@haven-fi/solauto-sdk 1.0.59 → 1.0.61

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@@ -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,EAEL,aAAa,EASd,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,aAAa,EAAE,MAAM,0BAA0B,CAAC;AAsMzD,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;AAGD,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,CAiHA;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"}
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 +3,35 @@ 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, currentUnixSecs?: number): boolean;
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, currentUnixSecs?: number): 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
- export declare function eligibleForRebalance(positionState: PositionState, positionSettings: SolautoSettingsParameters, positionDca: DCASettings, currentUnixSecs: number): RebalanceAction | undefined;
15
- export declare function eligibleForRefresh(positionState: PositionState, positionSettings: SolautoSettingsParameters, currentUnixSecs?: number): boolean;
14
+ export declare function eligibleForRebalance(positionState: PositionState, positionSettings: SolautoSettingsParameters, positionDca: DCASettings | undefined, currentUnixSecs: number): RebalanceAction | undefined;
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
- export declare function positionStateWithPrices(umi: Umi, state: PositionState, protocolAccount: PublicKey, lendingPlatform: LendingPlatform, supplyPrice?: number, debtPrice?: number): Promise<PositionState | undefined>;
20
+ export declare function positionStateWithPrices({ state, supplyPrice, debtPrice, umi, protocolAccount, lendingPlatform, }: {
21
+ state: PositionState;
22
+ umi?: Umi;
23
+ protocolAccount?: PublicKey;
24
+ lendingPlatform?: LendingPlatform;
25
+ supplyPrice?: number;
26
+ debtPrice?: number;
27
+ }): Promise<PositionState | undefined>;
28
+ interface AssetProps {
29
+ amountUsedBaseUnit: bigint;
30
+ decimals: number;
31
+ price: number;
32
+ mint: PublicKey;
33
+ }
34
+ export declare function createFakePositionState(supply: AssetProps, debt: AssetProps, maxLtvBps: number, liqThresholdBps: number): PositionState;
21
35
  type PositionAdjustment = {
22
36
  type: "supply";
23
37
  value: bigint;
@@ -1 +1 @@
1
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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,GAAG,SAAS,EACpC,eAAe,EAAE,MAAM,GACtB,eAAe,GAAG,SAAS,CAiC7B;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,wBAAsB,uBAAuB,CAAC,EAC5C,KAAK,EACL,WAAW,EACX,SAAS,EACT,GAAG,EACH,eAAe,EACf,eAAe,GAChB,EAAE;IACD,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,GAAG,OAAO,CAAC,aAAa,GAAG,SAAS,CAAC,CAgErC;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, currentUnixSecs) {
37
- return (currentUnixSecs ?? (0, generalUtils_1.currentUnixSeconds)()) >= nextAutomationPeriodTimestamp(automation);
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, currentUnixSecs) {
48
+ function getAdjustedSettingsFromAutomation(settings, currentUnixTime) {
48
49
  const boostToBps = settings.automation.targetPeriods > 0 &&
49
- eligibleForNextAutomationPeriod(settings.automation, currentUnixSecs)
50
- ? getUpdatedValueFromAutomation(settings.boostToBps, settings.targetBoostToBps, settings.automation, currentUnixSecs ?? (0, generalUtils_1.currentUnixSeconds)())
50
+ eligibleForNextAutomationPeriod(settings.automation, currentUnixTime)
51
+ ? getUpdatedValueFromAutomation(settings.boostToBps, settings.targetBoostToBps, settings.automation, currentUnixTime)
51
52
  : settings.boostToBps;
52
53
  return {
53
54
  ...settings,
