@haven-fi/solauto-sdk 1.0.59 → 1.0.60
Sign up to get free protection for your applications and to get access to all the features.
- package/dist/transactions/transactionUtils.d.ts.map +1 -1
- package/dist/transactions/transactionUtils.js +2 -1
- package/dist/utils/solauto/generalUtils.d.ts +19 -4
- package/dist/utils/solauto/generalUtils.d.ts.map +1 -1
- package/dist/utils/solauto/generalUtils.js +68 -9
- package/dist/utils/solauto/rebalanceUtils.d.ts +3 -1
- package/dist/utils/solauto/rebalanceUtils.d.ts.map +1 -1
- package/dist/utils/solauto/rebalanceUtils.js +47 -58
- package/package.json +1 -1
- package/src/transactions/transactionUtils.ts +13 -3
- package/src/utils/solauto/generalUtils.ts +116 -17
- package/src/utils/solauto/rebalanceUtils.ts +91 -80
- package/tests/shared.ts +6 -3
- package/tests/unit/rebalanceCalculations.ts +77 -46
@@ -1 +1 @@
|
|
1
|
-
{"version":3,"file":"transactionUtils.d.ts","sourceRoot":"","sources":["../../src/transactions/transactionUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,kBAAkB,EAClB,GAAG,EAGJ,MAAM,0BAA0B,CAAC;AAGlC,OAAO,EAGL,OAAO,IAAI,eAAe,EAC3B,MAAM,mBAAmB,CAAC;AAC3B,OAAO,
|
1
|
+
{"version":3,"file":"transactionUtils.d.ts","sourceRoot":"","sources":["../../src/transactions/transactionUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,kBAAkB,EAClB,GAAG,EAGJ,MAAM,0BAA0B,CAAC;AAGlC,OAAO,EAGL,OAAO,IAAI,eAAe,EAC3B,MAAM,mBAAmB,CAAC;AAC3B,OAAO,EAGL,aAAa,EASd,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,aAAa,EAAE,MAAM,0BAA0B,CAAC;AAuMzD,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,aAAa,EACrB,EAAE,EAAE,kBAAkB,EACtB,sBAAsB,EAAE,MAAM,EAAE,GAC/B,OAAO,CAAC,kBAAkB,CAAC,CA8G7B;AAkLD,wBAAsB,oBAAoB,CACxC,MAAM,EAAE,aAAa,EACrB,EAAE,EAAE,kBAAkB,GACrB,OAAO,CAAC,CAAC,kBAAkB,EAAE,kBAAkB,CAAC,CAAC,CA4BnD;AAED,wBAAsB,gCAAgC,CACpD,MAAM,EAAE,aAAa,EACrB,2BAA2B,CAAC,EAAE,MAAM,EACpC,UAAU,CAAC,EAAE,MAAM,GAClB,OAAO,CACN;IACE,EAAE,EAAE,kBAAkB,CAAC;IACvB,oBAAoB,EAAE,MAAM,EAAE,CAAC;CAChC,GACD,SAAS,CACZ,CA0HA;AAED,wBAAsB,gCAAgC,CACpD,GAAG,EAAE,GAAG,EACR,aAAa,EAAE,aAAa,EAC5B,YAAY,EAAE,eAAe,GAC5B,OAAO,CAAC,CAAC,kBAAkB,EAAE,MAAM,EAAE,CAAC,CAAC,CA8BzC"}
|
@@ -17,6 +17,7 @@ const numberUtils_1 = require("../utils/numberUtils");
|
|
17
17
|
const generalUtils_2 = require("../utils/solauto/generalUtils");
|
18
18
|
const accountUtils_1 = require("../utils/accountUtils");
|
19
19
|
const marginfi_sdk_1 = require("../marginfi-sdk");
|
20
|
+
const constants_1 = require("../constants");
|
20
21
|
function getWSolUsage(client, solautoActions, initiatingDcaIn, cancellingDcaIn) {
|
21
22
|
const supplyIsWsol = client.supplyMint.equals(spl_token_1.NATIVE_MINT);
|
22
23
|
const debtIsWsol = client.debtMint.equals(spl_token_1.NATIVE_MINT);
|
@@ -328,7 +329,7 @@ async function buildSolautoRebalanceTransaction(client, targetLiqUtilizationRate
|
|
328
329
|
client.log("Not eligible for a rebalance");
|
329
330
|
return undefined;
|
330
331
|
}
|
331
|
-
const values = (0, rebalanceUtils_1.getRebalanceValues)(client, targetLiqUtilizationRateBps);
|
332
|
+
const values = (0, rebalanceUtils_1.getRebalanceValues)(client.solautoPositionState, client.solautoPositionSettings(), client.solautoPositionActiveDca(), client.solautoPositionData?.feeType ?? generated_1.FeeType.Small, (0, generalUtils_1.currentUnixSeconds)(), constants_1.PRICES[client.supplyMint.toString()].price, constants_1.PRICES[client.debtMint.toString()].price, targetLiqUtilizationRateBps);
|
332
333
|
client.log("Rebalance values: ", values);
|
333
334
|
const swapDetails = (0, rebalanceUtils_1.getJupSwapRebalanceDetails)(client, values, targetLiqUtilizationRateBps, attemptNum);
|
334
335
|
const { jupQuote, lookupTableAddresses, setupInstructions, tokenLedgerIx, swapIx, } = await (0, jupiterUtils_1.getJupSwapTransaction)(client.signer, swapDetails, attemptNum);
|
@@ -3,21 +3,36 @@ import { Umi } from "@metaplex-foundation/umi";
|
|
3
3
|
import { AutomationSettings, DCASettings, DCASettingsInpArgs, FeeType, LendingPlatform, PositionState, SolautoSettingsParameters, SolautoSettingsParametersInpArgs } from "../../generated";
|
4
4
|
import { RebalanceAction, SolautoPositionDetails } from "../../types/solauto";
|
5
5
|
export declare function nextAutomationPeriodTimestamp(automation: AutomationSettings): number;
|
6
|
-
export declare function eligibleForNextAutomationPeriod(automation: AutomationSettings,
|
6
|
+
export declare function eligibleForNextAutomationPeriod(automation: AutomationSettings, currentUnixTime: number): boolean;
|
7
7
|
export declare function getUpdatedValueFromAutomation(currValue: number, targetValue: number, automation: AutomationSettings, currentUnixTimestamp: number): number;
|
8
|
-
export declare function getAdjustedSettingsFromAutomation(settings: SolautoSettingsParameters,
|
8
|
+
export declare function getAdjustedSettingsFromAutomation(settings: SolautoSettingsParameters, currentUnixTime: number): SolautoSettingsParameters;
|
9
9
|
export declare function getSolautoFeesBps(isReferred: boolean, feeType: FeeType): {
|
10
10
|
solauto: number;
|
11
11
|
referrer: number;
|
12
12
|
total: number;
|
13
13
|
};
|
14
14
|
export declare function eligibleForRebalance(positionState: PositionState, positionSettings: SolautoSettingsParameters, positionDca: DCASettings, currentUnixSecs: number): RebalanceAction | undefined;
|
15
|
-
export declare function eligibleForRefresh(positionState: PositionState, positionSettings: SolautoSettingsParameters,
|
15
|
+
export declare function eligibleForRefresh(positionState: PositionState, positionSettings: SolautoSettingsParameters, currentUnixTime: number): boolean;
|
16
16
|
export declare function getSolautoManagedPositions(umi: Umi, authority?: PublicKey): Promise<SolautoPositionDetails[]>;
|
17
17
|
export declare function getAllReferralStates(umi: Umi): Promise<PublicKey[]>;
|
18
18
|
export declare function getReferralsByUser(umi: Umi, user: PublicKey): Promise<PublicKey[]>;
|
19
19
|
export declare function getAllPositionsByAuthority(umi: Umi, user: PublicKey): Promise<SolautoPositionDetails[]>;
|
20
|
-
|
20
|
+
interface GetLatestStateProps {
|
21
|
+
state: PositionState;
|
22
|
+
umi?: Umi;
|
23
|
+
protocolAccount?: PublicKey;
|
24
|
+
lendingPlatform?: LendingPlatform;
|
25
|
+
supplyPrice?: number;
|
26
|
+
debtPrice?: number;
|
27
|
+
}
|
28
|
+
export declare function positionStateWithPrices({ state, supplyPrice, debtPrice, umi, protocolAccount, lendingPlatform, }: GetLatestStateProps): Promise<PositionState | undefined>;
|
29
|
+
interface AssetProps {
|
30
|
+
amountUsedBaseUnit: bigint;
|
31
|
+
decimals: number;
|
32
|
+
price: number;
|
33
|
+
mint: PublicKey;
|
34
|
+
}
|
35
|
+
export declare function createFakePositionState(supply: AssetProps, debt: AssetProps, maxLtvBps: number, liqThresholdBps: number): PositionState;
|
21
36
|
type PositionAdjustment = {
|
22
37
|
type: "supply";
|
23
38
|
value: bigint;
|
@@ -1 +1 @@
|
|
1
|
-
{"version":3,"file":"generalUtils.d.ts","sourceRoot":"","sources":["../../../src/utils/solauto/generalUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,
|
1
|
+
