@haven-fi/solauto-sdk 1.0.695 → 1.0.697

package/dist/services/rebalance/rebalanceSwapManager.d.ts

@@ -17,9 +17,9 @@ export declare class RebalanceSwapManager {
     constructor(client: SolautoClient, values: RebalanceValues, flRequirements?: FlashLoanRequirements | undefined, targetLiqUtilizationRateBps?: number | undefined, priceType?: PriceType | undefined);
     private isBoost;
     private usdToSwap;
+    private swapDetails;
     private postRebalanceLiqUtilizationRateBps;
     private findSufficientQuote;
-    private swapDetails;
     private bigIntWithIncrement;
     setSwapParams(attemptNum: number): Promise<void>;
     getSwapTxData(): Promise<{

package/dist/services/rebalance/rebalanceSwapManager.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"rebalanceSwapManager.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceSwapManager.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAE5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,aAAa,EAAE,MAAM,YAAY,CAAC;AAC3C,OAAO,EAAkB,UAAU,EAAa,MAAM,SAAS,CAAC;AAChE,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,SAAS,EAAiC,MAAM,iBAAiB,CAAC;AAU3E,qBAAa,oBAAoB;IAQ7B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,cAAc,CAAC;IACvB,OAAO,CAAC,2BAA2B,CAAC;IACpC,OAAO,CAAC,SAAS,CAAC;IAXb,UAAU,EAAG,UAAU,CAAC;IACxB,SAAS,CAAC,EAAE,aAAa,CAAC;IAC1B,cAAc,CAAC,EAAE,MAAM,CAAC;IAE/B,OAAO,CAAC,cAAc,CAAkB;gBAG9B,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,eAAe,EACvB,cAAc,CAAC,EAAE,qBAAqB,YAAA,EACtC,2BAA2B,CAAC,EAAE,MAAM,YAAA,EACpC,SAAS,CAAC,EAAE,SAAS,YAAA;IAK/B,OAAO,CAAC,OAAO;IAIf,OAAO,CAAC,SAAS;IAIjB,OAAO,CAAC,kCAAkC;YA2B5B,mBAAmB;IAoCjC,OAAO,CAAC,WAAW;IAoBnB,OAAO,CAAC,mBAAmB;IAIrB,aAAa,CAAC,UAAU,EAAE,MAAM;IA4EhC,aAAa;;;;;;CAWpB"}
+{"version":3,"file":"rebalanceSwapManager.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceSwapManager.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,aAAa,CAAC;AAE5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,aAAa,EAAE,MAAM,YAAY,CAAC;AAC3C,OAAO,EAAkB,UAAU,EAAa,MAAM,SAAS,CAAC;AAChE,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,SAAS,EAAiC,MAAM,iBAAiB,CAAC;AAS3E,qBAAa,oBAAoB;IAQ7B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,cAAc,CAAC;IACvB,OAAO,CAAC,2BAA2B,CAAC;IACpC,OAAO,CAAC,SAAS,CAAC;IAXb,UAAU,EAAG,UAAU,CAAC;IACxB,SAAS,CAAC,EAAE,aAAa,CAAC;IAC1B,cAAc,CAAC,EAAE,MAAM,CAAC;IAE/B,OAAO,CAAC,cAAc,CAAkB;gBAG9B,MAAM,EAAE,aAAa,EACrB,MAAM,EAAE,eAAe,EACvB,cAAc,CAAC,EAAE,qBAAqB,YAAA,EACtC,2BAA2B,CAAC,EAAE,MAAM,YAAA,EACpC,SAAS,CAAC,EAAE,SAAS,YAAA;IAK/B,OAAO,CAAC,OAAO;IAIf,OAAO,CAAC,SAAS;IAIjB,OAAO,CAAC,WAAW;IA2BnB,OAAO,CAAC,kCAAkC;YA4B5B,mBAAmB;IAoCjC,OAAO,CAAC,mBAAmB;IAIrB,aAAa,CAAC,UAAU,EAAE,MAAM;IAyEhC,aAAa;;;;;;CAWpB"}