@@ -67,7 +68,8 @@ function getSolautoFeesBps(isReferred, feeType) {
67
68
  };
68
69
  }
69
70
  function eligibleForRebalance(positionState, positionSettings, positionDca, currentUnixSecs) {
70
- if (positionDca.automation.targetPeriods > 0 &&
71
+ if (positionDca &&
72
+ positionDca.automation.targetPeriods > 0 &&
71
73
  eligibleForNextAutomationPeriod(positionDca.automation, currentUnixSecs)) {
72
74
  return "dca";
73
75
  }
@@ -88,9 +90,9 @@ function eligibleForRebalance(positionState, positionSettings, positionDca, curr
88
90
  }
89
91
  return undefined;
90
92
  }
91
- function eligibleForRefresh(positionState, positionSettings, currentUnixSecs) {
93
+ function eligibleForRefresh(positionState, positionSettings, currentUnixTime) {
92
94
  if (positionSettings.automation.targetPeriods > 0) {
93
- return eligibleForNextAutomationPeriod(positionSettings.automation, currentUnixSecs);
95
+ return eligibleForNextAutomationPeriod(positionSettings.automation, currentUnixTime);
94
96
  }
95
97
  else {
96
98
  return ((0, generalUtils_1.currentUnixSeconds)() - Number(positionState.lastUpdated) >
@@ -211,8 +213,13 @@ async function getAllPositionsByAuthority(umi, user) {
211
213
  // TODO support other platforms
212
214
  return allPositions;
213
215
  }
214
- async function positionStateWithPrices(umi, state, protocolAccount, lendingPlatform, supplyPrice, debtPrice) {
216
+ async function positionStateWithPrices({ state, supplyPrice, debtPrice, umi, protocolAccount, lendingPlatform, }) {
215
217
  if ((0, generalUtils_1.currentUnixSeconds)() - Number(state.lastUpdated) > 60 * 60 * 24 * 7) {
218
+ if (umi === undefined ||
219
+ protocolAccount === undefined ||
220
+ lendingPlatform === undefined) {
221
+ throw new Error("Missing required parameters");
222
+ }
216
223
  if (lendingPlatform === generated_1.LendingPlatform.Marginfi) {
217
224
  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
225
  }
@@ -234,7 +241,7 @@ async function positionStateWithPrices(umi, state, protocolAccount, lendingPlatf
234
241
  ...state,
235
242
  liqUtilizationRateBps: (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, state.liqThresholdBps),
236
243
  netWorth: {
237
- ...state.netWorth,
244
+ baseUnit: (0, numberUtils_1.toBaseUnit)((supplyUsd - debtUsd) / supplyPrice, state.supply.decimals),
238
245
  baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(supplyUsd - debtUsd, constants_1.USD_DECIMALS),
239
246
  },
240
247
  supply: {
@@ -253,6 +260,59 @@ async function positionStateWithPrices(umi, state, protocolAccount, lendingPlatf
253
260
  },
254
261
  };
255
262
  }
263
+ function createFakePositionState(supply, debt, maxLtvBps, liqThresholdBps) {
264
+ const supplyUsd = (0, numberUtils_1.fromBaseUnit)(supply.amountUsedBaseUnit, supply.decimals) * supply.price;
265
+ const debtUsd = (0, numberUtils_1.fromBaseUnit)(debt.amountUsedBaseUnit, debt.decimals) * debt.price;
266
+ return {
267
+ liqUtilizationRateBps: (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, liqThresholdBps),
268
+ supply: {
269
+ amountUsed: {
270
+ baseUnit: supply.amountUsedBaseUnit,
271
+ baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(supplyUsd, constants_1.USD_DECIMALS),
272
+ },
273
+ amountCanBeUsed: {
274
+ baseUnit: (0, numberUtils_1.toBaseUnit)(1000000, supply.decimals),
275
+ baseAmountUsdValue: BigInt(Math.round(1000000 * supply.price)),
276
+ },
277
+ baseAmountMarketPriceUsd: (0, numberUtils_1.toBaseUnit)(supply.price, constants_1.USD_DECIMALS),
278
+ borrowFeeBps: 0,
279
+ decimals: supply.decimals,
280
+ flashLoanFeeBps: 0,
281
+ mint: (0, umi_1.publicKey)(supply.mint),
282
+ padding1: [],
