@haven-fi/solauto-sdk 1.0.702 → 1.0.703

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (11) hide show
  1. package/dist/services/rebalance/rebalanceSwapManager.d.ts.map +1 -1
  2. package/dist/services/rebalance/rebalanceSwapManager.js +20 -28
  3. package/dist/services/rebalance/rebalanceTxBuilder.d.ts.map +1 -1
  4. package/dist/services/rebalance/rebalanceTxBuilder.js +6 -4
  5. package/dist/services/rebalance/rebalanceValues.d.ts +4 -1
  6. package/dist/services/rebalance/rebalanceValues.d.ts.map +1 -1
  7. package/dist/services/rebalance/rebalanceValues.js +9 -5
  8. package/package.json +1 -1
  9. package/src/services/rebalance/rebalanceSwapManager.ts +32 -30
  10. package/src/services/rebalance/rebalanceTxBuilder.ts +11 -3
  11. package/src/services/rebalance/rebalanceValues.ts +10 -5
package/dist/services/rebalance/rebalanceSwapManager.d.ts.map CHANGED
@@ -1 +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;AAY3E,qBAAa,oBAAoB;IAS7B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,cAAc,CAAC;IACvB,OAAO,CAAC,2BAA2B,CAAC;IACpC,OAAO,CAAC,SAAS,CAAC;IAZb,UAAU,EAAG,UAAU,CAAC;IACxB,SAAS,CAAC,EAAE,aAAa,CAAC;IAC1B,cAAc,CAAC,EAAE,MAAM,CAAC;IAE/B,OAAO,CAAC,cAAc,CAAkB;IACxC,OAAO,CAAC,aAAa,CAAU;gBAGrB,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;IAU/B,OAAO,CAAC,OAAO;IAIf,OAAO,CAAC,SAAS;IAIjB,OAAO,CAAC,WAAW;IAyCnB,OAAO,CAAC,kCAAkC;YA6C5B,mBAAmB;IA2CjC,OAAO,CAAC,mBAAmB;IAIrB,aAAa,CAAC,UAAU,EAAE,MAAM;IAyEhC,aAAa;;;;;;CAWpB"}
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,EAA0B,eAAe,EAAE,MAAM,mBAAmB,CAAC;AAC5E,OAAO,EAAE,SAAS,EAAiC,MAAM,iBAAiB,CAAC;AAY3E,qBAAa,oBAAoB;IAS7B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,cAAc,CAAC;IACvB,OAAO,CAAC,2BAA2B,CAAC;IACpC,OAAO,CAAC,SAAS,CAAC;IAZb,UAAU,EAAG,UAAU,CAAC;IACxB,SAAS,CAAC,EAAE,aAAa,CAAC;IAC1B,cAAc,CAAC,EAAE,MAAM,CAAC;IAE/B,OAAO,CAAC,cAAc,CAAkB;IACxC,OAAO,CAAC,aAAa,CAAU;gBAGrB,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;IAU/B,OAAO,CAAC,OAAO;IAIf,OAAO,CAAC,SAAS;IAIjB,OAAO,CAAC,WAAW;IAyCnB,OAAO,CAAC,kCAAkC;YA+C5B,mBAAmB;IA2CjC,OAAO,CAAC,mBAAmB;IAIrB,aAAa,CAAC,UAAU,EAAE,MAAM;IAyEhC,aAAa;;;;;;CAWpB"}
package/dist/services/rebalance/rebalanceSwapManager.js CHANGED
@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.RebalanceSwapManager = void 0;
4
4
  const umi_web3js_adapters_1 = require("@metaplex-foundation/umi-web3js-adapters");
5
5
  const swap_1 = require("../swap");
6
+ const rebalanceValues_1 = require("./rebalanceValues");
6
7
  const generated_1 = require("../../generated");
7
8
  const utils_1 = require("../../utils");
8
9
  const solautoFees_1 = require("./solautoFees");
@@ -29,21 +30,15 @@ class RebalanceSwapManager {
29
30
  const output = this.isBoost()
30
31
  ? this.client.pos.state.supply
31
32
  : this.client.pos.state.debt;
32
- // const inputPrice = safeGetPrice(
33
- // toWeb3JsPublicKey(input.mint),
34
- // this.priceType
35
- // )!;
36
- // const outputPrice = safeGetPrice(