{"version":3,"file":"generalUtils.d.ts","sourceRoot":"","sources":["../../../src/utils/solauto/generalUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,EAA+B,GAAG,EAAE,MAAM,0BAA0B,CAAC;AAC5E,OAAO,EACL,kBAAkB,EAClB,WAAW,EACX,kBAAkB,EAClB,OAAO,EACP,eAAe,EACf,aAAa,EAEb,yBAAyB,EACzB,gCAAgC,EAIjC,MAAM,iBAAiB,CAAC;AAczB,OAAO,EAAE,eAAe,EAAE,sBAAsB,EAAE,MAAM,qBAAqB,CAAC;AAgB9E,wBAAgB,6BAA6B,CAC3C,UAAU,EAAE,kBAAkB,GAC7B,MAAM,CAKR;AAED,wBAAgB,+BAA+B,CAC7C,UAAU,EAAE,kBAAkB,EAC9B,eAAe,EAAE,MAAM,GACtB,OAAO,CAET;AAED,wBAAgB,6BAA6B,CAC3C,SAAS,EAAE,MAAM,EACjB,WAAW,EAAE,MAAM,EACnB,UAAU,EAAE,kBAAkB,EAC9B,oBAAoB,EAAE,MAAM,UAY7B;AAED,wBAAgB,iCAAiC,CAC/C,QAAQ,EAAE,yBAAyB,EACnC,eAAe,EAAE,MAAM,GACtB,yBAAyB,CAgB3B;AAED,wBAAgB,iBAAiB,CAC/B,UAAU,EAAE,OAAO,EACnB,OAAO,EAAE,OAAO,GACf;IACD,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,EAAE,MAAM,CAAC;CACf,CAYA;AAED,wBAAgB,oBAAoB,CAClC,aAAa,EAAE,aAAa,EAC5B,gBAAgB,EAAE,yBAAyB,EAC3C,WAAW,EAAE,WAAW,EACxB,eAAe,EAAE,MAAM,GACtB,eAAe,GAAG,SAAS,CAgC7B;AAED,wBAAgB,kBAAkB,CAChC,aAAa,EAAE,aAAa,EAC5B,gBAAgB,EAAE,yBAAyB,EAC3C,eAAe,EAAE,MAAM,GACtB,OAAO,CAYT;AAED,wBAAsB,0BAA0B,CAC9C,GAAG,EAAE,GAAG,EACR,SAAS,CAAC,EAAE,SAAS,GACpB,OAAO,CAAC,sBAAsB,EAAE,CAAC,CAmDnC;AAED,wBAAsB,oBAAoB,CAAC,GAAG,EAAE,GAAG,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAezE;AAED,wBAAsB,kBAAkB,CACtC,GAAG,EAAE,GAAG,EACR,IAAI,EAAE,SAAS,GACd,OAAO,CAAC,SAAS,EAAE,CAAC,CA2BtB;AAED,wBAAsB,0BAA0B,CAC9C,GAAG,EAAE,GAAG,EACR,IAAI,EAAE,SAAS,GACd,OAAO,CAAC,sBAAsB,EAAE,CAAC,CAuCnC;AAED,UAAU,mBAAmB;IAC3B,KAAK,EAAE,aAAa,CAAC;IACrB,GAAG,CAAC,EAAE,GAAG,CAAC;IACV,eAAe,CAAC,EAAE,SAAS,CAAC;IAC5B,eAAe,CAAC,EAAE,eAAe,CAAC;IAClC,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAED,wBAAsB,uBAAuB,CAAC,EAC5C,KAAK,EACL,WAAW,EACX,SAAS,EACT,GAAG,EACH,eAAe,EACf,eAAe,GAChB,EAAE,mBAAmB,GAAG,OAAO,CAAC,aAAa,GAAG,SAAS,CAAC,CAgE1D;AAED,UAAU,UAAU;IAClB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,SAAS,CAAC;CACjB;AAED,wBAAgB,uBAAuB,CACrC,MAAM,EAAE,UAAU,EAClB,IAAI,EAAE,UAAU,EAChB,SAAS,EAAE,MAAM,EACjB,eAAe,EAAE,MAAM,GACtB,aAAa,CA8Df;AAED,KAAK,kBAAkB,GACnB;IAAE,IAAI,EAAE,QAAQ,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,GACjC;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,GAC/B;IAAE,IAAI,EAAE,WAAW,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,GACpC;IAAE,IAAI,EAAE,UAAU,CAAC;IAAC,KAAK,EAAE,gCAAgC,CAAA;CAAE,GAC7D;IAAE,IAAI,EAAE,KAAK,CAAC;IAAC,KAAK,EAAE,kBAAkB,CAAA;CAAE,CAAC;AAE/C,qBAAa,mBAAmB;IACvB,gBAAgB,EAAE,MAAM,CAAa;IACrC,cAAc,EAAE,MAAM,CAAa;IACnC,uBAAuB,EAAE,MAAM,CAAa;IAC5C,QAAQ,EAAE,yBAAyB,GAAG,SAAS,CAAa;IAC5D,SAAS,EAAE,WAAW,GAAG,SAAS,CAAa;IAEtD,GAAG,CAAC,MAAM,EAAE,kBAAkB;IAyD9B,KAAK;IAQL,UAAU,IAAI,OAAO;CAQtB"}
|
@@ -13,6 +13,7 @@ exports.getAllReferralStates = getAllReferralStates;
|
|
13
13
|
exports.getReferralsByUser = getReferralsByUser;
|
14
14
|
exports.getAllPositionsByAuthority = getAllPositionsByAuthority;
|
15
15
|
exports.positionStateWithPrices = positionStateWithPrices;
|
16
|
+
exports.createFakePositionState = createFakePositionState;
|
16
17
|
const web3_js_1 = require("@solana/web3.js");
|
17
18
|
const umi_1 = require("@metaplex-foundation/umi");
|
18
19
|
const generated_1 = require("../../generated");
|
@@ -33,8 +34,8 @@ function nextAutomationPeriodTimestamp(automation) {
|
|
33
34
|
: Number(automation.unixStartDate) +
|
34
35
|
automation.periodsPassed * Number(automation.intervalSeconds);
|
35
36
|
}
|
36
|
-
function eligibleForNextAutomationPeriod(automation,
|
37
|
-
return
|
37
|
+
function eligibleForNextAutomationPeriod(automation, currentUnixTime) {
|
38
|
+
return currentUnixTime >= nextAutomationPeriodTimestamp(automation);
|
38
39
|
}
|
39
40
|
function getUpdatedValueFromAutomation(currValue, targetValue, automation, currentUnixTimestamp) {
|
40
41
|
const currRateDiff = currValue - targetValue;
|
@@ -44,10 +45,10 @@ function getUpdatedValueFromAutomation(currValue, targetValue, automation, curre
|
|
44
45
|
const newValue = currValue - currRateDiff * progressPct;
|
45
46
|
return newValue;
|
46
47
|
}
|
47
|
-
function getAdjustedSettingsFromAutomation(settings,
|
48
|
+
function getAdjustedSettingsFromAutomation(settings, currentUnixTime) {
|
48
49
|
const boostToBps = settings.automation.targetPeriods > 0 &&
|
49
|
-
eligibleForNextAutomationPeriod(settings.automation,
|
50
|
-
? getUpdatedValueFromAutomation(settings.boostToBps, settings.targetBoostToBps, settings.automation,
|
50
|
+
eligibleForNextAutomationPeriod(settings.automation, currentUnixTime)
|
51
|
+
? getUpdatedValueFromAutomation(settings.boostToBps, settings.targetBoostToBps, settings.automation, currentUnixTime)
|
51
52
|
: settings.boostToBps;
|
52
53
|
return {
|
53
54
|
...settings,
|
@@ -88,9 +89,9 @@ function eligibleForRebalance(positionState, positionSettings, positionDca, curr
|
|
88
89
|
}
|
89
90
|
return undefined;
|
90
91
|
}
|
91
|
-
function eligibleForRefresh(positionState, positionSettings,
|
92
|
+
function eligibleForRefresh(positionState, positionSettings, currentUnixTime) {
|
92
93
|
if (positionSettings.automation.targetPeriods > 0) {
|
93
|
-
return eligibleForNextAutomationPeriod(positionSettings.automation,
|
94
|
+
return eligibleForNextAutomationPeriod(positionSettings.automation, currentUnixTime);
|
94
95
|
}
|
95
96
|
else {
|
96
97
|
return ((0, generalUtils_1.currentUnixSeconds)() - Number(positionState.lastUpdated) >
|
@@ -211,8 +212,13 @@ async function getAllPositionsByAuthority(umi, user) {
|
|
211
212
|
// TODO support other platforms
|
212
213
|
return allPositions;
|
213
214
|
}
|
214
|
-
async function positionStateWithPrices(
|
215
|
+
async function positionStateWithPrices({ state, supplyPrice, debtPrice, umi, protocolAccount, lendingPlatform, }) {
|
215
216
|
if ((0, generalUtils_1.currentUnixSeconds)() - Number(state.lastUpdated) > 60 * 60 * 24 * 7) {
|
217
|
+
if (umi === undefined ||
|
218
|
+
protocolAccount === undefined ||
|
219
|
+
lendingPlatform === undefined) {
|
220
|
+
throw new Error("Missing required parameters");
|
221
|
+
}
|
216
222
|
if (lendingPlatform === generated_1.LendingPlatform.Marginfi) {
|
217
223
|
return await (0, marginfiUtils_1.getMarginfiAccountPositionState)(umi, protocolAccount, (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(state.supply.mint), (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(state.debt.mint));
|
218
224
|
}
|
@@ -234,7 +240,7 @@ async function positionStateWithPrices(umi, state, protocolAccount, lendingPlatf
|
|
234
240
|
...state,
|
235
241
|
liqUtilizationRateBps: (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, state.liqThresholdBps),
|
236
242
|
netWorth: {
|
237
|
-
|
243
|
+
baseUnit: (0, numberUtils_1.toBaseUnit)((supplyUsd - debtUsd) / supplyPrice, state.supply.decimals),
|
238
244
|
baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(supplyUsd - debtUsd, constants_1.USD_DECIMALS),
|
239
245
|
},
|
240
246
|
supply: {
|
@@ -253,6 +259,59 @@ async function positionStateWithPrices(umi, state, protocolAccount, lendingPlatf
|
|
253
259
|
},
|
254
260
|
};
|
255
261
|
}
|
262
|
+
function createFakePositionState(supply, debt, maxLtvBps, liqThresholdBps) {
|
263
|
+
const supplyUsd = (0, numberUtils_1.fromBaseUnit)(supply.amountUsedBaseUnit, supply.decimals) * supply.price;