283
+ padding2: [],
284
+ padding: new Uint8Array([]),
285
+ },
286
+ debt: {
287
+ amountUsed: {
288
+ baseUnit: debt.amountUsedBaseUnit,
289
+ baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(debtUsd, constants_1.USD_DECIMALS),
290
+ },
291
+ amountCanBeUsed: {
292
+ baseUnit: (0, numberUtils_1.toBaseUnit)(1000000, debt.decimals),
293
+ baseAmountUsdValue: BigInt(Math.round(1000000 * debt.price)),
294
+ },
295
+ baseAmountMarketPriceUsd: (0, numberUtils_1.toBaseUnit)(debt.price, constants_1.USD_DECIMALS),
296
+ borrowFeeBps: 0,
297
+ decimals: debt.decimals,
298
+ flashLoanFeeBps: 0,
299
+ mint: (0, umi_1.publicKey)(debt.mint),
300
+ padding1: [],
301
+ padding2: [],
302
+ padding: new Uint8Array([]),
303
+ },
304
+ netWorth: {
305
+ baseUnit: (0, numberUtils_1.toBaseUnit)((supplyUsd - debtUsd) / supply.price, supply.decimals),
306
+ baseAmountUsdValue: (0, numberUtils_1.toBaseUnit)(supplyUsd - debtUsd, constants_1.USD_DECIMALS),
307
+ },
308
+ maxLtvBps,
309
+ liqThresholdBps,
310
+ lastUpdated: BigInt((0, generalUtils_1.currentUnixSeconds)()),
311
+ padding1: [],
312
+ padding2: [],
313
+ padding: [],
314
+ };
315
+ }
256
316
  class LivePositionUpdates {
257
317
  constructor() {
258
318
  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(client: SolautoClient, targetLiqUtilizationRateBps?: number, limitGapBps?: number): RebalanceValues;
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;AAS5D,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAC5C,OAAO,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AA4IjD,MAAM,WAAW,eAAe;IAC9B,kBAAkB,EAAE,OAAO,CAAC;IAC5B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,gBAAgB,EAAE,MAAM,CAAC;CAC1B;AAED,wBAAgB,kBAAkB,CAChC,MAAM,EAAE,aAAa,EACrB,2BAA2B,CAAC,EAAE,MAAM,EACpC,WAAW,CAAC,EAAE,MAAM,GACnB,eAAe,CA8EjB;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"}
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(client) {
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(client.solautoPositionData?.position.dca.debtToAddBaseUnit ?? 0) +
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(client) {
24
- if (!client.selfManaged) {
25
- const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(client.solautoPositionSettings(), (0, generalUtils_2.currentUnixSeconds)());
26
- const repayFrom = adjustedSettings.repayToBps - adjustedSettings.repayGap;
27
- const boostFrom = adjustedSettings.boostToBps + adjustedSettings.boostGap;
28
- if (client.solautoPositionState.liqUtilizationRateBps < boostFrom) {
29
- return adjustedSettings.boostToBps;
30
- }
31
- else if (client.solautoPositionState.liqUtilizationRateBps > repayFrom ||
32
- repayFrom - client.solautoPositionState.liqUtilizationRateBps <
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("This is a self-managed position, a targetLiqUtilizationRateBps must be provided initiate a rebalance");
32
+ throw new Error("Invalid rebalance condition");
42
33
  }
43
34
  }
44
- function targetLiqUtilizationRateBpsFromDCA(client) {
45
- const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(client.solautoPositionSettings(), (0, generalUtils_2.currentUnixSeconds)());
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 (client.solautoPositionActiveDca().debtToAddBaseUnit > BigInt(0)) {
48
- targetRateBps = Math.max(client.solautoPositionState.liqUtilizationRateBps, adjustedSettings.boostToBps);
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(client) {
56
- if (client.solautoPositionActiveDca() === undefined || client.selfManaged) {
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)(client.solautoPositionSettings(), (0, generalUtils_2.currentUnixSeconds)());