37
- // toWeb3JsPublicKey(output.mint),
38
- // this.priceType
39
- // )!;
33
+ const inputPrice = (0, utils_1.safeGetPrice)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint), this.priceType);
34
+ const outputPrice = (0, utils_1.safeGetPrice)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint), this.priceType);
40
35
  const supplyPrice = this.client.pos.supplyPrice(this.priceType);
41
36
  const debtPrice = this.client.pos.debtPrice(this.priceType);
42
37
  const biasedInputPrice = this.isBoost() ? debtPrice : supplyPrice;
43
38
  const biasedOutputPrice = this.isBoost() ? supplyPrice : debtPrice;
44
- const inputPrice = biasedInputPrice;
45
- const outputPrice = biasedOutputPrice;
46
- let inputAmount = (0, utils_1.toBaseUnit)(this.usdToSwap() / inputPrice, input.decimals);
39
+ // const biasedInputPrice = inputPrice;
40
+ // const biasedOutputPrice = outputPrice;
41
+ let inputAmount = (0, utils_1.toBaseUnit)(this.usdToSwap() / biasedInputPrice, input.decimals);
47
42
  return {
48
43
  inputAmount,
49
44
  input,
@@ -59,25 +54,22 @@ class RebalanceSwapManager {
59
54
  let debtUsd = this.client.pos.debtUsd(this.priceType);
60
55
  // TODO: add token balance change
61
56
  const { input, biasedInputPrice, output, biasedOutputPrice } = this.swapDetails();
62
- let swapInputUsd = swapInputAmount
57
+ const swapInputUsd = swapInputAmount
63
58
  ? (0, utils_1.fromBaseUnit)(swapInputAmount, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint)).decimals) * biasedInputPrice
64
59
  : this.usdToSwap();
65
- swapInputUsd = this.flRequirements?.flFeeBps
66
- ? swapInputUsd + swapInputUsd * (0, utils_1.fromBps)(this.flRequirements.flFeeBps)
67
- : swapInputUsd;
68
- if (this.isBoost() && this.client.pos.state.debt.borrowFeeBps) {
69
- swapInputUsd +=
70
- swapInputUsd * (0, utils_1.fromBps)(this.client.pos.state.debt.borrowFeeBps);
71
- }
72
- let swapOutputUsd = swapOutputAmount
60
+ const swapOutputUsd = swapOutputAmount
73
61
  ? (0, utils_1.fromBaseUnit)(swapOutputAmount, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint)).decimals) * biasedOutputPrice
74
62
  : this.usdToSwap();
75
- swapOutputUsd = swapOutputUsd - swapOutputUsd * (0, utils_1.fromBps)(this.solautoFeeBps);
76
- supplyUsd = this.isBoost()
77
- ? supplyUsd + swapOutputUsd
78
- : supplyUsd - swapInputUsd;
79
- debtUsd = this.isBoost() ? debtUsd + swapInputUsd : debtUsd - swapOutputUsd;
80
- return (0, utils_1.getLiqUtilzationRateBps)(supplyUsd, debtUsd, this.client.pos.state.liqThresholdBps ?? 0);
63
+ console.log(swapInputUsd, swapOutputUsd);
64
+ const res = (0, rebalanceValues_1.applyDebtAdjustmentUsd)({
65
+ debtAdjustmentUsd: this.isBoost() ? swapInputUsd : swapInputUsd * -1,
66
+ debtAdjustmentUsdOutput: swapOutputUsd,
67
+ }, { supplyUsd, debtUsd }, (0, utils_1.fromBps)(this.client.pos.state.liqThresholdBps), {
68
+ solauto: this.solautoFeeBps,
69
+ flashLoan: this.flRequirements?.flFeeBps ?? 0,
