@haven-fi/solauto-sdk 1.0.68 → 1.0.70
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- package/dist/transactions/transactionUtils.d.ts.map +1 -1
- package/dist/transactions/transactionUtils.js +2 -2
- package/dist/utils/numberUtils.d.ts +8 -1
- package/dist/utils/numberUtils.d.ts.map +1 -1
- package/dist/utils/numberUtils.js +46 -9
- package/dist/utils/solauto/generalUtils.d.ts +2 -7
- package/dist/utils/solauto/generalUtils.d.ts.map +1 -1
- package/dist/utils/solauto/generalUtils.js +4 -17
- package/dist/utils/solauto/rebalanceUtils.d.ts.map +1 -1
- package/dist/utils/solauto/rebalanceUtils.js +5 -5
- package/package.json +1 -1
- package/src/transactions/transactionUtils.ts +3 -4
- package/src/utils/numberUtils.ts +71 -16
- package/src/utils/solauto/generalUtils.ts +4 -27
- package/src/utils/solauto/rebalanceUtils.ts +11 -6
- package/tests/transactions/solautoMarginfi.ts +25 -22
- package/tests/unit/rebalanceCalculations.ts +28 -24
@@ -1 +1 @@
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-
{"version":3,"file":"transactionUtils.d.ts","sourceRoot":"","sources":["../../src/transactions/transactionUtils.ts"],"names":[],"mappings":"AAAA,OAAO,
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+
{"version":3,"file":"transactionUtils.d.ts","sourceRoot":"","sources":["../../src/transactions/transactionUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,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;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,CA2HA;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"}
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@@ -329,7 +329,7 @@ async function buildSolautoRebalanceTransaction(client, targetLiqUtilizationRate
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client.log("Not eligible for a rebalance");
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return undefined;
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}
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-
const values = (0, rebalanceUtils_1.getRebalanceValues)(client.solautoPositionState, client.solautoPositionSettings(), client.solautoPositionActiveDca(), client.solautoPositionData
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+
const values = (0, rebalanceUtils_1.getRebalanceValues)(client.solautoPositionState, client.solautoPositionSettings(), client.solautoPositionActiveDca(), client.solautoPositionData.feeType, (0, generalUtils_1.currentUnixSeconds)(), constants_1.PRICES[client.supplyMint.toString()].price, constants_1.PRICES[client.debtMint.toString()].price, targetLiqUtilizationRateBps);
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client.log("Rebalance values: ", values);
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const swapDetails = (0, rebalanceUtils_1.getJupSwapRebalanceDetails)(client, values, targetLiqUtilizationRateBps, attemptNum);
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const { jupQuote, lookupTableAddresses, setupInstructions, tokenLedgerIx, swapIx, } = await (0, jupiterUtils_1.getJupSwapTransaction)(client.signer, swapDetails, attemptNum);
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@@ -366,7 +366,7 @@ async function buildSolautoRebalanceTransaction(client, targetLiqUtilizationRate
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]);
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}
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if (client.solautoPositionState.liqUtilizationRateBps >
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-
(0, numberUtils_1.getMaxLiqUtilizationRateBps)(client.solautoPositionState.maxLtvBps, client.solautoPositionState.liqThresholdBps)) {
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+
(0, numberUtils_1.getMaxLiqUtilizationRateBps)(client.solautoPositionState.maxLtvBps, client.solautoPositionState.liqThresholdBps, 0.01)) {
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tx = tx.prepend(client.refresh());
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}
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return {
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@@ -1,3 +1,4 @@
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import { FeeType } from "../generated";
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export declare function getLiqUtilzationRateBps(supplyUsd: number, debtUsd: number, liqThresholdBps: number): number;
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export declare function toBaseUnit(value: number, decimals: number): bigint;
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export declare function fromBaseUnit(value: bigint, decimals: number): number;
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@@ -6,7 +7,13 @@ export declare function toBps(value: number): number;
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export declare function bytesToI80F48(bytes: number[]): number;
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export declare function uint8ArrayToBigInt(uint8Array: Uint8Array): bigint;
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export declare function getDebtAdjustmentUsd(liqThresholdBps: number, supplyUsd: number, debtUsd: number, targetLiqUtilizationRateBps: number, adjustmentFeeBps?: number): number;
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export declare function
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export declare function getSolautoFeesBps(isReferred: boolean, feeType: FeeType, positionNetWorthUsd: number): {
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solauto: number;
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referrer: number;
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total: number;
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};