60
- if (client.solautoPositionState.liqUtilizationRateBps >
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 (client.solautoPositionActiveDca().automation.targetPeriods === 0) {
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(client, targetLiqUtilizationRateBps) {
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 (isDcaRebalance(client)) {
79
- const amountToDcaIn = getAdditionalAmountToDcaIn(client);
80
- const targetLiqUtilizationRateBps = targetLiqUtilizationRateBpsFromDCA(client);
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(client),
79
+ targetRateBps: getStandardTargetLiqUtilizationRateBps(state, settings),
89
80
  };
90
81
  }
91
82
  }
92
- function getRebalanceValues(client, targetLiqUtilizationRateBps, limitGapBps) {
93
- if (client.solautoPositionState === undefined ||
94
- client.solautoPositionState.lastUpdated <
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(client, targetLiqUtilizationRateBps);
99
- const amountUsdToDcaIn = (0, numberUtils_1.fromBaseUnit)(BigInt(Math.round(amountToDcaIn ?? 0)), client.solautoPositionState.debt.decimals) * solautoConstants_1.PRICES[client.debtMint.toString()].price;
100
- const increasingLeverage = amountUsdToDcaIn > 0 ||
101
- client.solautoPositionState.liqUtilizationRateBps < targetRateBps;
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)(client.referredByState !== undefined, client.solautoPositionData?.feeType ?? generated_1.FeeType.Small).total;
105
- }
106
- const supplyUsd = (0, numberUtils_1.fromBaseUnit)(client.solautoPositionState.supply.amountUsed.baseAmountUsdValue, generalAccounts_1.USD_DECIMALS) + amountUsdToDcaIn;
107
- const debtUsd = (0, numberUtils_1.fromBaseUnit)(client.solautoPositionState.debt.amountUsed.baseAmountUsdValue, generalAccounts_1.USD_DECIMALS);
108
- let debtAdjustmentUsd = (0, numberUtils_1.getDebtAdjustmentUsd)(client.solautoPositionState.liqThresholdBps, supplyUsd, debtUsd, targetRateBps, adjustmentFeeBps);
109
- const input = increasingLeverage
110
- ? client.solautoPositionState.debt
111
- : client.solautoPositionState.supply;
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 + ((attemptNum ?? 0) * 0.2),
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
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@haven-fi/solauto-sdk",
3
- "version": "1.0.59",
3
+ "version": "1.0.61",
4
4
  "main": "dist/index.js",
5
5
  "types": "dist/index.d.ts",
6
6
  "description": "Typescript SDK for the Solauto program on the Solana blockchain",
@@ -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
- currentUnixSeconds()
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(client, targetLiqUtilizationRateBps);
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
- currentUnixSecs?: number
57
+ currentUnixTime: number
58
58
  ): boolean {
59
- return (currentUnixSecs ?? currentUnixSeconds()) >= nextAutomationPeriodTimestamp(automation);
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
- currentUnixSecs?: number
82
+ currentUnixTime: number
83
83
  ): SolautoSettingsParameters {
84
84
  const boostToBps =
85
85
  settings.automation.targetPeriods > 0 &&
86
- eligibleForNextAutomationPeriod(settings.automation, currentUnixSecs)
86
+ eligibleForNextAutomationPeriod(settings.automation, currentUnixTime)
87
87
  ? getUpdatedValueFromAutomation(
88
88
  settings.boostToBps,
89
89
  settings.targetBoostToBps,
90
90
  settings.automation,
91
- currentUnixSecs ?? currentUnixSeconds()
91
+ currentUnixTime
92
92
  )
93
93
  : settings.boostToBps;
94
94
 
@@ -122,10 +122,11 @@ export function getSolautoFeesBps(
122
122
  export function eligibleForRebalance(
