|
15
|
+
newPos.debtUsd +=
|
|
16
|
+
daWithFlashLoan * (0, utils_1.fromBps)(fees.lpBorrow) + daWithFlashLoan;
|
|
17
|
+
intermediaryLiqUtilizationRateBps = (0, utils_1.getLiqUtilzationRateBps)(newPos.supplyUsd, newPos.debtUsd, (0, utils_1.toBps)(liqThreshold));
|
|
18
|
+
newPos.supplyUsd += daMinusSolautoFees;
|
|
19
|
+
}
|
|
20
|
+
else {
|
|
21
|
+
newPos.supplyUsd += daWithFlashLoan;
|
|
22
|
+
intermediaryLiqUtilizationRateBps = (0, utils_1.getLiqUtilzationRateBps)(newPos.supplyUsd, newPos.debtUsd, (0, utils_1.toBps)(liqThreshold));
|
|
23
|
+
newPos.debtUsd += daMinusSolautoFees;
|
|
24
|
+
}
|
|
25
|
+
return { newPos, intermediaryLiqUtilizationRateBps };
|
|
26
|
+
}
|
|
27
|
+
function getDebtAdjustment(liqThreshold, pos, fees, targetLiqUtilizationRateBps) {
|
|
28
|
+
const isBoost = (0, utils_1.getLiqUtilzationRateBps)(pos.supplyUsd, pos.debtUsd, (0, utils_1.toBps)(liqThreshold)) <
|
|
29
|
+
targetLiqUtilizationRateBps;
|
|
30
|
+
const targetUtilizationRate = (0, utils_1.fromBps)(targetLiqUtilizationRateBps);
|
|
31
|
+
const actualizedFee = 1.0 - (0, utils_1.fromBps)(fees.solauto);
|
|
32
|
+
const flFee = (0, utils_1.fromBps)(fees.flashLoan);
|
|
33
|
+
const lpBorrowFee = (0, utils_1.fromBps)(fees.lpBorrow);
|
|
34
|
+
const debtAdjustmentUsd = isBoost
|
|
35
|
+
? (targetUtilizationRate * liqThreshold * pos.supplyUsd - pos.debtUsd) /
|
|
36
|
+
(1.0 +
|
|
37
|
+
lpBorrowFee +
|
|
38
|
+
flFee -
|
|
39
|
+
targetUtilizationRate * actualizedFee * liqThreshold)
|
|
40
|
+
: (targetUtilizationRate * liqThreshold * pos.supplyUsd - pos.debtUsd) /
|
|
41
|
+
(actualizedFee - targetUtilizationRate * liqThreshold * (1.0 + flFee));
|
|
42
|
+
const newPos = applyDebtAdjustmentUsd(debtAdjustmentUsd, pos, fees, liqThreshold);
|
|
43
|
+
return {
|
|
44
|
+
debtAdjustmentUsd,
|
|
45
|
+
endResult: newPos.newPos,
|
|
46
|
+
intermediaryLiqUtilizationRateBps: newPos.intermediaryLiqUtilizationRateBps,
|
|
47
|
+
};
|
|
48
|
+
}
|
|
49
|
+
function getTokenBalanceChange() {
|
|
50
|
+
// TODO: DCA, limit orders, take profit, stop loss, etc.
|
|
51
|
+
return undefined;
|
|
52
|
+
}
|
|
53
|
+
function getTargetLiqUtilizationRateBps(solautoPosition, targetLiqUtilizationRateBps, tokenBalanceChange) {
|
|
54
|
+
if (targetLiqUtilizationRateBps !== undefined) {
|
|
55
|
+
return targetLiqUtilizationRateBps;
|
|
56
|
+
}
|
|
57
|
+
const currentRate = solautoPosition.state().liqUtilizationRateBps;
|
|
58
|
+
if (currentRate <= solautoPosition.boostFromBps()) {
|
|
59
|
+
return solautoPosition.settings().boostToBps;
|
|
60
|
+
}
|
|
61
|
+
else if (currentRate >= solautoPosition.repayFromBps()) {
|
|
62
|
+
return solautoPosition.settings().repayToBps;
|
|
63
|
+
}
|
|
64
|
+
// TODO: DCA, limit orders, take profit, stop loss, etc.