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export declare function getMaxLiqUtilizationRateBps(maxLtvBps: number, liqThresholdBps: number, offsetFromMaxLtv: number): number;
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export declare function maxBoostToBps(maxLtvBps: number, liqThresholdBps: number): number;
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export declare function maxRepayFromBps(maxLtvBps: number, liqThresholdBps: number): number;
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export declare function maxRepayToBps(maxLtvBps: number, liqThresholdBps: number): number;
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//# sourceMappingURL=numberUtils.d.ts.map
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@@ -1 +1 @@
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{"version":3,"file":"numberUtils.d.ts","sourceRoot":"","sources":["../../src/utils/numberUtils.ts"],"names":[],"mappings":"
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{"version":3,"file":"numberUtils.d.ts","sourceRoot":"","sources":["../../src/utils/numberUtils.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AAEvC,wBAAgB,uBAAuB,CACrC,SAAS,EAAE,MAAM,EACjB,OAAO,EAAE,MAAM,EACf,eAAe,EAAE,MAAM,GACtB,MAAM,CAMR;AAED,wBAAgB,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAElE;AAED,wBAAgB,YAAY,CAAC,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAEpE;AAED,wBAAgB,OAAO,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAE7C;AAED,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAE3C;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,MAAM,EAAE,GAAG,MAAM,CAqBrD;AAED,wBAAgB,kBAAkB,CAAC,UAAU,EAAE,UAAU,GAAG,MAAM,CAejE;AAED,wBAAgB,oBAAoB,CAClC,eAAe,EAAE,MAAM,EACvB,SAAS,EAAE,MAAM,EACjB,OAAO,EAAE,MAAM,EACf,2BAA2B,EAAE,MAAM,EACnC,gBAAgB,CAAC,EAAE,MAAM,UAW1B;AAED,wBAAgB,iBAAiB,CAC/B,UAAU,EAAE,OAAO,EACnB,OAAO,EAAE,OAAO,EAChB,mBAAmB,EAAE,MAAM,GAC1B;IACD,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,EAAE,MAAM,CAAC;CACf,CA8BA;AAED,wBAAgB,2BAA2B,CACzC,SAAS,EAAE,MAAM,EACjB,eAAe,EAAE,MAAM,EACvB,gBAAgB,EAAE,MAAM,GACvB,MAAM,CAER;AAED,wBAAgB,aAAa,CAAC,SAAS,EAAE,MAAM,EAAE,eAAe,EAAE,MAAM,UAEvE;AAED,wBAAgB,eAAe,CAAC,SAAS,EAAE,MAAM,EAAE,eAAe,EAAE,MAAM,UAKzE;AAED,wBAAgB,aAAa,CAAC,SAAS,EAAE,MAAM,EAAE,eAAe,EAAE,MAAM,UAKvE"}
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@@ -8,10 +8,13 @@ exports.toBps = toBps;
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exports.bytesToI80F48 = bytesToI80F48;
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exports.uint8ArrayToBigInt = uint8ArrayToBigInt;
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exports.getDebtAdjustmentUsd = getDebtAdjustmentUsd;
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exports.getSolautoFeesBps = getSolautoFeesBps;
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exports.getMaxLiqUtilizationRateBps = getMaxLiqUtilizationRateBps;
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exports.maxBoostToBps = maxBoostToBps;
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exports.maxRepayFromBps = maxRepayFromBps;
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exports.maxRepayToBps = maxRepayToBps;
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const constants_1 = require("../constants");
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const generated_1 = require("../generated");
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function getLiqUtilzationRateBps(supplyUsd, debtUsd, liqThresholdBps) {
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if (supplyUsd === 0) {
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return 0;
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@@ -32,7 +35,7 @@ function toBps(value) {
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}
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function bytesToI80F48(bytes) {
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if (bytes.length !== 16) {
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throw new Error(
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throw new Error("Byte array must be exactly 16 bytes.");
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}
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const reversedBytes = bytes.slice().reverse();
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let integerPart = BigInt(0);
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@@ -44,31 +47,65 @@ function bytesToI80F48(bytes) {
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fractionalPart = (fractionalPart << 8n) | BigInt(reversedBytes[i]);
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}
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const fullValue = integerPart * BigInt(2 ** 48) + fractionalPart;
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return Number(fullValue) /
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return Number(fullValue) / 2 ** 48;
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}
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function uint8ArrayToBigInt(uint8Array) {
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if (uint8Array.length !== 8) {
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throw new Error(
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throw new Error("Uint8Array must be exactly 8 bytes long to convert to u64.");
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}
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const buffer = uint8Array.buffer;
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const dataView = new DataView(buffer);
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const low = dataView.getUint32(0, true);
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const high = dataView.getUint32(4, true);
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return BigInt(high) << 32n | BigInt(low);
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return (BigInt(high) << 32n) | BigInt(low);