70
+ lpBorrow: this.client.pos.state.debt.borrowFeeBps,
71
+ });
72
+ return (0, utils_1.getLiqUtilzationRateBps)(res.newPos.supplyUsd, res.newPos.debtUsd, this.client.pos.state.liqThresholdBps ?? 0);
81
73
  }
82
74
  async findSufficientQuote(swapInput, criteria) {
83
75
  let swapQuote;
@@ -109,13 +101,13 @@ class RebalanceSwapManager {
109
101
  }
110
102
  async setSwapParams(attemptNum) {
111
103
  const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
112
- let { input, output, outputPrice, inputAmount } = this.swapDetails();
104
+ let { input, output, biasedOutputPrice, inputAmount } = this.swapDetails();
113
105
  let outputAmount = rebalanceToZero
114
106
  ? output.amountUsed.baseUnit +
115
107
  BigInt(Math.round(Number(output.amountUsed.baseUnit) *
116
108
  // Add this small percentage to account for the APR on the debt between now and the transaction
117
109
  0.0001))
118
- : (0, utils_1.toBaseUnit)(this.usdToSwap() / outputPrice, output.decimals);
110
+ : (0, utils_1.toBaseUnit)(this.usdToSwap() / biasedOutputPrice, output.decimals);
119
111
  const flashLoanRepayFromDebt = !this.isBoost() &&
120
112
  this.flRequirements &&
121
113
  this.flRequirements.liquiditySource === generated_1.TokenType.Debt;
package/dist/services/rebalance/rebalanceTxBuilder.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"rebalanceTxBuilder.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceTxBuilder.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,aAAa,EAAE,MAAM,YAAY,CAAC;AAC3C,OAAO,EAGL,qBAAqB,EACtB,MAAM,aAAa,CAAC;AAiCrB,qBAAa,kBAAkB;IAQ3B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,2BAA2B,CAAC;IACpC,OAAO,CAAC,YAAY,CAAC;IATvB,OAAO,CAAC,MAAM,CAAmB;IACjC,OAAO,CAAC,aAAa,CAAwB;IAC7C,OAAO,CAAC,WAAW,CAAwB;IAC3C,OAAO,CAAC,cAAc,CAAC,CAAwB;IAC/C,OAAO,CAAC,SAAS,CAAiC;gBAGxC,MAAM,EAAE,aAAa,EACrB,2BAA2B,CAAC,EAAE,MAAM,YAAA,EACpC,YAAY,CAAC,EAAE,OAAO,YAAA;IAGhC,OAAO,CAAC,0BAA0B;IAclC,OAAO,CAAC,kBAAkB;IAc1B,OAAO,CAAC,oBAAoB;IAwC5B,OAAO,CAAC,iCAAiC;YAgC3B,qBAAqB;IA0CnC,OAAO,CAAC,mBAAmB;IAwB3B,OAAO,CAAC,gBAAgB;IA+BxB,OAAO,CAAC,yBAAyB;YAqBnB,mBAAmB;YAyBnB,sBAAsB;YAyBtB,mBAAmB;IA8EpB,gBAAgB,CAC3B,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,qBAAqB,GAAG,SAAS,CAAC;CAe9C"}
1
+ {"version":3,"file":"rebalanceTxBuilder.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceTxBuilder.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,aAAa,EAAE,MAAM,YAAY,CAAC;AAC3C,OAAO,EAGL,qBAAqB,EACtB,MAAM,aAAa,CAAC;AAiCrB,qBAAa,kBAAkB;IAQ3B,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,2BAA2B,CAAC;IACpC,OAAO,CAAC,YAAY,CAAC;IATvB,OAAO,CAAC,MAAM,CAAmB;IACjC,OAAO,CAAC,aAAa,CAAwB;IAC7C,OAAO,CAAC,WAAW,CAAwB;IAC3C,OAAO,CAAC,cAAc,CAAC,CAAwB;IAC/C,OAAO,CAAC,SAAS,CAAiC;gBAGxC,MAAM,EAAE,aAAa,EACrB,2BAA2B,CAAC,EAAE,MAAM,YAAA,EACpC,YAAY,CAAC,EAAE,OAAO,YAAA;IAGhC,OAAO,CAAC,0BAA0B;IAclC,OAAO,CAAC,kBAAkB;IAc1B,OAAO,CAAC,oBAAoB;IAwC5B,OAAO,CAAC,iCAAiC;YAgC3B,qBAAqB;IA0CnC,OAAO,CAAC,mBAAmB;IAwB3B,OAAO,CAAC,gBAAgB;IA+BxB,OAAO,CAAC,yBAAyB;YAqBnB,mBAAmB;YAyBnB,sBAAsB;YAyBtB,mBAAmB;IAsFpB,gBAAgB,CAC3B,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,qBAAqB,GAAG,SAAS,CAAC;CAe9C"}