|
264
|
+
const debtUsd = (0, numberUtils_1.fromBaseUnit)(debt.amountUsedBaseUnit, debt.decimals) * debt.price;
|
265
|
+
return {
|
266
|
+
liqUtilizationRateBps: (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, liqThresholdBps),
|
267
|
+
supply: {
|
268
|
+
amountUsed: {
|
269
|
+
baseUnit: supply.amountUsedBaseUnit,
|
270
|
+
baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(supplyUsd, constants_1.USD_DECIMALS),
|
271
|
+
},
|
272
|
+
amountCanBeUsed: {
|
273
|
+
baseUnit: (0, numberUtils_1.toBaseUnit)(1000000, supply.decimals),
|
274
|
+
baseAmountUsdValue: BigInt(Math.round(1000000 * supply.price)),
|
275
|
+
},
|
276
|
+
baseAmountMarketPriceUsd: (0, numberUtils_1.toBaseUnit)(supply.price, constants_1.USD_DECIMALS),
|
277
|
+
borrowFeeBps: 0,
|
278
|
+
decimals: supply.decimals,
|
279
|
+
flashLoanFeeBps: 0,
|
280
|
+
mint: (0, umi_1.publicKey)(supply.mint),
|
281
|
+
padding1: [],
|
282
|
+
padding2: [],
|
283
|
+
padding: new Uint8Array([]),
|
284
|
+
},
|
285
|
+
debt: {
|
286
|
+
amountUsed: {
|
287
|
+
baseUnit: debt.amountUsedBaseUnit,
|
288
|
+
baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(debtUsd, constants_1.USD_DECIMALS),
|
289
|
+
},
|
290
|
+
amountCanBeUsed: {
|
291
|
+
baseUnit: (0, numberUtils_1.toBaseUnit)(1000000, debt.decimals),
|
292
|
+
baseAmountUsdValue: BigInt(Math.round(1000000 * debt.price)),
|
293
|
+
},
|
294
|
+
baseAmountMarketPriceUsd: (0, numberUtils_1.toBaseUnit)(debt.price, constants_1.USD_DECIMALS),
|
295
|
+
borrowFeeBps: 0,
|
296
|
+
decimals: debt.decimals,
|
297
|
+
flashLoanFeeBps: 0,
|
298
|
+
mint: (0, umi_1.publicKey)(debt.mint),
|
299
|
+
padding1: [],
|
300
|
+
padding2: [],
|
301
|
+
padding: new Uint8Array([]),
|
302
|
+
},
|
303
|
+
netWorth: {
|
304
|
+
baseUnit: (0, numberUtils_1.toBaseUnit)((supplyUsd - debtUsd) / supply.price, supply.decimals),
|
305
|
+
baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(supplyUsd - debtUsd, constants_1.USD_DECIMALS),
|
306
|
+
},
|
307
|
+
maxLtvBps,
|
308
|
+
liqThresholdBps,
|
309
|
+
lastUpdated: BigInt((0, generalUtils_1.currentUnixSeconds)()),
|
310
|
+
padding1: [],
|
311
|
+
padding2: [],
|
312
|
+
padding: [],
|
313
|
+
};
|
314
|
+
}
|
256
315
|
class LivePositionUpdates {
|
257
316
|
constructor() {
|
258
317
|
this.supplyAdjustment = BigInt(0);
|
@@ -1,13 +1,15 @@
|
|
1
1
|
import { PublicKey } from "@solana/web3.js";
|
2
2
|
import { SolautoClient } from "../../clients/solautoClient";
|
3
|
+
import { DCASettings, FeeType, PositionState, SolautoSettingsParameters } from "../../generated";
|
3
4
|
import { QuoteResponse } from "@jup-ag/api";
|
4
5
|
import { JupSwapDetails } from "../jupiterUtils";
|
5
6
|
export interface RebalanceValues {
|
6
7
|
increasingLeverage: boolean;
|
7
8
|
debtAdjustmentUsd: number;
|
9
|
+
amountToDcaIn: number;
|
8
10
|
amountUsdToDcaIn: number;
|
9
11
|
}
|
10
|
-
export declare function getRebalanceValues(
|
12
|
+
export declare function getRebalanceValues(state: PositionState, settings: SolautoSettingsParameters | undefined, dca: DCASettings | undefined, feeType: FeeType, currentUnixTime: number, supplyPrice: number, debtPrice: number, targetLiqUtilizationRateBps?: number, limitGapBps?: number): RebalanceValues;
|
11
13
|
export interface FlashLoanDetails {
|
12
14
|
baseUnitAmount: bigint;
|
13
15
|
mint: PublicKey;
|
@@ -1 +1 @@
|
|
1
|
-
{"version":3,"file":"rebalanceUtils.d.ts","sourceRoot":"","sources":["../../../src/utils/solauto/rebalanceUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAC;
|
1
|
+
{"version":3,"file":"rebalanceUtils.d.ts","sourceRoot":"","sources":["../../../src/utils/solauto/rebalanceUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAC;AAC5D,OAAO,EACL,WAAW,EACX,OAAO,EACP,aAAa,EAEb,yBAAyB,EAC1B,MAAM,iBAAiB,CAAC;AAQzB,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAC5C,OAAO,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AAkJjD,MAAM,WAAW,eAAe;IAC9B,kBAAkB,EAAE,OAAO,CAAC;IAC5B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,gBAAgB,EAAE,MAAM,CAAC;CAC1B;AAED,wBAAgB,kBAAkB,CAChC,KAAK,EAAE,aAAa,EACpB,QAAQ,EAAE,yBAAyB,GAAG,SAAS,EAC/C,GAAG,EAAE,WAAW,GAAG,SAAS,EAC5B,OAAO,EAAE,OAAO,EAChB,eAAe,EAAE,MAAM,EACvB,WAAW,EAAE,MAAM,EACnB,SAAS,EAAE,MAAM,EACjB,2BAA2B,CAAC,EAAE,MAAM,EACpC,WAAW,CAAC,EAAE,MAAM,GACnB,eAAe,CAsEjB;AAED,MAAM,WAAW,gBAAgB;IAC/B,cAAc,EAAE,MAAM,CAAC;IACvB,IAAI,EAAE,SAAS,CAAC;CACjB;AAED,wBAAgB,mBAAmB,CACjC,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,eAAe,EACvB,QAAQ,EAAE,aAAa,GACtB,gBAAgB,GAAG,SAAS,CAkE9B;AAED,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,eAAe,EACvB,2BAA2B,CAAC,EAAE,MAAM,EACpC,UAAU,CAAC,EAAE,MAAM,GAClB,cAAc,CAkChB"}
|
@@ -3,81 +3,72 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.getRebalanceValues = getRebalanceValues;
|
4
4
|
exports.getFlashLoanDetails = getFlashLoanDetails;
|
5
5
|
exports.getJupSwapRebalanceDetails = getJupSwapRebalanceDetails;
|
6
|
-
const generated_1 = require("../../generated");
|
7
6
|
const generalUtils_1 = require("./generalUtils");
|
8
7
|
const umi_web3js_adapters_1 = require("@metaplex-foundation/umi-web3js-adapters");
|
9
8
|
const generalUtils_2 = require("../generalUtils");
|
10
9
|
const numberUtils_1 = require("../numberUtils");
|
11
10
|
const generalAccounts_1 = require("../../constants/generalAccounts");
|
12
11
|
const solautoConstants_1 = require("../../constants/solautoConstants");
|
13
|
-
function getAdditionalAmountToDcaIn(
|
14
|
-
const dca = client.solautoPositionActiveDca();
|
12
|
+
function getAdditionalAmountToDcaIn(dca) {
|
15
13
|
if (dca.debtToAddBaseUnit === BigInt(0)) {
|
16
14
|
return 0;
|
17
15
|
}
|
18
|
-
const debtBalance = Number(
|
19
|
-
Number(client.livePositionUpdates.debtTaBalanceAdjustment ?? 0);
|
16
|
+
const debtBalance = Number(dca.debtToAddBaseUnit);
|
20
17
|
const updatedDebtBalance = (0, generalUtils_1.getUpdatedValueFromAutomation)(debtBalance, 0, dca.automation, (0, generalUtils_2.currentUnixSeconds)());
|
21
18
|
return debtBalance - updatedDebtBalance;
|
22
19
|
}
|
23
|
-
function getStandardTargetLiqUtilizationRateBps(
|
24
|
-
|
25
|
-
|
26
|
-
|
27
|
-
|
28
|
-
|
29
|
-
|
30
|
-
|
31
|
-
|
32
|
-
|
33
|
-
repayFrom * 0.015) {
|
34
|
-
return adjustedSettings.repayToBps;
|
35
|
-
}
|
36
|
-
else {
|
37
|
-
throw new Error("Invalid rebalance condition");
|
38
|
-
}
|
20
|
+
function getStandardTargetLiqUtilizationRateBps(state, settings) {
|
21
|
+
const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, (0, generalUtils_2.currentUnixSeconds)());
|
22
|
+
const repayFrom = adjustedSettings.repayToBps - adjustedSettings.repayGap;
|
23
|
+
const boostFrom = adjustedSettings.boostToBps + adjustedSettings.boostGap;
|
24
|
+
if (state.liqUtilizationRateBps < boostFrom) {
|
25
|
+
return adjustedSettings.boostToBps;
|
26
|
+
}
|
27
|
+
else if (state.liqUtilizationRateBps > repayFrom ||
|
28
|
+
repayFrom - state.liqUtilizationRateBps < repayFrom * 0.015) {
|
29
|
+
return adjustedSettings.repayToBps;
|
39
30
|
}
|
40
31
|
else {
|
41
|
-
throw new Error("
|
32
|
+
throw new Error("Invalid rebalance condition");
|
42
33
|
}
|
43
34
|
}
|
44
|
-