|
|
65
|
+
// else if (tokenBalanceChange !== null) {
|
|
66
|
+
// return currentRate;
|
|
67
|
+
// }
|
|
68
|
+
throw new Error("Invalid rebalance condition");
|
|
69
|
+
}
|
|
70
|
+
function getAdjustedPositionValues(solautoPosition, tokenBalanceChange) {
|
|
71
|
+
let supplyUsd = solautoPosition.supplyUsd();
|
|
72
|
+
const debtUsd = solautoPosition.debtUsd();
|
|
73
|
+
if (tokenBalanceChange) {
|
|
74
|
+
const tb = tokenBalanceChange;
|
|
75
|
+
switch (tb.changeType) {
|
|
76
|
+
case generated_1.TokenBalanceChangeType.PreSwapDeposit:
|
|
77
|
+
case generated_1.TokenBalanceChangeType.PostSwapDeposit:
|
|
78
|
+
supplyUsd += Number(tb.amountUsd);
|
|
79
|
+
break;
|
|
80
|
+
case generated_1.TokenBalanceChangeType.PostRebalanceWithdrawDebtToken:
|
|
81
|
+
case generated_1.TokenBalanceChangeType.PostRebalanceWithdrawSupplyToken:
|
|
82
|
+
supplyUsd -= Number(tb.amountUsd);
|
|
83
|
+
break;
|
|
84
|
+
default:
|
|
85
|
+
break;
|
|
86
|
+
}
|
|
87
|
+
}
|
|
88
|
+
return {
|
|
89
|
+
supplyUsd,
|
|
90
|
+
debtUsd,
|
|
91
|
+
};
|
|
92
|
+
}
|
|
93
|
+
function getRebalanceDirection(solautoPosition, targetLtvBps) {
|
|
94
|
+
return solautoPosition.state().liqUtilizationRateBps < targetLtvBps
|
|
95
|
+
? generated_1.RebalanceDirection.Boost
|
|
96
|
+
: generated_1.RebalanceDirection.Repay;
|
|
97
|
+
}
|
|
98
|
+
function getRebalanceValues(solautoPosition, solautoFeeBps, flFeeBps, targetLiqUtilizationRateBps) {
|
|
99
|
+
const tokenBalanceChange = getTokenBalanceChange();
|
|
100
|
+
const targetRate = getTargetLiqUtilizationRateBps(solautoPosition, targetLiqUtilizationRateBps, tokenBalanceChange);
|
|
101
|
+
const rebalanceDirection = getRebalanceDirection(solautoPosition, targetRate);
|
|
102
|
+
const position = getAdjustedPositionValues(solautoPosition, tokenBalanceChange);
|
|
103
|
+
const fees = {
|
|
104
|
+
solauto: solautoFeeBps.getSolautoFeesBps(rebalanceDirection).total,
|
|
105
|
+
lpBorrow: solautoPosition.state().debt.borrowFeeBps,
|
|
106
|
+
flashLoan: flFeeBps,
|
|
107
|
+
};
|
|
108
|
+
const debtAdjustment = getDebtAdjustment((0, utils_1.fromBps)(solautoPosition.state().liqThresholdBps), position, fees, targetRate);
|
|
109
|
+
const repayingCloseToMaxLtv = rebalanceDirection === generated_1.RebalanceDirection.Repay &&
|
|
110
|
+
targetRate >=
|
|
111
|
+
(0, utils_1.maxRepayToBps)(solautoPosition.state().maxLtvBps, solautoPosition.state().liqThresholdBps);
|
|
112
|
+
return {
|
|
113
|
+
...debtAdjustment,
|
|
114
|
+
rebalanceDirection,
|
|
115
|
+
tokenBalanceChange,
|
|
116
|
+
repayingCloseToMaxLtv,
|
|
117
|
+
};
|
|
118
|
+
}
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
import { RebalanceDirection } from "../../generated";
|
|
2
|
+