package/dist/services/rebalance/rebalanceTxBuilder.js CHANGED
@@ -52,7 +52,7 @@ class RebalanceTxBuilder {
52
52
  return this.values.intermediaryLiqUtilizationRateBps;
53
53
  }
54
54
  const fees = new solautoFees_1.SolautoFeesBps(this.client.isReferred, this.targetLiqUtilizationRateBps, this.client.pos.netWorthUsd(generated_1.PriceType.Realtime));
55
- const { intermediaryLiqUtilizationRateBps } = (0, rebalanceValues_1.applyDebtAdjustmentUsd)(this.values.debtAdjustmentUsd, {
55
+ const { intermediaryLiqUtilizationRateBps } = (0, rebalanceValues_1.applyDebtAdjustmentUsd)({ debtAdjustmentUsd: this.values.debtAdjustmentUsd }, {
56
56
  supplyUsd: this.client.pos.supplyUsd(generated_1.PriceType.Ema),
57
57
  debtUsd: this.client.pos.debtUsd(generated_1.PriceType.Ema),
58
58
  }, (0, utils_1.fromBps)(this.client.pos.state.liqThresholdBps), {
@@ -199,10 +199,12 @@ class RebalanceTxBuilder {
199
199
  priceType: this.priceType,
200
200
  };
201
201
  (0, utils_1.consoleLog)("Rebalance details:", rebalanceDetails);
202
- (0, utils_1.consoleLog)("Prices:", this.client.pos.supplyPrice(this.priceType), this.client.pos.debtPrice(this.priceType));
202
+ (0, utils_1.consoleLog)("Prices:", (0, utils_1.safeGetPrice)(this.client.pos.supplyMint, this.priceType), this.client.pos.supplyPrice(this.priceType), (0, utils_1.safeGetPrice)(this.client.pos.debtMint, this.priceType), this.client.pos.debtPrice(this.priceType));
203
203
  if ((0, utils_1.isMarginfiPosition)(this.client.pos)) {
204
- const supply = this.values.endResult.supplyUsd * (0, utils_1.bytesToI80F48)(this.client.pos.supplyBank.config.assetWeightInit.value);
205
- const debt = this.values.endResult.debtUsd * (0, utils_1.bytesToI80F48)(this.client.pos.debtBank.config.liabilityWeightInit.value);
204
+ const supply = this.values.endResult.supplyUsd *
205
+ (0, utils_1.bytesToI80F48)(this.client.pos.supplyBank.config.assetWeightInit.value);
206
+ const debt = this.values.endResult.debtUsd *
207
+ (0, utils_1.bytesToI80F48)(this.client.pos.debtBank.config.liabilityWeightInit.value);
206
208
  (0, utils_1.consoleLog)("Weighted values", supply, debt);
207
209
  }
208
210
  const firstRebalance = this.client.rebalanceIx(generated_1.RebalanceStep.PreSwap, rebalanceDetails);
package/dist/services/rebalance/rebalanceValues.d.ts CHANGED
@@ -19,7 +19,10 @@ interface ApplyDebtAdjustmentResult {
19
19
  newPos: PositionValues;
20
20
  intermediaryLiqUtilizationRateBps: number;
21
21
  }
22
- export declare function applyDebtAdjustmentUsd(debtAdjustmentUsd: number, pos: PositionValues, liqThreshold: number, fees?: RebalanceFeesBps): ApplyDebtAdjustmentResult;
22
+ export declare function applyDebtAdjustmentUsd(adjustment: {
23