function targetLiqUtilizationRateBpsFromDCA(
|
45
|
-
const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(
|
35
|
+
function targetLiqUtilizationRateBpsFromDCA(state, settings, dca) {
|
36
|
+
const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, (0, generalUtils_2.currentUnixSeconds)());
|
46
37
|
let targetRateBps = 0;
|
47
|
-
if (
|
48
|
-
targetRateBps = Math.max(
|
38
|
+
if (dca.debtToAddBaseUnit > BigInt(0)) {
|
39
|
+
targetRateBps = Math.max(state.liqUtilizationRateBps, adjustedSettings.boostToBps);
|
49
40
|
}
|
50
41
|
else {
|
51
42
|
targetRateBps = adjustedSettings.boostToBps;
|
52
43
|
}
|
53
44
|
return targetRateBps;
|
54
45
|
}
|
55
|
-
function isDcaRebalance(
|
56
|
-
if (
|
46
|
+
function isDcaRebalance(state, settings, dca, currentUnixTime) {
|
47
|
+
if (dca === undefined || dca.automation.targetPeriods === 0) {
|
57
48
|
return false;
|
58
49
|
}
|
59
|
-
const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(
|
60
|
-
if (
|
50
|
+
const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, (0, generalUtils_2.currentUnixSeconds)());
|
51
|
+
if (state.liqUtilizationRateBps >
|
61
52
|
adjustedSettings.repayToBps + adjustedSettings.repayGap) {
|
62
53
|
return false;
|
63
54
|
}
|
64
|
-
if (
|
65
|
-
return false;
|
66
|
-
}
|
67
|
-
if (!(0, generalUtils_1.eligibleForNextAutomationPeriod)(client.solautoPositionActiveDca().automation)) {
|
55
|
+
if (!(0, generalUtils_1.eligibleForNextAutomationPeriod)(dca.automation, currentUnixTime)) {
|
68
56
|
return false;
|
69
57
|
}
|
70
58
|
return true;
|
71
59
|
}
|
72
|
-
function getTargetRateAndDcaAmount(
|
60
|
+
function getTargetRateAndDcaAmount(state, settings, dca, currentUnixTime, targetLiqUtilizationRateBps) {
|
73
61
|
if (targetLiqUtilizationRateBps !== undefined) {
|
74
62
|
return {
|
75
63
|
targetRateBps: targetLiqUtilizationRateBps,
|
76
64
|
};
|
77
65
|
}
|
78
|
-
if (
|
79
|
-
|
80
|
-
|
66
|
+
if (settings === undefined) {
|
67
|
+
throw new Error("If rebalancing a self-managed position, settings, and DCA should be provided");
|
68
|
+
}
|
69
|
+
if (isDcaRebalance(state, settings, dca, currentUnixTime)) {
|
70
|
+
const amountToDcaIn = getAdditionalAmountToDcaIn(dca);
|
71
|
+
const targetLiqUtilizationRateBps = targetLiqUtilizationRateBpsFromDCA(state, settings, dca);
|
81
72
|
return {
|
82
73
|
targetRateBps: targetLiqUtilizationRateBps,
|
83
74
|
amountToDcaIn,
|
@@ -85,33 +76,30 @@ function getTargetRateAndDcaAmount(client, targetLiqUtilizationRateBps) {
|
|
85
76
|
}
|
86
77
|
else {
|
87
78
|
return {
|
88
|
-
targetRateBps: getStandardTargetLiqUtilizationRateBps(
|
79
|
+
targetRateBps: getStandardTargetLiqUtilizationRateBps(state, settings),
|
89
80
|
};
|
90
81
|
}
|
91
82
|
}
|
92
|
-
function getRebalanceValues(
|
93
|
-
if (
|
94
|
-
|
83
|
+
function getRebalanceValues(state, settings, dca, feeType, currentUnixTime, supplyPrice, debtPrice, targetLiqUtilizationRateBps, limitGapBps) {
|
84
|
+
if (state === undefined ||
|
85
|
+
state.lastUpdated <
|
95
86
|
BigInt(Math.round((0, generalUtils_2.currentUnixSeconds)() - solautoConstants_1.MIN_POSITION_STATE_FRESHNESS_SECS))) {
|
96
87
|
throw new Error("Requires a fresh position state to get rebalance details");
|
97
88
|
}
|
98
|
-
const { targetRateBps, amountToDcaIn } = getTargetRateAndDcaAmount(
|
99
|
-
const amountUsdToDcaIn = (0, numberUtils_1.fromBaseUnit)(BigInt(Math.round(amountToDcaIn ?? 0)),
|
100
|
-
|
101
|
-
|
89
|
+
const { targetRateBps, amountToDcaIn } = getTargetRateAndDcaAmount(state, settings, dca, currentUnixTime, targetLiqUtilizationRateBps);
|
90
|
+
const amountUsdToDcaIn = (0, numberUtils_1.fromBaseUnit)(BigInt(Math.round(amountToDcaIn ?? 0)), state.debt.decimals) *
|
91
|
+
debtPrice;
|
92
|
+
const increasingLeverage = amountUsdToDcaIn > 0 || state.liqUtilizationRateBps < targetRateBps;
|
102
93
|
let adjustmentFeeBps = 0;
|
103
94
|
if (increasingLeverage) {
|
104
|
-
adjustmentFeeBps = (0, generalUtils_1.getSolautoFeesBps)(
|
105
|
-
}
|
106
|
-
const supplyUsd = (0, numberUtils_1.fromBaseUnit)(
|
107
|
-
|
108
|
-
|
109
|
-
|
110
|
-
|
111
|
-
|
112
|
-
const inputMarketPrice = increasingLeverage
|
113
|
-
? solautoConstants_1.PRICES[client.debtMint.toString()].price
|
114
|
-
: solautoConstants_1.PRICES[client.supplyMint.toString()].price;
|
95
|
+
adjustmentFeeBps = (0, generalUtils_1.getSolautoFeesBps)(false, feeType).total;
|
96
|
+
}
|
97
|
+
const supplyUsd = (0, numberUtils_1.fromBaseUnit)(state.supply.amountUsed.baseAmountUsdValue, generalAccounts_1.USD_DECIMALS) +
|
98
|
+
amountUsdToDcaIn;
|
99
|
+
const debtUsd = (0, numberUtils_1.fromBaseUnit)(state.debt.amountUsed.baseAmountUsdValue, generalAccounts_1.USD_DECIMALS);
|
100
|
+
let debtAdjustmentUsd = (0, numberUtils_1.getDebtAdjustmentUsd)(state.liqThresholdBps, supplyUsd, debtUsd, targetRateBps, adjustmentFeeBps);
|
101
|
+
const input = increasingLeverage ? state.debt : state.supply;
|
102
|
+
const inputMarketPrice = increasingLeverage ? debtPrice : supplyPrice;
|
115
103
|
const limitGap = limitGapBps
|
116
104
|
? (0, numberUtils_1.fromBps)(limitGapBps)
|
117
105
|
: (0, numberUtils_1.fromBps)(solautoConstants_1.DEFAULT_LIMIT_GAP_BPS);
|
@@ -126,6 +114,7 @@ function getRebalanceValues(client, targetLiqUtilizationRateBps, limitGapBps) {
|
|
126
114
|
return {
|
127
115
|
increasingLeverage,
|
128
116
|
debtAdjustmentUsd,
|
117
|
+
amountToDcaIn: amountToDcaIn ?? 0,
|
129
118
|
amountUsdToDcaIn,
|
130
119
|
};
|
131
120
|
}
|
@@ -186,7 +175,7 @@ function getJupSwapRebalanceDetails(client, values, targetLiqUtilizationRateBps,
|
|
186
175
|
inputMint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint),
|
187
176
|
outputMint: (0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint),
|
188
177
|
destinationWallet: client.solautoPosition,
|
189
|
-
slippageBpsIncFactor: 0.25 + (
|
178
|
+
slippageBpsIncFactor: 0.25 + (attemptNum ?? 0) * 0.2,
|
190
179
|
amount: rebalancingToZero
|
191
180
|
? client.solautoPositionState.debt.amountUsed.baseUnit +
|
192
181
|
BigInt(Math.round(Number(client.solautoPositionState.debt.amountUsed.baseUnit) *
|
package/package.json
CHANGED
@@ -14,6 +14,7 @@ import {
|
|
14
14
|
Account as SplTokenAccount,
|
15
15
|
} from "@solana/spl-token";
|
16
16
|
import {
|
17
|
+
FeeType,
|
17
18
|
LendingPlatform,
|
18
19
|
ReferralState,
|
19
20
|
SOLAUTO_PROGRAM_ID,
|
@@ -56,6 +57,7 @@ import {
|
|
56
57
|
getLendingAccountWithdrawInstructionDataSerializer,
|
57
58
|
MARGINFI_PROGRAM_ID,
|
58
59
|
} from "../marginfi-sdk";
|
60
|
+
import { PRICES } from "../constants";
|
59
61
|
|
60
62
|
interface wSolTokenUsage {
|
61
63
|
wSolTokenAccount: PublicKey;
|
@@ -548,7 +550,6 @@ export async function getTransactionChores(
|
|
548
550
|
return [choresBefore, choresAfter];
|
549
551
|
}
|
550
552
|
|
551
|
-
|
552
553
|
export async function buildSolautoRebalanceTransaction(
|
553
554
|
client: SolautoClient,
|
554
555
|
targetLiqUtilizationRateBps?: number,
|
@@ -570,14 +571,23 @@ export async function buildSolautoRebalanceTransaction(
|
|
570
571
|
client.solautoPositionData?.position.settingParams!,
|
571
572
|
client.livePositionUpdates.activeDca ??