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}
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function getDebtAdjustmentUsd(liqThresholdBps, supplyUsd, debtUsd, targetLiqUtilizationRateBps, adjustmentFeeBps) {
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const adjustmentFee = adjustmentFeeBps && adjustmentFeeBps > 0 ? fromBps(adjustmentFeeBps) : 0;
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const liqThreshold = fromBps(liqThresholdBps);
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const targetLiqUtilizationRate = fromBps(targetLiqUtilizationRateBps);
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const debtAdjustmentUsd = (targetLiqUtilizationRate * supplyUsd * liqThreshold - debtUsd) /
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const debtAdjustmentUsd = (targetLiqUtilizationRate * supplyUsd * liqThreshold - debtUsd) /
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(1 - targetLiqUtilizationRate * (1 - adjustmentFee) * liqThreshold);
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return debtAdjustmentUsd;
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}
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-
function
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function getSolautoFeesBps(isReferred, feeType, positionNetWorthUsd) {
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const minSize = 10000; // Minimum position size
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const maxSize = 1000000; // Maximum position size
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const maxFeeBps = 500; // Fee in basis points for minSize (5%)
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const minFeeBps = 100; // Fee in basis points for maxSize (1%)
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let feeBps = 0;
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if (feeType === generated_1.FeeType.Small) {
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feeBps = 100;
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}
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else if (positionNetWorthUsd <= minSize) {
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feeBps = maxFeeBps;
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}
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else if (positionNetWorthUsd >= maxSize) {
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feeBps = minFeeBps;
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}
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else {
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const t = (Math.log(positionNetWorthUsd) - Math.log(minSize)) /
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(Math.log(maxSize) - Math.log(minSize));
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feeBps = Math.round(minFeeBps + (maxFeeBps - minFeeBps) * (1 - t));
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}
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let referrer = 0;
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if (isReferred) {
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referrer = Math.floor(feeBps / 4);
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}
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return {
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solauto: feeBps - referrer,
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referrer,
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total: feeBps,
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};
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}
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function getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps, offsetFromMaxLtv) {
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return toBps((fromBps(maxLtvBps) - offsetFromMaxLtv) / fromBps(liqThresholdBps)) - 1; // -1 to account for any rounding issues
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}
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function maxBoostToBps(maxLtvBps, liqThresholdBps) {
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return getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps, 0.015);
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}
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function maxRepayFromBps(maxLtvBps, liqThresholdBps) {
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return Math.min(9000, getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps - 1000));
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return Math.min(9000, getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps - 1000, 0.005));
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}
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function maxRepayToBps(maxLtvBps, liqThresholdBps) {
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return Math.min(maxRepayFromBps(maxLtvBps, liqThresholdBps) - constants_1.MAX_REPAY_GAP_BPS, getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps));
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return Math.min(maxRepayFromBps(maxLtvBps, liqThresholdBps) - constants_1.MAX_REPAY_GAP_BPS, getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps, 0.005));
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}
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@@ -1,17 +1,12 @@
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import { PublicKey } from "@solana/web3.js";
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import { Umi } from "@metaplex-foundation/umi";
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-
import { AutomationSettings, DCASettings, DCASettingsInpArgs,