123
123
  positionState: PositionState,
124
124
  positionSettings: SolautoSettingsParameters,
125
- positionDca: DCASettings,
125
+ positionDca: DCASettings | undefined,
126
126
  currentUnixSecs: number
127
127
  ): RebalanceAction | undefined {
128
128
  if (
129
+ positionDca &&
129
130
  positionDca.automation.targetPeriods > 0 &&
130
131
  eligibleForNextAutomationPeriod(positionDca.automation, currentUnixSecs)
131
132
  ) {
@@ -161,10 +162,13 @@ export function eligibleForRebalance(
161
162
  export function eligibleForRefresh(
162
163
  positionState: PositionState,
163
164
  positionSettings: SolautoSettingsParameters,
164
- currentUnixSecs?: number
165
+ currentUnixTime: number
165
166
  ): boolean {
166
167
  if (positionSettings.automation.targetPeriods > 0) {
167
- return eligibleForNextAutomationPeriod(positionSettings.automation, currentUnixSecs);
168
+ return eligibleForNextAutomationPeriod(
169
+ positionSettings.automation,
170
+ currentUnixTime
171
+ );
168
172
  } else {
169
173
  return (
170
174
  currentUnixSeconds() - Number(positionState.lastUpdated) >
@@ -322,15 +326,30 @@ export async function getAllPositionsByAuthority(
322
326
  return allPositions;
323
327
  }
324
328
 
325
- export async function positionStateWithPrices(
326
- umi: Umi,
327
- state: PositionState,
328
- protocolAccount: PublicKey,
329
- lendingPlatform: LendingPlatform,
330
- supplyPrice?: number,
331
- debtPrice?: number
332
- ): Promise<PositionState | undefined> {
329
+ export async function positionStateWithPrices({
330
+ state,
331
+ supplyPrice,
332
+ debtPrice,
333
+ umi,
334
+ protocolAccount,
335
+ lendingPlatform,
336
+ }: {
337
+ state: PositionState;
338
+ umi?: Umi;
339
+ protocolAccount?: PublicKey;
340
+ lendingPlatform?: LendingPlatform;
341
+ supplyPrice?: number;
342
+ debtPrice?: number;
343
+ }): Promise<PositionState | undefined> {
333
344
  if (currentUnixSeconds() - Number(state.lastUpdated) > 60 * 60 * 24 * 7) {
345
+ if (
346
+ umi === undefined ||
347
+ protocolAccount === undefined ||
348
+ lendingPlatform === undefined
349
+ ) {
350
+ throw new Error("Missing required parameters");
351
+ }
352
+
334
353
  if (lendingPlatform === LendingPlatform.Marginfi) {
335
354
  return await getMarginfiAccountPositionState(
336
355
  umi,
@@ -364,7 +383,10 @@ export async function positionStateWithPrices(
364
383
  state.liqThresholdBps
365
384
  ),
366
385
  netWorth: {
367
- ...state.netWorth,
386
+ baseUnit: toBaseUnit(
387
+ (supplyUsd - debtUsd) / supplyPrice,
388
+ state.supply.decimals
389
+ ),
368
390
  baseAmountUsdValue: toBaseUnit(supplyUsd - debtUsd, USD_DECIMALS),
369
391
  },
370
392
  supply: {
@@ -384,6 +406,82 @@ export async function positionStateWithPrices(
384
406
  };
385
407
  }
386
408
 
409
+ interface AssetProps {
410
+ amountUsedBaseUnit: bigint;
411
+ decimals: number;
412
+ price: number;
413
+ mint: PublicKey;
414
+ }
415
+
416
+ export function createFakePositionState(
417
+ supply: AssetProps,
418
+ debt: AssetProps,
419
+ maxLtvBps: number,
420
+ liqThresholdBps: number
421
+ ): PositionState {
422
+ const supplyUsd =
423
+ fromBaseUnit(supply.amountUsedBaseUnit, supply.decimals) * supply.price;
424
+ const debtUsd =
425
+ fromBaseUnit(debt.amountUsedBaseUnit, debt.decimals) * debt.price;
426
+
427
+ return {
428
+ liqUtilizationRateBps: getLiqUtilzationRateBps(
429
+ supplyUsd,
430
+ debtUsd,
431
+ liqThresholdBps
432
+ ),
433
+ supply: {
434
+ amountUsed: {
435
+ baseUnit: supply.amountUsedBaseUnit,
436
+ baseAmountUsdValue: toBaseUnit(supplyUsd, USD_DECIMALS),
437
+ },
438
+ amountCanBeUsed: {
439
+ baseUnit: toBaseUnit(1000000, supply.decimals),