+ debtAdjustmentUsd: number;
24
+ debtAdjustmentUsdOutput?: number;
25
+ }, pos: PositionValues, liqThreshold: number, fees?: RebalanceFeesBps): ApplyDebtAdjustmentResult;
23
26
  export declare function getDebtAdjustment(liqThresholdBps: number, pos: PositionValues, targetLiqUtilizationRateBps: number, fees?: RebalanceFeesBps): DebtAdjustment;
24
27
  export interface RebalanceValues extends DebtAdjustment {
25
28
  rebalanceDirection: RebalanceDirection;
package/dist/services/rebalance/rebalanceValues.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"rebalanceValues.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceValues.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,SAAS,EACT,kBAAkB,EAClB,kBAAkB,EAEnB,MAAM,iBAAiB,CAAC;AAOzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAC;AAC1D,OAAO,EAAE,cAAc,EAAE,MAAM,eAAe,CAAC;AAE/C,MAAM,WAAW,cAAc;IAC7B,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,MAAM,WAAW,cAAc;IAC7B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,SAAS,EAAE,cAAc,CAAC;IAC1B,iCAAiC,EAAE,MAAM,CAAC;CAC3C;AAED,MAAM,WAAW,gBAAgB;IAC/B,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,UAAU,yBAAyB;IACjC,MAAM,EAAE,cAAc,CAAC;IACvB,iCAAiC,EAAE,MAAM,CAAC;CAC3C;AAED,wBAAgB,sBAAsB,CACpC,iBAAiB,EAAE,MAAM,EACzB,GAAG,EAAE,cAAc,EACnB,YAAY,EAAE,MAAM,EACpB,IAAI,CAAC,EAAE,gBAAgB,GACtB,yBAAyB,CA8B3B;AAED,wBAAgB,iBAAiB,CAC/B,eAAe,EAAE,MAAM,EACvB,GAAG,EAAE,cAAc,EACnB,2BAA2B,EAAE,MAAM,EACnC,IAAI,CAAC,EAAE,gBAAgB,GACtB,cAAc,CAgChB;AA2ED,MAAM,WAAW,eAAgB,SAAQ,cAAc;IACrD,kBAAkB,EAAE,kBAAkB,CAAC;IACvC,kBAAkB,CAAC,EAAE,kBAAkB,CAAC;IACxC,qBAAqB,EAAE,OAAO,CAAC;CAChC;AAED,wBAAgB,kBAAkB,CAChC,eAAe,EAAE,iBAAiB,EAClC,SAAS,EAAE,SAAS,EACpB,2BAA2B,CAAC,EAAE,MAAM,EACpC,aAAa,CAAC,EAAE,cAAc,EAC9B,QAAQ,CAAC,EAAE,MAAM,GAChB,eAAe,GAAG,SAAS,CA8C7B"}
1
+ {"version":3,"file":"rebalanceValues.d.ts","sourceRoot":"","sources":["../../../src/services/rebalance/rebalanceValues.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,SAAS,EACT,kBAAkB,EAClB,kBAAkB,EAEnB,MAAM,iBAAiB,CAAC;AAOzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAC;AAC1D,OAAO,EAAE,cAAc,EAAE,MAAM,eAAe,CAAC;AAE/C,MAAM,WAAW,cAAc;IAC7B,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,MAAM,WAAW,cAAc;IAC7B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,SAAS,EAAE,cAAc,CAAC;IAC1B,iCAAiC,EAAE,MAAM,CAAC;CAC3C;AAED,MAAM,WAAW,gBAAgB;IAC/B,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,UAAU,yBAAyB;IACjC,MAAM,EAAE,cAAc,CAAC;IACvB,iCAAiC,EAAE,MAAM,CAAC;CAC3C;AAED,wBAAgB,sBAAsB,CACpC,UAAU,EAAE;IAAE,iBAAiB,EAAE,MAAM,CAAC;IAAC,uBAAuB,CAAC,EAAE,MAAM,CAAA;CAAE,EAC3E,GAAG,EAAE,cAAc,EACnB,YAAY,EAAE,MAAM,EACpB,IAAI,CAAC,EAAE,gBAAgB,GACtB,yBAAyB,CAmC3B;AAED,wBAAgB,iBAAiB,CAC/B,eAAe,EAAE,MAAM,EACvB,GAAG,EAAE,cAAc,EACnB,2BAA2B,EAAE,MAAM,EACnC,IAAI,CAAC,EAAE,gBAAgB,GACtB,cAAc,CAgChB;AA2ED,MAAM,WAAW,eAAgB,SAAQ,cAAc;IACrD,kBAAkB,EAAE,kBAAkB,CAAC;IACvC,kBAAkB,CAAC,EAAE,kBAAkB,CAAC;IACxC,qBAAqB,EAAE,OAAO,CAAC;CAChC;AAED,wBAAgB,kBAAkB,CAChC,eAAe,EAAE,iBAAiB,EAClC,SAAS,EAAE,SAAS,EACpB,2BAA2B,CAAC,EAAE,MAAM,EACpC,aAAa,CAAC,EAAE,cAAc,EAC9B,QAAQ,CAAC,EAAE,MAAM,GAChB,eAAe,GAAG,SAAS,CA8C7B"}