|
572
573
|
client.solautoPositionData?.position.dca!,
|
573
|
-
|
574
|
+
currentUnixSeconds()
|
574
575
|
))
|
575
576
|
) {
|
576
577
|
client.log("Not eligible for a rebalance");
|
577
578
|
return undefined;
|
578
579
|
}
|
579
580
|
|
580
|
-
const values = getRebalanceValues(
|
581
|
+
const values = getRebalanceValues(
|
582
|
+
client.solautoPositionState!,
|
583
|
+
client.solautoPositionSettings(),
|
584
|
+
client.solautoPositionActiveDca(),
|
585
|
+
client.solautoPositionData?.feeType ?? FeeType.Small,
|
586
|
+
currentUnixSeconds(),
|
587
|
+
PRICES[client.supplyMint.toString()].price,
|
588
|
+
PRICES[client.debtMint.toString()].price,
|
589
|
+
targetLiqUtilizationRateBps
|
590
|
+
);
|
581
591
|
client.log("Rebalance values: ", values);
|
582
592
|
|
583
593
|
const swapDetails = getJupSwapRebalanceDetails(
|
@@ -1,5 +1,5 @@
|
|
1
1
|
import { PublicKey } from "@solana/web3.js";
|
2
|
-
import { isOption, isSome, Umi } from "@metaplex-foundation/umi";
|
2
|
+
import { isOption, isSome, publicKey, Umi } from "@metaplex-foundation/umi";
|
3
3
|
import {
|
4
4
|
AutomationSettings,
|
5
5
|
DCASettings,
|
@@ -54,9 +54,9 @@ export function nextAutomationPeriodTimestamp(
|
|
54
54
|
|
55
55
|
export function eligibleForNextAutomationPeriod(
|
56
56
|
automation: AutomationSettings,
|
57
|
-
|
57
|
+
currentUnixTime: number
|
58
58
|
): boolean {
|
59
|
-
return
|
59
|
+
return currentUnixTime >= nextAutomationPeriodTimestamp(automation);
|
60
60
|
}
|
61
61
|
|
62
62
|
export function getUpdatedValueFromAutomation(
|
@@ -79,16 +79,16 @@ export function getUpdatedValueFromAutomation(
|
|
79
79
|
|
80
80
|
export function getAdjustedSettingsFromAutomation(
|
81
81
|
settings: SolautoSettingsParameters,
|
82
|
-
|
82
|
+
currentUnixTime: number
|
83
83
|
): SolautoSettingsParameters {
|
84
84
|
const boostToBps =
|
85
85
|
settings.automation.targetPeriods > 0 &&
|
86
|
-
eligibleForNextAutomationPeriod(settings.automation,
|
86
|
+
eligibleForNextAutomationPeriod(settings.automation, currentUnixTime)
|
87
87
|
? getUpdatedValueFromAutomation(
|
88
88
|
settings.boostToBps,
|
89
89
|
settings.targetBoostToBps,
|
90
90
|
settings.automation,
|
91
|
-
|
91
|
+
currentUnixTime
|
92
92
|
)
|
93
93
|
: settings.boostToBps;
|
94
94
|
|
@@ -161,10 +161,13 @@ export function eligibleForRebalance(
|
|
161
161
|
export function eligibleForRefresh(
|
162
162
|
positionState: PositionState,
|
163
163
|
positionSettings: SolautoSettingsParameters,
|
164
|
-
|
164
|
+
currentUnixTime: number
|
165
165
|
): boolean {
|
166
166
|
if (positionSettings.automation.targetPeriods > 0) {
|
167
|
-
return eligibleForNextAutomationPeriod(
|
167
|
+
return eligibleForNextAutomationPeriod(
|
168
|
+
positionSettings.automation,
|
169
|
+
currentUnixTime
|
170
|
+
);
|
168
171
|
} else {
|
169
172
|
return (
|
170
173
|
currentUnixSeconds() - Number(positionState.lastUpdated) >
|
@@ -322,15 +325,32 @@ export async function getAllPositionsByAuthority(
|
|
322
325
|
return allPositions;
|
323
326
|
}
|
324
327
|
|
325
|
-
|
326
|
-
|
327
|
-
|
328
|
-
protocolAccount
|
329
|
-
lendingPlatform
|
330
|
-
supplyPrice?: number
|
331
|
-
debtPrice?: number
|
332
|
-
|
328
|
+
interface GetLatestStateProps {
|
329
|
+
state: PositionState;
|
330
|
+
umi?: Umi;
|
331
|
+
protocolAccount?: PublicKey;
|
332
|
+
lendingPlatform?: LendingPlatform;
|
333
|
+
supplyPrice?: number;
|
334
|
+
debtPrice?: number;
|
335
|
+
}
|
336
|
+
|
337
|
+
export async function positionStateWithPrices({
|
338
|
+
state,
|
339
|
+
supplyPrice,
|
340
|
+
debtPrice,
|
341
|
+
umi,
|
342
|
+
protocolAccount,
|
343
|
+
lendingPlatform,
|
344
|
+
}: GetLatestStateProps): Promise<PositionState | undefined> {
|
333
345
|
if (currentUnixSeconds() - Number(state.lastUpdated) > 60 * 60 * 24 * 7) {
|
346
|
+
if (
|
347
|
+
umi === undefined ||
|
348
|
+
protocolAccount === undefined ||
|
349
|
+
lendingPlatform === undefined
|
350
|
+
) {
|
351
|
+
throw new Error("Missing required parameters");
|
352
|
+
}
|
353
|
+
|
334
354
|
if (lendingPlatform === LendingPlatform.Marginfi) {
|
335
355
|
return await getMarginfiAccountPositionState(
|
336
356
|
umi,
|
@@ -364,7 +384,10 @@ export async function positionStateWithPrices(
|
|
364
384
|
state.liqThresholdBps
|
365
385
|
),
|
366
386
|
netWorth: {
|
367
|
-
|
387
|
+
baseUnit: toBaseUnit(
|
388
|
+
(supplyUsd - debtUsd) / supplyPrice,
|
389
|
+
state.supply.decimals
|
390
|
+
),
|
368
391
|
baseAmountUsdValue: toBaseUnit(supplyUsd - debtUsd, USD_DECIMALS),
|
369
392
|
},
|
370
393
|
supply: {
|
@@ -384,6 +407,82 @@ export async function positionStateWithPrices(
|
|
384
407
|
};
|
385
408
|
}
|
386
409
|
|
410
|
+
interface AssetProps {
|
411
|
+
amountUsedBaseUnit: bigint;
|
412
|
+
decimals: number;
|
413
|
+
price: number;
|
414
|
+
mint: PublicKey;
|
415
|
+
}
|
416
|
+
|
417
|
+
export function createFakePositionState(
|
418
|
+
supply: AssetProps,
|
419
|
+
debt: AssetProps,
|
420
|
+
maxLtvBps: number,
|
421
|
+
liqThresholdBps: number
|
422
|
+
): PositionState {
|
423
|
+
const supplyUsd =
|
424
|
+
fromBaseUnit(supply.amountUsedBaseUnit, supply.decimals) * supply.price;
|
425
|
+
const debtUsd =
|
426
|
+
fromBaseUnit(debt.amountUsedBaseUnit, debt.decimals) * debt.price;
|
427
|
+
|
428
|
+
return {
|
429
|
+
liqUtilizationRateBps: getLiqUtilzationRateBps(
|
430
|
+
supplyUsd,
|
431
|
+
debtUsd,
|
432
|
+
liqThresholdBps
|
433
|
+
),
|
434
|
+
supply: {
|
435
|
+
amountUsed: {
|
436
|
+
baseUnit: supply.amountUsedBaseUnit,
|
437
|
+
baseAmountUsdValue: toBaseUnit(supplyUsd, USD_DECIMALS),
|
438
|
+
},
|
439
|
+
amountCanBeUsed: {
|
440
|
+
baseUnit: toBaseUnit(1000000, supply.decimals),
|
441
|
+
baseAmountUsdValue: BigInt(Math.round(1000000 * supply.price)),
|
442
|
+
},
|
443
|
+
baseAmountMarketPriceUsd: toBaseUnit(supply.price, USD_DECIMALS),
|
444
|
+
borrowFeeBps: 0,
|
445
|
+
decimals: supply.decimals,
|
446
|
+
flashLoanFeeBps: 0,
|
447
|
+
mint: publicKey(supply.mint),
|
448
|
+
padding1: [],
|
449
|
+
padding2: [],
|
450
|
+
padding: new Uint8Array([]),
|
451
|
+
},
|
452
|
+
debt: {
|
453
|
+
amountUsed: {
|
454
|
+
baseUnit: debt.amountUsedBaseUnit,
|
455
|
+
baseAmountUsdValue: toBaseUnit(debtUsd, USD_DECIMALS),
|
456
|
+
},
|
457
|
+
amountCanBeUsed: {
|
458
|
+
baseUnit: toBaseUnit(1000000, debt.decimals),
|
459
|
+
baseAmountUsdValue: BigInt(Math.round(1000000 * debt.price)),
|
460
|
+
},
|
461
|
+
baseAmountMarketPriceUsd: toBaseUnit(debt.price, USD_DECIMALS),
|
462
|
+
borrowFeeBps: 0,