package/dist/services/rebalance/rebalanceSwapManager.js

@@ -20,16 +20,33 @@ class RebalanceSwapManager {
     usdToSwap() {
         return Math.abs(this.values.debtAdjustmentUsd);
     }
+    swapDetails() {
+        const input = this.isBoost()
+            ? this.client.pos.state.debt
+            : this.client.pos.state.supply;
+        const output = this.isBoost()
+            ? this.client.pos.state.supply
+            : this.client.pos.state.debt;
+        const supplyPrice = this.client.pos.supplyPrice(this.priceType);
+        const debtPrice = this.client.pos.debtPrice(this.priceType);
+        const inputPrice = this.isBoost() ? debtPrice : supplyPrice;
+        const outputPrice = this.isBoost() ? supplyPrice : debtPrice;
+        let inputAmount = (0, utils_1.toBaseUnit)(this.usdToSwap() / inputPrice, input.decimals);
+        return {
+            inputAmount,
+            input,
+            inputPrice,
+            output,
+            outputPrice,
+        };
+    }
     postRebalanceLiqUtilizationRateBps(swapOutputAmount) {
         let supplyUsd = this.client.pos.supplyUsd(this.priceType);
         let debtUsd = this.client.pos.debtUsd(this.priceType);
         // TODO: add token balance change
-        const outputToken = this.isBoost()
-            ? this.client.pos.supplyMint
-            : this.client.pos.debtMint;
+        const { output, outputPrice } = this.swapDetails();
         const swapOutputUsd = swapOutputAmount
-            ? (0, utils_1.fromBaseUnit)(swapOutputAmount, (0, utils_1.tokenInfo)(outputToken).decimals) *
-                (0, utils_1.safeGetPrice)(outputToken, this.priceType)
+            ? (0, utils_1.fromBaseUnit)(swapOutputAmount, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint)).decimals) * outputPrice
             : this.usdToSwap();
         supplyUsd = this.isBoost()
             ? supplyUsd + swapOutputUsd
@@ -62,32 +79,18 @@ class RebalanceSwapManager {
         }
         return swapQuote;
     }
-    swapDetails() {
-        const input = this.isBoost()
-            ? this.client.pos.state.debt
-            : this.client.pos.state.supply;
-        const output = this.isBoost()
-            ? this.client.pos.state.supply
-            : this.client.pos.state.debt;
-        let inputAmount = (0, utils_1.toBaseUnit)(this.usdToSwap() / (0, utils_1.safeGetPrice)(input.mint, this.priceType), input.decimals);
-        return {
-            input,
-            output,
-            inputAmount,
-        };
-    }
     bigIntWithIncrement(num, inc) {
         return num + BigInt(Math.round(Number(num) * inc));
     }
     async setSwapParams(attemptNum) {
         const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
-        let { input, output, inputAmount } = this.swapDetails();
+        let { input, output, outputPrice, inputAmount } = this.swapDetails();
         let outputAmount = rebalanceToZero
             ? output.amountUsed.baseUnit +
                 BigInt(Math.round(Number(output.amountUsed.baseUnit) *
                     // Add this small percentage to account for the APR on the debt between now and the transaction
                     0.0001))
-            : (0, utils_1.toBaseUnit)(this.usdToSwap() / (0, utils_1.safeGetPrice)(output.mint, this.priceType), output.decimals);
+            : (0, utils_1.toBaseUnit)(this.usdToSwap() / outputPrice, output.decimals);
         const flashLoanRepayFromDebt = !this.isBoost() &&
             this.flRequirements &&
             this.flRequirements.liquiditySource === generated_1.TokenType.Debt;