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import { AutomationSettings, DCASettings, DCASettingsInpArgs, PositionState, SolautoSettingsParameters, SolautoSettingsParametersInpArgs } from "../../generated";
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import { RebalanceAction, SolautoPositionDetails } from "../../types/solauto";
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export declare function nextAutomationPeriodTimestamp(automation: AutomationSettings): number;
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export declare function eligibleForNextAutomationPeriod(automation: AutomationSettings, currentUnixTime: number): boolean;
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export declare function getUpdatedValueFromAutomation(currValue: number, targetValue: number, automation: AutomationSettings, currentUnixTimestamp: number): number;
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export declare function getAdjustedSettingsFromAutomation(settings: SolautoSettingsParameters, currentUnixTime: number): SolautoSettingsParameters;
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export declare function
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-
solauto: number;
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referrer: number;
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total: number;
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};
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export declare function eligibleForRebalance(positionState: PositionState, positionSettings: SolautoSettingsParameters, positionDca: DCASettings | undefined, currentUnixSecs: number): RebalanceAction | undefined;
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+
export declare function eligibleForRebalance(positionState: PositionState, positionSettings: SolautoSettingsParameters, positionDca: DCASettings | undefined, currentUnixTime: number): RebalanceAction | undefined;
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export declare function eligibleForRefresh(positionState: PositionState, positionSettings: SolautoSettingsParameters, currentUnixTime: number): boolean;
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export declare function getSolautoManagedPositions(umi: Umi, authority?: PublicKey): Promise<SolautoPositionDetails[]>;
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export declare function getAllReferralStates(umi: Umi): Promise<PublicKey[]>;
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@@ -1 +1 @@
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1
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-
{"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,
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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,EAElB,aAAa,EAEb,yBAAyB,EACzB,gCAAgC,EAIjC,MAAM,iBAAiB,CAAC;AAiBzB,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,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,6BAA6B,CACjD,KAAK,EAAE,aAAa,EACpB,WAAW,CAAC,EAAE,MAAM,EACpB,SAAS,CAAC,EAAE,MAAM,GACjB,OAAO,CAAC,aAAa,CAAC,CA2CxB;AAED,UAAU,UAAU;IAClB,IAAI,EAAE,SAAS,CAAC;IAChB,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,wBAAgB,uBAAuB,CACrC,MAAM,EAAE,UAAU,EAClB,IAAI,EAAE,UAAU,EAChB,SAAS,EAAE,MAAM,EACjB,eAAe,EAAE,MAAM,GACtB,aAAa,CA+Df;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"}
|
@@ -5,7 +5,6 @@ exports.nextAutomationPeriodTimestamp = nextAutomationPeriodTimestamp;
|
|
5
5
|
exports.eligibleForNextAutomationPeriod = eligibleForNextAutomationPeriod;
|
6
6
|
exports.getUpdatedValueFromAutomation = getUpdatedValueFromAutomation;
|
7
7
|
exports.getAdjustedSettingsFromAutomation = getAdjustedSettingsFromAutomation;
|
8
|
-
exports.getSolautoFeesBps = getSolautoFeesBps;
|
9
8
|
exports.eligibleForRebalance = eligibleForRebalance;
|
10
9
|
exports.eligibleForRefresh = eligibleForRefresh;
|
11
10
|
exports.getSolautoManagedPositions = getSolautoManagedPositions;
|
@@ -55,30 +54,18 @@ function getAdjustedSettingsFromAutomation(settings, currentUnixTime) {
|
|
55
54
|
boostToBps,
|
56
55
|
};
|
57
56
|
}
|
58
|
-
function
|
59
|
-
const fees = feeType === generated_1.FeeType.Small ? 100 : 500;
|
60
|
-
let referrer = 0;
|
61
|
-
if (isReferred) {
|
62
|
-
referrer = fees / 4;
|
63
|
-
}
|
64
|
-
return {
|
65
|
-
solauto: fees - referrer,
|
66
|
-
referrer,
|
67
|
-
total: fees,
|
68
|
-
};
|
69
|
-
}
|
70
|
-
function eligibleForRebalance(positionState, positionSettings, positionDca, currentUnixSecs) {
|
57
|
+
function eligibleForRebalance(positionState, positionSettings, positionDca, currentUnixTime) {
|
71
58
|
if (positionDca &&
|
72
59
|
positionDca.automation.targetPeriods > 0 &&
|
73
|
-
eligibleForNextAutomationPeriod(positionDca.automation,
|
60
|
+
eligibleForNextAutomationPeriod(positionDca.automation, currentUnixTime)) {
|
74
61
|
return "dca";
|
75
62
|
}
|
76
63
|
if (positionState.supply.amountUsed.baseUnit === BigInt(0)) {
|
77
64
|
return undefined;
|
78
65
|
}
|
79
|
-
const boostToBps = eligibleForRefresh(positionState, positionSettings,
|
66
|
+
const boostToBps = eligibleForRefresh(positionState, positionSettings, currentUnixTime) &&
|
80
67
|
positionSettings.automation.targetPeriods > 0
|
81
|
-
? getUpdatedValueFromAutomation(positionSettings.boostToBps, positionSettings.targetBoostToBps, positionSettings.automation,
|
68
|
+
? getUpdatedValueFromAutomation(positionSettings.boostToBps, positionSettings.targetBoostToBps, positionSettings.automation, currentUnixTime)
|
82
69
|
: positionSettings.boostToBps;
|
83
70
|
const repayFrom = positionSettings.repayToBps + positionSettings.repayGap;
|
84
71
|
const boostFrom = boostToBps - positionSettings.boostGap;
|