|
463
|
+
decimals: debt.decimals,
|
464
|
+
flashLoanFeeBps: 0,
|
465
|
+
mint: publicKey(debt.mint),
|
466
|
+
padding1: [],
|
467
|
+
padding2: [],
|
468
|
+
padding: new Uint8Array([]),
|
469
|
+
},
|
470
|
+
netWorth: {
|
471
|
+
baseUnit: toBaseUnit(
|
472
|
+
(supplyUsd - debtUsd) / supply.price,
|
473
|
+
supply.decimals
|
474
|
+
),
|
475
|
+
baseAmountUsdValue: toBaseUnit(supplyUsd - debtUsd, USD_DECIMALS),
|
476
|
+
},
|
477
|
+
maxLtvBps,
|
478
|
+
liqThresholdBps,
|
479
|
+
lastUpdated: BigInt(currentUnixSeconds()),
|
480
|
+
padding1: [],
|
481
|
+
padding2: [],
|
482
|
+
padding: [],
|
483
|
+
};
|
484
|
+
}
|
485
|
+
|
387
486
|
type PositionAdjustment =
|
388
487
|
| { type: "supply"; value: bigint }
|
389
488
|
| { type: "debt"; value: bigint }
|
@@ -1,6 +1,12 @@
|
|
1
1
|
import { PublicKey } from "@solana/web3.js";
|
2
2
|
import { SolautoClient } from "../../clients/solautoClient";
|
3
|
-
import {
|
3
|
+
import {
|
4
|
+
DCASettings,
|
5
|
+
FeeType,
|
6
|
+
PositionState,
|
7
|
+
PositionTokenUsage,
|
8
|
+
SolautoSettingsParameters,
|
9
|
+
} from "../../generated";
|
4
10
|
import {
|
5
11
|
eligibleForNextAutomationPeriod,
|
6
12
|
getAdjustedSettingsFromAutomation,
|
@@ -26,15 +32,12 @@ import {
|
|
26
32
|
PRICES,
|
27
33
|
} from "../../constants/solautoConstants";
|
28
34
|
|
29
|
-
function getAdditionalAmountToDcaIn(
|
30
|
-
const dca = client.solautoPositionActiveDca()!;
|
35
|
+
function getAdditionalAmountToDcaIn(dca: DCASettings): number {
|
31
36
|
if (dca.debtToAddBaseUnit === BigInt(0)) {
|
32
37
|
return 0;
|
33
38
|
}
|
34
39
|
|
35
|
-
const debtBalance =
|
36
|
-
Number(client.solautoPositionData?.position.dca.debtToAddBaseUnit ?? 0) +
|
37
|
-
Number(client.livePositionUpdates.debtTaBalanceAdjustment ?? 0);
|
40
|
+
const debtBalance = Number(dca.debtToAddBaseUnit);
|
38
41
|
const updatedDebtBalance = getUpdatedValueFromAutomation(
|
39
42
|
debtBalance,
|
40
43
|
0,
|
@@ -45,44 +48,44 @@ function getAdditionalAmountToDcaIn(client: SolautoClient): number {
|
|
45
48
|
return debtBalance - updatedDebtBalance;
|
46
49
|
}
|
47
50
|
|
48
|
-
function getStandardTargetLiqUtilizationRateBps(
|
49
|
-
|
50
|
-
|
51
|
-
|
52
|
-
|
53
|
-
|
51
|
+
function getStandardTargetLiqUtilizationRateBps(
|
52
|
+
state: PositionState,
|
53
|
+
settings: SolautoSettingsParameters
|
54
|
+
): number {
|
55
|
+
const adjustedSettings = getAdjustedSettingsFromAutomation(
|
56
|
+
settings,
|
57
|
+
currentUnixSeconds()
|
58
|
+
);
|
59
|
+
|
60
|
+
const repayFrom = adjustedSettings.repayToBps - adjustedSettings.repayGap;
|
61
|
+
const boostFrom = adjustedSettings.boostToBps + adjustedSettings.boostGap;
|
54
62
|
|
55
|
-
|
56
|
-
|
57
|
-
|
58
|
-
|
59
|
-
|
60
|
-
|
61
|
-
|
62
|
-
repayFrom - client.solautoPositionState!.liqUtilizationRateBps <
|
63
|
-
repayFrom * 0.015
|
64
|
-
) {
|
65
|
-
return adjustedSettings.repayToBps;
|
66
|
-
} else {
|
67
|
-
throw new Error("Invalid rebalance condition");
|
68
|
-
}
|
63
|
+
if (state.liqUtilizationRateBps < boostFrom) {
|
64
|
+
return adjustedSettings.boostToBps;
|
65
|
+
} else if (
|
66
|
+
state.liqUtilizationRateBps > repayFrom ||
|
67
|
+
repayFrom - state.liqUtilizationRateBps < repayFrom * 0.015
|
68
|
+
) {
|
69
|
+
return adjustedSettings.repayToBps;
|
69
70
|
} else {
|
70
|
-
throw new Error(
|
71
|
-
"This is a self-managed position, a targetLiqUtilizationRateBps must be provided initiate a rebalance"
|
72
|
-
);
|
71
|
+
throw new Error("Invalid rebalance condition");
|
73
72
|
}
|
74
73
|
}
|
75
74
|
|
76
|
-
function targetLiqUtilizationRateBpsFromDCA(
|
75
|
+
function targetLiqUtilizationRateBpsFromDCA(
|
76
|
+
state: PositionState,
|
77
|
+
settings: SolautoSettingsParameters,
|
78
|
+
dca: DCASettings
|
79
|
+
) {
|
77
80
|
const adjustedSettings = getAdjustedSettingsFromAutomation(
|
78
|
-
|
81
|
+
settings,
|
79
82
|
currentUnixSeconds()
|
80
83
|
);
|
81
84
|
|
82
85
|
let targetRateBps = 0;
|
83
|
-
if (
|
86
|
+
if (dca.debtToAddBaseUnit > BigInt(0)) {
|
84
87
|
targetRateBps = Math.max(
|
85
|
-
|
88
|
+
state.liqUtilizationRateBps,
|
86
89
|
adjustedSettings.boostToBps
|
87
90
|
);
|
88
91
|
} else {
|
@@ -91,32 +94,29 @@ function targetLiqUtilizationRateBpsFromDCA(client: SolautoClient) {
|
|
91
94
|
return targetRateBps;
|
92
95
|
}
|
93
96
|
|
94
|
-
function isDcaRebalance(
|
95
|
-
|
97
|
+
function isDcaRebalance(
|
98
|
+
state: PositionState,
|
99
|
+
settings: SolautoSettingsParameters,
|
100
|
+
dca: DCASettings | undefined,
|
101
|
+
currentUnixTime: number
|
102
|
+
): boolean {
|
103
|
+
if (dca === undefined || dca.automation.targetPeriods === 0) {
|
96
104
|
return false;
|
97
105
|
}
|
98
106
|
|
99
107
|
const adjustedSettings = getAdjustedSettingsFromAutomation(
|
100
|
-
|
108
|
+
settings,
|
101
109
|
currentUnixSeconds()
|
102
110
|
);
|
103
111
|
|
104
112
|
if (
|
105
|
-
|
113
|
+
state.liqUtilizationRateBps >
|
106
114
|
adjustedSettings.repayToBps + adjustedSettings.repayGap
|
107
115
|
) {
|
108
116
|
return false;
|
109
117
|
}
|
110
118
|
|
111
|
-
if (
|
112
|
-
return false;
|
113
|
-
}
|
114
|
-
|
115
|
-
if (
|
116
|
-
!eligibleForNextAutomationPeriod(
|
117
|
-
client.solautoPositionActiveDca()!.automation
|
118
|
-
)
|
119
|
-
) {
|
119
|
+
if (!eligibleForNextAutomationPeriod(dca.automation, currentUnixTime)) {
|
120
120
|
return false;
|
121
121
|
}
|
122
122
|
|
@@ -124,7 +124,10 @@ function isDcaRebalance(client: SolautoClient): boolean {
|
|
124
124
|
}
|
125
125
|
|
126
126
|
function getTargetRateAndDcaAmount(
|
127
|
-
|
127
|
+
state: PositionState,
|
128
|
+
settings: SolautoSettingsParameters | undefined,
|
129
|
+
dca: DCASettings | undefined,
|
130
|
+
currentUnixTime: number,
|
128
131
|
targetLiqUtilizationRateBps?: number
|
129
132
|
): { targetRateBps: number; amountToDcaIn?: number } {
|
130
133
|
if (targetLiqUtilizationRateBps !== undefined) {
|
@@ -133,10 +136,19 @@ function getTargetRateAndDcaAmount(
|
|
133
136
|
};
|
134
137
|
}
|
135
138
|
|
136
|
-
if (
|
137
|
-
|
138
|
-
|
139
|
-
|
139
|
+
if (settings === undefined) {
|
140
|
+
throw new Error(
|
141
|
+
"If rebalancing a self-managed position, settings, and DCA should be provided"
|
142
|
+
);
|
143
|
+
}
|
144
|
+
|
145
|
+
if (isDcaRebalance(state, settings, dca, currentUnixTime)) {
|
146
|
+
const amountToDcaIn = getAdditionalAmountToDcaIn(dca!);
|
147
|
+
const targetLiqUtilizationRateBps = targetLiqUtilizationRateBpsFromDCA(
|
148
|
+
state,
|
149
|
+
settings,
|
150
|
+
dca!