export declare class SolautoFeesBps {
|
|
3
|
+
private isReferred;
|
|
4
|
+
private targetLiqUtilizationRateBps;
|
|
5
|
+
private positionNetWorthUsd;
|
|
6
|
+
constructor(isReferred: boolean, targetLiqUtilizationRateBps: number | undefined, positionNetWorthUsd: number);
|
|
7
|
+
getSolautoFeesBps(rebalanceDirection: RebalanceDirection): {
|
|
8
|
+
solauto: number;
|
|
9
|
+
referrer: number;
|
|
10
|
+
total: number;
|
|
11
|
+
};
|
|
12
|
+
}
|
|
13
|
+
//# sourceMappingURL=solautoFees.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"solautoFees.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/solautoFees.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAC;AAErD,qBAAa,cAAc;IAEvB,OAAO,CAAC,UAAU;IAClB,OAAO,CAAC,2BAA2B;IACnC,OAAO,CAAC,mBAAmB;gBAFnB,UAAU,EAAE,OAAO,EACnB,2BAA2B,EAAE,MAAM,GAAG,SAAS,EAC/C,mBAAmB,EAAE,MAAM;IAG9B,iBAAiB,CAAC,kBAAkB,EAAE,kBAAkB;;;;;CAkDhE"}
|
|
@@ -0,0 +1,54 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.SolautoFeesBps = void 0;
|
|
4
|
+
const constants_1 = require("../../constants");
|
|
5
|
+
const generated_1 = require("../../generated");
|
|
6
|
+
class SolautoFeesBps {
|
|
7
|
+
constructor(isReferred, targetLiqUtilizationRateBps, positionNetWorthUsd) {
|
|
8
|
+
this.isReferred = isReferred;
|
|
9
|
+
this.targetLiqUtilizationRateBps = targetLiqUtilizationRateBps;
|
|
10
|
+
this.positionNetWorthUsd = positionNetWorthUsd;
|
|
11
|
+
}
|
|
12
|
+
getSolautoFeesBps(rebalanceDirection) {
|
|
13
|
+
const minSize = 10000; // Minimum position size
|
|
14
|
+
const maxSize = 250000; // Maximum position size
|
|
15
|
+
const maxFeeBps = 50; // Fee in basis points for minSize (0.5%)
|
|
16
|
+
const minFeeBps = 25; // Fee in basis points for maxSize (0.25%)
|
|
17
|
+
const k = 1.5;
|
|
18
|
+
if (this.targetLiqUtilizationRateBps !== undefined &&
|
|
19
|
+
this.targetLiqUtilizationRateBps === 0) {
|
|
20
|
+
return {
|
|
21
|
+
solauto: 0,
|
|
22
|
+
referrer: 0,
|
|
23
|
+
total: 0,
|
|
24
|
+
};
|
|
25
|
+
}
|
|
26
|
+
let feeBps = 0;
|
|
27
|
+
if (this.targetLiqUtilizationRateBps !== undefined ||
|
|
28
|
+
rebalanceDirection === generated_1.RebalanceDirection.Repay) {
|
|
29
|
+
feeBps = 25;
|
|
30
|
+
}
|
|
31
|
+
else if (this.positionNetWorthUsd <= minSize) {
|
|
32
|
+
feeBps = maxFeeBps;
|
|
33
|
+
}
|
|
34
|
+
else if (this.positionNetWorthUsd >= maxSize) {
|
|
35
|
+
feeBps = minFeeBps;
|
|
36
|
+
}
|
|
37
|
+
else {
|
|
38
|
+
const t = (Math.log(this.positionNetWorthUsd) - Math.log(minSize)) /
|
|
39
|
+
(Math.log(maxSize) - Math.log(minSize));
|
|
40
|
+
feeBps = Math.round(minFeeBps + (maxFeeBps - minFeeBps) * (1 - Math.pow(t, k)));
|
|
41
|
+
}
|
|
42
|
+
let referrer = 0;
|
|
43
|
+
if (this.isReferred) {
|
|
44
|
+