440
+ baseAmountUsdValue: BigInt(Math.round(1000000 * supply.price)),
441
+ },
442
+ baseAmountMarketPriceUsd: toBaseUnit(supply.price, USD_DECIMALS),
443
+ borrowFeeBps: 0,
444
+ decimals: supply.decimals,
445
+ flashLoanFeeBps: 0,
446
+ mint: publicKey(supply.mint),
447
+ padding1: [],
448
+ padding2: [],
449
+ padding: new Uint8Array([]),
450
+ },
451
+ debt: {
452
+ amountUsed: {
453
+ baseUnit: debt.amountUsedBaseUnit,
454
+ baseAmountUsdValue: toBaseUnit(debtUsd, USD_DECIMALS),
455
+ },
456
+ amountCanBeUsed: {
457
+ baseUnit: toBaseUnit(1000000, debt.decimals),
458
+ baseAmountUsdValue: BigInt(Math.round(1000000 * debt.price)),
459
+ },
460
+ baseAmountMarketPriceUsd: toBaseUnit(debt.price, USD_DECIMALS),
461
+ borrowFeeBps: 0,
462
+ decimals: debt.decimals,
463
+ flashLoanFeeBps: 0,
464
+ mint: publicKey(debt.mint),
465
+ padding1: [],
466
+ padding2: [],
467
+ padding: new Uint8Array([]),
468
+ },
469
+ netWorth: {
470
+ baseUnit: toBaseUnit(
471
+ (supplyUsd - debtUsd) / supply.price,
472
+ supply.decimals
473
+ ),
474
+ baseAmountUsdValue: toBaseUnit(supplyUsd - debtUsd, USD_DECIMALS),
475
+ },
476
+ maxLtvBps,
477
+ liqThresholdBps,
478
+ lastUpdated: BigInt(currentUnixSeconds()),
479
+ padding1: [],
480
+ padding2: [],
481
+ padding: [],
482
+ };
483
+ }
484
+
387
485
  type PositionAdjustment =
388
486
  | { type: "supply"; value: bigint }
389
487
  | { 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 { FeeType, PositionTokenUsage } from "../../generated";
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(client: SolautoClient): number {
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(client: SolautoClient): number {
49
- if (!client.selfManaged) {
50
- const adjustedSettings = getAdjustedSettingsFromAutomation(
51
- client.solautoPositionSettings()!,
52
- currentUnixSeconds()
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
- const repayFrom = adjustedSettings.repayToBps - adjustedSettings.repayGap;
56
- const boostFrom = adjustedSettings.boostToBps + adjustedSettings.boostGap;
57
-
58
- if (client.solautoPositionState!.liqUtilizationRateBps < boostFrom) {
59
- return adjustedSettings.boostToBps;
60
- } else if (
61
- client.solautoPositionState!.liqUtilizationRateBps > repayFrom ||
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(client: SolautoClient) {
75
+ function targetLiqUtilizationRateBpsFromDCA(
76
+ state: PositionState,
77
+ settings: SolautoSettingsParameters,
78
+ dca: DCASettings
79
+ ) {
77
80
  const adjustedSettings = getAdjustedSettingsFromAutomation(
78
- client.solautoPositionSettings()!,
81
+ settings,
79
82
  currentUnixSeconds()
80
83
  );
81
84
 
82
85
  let targetRateBps = 0;
83
- if (client.solautoPositionActiveDca()!.debtToAddBaseUnit > BigInt(0)) {
86
+ if (dca.debtToAddBaseUnit > BigInt(0)) {
84
87
  targetRateBps = Math.max(
85
- client.solautoPositionState!.liqUtilizationRateBps,
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(client: SolautoClient): boolean {
95
- if (client.solautoPositionActiveDca() === undefined || client.selfManaged) {
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
- client.solautoPositionSettings()!,
108
+ settings,
101
109
  currentUnixSeconds()
102
110
  );
103
111
 
104
112
  if (
105
- client.solautoPositionState!.liqUtilizationRateBps >
113
+ state.liqUtilizationRateBps >
106
114
  adjustedSettings.repayToBps + adjustedSettings.repayGap
107
115
  ) {
108
116
  return false;
109
117
  }
110
118
 
111
- if (client.solautoPositionActiveDca()!.automation.targetPeriods === 0) {
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
- client: SolautoClient,