package/dist/utils/priceUtils.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"priceUtils.d.ts","sourceRoot":"","sources":["../../src/utils/priceUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,EAAE,SAAS,IAAI,YAAY,EAAE,MAAM,0BAA0B,CAAC;AAerE,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAE5C,UAAU,WAAW;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;CAC1B;AAED,wBAAsB,gBAAgB,CACpC,KAAK,EAAE,SAAS,EAAE,EAClB,SAAS,GAAE,SAA8B,EACzC,SAAS,CAAC,EAAE,SAAS,GACpB,OAAO,CAAC,MAAM,EAAE,CAAC,CA0CnB;AAED,wBAAsB,aAAa,CACjC,KAAK,EAAE,SAAS,EAAE,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAoDtC;AAkBD,wBAAsB,oBAAoB,CACxC,KAAK,EAAE,SAAS,EAAE,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CA+CtC;AAED,wBAAsB,iBAAiB,CACrC,KAAK,EAAE,SAAS,EAAE,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAiBtC;AAED,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,GAAG,YAAY,GAAG,MAAM,GAAG,SAAS,EACnD,SAAS,GAAE,SAA8B,EACzC,SAAS,CAAC,EAAE,SAAS,GACpB,MAAM,GAAG,SAAS,CAsBpB"}
+{"version":3,"file":"priceUtils.d.ts","sourceRoot":"","sources":["../../src/utils/priceUtils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,OAAO,EAAE,SAAS,IAAI,YAAY,EAAE,MAAM,0BAA0B,CAAC;AAerE,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAE5C,UAAU,WAAW;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;CAC1B;AAED,wBAAsB,gBAAgB,CACpC,KAAK,EAAE,SAAS,EAAE,EAClB,SAAS,GAAE,SAA8B,EACzC,SAAS,CAAC,EAAE,SAAS,GACpB,OAAO,CAAC,MAAM,EAAE,CAAC,CA0CnB;AAED,wBAAsB,aAAa,CACjC,KAAK,EAAE,SAAS,EAAE,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAoDtC;AAkBD,wBAAsB,oBAAoB,CACxC,KAAK,EAAE,SAAS,EAAE,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CA+CtC;AAED,wBAAsB,iBAAiB,CACrC,KAAK,EAAE,SAAS,EAAE,GACjB,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAiBtC;AAED,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,GAAG,YAAY,GAAG,MAAM,GAAG,SAAS,EACnD,SAAS,GAAE,SAA8B,EACzC,SAAS,CAAC,EAAE,SAAS,GACpB,MAAM,GAAG,SAAS,CAyBpB"}

package/dist/utils/priceUtils.js

@@ -91,9 +91,9 @@ async function getPythPrices(mints) {
         const prices = json.parsed.map((x) => {
             return {
                 realtimePrice: deriveValue(x.price.price, x.price.expo),
-                confInterval: deriveValue(x.price.conf, x.price.expo),
+                confInterval: deriveValue(x.price.conf, x.price.expo) * 2.12,
                 emaPrice: deriveValue(x.ema_price.price, x.ema_price.expo),
-                emaConfInterval: deriveValue(x.ema_price.conf, x.ema_price.expo),
+                emaConfInterval: deriveValue(x.ema_price.conf, x.ema_price.expo) * 2.12,
             };
         });
         return prices;
@@ -164,13 +164,15 @@ function safeGetPrice(mint, priceType = generated_1.PriceType.Realtime, priceBia
             : priceData.realtimePrice;
         if (priceBias !== undefined) {
             const confInterval = priceType === generated_1.PriceType.Ema ? priceData.confInterval : priceData.emaConfInterval;
-            const conf = Math.min(confInterval * 1.96, price * 0.05);
+            const conf = Math.min(confInterval, price * 0.05);
+            (0, generalUtils_1.consoleLog)("before", price);
             if (priceBias === marginfi_sdk_1.PriceBias.Low) {
                 price = price - conf;
             }
             else {
                 price = price + conf;
             }
+            (0, generalUtils_1.consoleLog)("after", price);
         }
         return price;
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@haven-fi/solauto-sdk",
-  "version": "1.0.695",
+  "version": "1.0.697",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
   "description": "Typescript SDK for the Solauto program on the Solana blockchain",

package/src/services/rebalance/rebalanceSwapManager.ts

@@ -9,7 +9,6 @@ import {
   consoleLog,
   fromBaseUnit,
   getLiqUtilzationRateBps,
-  safeGetPrice,
   toBaseUnit,
   tokenInfo,
 } from "../../utils";
@@ -39,17 +38,45 @@ export class RebalanceSwapManager {
     return Math.abs(this.values.debtAdjustmentUsd);
   }
 