package/dist/services/rebalance/rebalanceValues.js CHANGED
@@ -5,11 +5,15 @@ exports.getDebtAdjustment = getDebtAdjustment;
5
5
  exports.getRebalanceValues = getRebalanceValues;
6
6
  const generated_1 = require("../../generated");
7
7
  const utils_1 = require("../../utils");
8
- function applyDebtAdjustmentUsd(debtAdjustmentUsd, pos, liqThreshold, fees) {
8
+ function applyDebtAdjustmentUsd(adjustment, pos, liqThreshold, fees) {
9
9
  const newPos = { ...pos };
10
- const isBoost = debtAdjustmentUsd > 0;
11
- const daMinusSolautoFees = debtAdjustmentUsd - debtAdjustmentUsd * (0, utils_1.fromBps)(fees?.solauto ?? 0);
12
- const daWithFlashLoan = debtAdjustmentUsd * (1.0 + (0, utils_1.fromBps)(fees?.flashLoan ?? 0));
10
+ const isBoost = adjustment.debtAdjustmentUsd > 0;
11
+ if (!adjustment.debtAdjustmentUsdOutput) {
12
+ adjustment.debtAdjustmentUsdOutput = adjustment.debtAdjustmentUsd;
13
+ }
14
+ const daMinusSolautoFees = adjustment.debtAdjustmentUsdOutput -
15
+ adjustment.debtAdjustmentUsdOutput * (0, utils_1.fromBps)(fees?.solauto ?? 0);
16
+ const daWithFlashLoan = adjustment.debtAdjustmentUsd * (1.0 + (0, utils_1.fromBps)(fees?.flashLoan ?? 0));
13
17
  let intermediaryLiqUtilizationRateBps = 0;
14
18
  if (isBoost) {
15
19
  newPos.debtUsd +=
@@ -40,7 +44,7 @@ function getDebtAdjustment(liqThresholdBps, pos, targetLiqUtilizationRateBps, fe
40
44
  targetUtilizationRate * actualizedFee * liqThreshold)
41
45
  : (targetUtilizationRate * liqThreshold * pos.supplyUsd - pos.debtUsd) /
42
46
  (actualizedFee - targetUtilizationRate * liqThreshold * (1.0 + flFee));
43
- const newPos = applyDebtAdjustmentUsd(debtAdjustmentUsd, pos, liqThreshold, fees);
47
+ const newPos = applyDebtAdjustmentUsd({ debtAdjustmentUsd }, pos, liqThreshold, fees);
44
48
  return {
45
49
  debtAdjustmentUsd,
46
50
  endResult: newPos.newPos,
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@haven-fi/solauto-sdk",
3
- "version": "1.0.702",
3
+ "version": "1.0.703",
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",
package/src/services/rebalance/rebalanceSwapManager.ts CHANGED
@@ -3,7 +3,7 @@ import { toWeb3JsPublicKey } from "@metaplex-foundation/umi-web3js-adapters";
3
3
  import { FlashLoanRequirements } from "../../types";
4
4
  import { SolautoClient } from "../solauto";
5
5
  import { JupSwapManager, SwapParams, SwapInput } from "../swap";
6
- import { RebalanceValues } from "./rebalanceValues";
6
+ import { applyDebtAdjustmentUsd, RebalanceValues } from "./rebalanceValues";
7
7
  import { PriceType, RebalanceDirection, TokenType } from "../../generated";
8
8
  import {
9
9
  consoleLog,
@@ -55,25 +55,25 @@ export class RebalanceSwapManager {
55
55
  ? this.client.pos.state.supply
56
56
  : this.client.pos.state.debt;
57
57
 