@@ -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;AAC5D,OAAO,EACL,WAAW,EACX,OAAO,EACP,aAAa,EAEb,yBAAyB,EAC1B,MAAM,iBAAiB,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;AAOzB,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,CA0EjB;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,CAmE9B;AAED,wBAAgB,0BAA0B,CACxC,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,eAAe,EACvB,2BAA2B,CAAC,EAAE,MAAM,EACpC,UAAU,CAAC,EAAE,MAAM,GAClB,cAAc,CAkChB"}
|
@@ -19,8 +19,8 @@ function getAdditionalAmountToDcaIn(dca) {
|
|
19
19
|
}
|
20
20
|
function getStandardTargetLiqUtilizationRateBps(state, settings) {
|
21
21
|
const adjustedSettings = (0, generalUtils_1.getAdjustedSettingsFromAutomation)(settings, (0, generalUtils_2.currentUnixSeconds)());
|
22
|
-
const repayFrom =
|
23
|
-
const boostFrom = adjustedSettings.boostToBps -
|
22
|
+
const repayFrom = settings.repayToBps + settings.repayGap;
|
23
|
+
const boostFrom = adjustedSettings.boostToBps - settings.boostGap;
|
24
24
|
if (state.liqUtilizationRateBps < boostFrom) {
|
25
25
|
return adjustedSettings.boostToBps;
|
26
26
|
}
|
@@ -63,7 +63,7 @@ function getTargetRateAndDcaAmount(state, settings, dca, currentUnixTime, target
|
|
63
63
|
};
|
64
64
|
}
|
65
65
|
if (settings === undefined) {
|
66
|
-
throw new Error("If rebalancing a self-managed position, settings
|
66
|
+
throw new Error("If rebalancing a self-managed position, settings and DCA should be provided");
|
67
67
|
}
|
68
68
|
if (isDcaRebalance(state, settings, dca, currentUnixTime)) {
|
69
69
|
const amountToDcaIn = getAdditionalAmountToDcaIn(dca);
|
@@ -91,7 +91,7 @@ function getRebalanceValues(state, settings, dca, feeType, currentUnixTime, supp
|
|
91
91
|
const increasingLeverage = amountUsdToDcaIn > 0 || state.liqUtilizationRateBps < targetRateBps;
|
92
92
|
let adjustmentFeeBps = 0;
|
93
93
|
if (increasingLeverage) {
|
94
|
-
adjustmentFeeBps = (0,
|
94
|
+
adjustmentFeeBps = (0, numberUtils_1.getSolautoFeesBps)(false, feeType, (0, numberUtils_1.fromBaseUnit)(state.netWorth.baseAmountUsdValue, generalAccounts_1.USD_DECIMALS)).total;
|
95
95
|
}
|
96
96
|
const supplyUsd = (0, numberUtils_1.fromBaseUnit)(state.supply.amountUsed.baseAmountUsdValue, generalAccounts_1.USD_DECIMALS) +
|
97
97
|
amountUsdToDcaIn;
|
@@ -133,7 +133,7 @@ function getFlashLoanDetails(client, values, jupQuote) {
|
|
133
133
|
const tempLiqUtilizationRateBps = (0, numberUtils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, client.solautoPositionState.liqThresholdBps);
|
134
134
|
const requiresFlashLoan = supplyUsd <= 0 ||
|
135
135
|
tempLiqUtilizationRateBps >
|
136
|
-
(0, numberUtils_1.getMaxLiqUtilizationRateBps)(client.solautoPositionState.maxLtvBps, client.solautoPositionState.liqThresholdBps);
|
136
|
+
(0, numberUtils_1.getMaxLiqUtilizationRateBps)(client.solautoPositionState.maxLtvBps, client.solautoPositionState.liqThresholdBps, 0.01);
|
137
137
|
let flashLoanToken = undefined;
|
138
138
|
let flashLoanTokenPrice = 0;
|
139
139
|
if (values.increasingLeverage) {
|
package/package.json
CHANGED
@@ -1,6 +1,5 @@
|
|
1
1
|
import {
|
2
2
|
Instruction,
|
3
|
-
Signer,
|
4
3
|
TransactionBuilder,
|
5
4
|
Umi,
|
6
5
|
publicKey,
|
@@ -14,7 +13,6 @@ import {
|
|
14
13
|
Account as SplTokenAccount,
|
15
14
|
} from "@solana/spl-token";
|
16
15
|
import {
|
17
|
-
FeeType,
|
18
16
|
LendingPlatform,
|
19
17
|
ReferralState,
|
20
18
|
SOLAUTO_PROGRAM_ID,
|
@@ -582,7 +580,7 @@ export async function buildSolautoRebalanceTransaction(
|
|
582
580
|
client.solautoPositionState!,
|
583
581
|
client.solautoPositionSettings(),
|
584
582
|
client.solautoPositionActiveDca(),
|
585
|
-
client.solautoPositionData
|
583
|
+
client.solautoPositionData!.feeType,
|
586
584
|
currentUnixSeconds(),
|
587
585
|
PRICES[client.supplyMint.toString()].price,
|
588
586
|
PRICES[client.debtMint.toString()].price,
|
@@ -672,7 +670,8 @@ export async function buildSolautoRebalanceTransaction(
|
|
672
670
|
client.solautoPositionState!.liqUtilizationRateBps >
|
673
671
|
getMaxLiqUtilizationRateBps(
|
674
672
|
client.solautoPositionState!.maxLtvBps,
|
675
|
-
client.solautoPositionState!.liqThresholdBps
|
673
|
+
client.solautoPositionState!.liqThresholdBps,
|
674
|
+
0.01
|
676
675
|
)
|
677
676
|
) {
|
678
677
|
tx = tx.prepend(client.refresh());
|
package/src/utils/numberUtils.ts
CHANGED
@@ -1,17 +1,22 @@
|
|
1
1
|
import { MAX_REPAY_GAP_BPS } from "../constants";
|
2
|
+
import { FeeType } from "../generated";
|
2
3
|
|
3
|
-
export function getLiqUtilzationRateBps(
|
4
|
+
export function getLiqUtilzationRateBps(
|
5
|
+
supplyUsd: number,
|
6
|
+
debtUsd: number,
|
7
|
+
liqThresholdBps: number
|
8
|
+
): number {
|
4
9
|
if (supplyUsd === 0) {
|
5
10
|
return 0;
|
6
11
|
}
|
7
|
-
|
12
|
+
|
8
13
|
return toBps(debtUsd / (supplyUsd * fromBps(liqThresholdBps)));
|
9
14
|
}
|
10
15
|
|
11
16
|
export function toBaseUnit(value: number, decimals: number): bigint {
|
12
|
-
|
13
|
-
|
14
|
-
|
17
|
+
return BigInt(Math.round(value * Math.pow(10, decimals)));
|
18
|
+
}
|
19
|
+
|
15
20
|
export function fromBaseUnit(value: bigint, decimals: number): number {
|
16
21
|
return Number(value) / Math.pow(10, decimals);
|
17
22
|
}
|
@@ -26,7 +31,7 @@ export function toBps(value: number): number {
|
|
26
31
|
|
27
32
|
export function bytesToI80F48(bytes: number[]): number {
|
28
33
|
if (bytes.length !== 16) {
|
29
|
-
throw new Error(
|
34
|
+
throw new Error("Byte array must be exactly 16 bytes.");
|
30
35
|
}
|
31
36
|
|
32
37
|
const reversedBytes = bytes.slice().reverse();
|
@@ -44,12 +49,14 @@ export function bytesToI80F48(bytes: number[]): number {
|
|
44
49
|
|
45
50
|
const fullValue = integerPart * BigInt(2 ** 48) + fractionalPart;
|
46
51
|
|
47
|
-
return Number(fullValue) /
|
52
|
+
return Number(fullValue) / 2 ** 48;
|
48
53
|
}
|
49
54
|
|
50
55
|
export function uint8ArrayToBigInt(uint8Array: Uint8Array): bigint {
|
51
56
|
if (uint8Array.length !== 8) {
|
52
|
-
throw new Error(
|
57
|
+
throw new Error(
|
58
|
+
"Uint8Array must be exactly 8 bytes long to convert to u64."