feeBps *= 1.0 - constants_1.REFERRER_PERCENTAGE;
|
|
45
|
+
referrer = Math.floor(feeBps * constants_1.REFERRER_PERCENTAGE);
|
|
46
|
+
}
|
|
47
|
+
return {
|
|
48
|
+
solauto: feeBps - referrer,
|
|
49
|
+
referrer,
|
|
50
|
+
total: feeBps,
|
|
51
|
+
};
|
|
52
|
+
}
|
|
53
|
+
}
|
|
54
|
+
exports.SolautoFeesBps = SolautoFeesBps;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/services/solauto/index.ts"],"names":[],"mappings":"AAAA,cAAc,wBAAwB,CAAC;AACvC,cAAc,iBAAiB,CAAC;AAChC,cAAc,yBAAyB,CAAC;AACxC,cAAc,aAAa,CAAC"}
|
|
@@ -1,11 +1,8 @@
|
|
|
1
1
|
import { PublicKey } from "@solana/web3.js";
|
|
2
|
-
import {
|
|
3
|
-
import {
|
|
4
|
-
import { ReferralState } from "../generated";
|
|
2
|
+
import { TransactionBuilder, Umi } from "@metaplex-foundation/umi";
|
|
3
|
+
import { ReferralState } from "../../generated";
|
|
5
4
|
import { TxHandler } from "./txHandler";
|
|
6
5
|
export interface ReferralStateManagerArgs {
|
|
7
|
-
signer?: Signer;
|
|
8
|
-
wallet?: WalletAdapter;
|
|
9
6
|
authority?: PublicKey;
|
|
10
7
|
referralState?: PublicKey;
|
|
11
8
|
referredByAuthority?: PublicKey;
|
|
@@ -19,7 +16,9 @@ export declare class ReferralStateManager extends TxHandler {
|
|
|
19
16
|
referredByState?: PublicKey;
|
|
20
17
|
initialize(args: ReferralStateManagerArgs): Promise<void>;
|
|
21
18
|
defaultLookupTables(): string[];
|
|
19
|
+
refetchReferralState(): Promise<void>;
|
|
22
20
|
setReferredBy(referredBy?: PublicKey): void;
|
|
21
|
+
isReferred(): boolean;
|
|
23
22
|
updateReferralStatesIx(destFeesMint?: PublicKey, lookupTable?: PublicKey): TransactionBuilder;
|
|
24
23
|
claimReferralFeesIx(): TransactionBuilder;
|
|
25
24
|
resetLiveTxUpdates(success?: boolean): Promise<void>;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"referralStateManager.d.ts","sourceRoot":"","sources":["../../../src/services/solauto/referralStateManager.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAE5C,OAAO,EAAa,kBAAkB,EAAE,GAAG,EAAE,MAAM,0BAA0B,CAAC;AAE9E,OAAO,EAEL,aAAa,EAGd,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAGxC,MAAM,WAAW,wBAAwB;IACvC,SAAS,CAAC,EAAE,SAAS,CAAC;IACtB,aAAa,CAAC,EAAE,SAAS,CAAC;IAC1B,mBAAmB,CAAC,EAAE,SAAS,CAAC;CACjC;AAED,qBAAa,oBAAqB,SAAQ,SAAS;IAC1C,GAAG,EAAG,GAAG,CAAC;IAEV,aAAa,EAAG,SAAS,CAAC;IAC1B,iBAAiB,EAAG,aAAa,GAAG,IAAI,CAAC;IACzC,SAAS,EAAG,SAAS,CAAC;IAEtB,UAAU,CAAC,EAAE,SAAS,CAAC;IACvB,eAAe,CAAC,EAAE,SAAS,CAAC;IAE7B,UAAU,CAAC,IAAI,EAAE,wBAAwB;IAoB/C,mBAAmB,IAAI,MAAM,EAAE;IASzB,oBAAoB;IAQ1B,aAAa,CAAC,UAAU,CAAC,EAAE,SAAS;IAsBpC,UAAU,IAAI,OAAO;IAIrB,sBAAsB,CACpB,YAAY,CAAC,EAAE,SAAS,EACxB,WAAW,CAAC,EAAE,SAAS,GACtB,kBAAkB;IAerB,mBAAmB,IAAI,kBAAkB;IA0BnC,kBAAkB,CAAC,OAAO,CAAC,EAAE,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC;CAC3D"}
|