58
- // const inputPrice = safeGetPrice(
59
- // toWeb3JsPublicKey(input.mint),
60
- // this.priceType
61
- // )!;
62
- // const outputPrice = safeGetPrice(
63
- // toWeb3JsPublicKey(output.mint),
64
- // this.priceType
65
- // )!;
58
+ const inputPrice = safeGetPrice(
59
+ toWeb3JsPublicKey(input.mint),
60
+ this.priceType
61
+ )!;
62
+ const outputPrice = safeGetPrice(
63
+ toWeb3JsPublicKey(output.mint),
64
+ this.priceType
65
+ )!;
66
66
 
67
67
  const supplyPrice = this.client.pos.supplyPrice(this.priceType)!;
68
68
  const debtPrice = this.client.pos.debtPrice(this.priceType)!;
69
69
  const biasedInputPrice = this.isBoost() ? debtPrice : supplyPrice;
70
70
  const biasedOutputPrice = this.isBoost() ? supplyPrice : debtPrice;
71
71
 
72
- const inputPrice = biasedInputPrice;
73
- const outputPrice = biasedOutputPrice;
72
+ // const biasedInputPrice = inputPrice;
73
+ // const biasedOutputPrice = outputPrice;
74
74
 
75
75
  let inputAmount = toBaseUnit(
76
- this.usdToSwap() / inputPrice!,
76
+ this.usdToSwap() / biasedInputPrice!,
77
77
  input.decimals
78
78
  );
79
79
 
@@ -99,36 +99,38 @@ export class RebalanceSwapManager {
99
99
  const { input, biasedInputPrice, output, biasedOutputPrice } =
100
100
  this.swapDetails();
101
101
 
102
- let swapInputUsd = swapInputAmount
102
+ const swapInputUsd = swapInputAmount
103
103
  ? fromBaseUnit(
104
104
  swapInputAmount,
105
105
  tokenInfo(toWeb3JsPublicKey(input.mint)).decimals
106
106
  ) * biasedInputPrice
107
107
  : this.usdToSwap();
108
- swapInputUsd = this.flRequirements?.flFeeBps
109
- ? swapInputUsd + swapInputUsd * fromBps(this.flRequirements.flFeeBps)
110
- : swapInputUsd;
111
- if (this.isBoost() && this.client.pos.state.debt.borrowFeeBps) {
112
- swapInputUsd +=
113
- swapInputUsd * fromBps(this.client.pos.state.debt.borrowFeeBps);
114
- }
115
108
 
116
- let swapOutputUsd = swapOutputAmount
109
+ const swapOutputUsd = swapOutputAmount
117
110
  ? fromBaseUnit(
118
111
  swapOutputAmount,
119
112
  tokenInfo(toWeb3JsPublicKey(output.mint)).decimals
120
113
  ) * biasedOutputPrice
121
114
  : this.usdToSwap();
122
- swapOutputUsd = swapOutputUsd - swapOutputUsd * fromBps(this.solautoFeeBps);
123
115
 
124
- supplyUsd = this.isBoost()
125
- ? supplyUsd + swapOutputUsd
126
- : supplyUsd - swapInputUsd;
127
- debtUsd = this.isBoost() ? debtUsd + swapInputUsd : debtUsd - swapOutputUsd;
116
+ console.log(swapInputUsd, swapOutputUsd);
117
+ const res = applyDebtAdjustmentUsd(
118
+ {
119
+ debtAdjustmentUsd: this.isBoost() ? swapInputUsd : swapInputUsd * -1,
120
+ debtAdjustmentUsdOutput: swapOutputUsd,
121
+ },
122
+ { supplyUsd, debtUsd },
123
+ fromBps(this.client.pos.state.liqThresholdBps),
124
+ {
125
+ solauto: this.solautoFeeBps,
126
+ flashLoan: this.flRequirements?.flFeeBps ?? 0,
127
+ lpBorrow: this.client.pos.state.debt.borrowFeeBps,
128
+ }
129
+ );
128
130
 
129
131
  return getLiqUtilzationRateBps(
130
- supplyUsd,
131
- debtUsd,
132
+ res.newPos.supplyUsd,
133
+ res.newPos.debtUsd,
132
134
  this.client.pos.state.liqThresholdBps ?? 0
133
135
  );
134
136
  }
@@ -182,7 +184,7 @@ export class RebalanceSwapManager {
182
184
 