|
59
|
+
);
|
53
60
|
}
|
54
61
|
|
55
62
|
const buffer = uint8Array.buffer;
|
@@ -59,7 +66,7 @@ export function uint8ArrayToBigInt(uint8Array: Uint8Array): bigint {
|
|
59
66
|
const low = dataView.getUint32(0, true);
|
60
67
|
const high = dataView.getUint32(4, true);
|
61
68
|
|
62
|
-
return BigInt(high) << 32n | BigInt(low);
|
69
|
+
return (BigInt(high) << 32n) | BigInt(low);
|
63
70
|
}
|
64
71
|
|
65
72
|
export function getDebtAdjustmentUsd(
|
@@ -69,31 +76,79 @@ export function getDebtAdjustmentUsd(
|
|
69
76
|
targetLiqUtilizationRateBps: number,
|
70
77
|
adjustmentFeeBps?: number
|
71
78
|
) {
|
72
|
-
const adjustmentFee =
|
79
|
+
const adjustmentFee =
|
80
|
+
adjustmentFeeBps && adjustmentFeeBps > 0 ? fromBps(adjustmentFeeBps) : 0;
|
73
81
|
const liqThreshold = fromBps(liqThresholdBps);
|
74
82
|
const targetLiqUtilizationRate = fromBps(targetLiqUtilizationRateBps);
|
75
83
|
|
76
|
-
const debtAdjustmentUsd =
|
84
|
+
const debtAdjustmentUsd =
|
85
|
+
(targetLiqUtilizationRate * supplyUsd * liqThreshold - debtUsd) /
|
86
|
+
(1 - targetLiqUtilizationRate * (1 - adjustmentFee) * liqThreshold);
|
77
87
|
return debtAdjustmentUsd;
|
78
88
|
}
|
79
89
|
|
90
|
+
export function getSolautoFeesBps(
|
91
|
+
isReferred: boolean,
|
92
|
+
feeType: FeeType,
|
93
|
+
positionNetWorthUsd: number
|
94
|
+
): {
|
95
|
+
solauto: number;
|
96
|
+
referrer: number;
|
97
|
+
total: number;
|
98
|
+
} {
|
99
|
+
const minSize = 10000; // Minimum position size
|
100
|
+
const maxSize = 1000000; // Maximum position size
|
101
|
+
const maxFeeBps = 500; // Fee in basis points for minSize (5%)
|
102
|
+
const minFeeBps = 100; // Fee in basis points for maxSize (1%)
|
103
|
+
|
104
|
+
let feeBps: number = 0;
|
105
|
+
if (feeType === FeeType.Small) {
|
106
|
+
feeBps = 100;
|
107
|
+
} else if (positionNetWorthUsd <= minSize) {
|
108
|
+
feeBps = maxFeeBps;
|
109
|
+
} else if (positionNetWorthUsd >= maxSize) {
|
110
|
+
feeBps = minFeeBps;
|
111
|
+
} else {
|
112
|
+
const t =
|
113
|
+
(Math.log(positionNetWorthUsd) - Math.log(minSize)) /
|
114
|
+
(Math.log(maxSize) - Math.log(minSize));
|
115
|
+
feeBps = Math.round(minFeeBps + (maxFeeBps - minFeeBps) * (1 - t));
|
116
|
+
}
|
117
|
+
|
118
|
+
let referrer = 0;
|
119
|
+
if (isReferred) {
|
120
|
+
referrer = Math.floor(feeBps / 4);
|
121
|
+
}
|
122
|
+
|
123
|
+
return {
|
124
|
+
solauto: feeBps - referrer,
|
125
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referrer,
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total: feeBps,
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liqThresholdBps: number
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liqThresholdBps: number,
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offsetFromMaxLtv: number
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): number {
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return toBps((fromBps(maxLtvBps) -
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return toBps((fromBps(maxLtvBps) - offsetFromMaxLtv) / fromBps(liqThresholdBps)) - 1; // -1 to account for any rounding issues
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}
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export function maxBoostToBps(maxLtvBps: number, liqThresholdBps: number) {
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return getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps, 0.015);
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}
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return Math.min(
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9000,
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getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps - 1000)
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getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps - 1000, 0.005)
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);
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}
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maxRepayFromBps(maxLtvBps, liqThresholdBps) - MAX_REPAY_GAP_BPS,
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getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps)
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getMaxLiqUtilizationRateBps(maxLtvBps, liqThresholdBps, 0.005)
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);
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}
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}
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AutomationSettings,
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DCASettings,
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DCASettingsInpArgs,
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FeeType,
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LendingPlatform,
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SOLAUTO_PROGRAM_ID,
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} from "../../constants";
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import {
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getAllMarginfiAccountsByAuthority,
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getMarginfiAccountPositionState,
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} from "../marginfiUtils";
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};
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}
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export function getSolautoFeesBps(
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feeType: FeeType
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): {
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solauto: number;
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referrer: number;
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total: number;
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} {