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 (isDcaRebalance(client)) {
137
- const amountToDcaIn = getAdditionalAmountToDcaIn(client);
138
- const targetLiqUtilizationRateBps =
139
- targetLiqUtilizationRateBpsFromDCA(client);
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(client),
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
- client: SolautoClient,
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
- client.solautoPositionState === undefined ||
165
- client.solautoPositionState.lastUpdated <
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
- client,
193
+ state,
194
+ settings,
195
+ dca,
196
+ currentUnixTime,
175
197
  targetLiqUtilizationRateBps
176
198
  );
177
199
 
178
200
  const amountUsdToDcaIn =
179
- fromBaseUnit(
180
- BigInt(Math.round(amountToDcaIn ?? 0)),
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
- client.solautoPositionState!.supply.amountUsed.baseAmountUsdValue,
198
- USD_DECIMALS
199
- ) + amountUsdToDcaIn;
212
+ fromBaseUnit(state.supply.amountUsed.baseAmountUsdValue, USD_DECIMALS) +
213
+ amountUsdToDcaIn;
200
214
  const debtUsd = fromBaseUnit(
201
- client.solautoPositionState!.debt.amountUsed.baseAmountUsdValue,
215
+ state.debt.amountUsed.baseAmountUsdValue,
202
216
  USD_DECIMALS
203
217
  );
204
218
  let debtAdjustmentUsd = getDebtAdjustmentUsd(
205
- client.solautoPositionState!.liqThresholdBps,
219
+ state.liqThresholdBps,
206
220
  supplyUsd,
207
221
  debtUsd,
208
222
  targetRateBps,
209
223
  adjustmentFeeBps
210
224
  );
211
225
 
212
- const input = increasingLeverage
213
- ? client.solautoPositionState!.debt
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 + ((attemptNum ?? 0) * 0.2),
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 = umi.eddsa.createKeypairFromSecretKey(secretKey);
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;
@@ -19,7 +19,6 @@ import {
19
19
  } from "../../src/transactions/transactionsManager";
20
20
  import { PublicKey } from "@solana/web3.js";
21
21
  import { USDC_MINT } from "../../src/constants";
22
- import { positionStateWithLatestPrices } from "../../src/utils/solauto/generalUtils";
23
22
 
24
23
  describe("Solauto Marginfi tests", async () => {
25
24
  // const signer = setupTest();
@@ -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(client, targetLiqUtilizationRateBps);
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(amountUsdToDcaIn)}, ${Math.round(expectedUsdToDcaIn ?? 0)}`
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) === expectedLiqUtilizationRateBps,
81
- `Expected liq utilization rate does not match ${Math.round(newLiqUtilizationRateBps)}, ${expectedLiqUtilizationRateBps}`
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(MARGINFI_ACCOUNTS.USDC.mint),
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: 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.Small,
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 && eligibleForNextAutomationPeriod(dca.automation)
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 = new SolautoMarginfiClient(
269
- process.env.HELIUS_API_KEY ?? "",
270
- true
271
- );
272
- await client.initialize({
273
- positionId: 1,
274
- signer,
275
- supplyMint: new PublicKey(NATIVE_MINT),
276
- debtMint: new PublicKey(MARGINFI_ACCOUNTS.USDC.mint),
277
- });
278
-
279
- client.livePositionUpdates.new({
280
- type: "supply",
281
- value: BigInt(10000000000),
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: 4,
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: 0,
434
+ targetBoostToBps: 5000,
404
435
  boostGap: 1000,
405
436
  boostToBps: 4000,
406
437
  repayGap: 1000,