|
151
|
+
);
|
140
152
|
|
141
153
|
return {
|
142
154
|
targetRateBps: targetLiqUtilizationRateBps,
|
@@ -144,7 +156,7 @@ function getTargetRateAndDcaAmount(
|
|
144
156
|
};
|
145
157
|
} else {
|
146
158
|
return {
|
147
|
-
targetRateBps: getStandardTargetLiqUtilizationRateBps(
|
159
|
+
targetRateBps: getStandardTargetLiqUtilizationRateBps(state, settings),
|
148
160
|
};
|
149
161
|
}
|
150
162
|
}
|
@@ -152,17 +164,24 @@ function getTargetRateAndDcaAmount(
|
|
152
164
|
export interface RebalanceValues {
|
153
165
|
increasingLeverage: boolean;
|
154
166
|
debtAdjustmentUsd: number;
|
167
|
+
amountToDcaIn: number;
|
155
168
|
amountUsdToDcaIn: number;
|
156
169
|
}
|
157
170
|
|
158
171
|
export function getRebalanceValues(
|
159
|
-
|
172
|
+
state: PositionState,
|
173
|
+
settings: SolautoSettingsParameters | undefined,
|
174
|
+
dca: DCASettings | undefined,
|
175
|
+
feeType: FeeType,
|
176
|
+
currentUnixTime: number,
|
177
|
+
supplyPrice: number,
|
178
|
+
debtPrice: number,
|
160
179
|
targetLiqUtilizationRateBps?: number,
|
161
180
|
limitGapBps?: number
|
162
181
|
): RebalanceValues {
|
163
182
|
if (
|
164
|
-
|
165
|
-
|
183
|
+
state === undefined ||
|
184
|
+
state.lastUpdated <
|
166
185
|
BigInt(
|
167
186
|
Math.round(currentUnixSeconds() - MIN_POSITION_STATE_FRESHNESS_SECS)
|
168
187
|
)
|
@@ -171,50 +190,41 @@ export function getRebalanceValues(
|
|
171
190
|
}
|
172
191
|
|
173
192
|
const { targetRateBps, amountToDcaIn } = getTargetRateAndDcaAmount(
|
174
|
-
|
193
|
+
state,
|
194
|
+
settings,
|
195
|
+
dca,
|
196
|
+
currentUnixTime,
|
175
197
|
targetLiqUtilizationRateBps
|
176
198
|
);
|
177
199
|
|
178
200
|
const amountUsdToDcaIn =
|
179
|
-
fromBaseUnit(
|
180
|
-
|
181
|
-
client.solautoPositionState!.debt.decimals
|
182
|
-
) * PRICES[client.debtMint.toString()].price;
|
201
|
+
fromBaseUnit(BigInt(Math.round(amountToDcaIn ?? 0)), state.debt.decimals) *
|
202
|
+
debtPrice;
|
183
203
|
|
184
204
|
const increasingLeverage =
|
185
|
-
amountUsdToDcaIn > 0 ||
|
186
|
-
client.solautoPositionState!.liqUtilizationRateBps < targetRateBps;
|
205
|
+
amountUsdToDcaIn > 0 || state.liqUtilizationRateBps < targetRateBps;
|
187
206
|
let adjustmentFeeBps = 0;
|
188
207
|
if (increasingLeverage) {
|
189
|
-
adjustmentFeeBps = getSolautoFeesBps(
|
190
|
-
client.referredByState !== undefined,
|
191
|
-
client.solautoPositionData?.feeType ?? FeeType.Small
|
192
|
-
).total;
|
208
|
+
adjustmentFeeBps = getSolautoFeesBps(false, feeType).total;
|
193
209
|
}
|
194
210
|
|
195
211
|
const supplyUsd =
|
196
|
-
fromBaseUnit(
|
197
|
-
|
198
|
-
USD_DECIMALS
|
199
|
-
) + amountUsdToDcaIn;
|
212
|
+
fromBaseUnit(state.supply.amountUsed.baseAmountUsdValue, USD_DECIMALS) +
|
213
|
+
amountUsdToDcaIn;
|
200
214
|
const debtUsd = fromBaseUnit(
|
201
|
-
|
215
|
+
state.debt.amountUsed.baseAmountUsdValue,
|
202
216
|
USD_DECIMALS
|
203
217
|
);
|
204
218
|
let debtAdjustmentUsd = getDebtAdjustmentUsd(
|
205
|
-
|
219
|
+
state.liqThresholdBps,
|
206
220
|
supplyUsd,
|
207
221
|
debtUsd,
|
208
222
|
targetRateBps,
|
209
223
|
adjustmentFeeBps
|
210
224
|
);
|
211
225
|
|
212
|
-
const input = increasingLeverage
|
213
|
-
|
214
|
-
: client.solautoPositionState!.supply;
|
215
|
-
const inputMarketPrice = increasingLeverage
|
216
|
-
? PRICES[client.debtMint.toString()].price
|
217
|
-
: PRICES[client.supplyMint.toString()].price;
|
226
|
+
const input = increasingLeverage ? state.debt : state.supply;
|
227
|
+
const inputMarketPrice = increasingLeverage ? debtPrice : supplyPrice;
|
218
228
|
|
219
229
|
const limitGap = limitGapBps
|
220
230
|
? fromBps(limitGapBps)
|
@@ -235,6 +245,7 @@ export function getRebalanceValues(
|
|
235
245
|
return {
|
236
246
|
increasingLeverage,
|
237
247
|
debtAdjustmentUsd,
|
248
|
+
amountToDcaIn: amountToDcaIn ?? 0,
|
238
249
|
amountUsdToDcaIn,
|
239
250
|
};
|
240
251
|
}
|
@@ -269,7 +280,7 @@ export function getFlashLoanDetails(
|
|
269
280
|
values.debtAdjustmentUsd > 0
|
270
281
|
? debtUsd + debtAdjustmentWithSlippage
|
271
282
|
: debtUsd;
|
272
|
-
|
283
|
+
|
273
284
|
const tempLiqUtilizationRateBps = getLiqUtilzationRateBps(
|
274
285
|
supplyUsd,
|
275
286
|
debtUsd,
|
@@ -342,7 +353,7 @@ export function getJupSwapRebalanceDetails(
|
|
342
353
|
inputMint: toWeb3JsPublicKey(input.mint),
|
343
354
|
outputMint: toWeb3JsPublicKey(output.mint),
|
344
355
|
destinationWallet: client.solautoPosition,
|
345
|
-
slippageBpsIncFactor: 0.25 + (
|
356
|
+
slippageBpsIncFactor: 0.25 + (attemptNum ?? 0) * 0.2,
|
346
357
|
amount: rebalancingToZero
|
347
358
|
? client.solautoPositionState!.debt.amountUsed.baseUnit +
|
348
359
|
BigInt(
|
package/tests/shared.ts
CHANGED
@@ -1,14 +1,17 @@
|
|
1
1
|
import { Signer, createSignerFromKeypair } from "@metaplex-foundation/umi";
|
2
|
-
import { Connection, clusterApiUrl } from "@solana/web3.js";
|
2
|
+
import { Connection, Keypair, clusterApiUrl } from "@solana/web3.js";
|
3
3
|
import { createUmi } from "@metaplex-foundation/umi-bundle-defaults";
|
4
4
|
import { getSecretKey } from "../local/shared";
|
5
|
+
import { fromWeb3JsKeypair } from "@metaplex-foundation/umi-web3js-adapters";
|
5
6
|
|
6
|
-
export function setupTest(keypairFilename?: string): Signer {
|
7
|
+
export function setupTest(keypairFilename?: string, random?: boolean): Signer {
|
7
8
|
const umi = createUmi(
|
8
9
|
new Connection(clusterApiUrl("mainnet-beta"), "confirmed")
|
9
10
|
);
|
10
11
|
const secretKey = getSecretKey(keypairFilename);
|
11
|
-
const signerKeypair =
|
12
|
+
const signerKeypair = random
|
13
|
+
? fromWeb3JsKeypair(Keypair.generate())
|
14
|
+
: umi.eddsa.createKeypairFromSecretKey(secretKey);
|
12
15
|
const signer = createSignerFromKeypair(umi, signerKeypair);
|
13
16
|
|
14
17
|
return signer;
|
@@ -4,7 +4,6 @@ import { NATIVE_MINT } from "@solana/spl-token";
|
|
4
4
|
import { assert } from "chai";
|
5
5
|
import { SolautoMarginfiClient } from "../../src/clients/solautoMarginfiClient";
|
6
6
|
import { setupTest } from "../shared";
|
7
|
-
import { MARGINFI_ACCOUNTS } from "../../src/constants/marginfiAccounts";
|
8
7
|
import { getRebalanceValues } from "../../src/utils/solauto/rebalanceUtils";
|
9
8
|
import { publicKey } from "@metaplex-foundation/umi";
|
10
9
|
import { SolautoClient } from "../../src/clients/solautoClient";
|
@@ -23,18 +22,21 @@ import {
|
|
23
22
|
} from "../../src/utils/numberUtils";
|
24
23
|
import { USD_DECIMALS } from "../../src/constants/generalAccounts";
|
25
24
|
import {
|
25
|
+
createFakePositionState,
|
26
26
|
eligibleForNextAutomationPeriod,
|
27
27
|
getAdjustedSettingsFromAutomation,
|
28
28
|
getSolautoFeesBps,
|
29
29
|
getUpdatedValueFromAutomation,
|
30
|
+
positionStateWithPrices,
|
30
31
|
} from "../../src/utils/solauto/generalUtils";
|
31
32
|
import {
|
32
33
|
currentUnixSeconds,
|
33
34
|
getTokenPrices,
|
34
35
|