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let referrer = 0;
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if (isReferred) {
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referrer = fees / 4;
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}
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return {
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solauto: fees - referrer,
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referrer,
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total: fees,
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};
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}
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export function eligibleForRebalance(
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positionSettings: SolautoSettingsParameters,
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positionDca: DCASettings | undefined,
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currentUnixTime: number
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): RebalanceAction | undefined {
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if (
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positionDca &&
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positionDca.automation.targetPeriods > 0 &&
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eligibleForNextAutomationPeriod(positionDca.automation,
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eligibleForNextAutomationPeriod(positionDca.automation, currentUnixTime)
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) {
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}
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|
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}
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const boostToBps =
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eligibleForRefresh(positionState, positionSettings,
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eligibleForRefresh(positionState, positionSettings, currentUnixTime) &&
|
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positionSettings.automation.targetPeriods > 0
|
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? getUpdatedValueFromAutomation(
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positionSettings.boostToBps,
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positionSettings.targetBoostToBps,
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positionSettings.automation,
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-
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currentUnixTime
|
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)
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: positionSettings.boostToBps;
|
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const repayFrom = positionSettings.repayToBps + positionSettings.repayGap;
|
@@ -10,7 +10,6 @@ import {
|
|
10
10
|
import {
|
11
11
|
eligibleForNextAutomationPeriod,
|
12
12
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getAdjustedSettingsFromAutomation,
|
13
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-
getSolautoFeesBps,
|
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13
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getUpdatedValueFromAutomation,
|
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14
|
} from "./generalUtils";
|
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15
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import { toWeb3JsPublicKey } from "@metaplex-foundation/umi-web3js-adapters";
|
@@ -23,6 +22,7 @@ import {
|
|
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22
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getDebtAdjustmentUsd,
|
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23
|
getLiqUtilzationRateBps,
|
25
24
|
getMaxLiqUtilizationRateBps,
|
25
|
+
getSolautoFeesBps,
|
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26
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toBaseUnit,
|
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} from "../numberUtils";
|
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28
|
import { USD_DECIMALS } from "../../constants/generalAccounts";
|
@@ -57,8 +57,8 @@ function getStandardTargetLiqUtilizationRateBps(
|
|
57
57
|
currentUnixSeconds()
|
58
58
|
);
|
59
59
|
|
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|
-
const repayFrom =
|
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|
-
const boostFrom = adjustedSettings.boostToBps -
|
60
|
+
const repayFrom = settings.repayToBps + settings.repayGap;
|
61
|
+
const boostFrom = adjustedSettings.boostToBps - settings.boostGap;
|
62
62
|
|
63
63
|
if (state.liqUtilizationRateBps < boostFrom) {
|
64
64
|
return adjustedSettings.boostToBps;
|
@@ -136,7 +136,7 @@ function getTargetRateAndDcaAmount(
|
|
136
136
|
|
137
137
|
if (settings === undefined) {
|
138
138
|
throw new Error(
|
139
|
-
"If rebalancing a self-managed position, settings
|
139
|
+
"If rebalancing a self-managed position, settings and DCA should be provided"
|
140
140
|
);
|
141
141
|
}
|
142
142
|
|
@@ -204,7 +204,11 @@ export function getRebalanceValues(
|
|
204
204
|
amountUsdToDcaIn > 0 || state.liqUtilizationRateBps < targetRateBps;
|
205
205
|
let adjustmentFeeBps = 0;
|
206
206
|
if (increasingLeverage) {
|
207
|
-
adjustmentFeeBps = getSolautoFeesBps(
|
207
|
+
adjustmentFeeBps = getSolautoFeesBps(
|
208
|
+
false,
|
209
|
+
feeType,
|
210
|
+
fromBaseUnit(state.netWorth.baseAmountUsdValue, USD_DECIMALS)
|
211
|
+
).total;
|
208
212
|
}
|
209
213
|
|
210
214
|
const supplyUsd =
|
@@ -290,7 +294,8 @@ export function getFlashLoanDetails(
|
|
290
294
|
tempLiqUtilizationRateBps >
|
291
295
|
getMaxLiqUtilizationRateBps(
|
292
296
|
client.solautoPositionState!.maxLtvBps,
|
293
|
-