+  private swapDetails() {
+    const input = this.isBoost()
+      ? this.client.pos.state.debt
+      : this.client.pos.state.supply;
+    const output = this.isBoost()
+      ? this.client.pos.state.supply
+      : this.client.pos.state.debt;
+
+    const supplyPrice = this.client.pos.supplyPrice(this.priceType)!;
+    const debtPrice = this.client.pos.debtPrice(this.priceType)!;
+    const inputPrice = this.isBoost() ? debtPrice : supplyPrice;
+    const outputPrice = this.isBoost() ? supplyPrice : debtPrice;
+
+    let inputAmount = toBaseUnit(
+      this.usdToSwap() / inputPrice!,
+      input.decimals
+    );
+
+    return {
+      inputAmount,
+      input,
+      inputPrice,
+      output,
+      outputPrice,
+    };
+  }
+
   private postRebalanceLiqUtilizationRateBps(swapOutputAmount?: bigint) {
     let supplyUsd = this.client.pos.supplyUsd(this.priceType);
     let debtUsd = this.client.pos.debtUsd(this.priceType);
     // TODO: add token balance change
 
-    const outputToken = this.isBoost()
-      ? this.client.pos.supplyMint
-      : this.client.pos.debtMint;
+    const { output, outputPrice } = this.swapDetails();
+
     const swapOutputUsd = swapOutputAmount
-      ? fromBaseUnit(swapOutputAmount, tokenInfo(outputToken).decimals) *
-        safeGetPrice(outputToken, this.priceType)!
+      ? fromBaseUnit(
+          swapOutputAmount,
+          tokenInfo(toWeb3JsPublicKey(output.mint)).decimals
+        ) * outputPrice
       : this.usdToSwap();
 
     supplyUsd = this.isBoost()
@@ -102,33 +129,13 @@ export class RebalanceSwapManager {
     return swapQuote!;
   }
 
-  private swapDetails() {
-    const input = this.isBoost()
-      ? this.client.pos.state.debt
-      : this.client.pos.state.supply;
-    const output = this.isBoost()
-      ? this.client.pos.state.supply
-      : this.client.pos.state.debt;
-
-    let inputAmount = toBaseUnit(
-      this.usdToSwap() / safeGetPrice(input.mint, this.priceType)!,
-      input.decimals
-    );
-
-    return {
-      input,
-      output,
-      inputAmount,
-    };
-  }
-
   private bigIntWithIncrement(num: bigint, inc: number) {
     return num + BigInt(Math.round(Number(num) * inc));
   }
 
   async setSwapParams(attemptNum: number) {
     const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
-    let { input, output, inputAmount } = this.swapDetails();
+    let { input, output, outputPrice, inputAmount } = this.swapDetails();
 
     let outputAmount = rebalanceToZero
       ? output.amountUsed.baseUnit +
@@ -139,10 +146,7 @@ export class RebalanceSwapManager {
               0.0001
           )
         )
-      : toBaseUnit(
-          this.usdToSwap() / safeGetPrice(output.mint, this.priceType)!,
-          output.decimals
-        );
+      : toBaseUnit(this.usdToSwap() / outputPrice, output.decimals);
 
     const flashLoanRepayFromDebt =
       !this.isBoost() &&

package/src/utils/priceUtils.ts

@@ -110,9 +110,9 @@ export async function getPythPrices(
       const prices = json.parsed.map((x: any) => {
         return {
           realtimePrice: deriveValue(x.price.price, x.price.expo),
-          confInterval: deriveValue(x.price.conf, x.price.expo),
+          confInterval: deriveValue(x.price.conf, x.price.expo) * 2.12,
           emaPrice: deriveValue(x.ema_price.price, x.ema_price.expo),
-          emaConfInterval: deriveValue(x.ema_price.conf, x.ema_price.expo),
+          emaConfInterval: deriveValue(x.ema_price.conf, x.ema_price.expo) * 2.12,
         };
       });
 
@@ -230,13 +230,16 @@ export function safeGetPrice(
 
     if (priceBias !== undefined) {
       const confInterval = priceType === PriceType.Ema ? priceData.confInterval : priceData.emaConfInterval;
-      const conf = Math.min(confInterval * 1.96, price * 0.05);
+      const conf = Math.min(confInterval, price * 0.05);
 
+      consoleLog("before", price);
       if (priceBias === PriceBias.Low) {
         price = price - conf;
       } else {
         price = price + conf;
       }
+      consoleLog("after", price);
+
     }
 
     return price;