} from "../../src/utils/generalUtils";
|
35
36
|
import { USDC_MINT } from "../../src/constants/tokenConstants";
|
37
|
+
import { PRICES } from "../../src/constants";
|
36
38
|
|
37
|
-
const signer = setupTest();
|
39
|
+
const signer = setupTest(undefined, true);
|
38
40
|
|
39
41
|
function assertAccurateRebalance(
|
40
42
|
client: SolautoClient,
|
@@ -43,7 +45,16 @@ function assertAccurateRebalance(
|
|
43
45
|
expectedUsdToDcaIn?: number
|
44
46
|
) {
|
45
47
|
const { increasingLeverage, debtAdjustmentUsd, amountUsdToDcaIn } =
|
46
|
-
getRebalanceValues(
|
48
|
+
getRebalanceValues(
|
49
|
+
client.solautoPositionState!,
|
50
|
+
client.solautoPositionSettings(),
|
51
|
+
client.solautoPositionActiveDca(),
|
52
|
+
client.solautoPositionData?.feeType ?? FeeType.Small,
|
53
|
+
currentUnixSeconds(),
|
54
|
+
PRICES[client.supplyMint.toString()].price,
|
55
|
+
PRICES[client.debtMint.toString()].price,
|
56
|
+
targetLiqUtilizationRateBps
|
57
|
+
);
|
47
58
|
|
48
59
|
let adjustmentFeeBps = 0;
|
49
60
|
if (increasingLeverage) {
|
@@ -55,7 +66,9 @@ function assertAccurateRebalance(
|
|
55
66
|
|
56
67
|
assert(
|
57
68
|
Math.round(amountUsdToDcaIn) === Math.round(expectedUsdToDcaIn ?? 0),
|
58
|
-
`Expected DCA-in amount does not match ${Math.round(
|
69
|
+
`Expected DCA-in amount does not match ${Math.round(
|
70
|
+
amountUsdToDcaIn
|
71
|
+
)}, ${Math.round(expectedUsdToDcaIn ?? 0)}`
|
59
72
|
);
|
60
73
|
|
61
74
|
const newSupply =
|
@@ -77,8 +90,9 @@ function assertAccurateRebalance(
|
|
77
90
|
client.solautoPositionState!.liqThresholdBps
|
78
91
|
);
|
79
92
|
assert(
|
80
|
-
Math.round(newLiqUtilizationRateBps) ===
|
81
|
-
|
93
|
+
Math.round(newLiqUtilizationRateBps) ===
|
94
|
+
Math.round(expectedLiqUtilizationRateBps),
|
95
|
+
`Expected liq utilization rate does not match ${newLiqUtilizationRateBps}, ${expectedLiqUtilizationRateBps}`
|
82
96
|
);
|
83
97
|
}
|
84
98
|
|
@@ -97,10 +111,37 @@ async function getFakePosition(
|
|
97
111
|
positionId: 1,
|
98
112
|
signer,
|
99
113
|
supplyMint: new PublicKey(NATIVE_MINT),
|
100
|
-
debtMint: new PublicKey(
|
114
|
+
debtMint: new PublicKey(USDC_MINT),
|
115
|
+
});
|
116
|
+
|
117
|
+
const supplyUsd = 1000;
|
118
|
+
const maxLtvBps = 6400;
|
119
|
+
const liqThresholdBps = 8181;
|
120
|
+
client.solautoPositionState = await positionStateWithPrices({
|
121
|
+
state: createFakePositionState(
|
122
|
+
{
|
123
|
+
amountUsedBaseUnit: toBaseUnit(supplyUsd / supplyPrice, 9),
|
124
|
+
decimals: 9,
|
125
|
+
price: PRICES[NATIVE_MINT.toString()].price,
|
126
|
+
mint: NATIVE_MINT,
|
127
|
+
},
|
128
|
+
{
|
129
|
+
amountUsedBaseUnit: toBaseUnit(
|
130
|
+
(supplyUsd *
|
131
|
+
fromBps(liqThresholdBps) *
|
132
|
+
fromBps(fakeLiqUtilizationRateBps)) /
|
133
|
+
debtPrice,
|
134
|
+
6
|
135
|
+
),
|
136
|
+
decimals: 6,
|
137
|
+
price: 1,
|
138
|
+
mint: new PublicKey(USDC_MINT),
|
139
|
+
},
|
140
|
+
maxLtvBps,
|
141
|
+
liqThresholdBps
|
142
|
+
),
|
101
143
|
});
|
102
144
|
|
103
|
-
const state = await client.getFreshPositionState();
|
104
145
|
client.solautoPositionData = {
|
105
146
|
positionId: [1],
|
106
147
|
bump: [0],
|
@@ -129,7 +170,7 @@ async function getFakePosition(
|
|
129
170
|
padding1: [],
|
130
171
|
padding: [],
|
131
172
|
},
|
132
|
-
state:
|
173
|
+
state: client.solautoPositionState!,
|
133
174
|
rebalance: {
|
134
175
|
rebalanceType: SolautoRebalanceType.Regular,
|
135
176
|
targetLiqUtilizationRateBps: 0,
|
@@ -139,7 +180,7 @@ async function getFakePosition(
|
|
139
180
|
padding2: [],
|
140
181
|
padding: new Uint8Array([]),
|
141
182
|
},
|
142
|
-
feeType: FeeType.
|
183
|
+
feeType: FeeType.Default,
|
143
184
|
padding1: [],
|
144
185
|
padding2: [],
|
145
186
|
padding: [],
|
@@ -155,25 +196,14 @@ async function getFakePosition(
|
|
155
196
|
},
|
156
197
|
};
|
157
198
|
|
158
|
-
const supplyUsd = 1000;
|
159
|
-
client.livePositionUpdates.new({
|
160
|
-
type: "supply",
|
161
|
-
value: toBaseUnit(supplyUsd / supplyPrice, state!.supply.decimals),
|
162
|
-
});
|
163
|
-
client.livePositionUpdates.new({
|
164
|
-
type: "debt",
|
165
|
-
value: toBaseUnit(
|
166
|
-
(supplyUsd *
|
167
|
-
fromBps(state!.liqThresholdBps) *
|
168
|
-
fromBps(fakeLiqUtilizationRateBps)) /
|
169
|
-
debtPrice,
|
170
|
-
state!.debt.decimals
|
171
|
-
),
|
172
|
-
});
|
173
|
-
|
174
|
-
client.solautoPositionState = await client.getFreshPositionState();
|
175
199
|
client.solautoPositionState!.lastUpdated = BigInt(currentUnixSeconds());
|
176
200
|
|
201
|
+
assert(
|
202
|
+
fakeLiqUtilizationRateBps ===
|
203
|
+
client.solautoPositionState!.liqUtilizationRateBps,
|
204
|
+
"Fake position not set up correctly"
|
205
|
+
);
|
206
|
+
|
177
207
|
return client;
|
178
208
|
}
|
179
209
|
|
@@ -227,7 +257,8 @@ async function dcaRebalanceFromFakePosition(
|
|
227
257
|
: adjustedSettings.boostToBps;
|
228
258
|
|
229
259
|
const expectedDcaInAmount =
|
230
|
-
dca.debtToAddBaseUnit > 0 &&
|
260
|
+
dca.debtToAddBaseUnit > 0 &&
|
261
|
+
eligibleForNextAutomationPeriod(dca.automation, currentUnixSeconds())
|
231
262
|
? dca.debtToAddBaseUnit -
|
232
263
|
BigInt(
|
233
264
|
Math.round(
|
@@ -265,23 +296,23 @@ describe("Rebalance tests", async () => {
|
|
265
296
|
});
|
266
297
|
|
267
298
|
it("Standard rebalance with target rate", async () => {
|
268
|
-
const client =
|
269
|
-
|
270
|
-
|
271
|
-
|
272
|
-
|
273
|
-
|
274
|
-
|
275
|
-
|
276
|
-
|
277
|
-
|
278
|
-
|
279
|
-
|
280
|
-
|
281
|
-
|
299
|
+
const client = await getFakePosition(supplyPrice, debtPrice, 3450, {
|
300
|
+
boostToBps: 500,
|
301
|
+
boostGap: 100,
|
302
|
+
repayToBps: 7000,
|
303
|
+
repayGap: 250,
|
304
|
+
automation: {
|
305
|
+
targetPeriods: 0,
|
306
|
+
periodsPassed: 0,
|
307
|
+
unixStartDate: BigInt(0),
|
308
|
+
intervalSeconds: BigInt(0),
|
309
|
+
padding1: [],
|
310
|
+
padding: new Uint8Array([]),
|
311
|
+
},
|
312
|
+
targetBoostToBps: 0,
|
313
|
+
padding1: [],
|
314
|
+
padding: new Uint8Array([]),
|
282
315
|
});
|
283
|
-
client.solautoPositionState = await client.getFreshPositionState();
|
284
|
-
client.solautoPositionState!.lastUpdated = BigInt(currentUnixSeconds());
|
285
316
|
|
286
317
|
assertAccurateRebalance(client, 5000, 5000);
|
287
318
|
assertAccurateRebalance(client, 1000, 1000);
|
@@ -393,14 +424,14 @@ describe("Rebalance tests", async () => {
|
|
393
424
|
it("Rebalance DCA in", async () => {
|
394
425
|
const settings: SolautoSettingsParameters = {
|
395
426
|
automation: {
|
396
|
-
targetPeriods:
|
427
|
+
targetPeriods: 3,
|
397
428
|
periodsPassed: 0,
|
398
429
|
intervalSeconds: BigInt(5),
|
399
430
|
unixStartDate: BigInt(currentUnixSeconds()),
|
400
431
|
padding1: [],
|
401
432
|
padding: new Uint8Array([]),
|
402
433
|
},
|
403
|
-
targetBoostToBps:
|
434
|
+
targetBoostToBps: 5000,
|
404
435
|
boostGap: 1000,
|
405
436
|
boostToBps: 4000,
|
406
437
|
repayGap: 1000,
|