client.solautoPositionState!.liqThresholdBps
|
297
|
+
client.solautoPositionState!.liqThresholdBps,
|
298
|
+
0.01
|
294
299
|
);
|
295
300
|
|
296
301
|
let flashLoanToken: PositionTokenUsage | undefined = undefined;
|
@@ -5,12 +5,11 @@ import {
|
|
5
5
|
SolautoMarginfiClient,
|
6
6
|
} from "../../src/clients/solautoMarginfiClient";
|
7
7
|
import {
|
8
|
-
LendingPlatform,
|
9
8
|
solautoAction,
|
10
9
|
SolautoSettingsParametersInpArgs,
|
11
10
|
} from "../../src/generated";
|
12
11
|
import { buildSolautoRebalanceTransaction } from "../../src/transactions/transactionUtils";
|
13
|
-
import {
|
12
|
+
import { maxBoostToBps, maxRepayFromBps, maxRepayToBps, toBaseUnit } from "../../src/utils/numberUtils";
|
14
13
|
import { NATIVE_MINT } from "@solana/spl-token";
|
15
14
|
import { getTokenPrices } from "../../src/utils/generalUtils";
|
16
15
|
import {
|
@@ -21,12 +20,12 @@ import { PublicKey } from "@solana/web3.js";
|
|
21
20
|
import { USDC_MINT } from "../../src/constants";
|
22
21
|
|
23
22
|
describe("Solauto Marginfi tests", async () => {
|
24
|
-
|
25
|
-
const signer = setupTest("solauto-manager");
|
23
|
+
const signer = setupTest();
|
24
|
+
// const signer = setupTest("solauto-manager");
|
26
25
|
|
27
26
|
const payForTransactions = false;
|
28
27
|
const useJitoBundle = false;
|
29
|
-
const positionId =
|
28
|
+
const positionId = 2;
|
30
29
|
|
31
30
|
it("open - deposit - borrow - rebalance to 0 - withdraw - close", async () => {
|
32
31
|
const client = new SolautoMarginfiClient(process.env.HELIUS_API_KEY!, true);
|
@@ -67,22 +66,26 @@ describe("Solauto Marginfi tests", async () => {
|
|
67
66
|
// }, "open position")
|
68
67
|
// );
|
69
68
|
|
70
|
-
|
71
|
-
|
72
|
-
|
73
|
-
|
74
|
-
|
75
|
-
|
76
|
-
|
77
|
-
|
78
|
-
|
79
|
-
|
80
|
-
|
81
|
-
|
82
|
-
|
69
|
+
// const initialSupplyUsd = 150;
|
70
|
+
// transactionItems.push(
|
71
|
+
// new TransactionItem(async () => {
|
72
|
+
// const [supplyPrice] = await getTokenPrices([supply]);
|
73
|
+
// return {
|
74
|
+
// tx: client.protocolInteraction(
|
75
|
+
// solautoAction("Deposit", [
|
76
|
+
// toBaseUnit(initialSupplyUsd / supplyPrice, supplyDecimals),
|
77
|
+
// ])
|
78
|
+
// ),
|
79
|
+
// };
|
80
|
+
// }, "deposit")
|
81
|
+
// );
|
83
82
|
// }
|
84
83
|
|
85
|
-
// const
|
84
|
+
// const maxLtvBps = client.solautoPositionState!.maxLtvBps;
|
85
|
+
// const liqThresholdBps = client.solautoPositionState!.liqThresholdBps;
|
86
|
+
// const maxRepayFrom = maxRepayFromBps(maxLtvBps, liqThresholdBps);
|
87
|
+
// const maxRepayTo = maxRepayToBps(maxLtvBps, liqThresholdBps);
|
88
|
+
// const maxBoostTo = maxBoostToBps(maxLtvBps, liqThresholdBps);
|
86
89
|
// transactionItems.push(
|
87
90
|
// new TransactionItem(
|
88
91
|
// async () => ({
|
@@ -90,10 +93,10 @@ describe("Solauto Marginfi tests", async () => {
|
|
90
93
|
// positionId: client.positionId,
|
91
94
|
// settingParams: some({
|
92
95
|
// ...settingParams,
|
96
|
+
// boostToBps: maxBoostTo,
|
93
97
|
// boostGap: 50,
|
94
|
-
//
|
95
|
-
// repayGap:
|
96
|
-
// repayToBps: maxLiqRate
|
98
|
+
// repayToBps: maxRepayTo,
|
99
|
+
// repayGap: maxRepayFrom - maxRepayTo
|
97
100
|
// }),
|
98
101
|
// dca: null,
|
99
102
|
// }),
|
@@ -18,6 +18,7 @@ import {
|
|
18
18
|
fromBaseUnit,
|
19
19
|
fromBps,
|
20
20
|
getLiqUtilzationRateBps,
|
21
|
+
getSolautoFeesBps,
|
21
22
|
toBaseUnit,
|
22
23
|
} from "../../src/utils/numberUtils";
|
23
24
|
import { USD_DECIMALS } from "../../src/constants/generalAccounts";
|
@@ -25,7 +26,6 @@ import {
|
|
25
26
|
createFakePositionState,
|
26
27
|
eligibleForNextAutomationPeriod,
|
27
28
|
getAdjustedSettingsFromAutomation,
|
28
|
-
getSolautoFeesBps,
|
29
29
|
getUpdatedValueFromAutomation,
|
30
30
|
positionStateWithLatestPrices,
|
31
31
|
} from "../../src/utils/solauto/generalUtils";
|
@@ -49,7 +49,7 @@ function assertAccurateRebalance(
|
|
49
49
|
client.solautoPositionState!,
|
50
50
|
client.solautoPositionSettings(),
|
51
51
|
client.solautoPositionActiveDca(),
|
52
|
-
client.solautoPositionData
|
52
|
+
client.solautoPositionData!.feeType,
|
53
53
|
currentUnixSeconds(),
|
54
54
|
PRICES[client.supplyMint.toString()].price,
|
55
55
|
PRICES[client.debtMint.toString()].price,
|
@@ -60,7 +60,11 @@ function assertAccurateRebalance(
|
|
60
60
|
if (increasingLeverage) {
|
61
61
|
adjustmentFeeBps = getSolautoFeesBps(
|
62
62
|
client.referredByState !== undefined,
|
63
|
-
client.solautoPositionData!.feeType
|
63
|
+
client.solautoPositionData!.feeType,
|
64
|
+
fromBaseUnit(
|
65
|
+
client.solautoPositionState?.netWorth.baseAmountUsdValue ?? BigInt(0),
|
66
|
+
USD_DECIMALS
|
67
|
+
)
|
64
68
|
).total;
|
65
69
|
}
|
66
70
|
|
@@ -285,28 +289,28 @@ describe("Rebalance tests", async () => {
|
|
285
289
|
]);
|
286
290
|
});
|
287
291
|
|
288
|
-
|
289
|
-
|
290
|
-
|
291
|
-
|
292
|
-
|
293
|
-
|
294
|
-
|
295
|
-
|
296
|
-
|
297
|
-
|
298
|
-
|
299
|
-
|
300
|
-
|
301
|
-
|
302
|
-
|
303
|
-
|
304
|
-
|
305
|
-
|
292
|
+
it("Standard rebalance with target rate", async () => {
|
293
|
+
const client = await getFakePosition(supplyPrice, debtPrice, 3450, {
|
294
|
+
boostToBps: 500,
|
295
|
+
boostGap: 100,
|
296
|
+
repayToBps: 7000,
|
297
|
+
repayGap: 250,
|
298
|
+
automation: {
|
299
|
+
targetPeriods: 0,
|
300
|
+
periodsPassed: 0,
|
301
|
+
unixStartDate: BigInt(0),
|
302
|
+
intervalSeconds: BigInt(0),
|
303
|
+
padding1: [],
|
304
|
+
padding: new Uint8Array([]),
|
305
|
+
},
|
306
|
+
targetBoostToBps: 0,
|
307
|
+
padding1: [],
|
308
|
+
padding: new Uint8Array([]),
|
309
|
+
});
|
306
310
|
|
307
|
-
|
308
|
-
|
309
|
-
|
311
|
+
assertAccurateRebalance(client, 5000, 5000);
|
312
|
+
assertAccurateRebalance(client, 1000, 1000);
|
313
|
+
});
|
310
314
|
|
311
315
|
it("Standard boost or repay", async () => {
|
312
316
|
const settings: SolautoSettingsParameters = {
|