183
185
  async setSwapParams(attemptNum: number) {
184
186
  const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
185
- let { input, output, outputPrice, inputAmount } = this.swapDetails();
187
+ let { input, output, biasedOutputPrice, inputAmount } = this.swapDetails();
186
188
 
187
189
  let outputAmount = rebalanceToZero
188
190
  ? output.amountUsed.baseUnit +
@@ -193,7 +195,7 @@ export class RebalanceSwapManager {
193
195
  0.0001
194
196
  )
195
197
  )
196
- : toBaseUnit(this.usdToSwap() / outputPrice, output.decimals);
198
+ : toBaseUnit(this.usdToSwap() / biasedOutputPrice, output.decimals);
197
199
 
198
200
  const flashLoanRepayFromDebt =
199
201
  !this.isBoost() &&
package/src/services/rebalance/rebalanceTxBuilder.ts CHANGED
@@ -136,7 +136,7 @@ export class RebalanceTxBuilder {
136
136
  );
137
137
 
138
138
  const { intermediaryLiqUtilizationRateBps } = applyDebtAdjustmentUsd(
139
- this.values.debtAdjustmentUsd,
139
+ { debtAdjustmentUsd: this.values.debtAdjustmentUsd },
140
140
  {
141
141
  supplyUsd: this.client.pos.supplyUsd(PriceType.Ema),
142
142
  debtUsd: this.client.pos.debtUsd(PriceType.Ema),
@@ -345,13 +345,21 @@ export class RebalanceTxBuilder {
345
345
  consoleLog("Rebalance details:", rebalanceDetails);
346
346
  consoleLog(
347
347
  "Prices:",
348
+ safeGetPrice(this.client.pos.supplyMint, this.priceType),
348
349
  this.client.pos.supplyPrice(this.priceType),
350
+ safeGetPrice(this.client.pos.debtMint, this.priceType),
349
351
  this.client.pos.debtPrice(this.priceType)
350
352
  );
351
353
 
352
354
  if (isMarginfiPosition(this.client.pos)) {
353
- const supply = this.values.endResult.supplyUsd * bytesToI80F48(this.client.pos.supplyBank!.config.assetWeightInit.value);
354
- const debt = this.values.endResult.debtUsd * bytesToI80F48(this.client.pos.debtBank!.config.liabilityWeightInit.value);
355
+ const supply =
356
+ this.values.endResult.supplyUsd *
357
+ bytesToI80F48(this.client.pos.supplyBank!.config.assetWeightInit.value);
358
+ const debt =
359
+ this.values.endResult.debtUsd *
360
+ bytesToI80F48(
361
+ this.client.pos.debtBank!.config.liabilityWeightInit.value
362
+ );
355
363
  consoleLog("Weighted values", supply, debt);
356
364
  }
357
365
 
package/src/services/rebalance/rebalanceValues.ts CHANGED
@@ -38,18 +38,23 @@ interface ApplyDebtAdjustmentResult {
38
38
  }
39
39
 
40
40
  export function applyDebtAdjustmentUsd(
41
- debtAdjustmentUsd: number,
41
+ adjustment: { debtAdjustmentUsd: number; debtAdjustmentUsdOutput?: number },
42
42
  pos: PositionValues,
43
43
  liqThreshold: number,
44
44
  fees?: RebalanceFeesBps
45
45
  ): ApplyDebtAdjustmentResult {
46
46
  const newPos = { ...pos };
47
- const isBoost = debtAdjustmentUsd > 0;
47
+ const isBoost = adjustment.debtAdjustmentUsd > 0;
48
48
 
49
+ if (!adjustment.debtAdjustmentUsdOutput) {
50
+ adjustment.debtAdjustmentUsdOutput = adjustment.debtAdjustmentUsd;
51
+ }
49
52
  const daMinusSolautoFees =
50
- debtAdjustmentUsd - debtAdjustmentUsd * fromBps(fees?.solauto ?? 0);
53
+ adjustment.debtAdjustmentUsdOutput -
54
+ adjustment.debtAdjustmentUsdOutput * fromBps(fees?.solauto ?? 0);
55
+
51
56
  const daWithFlashLoan =
52
- debtAdjustmentUsd * (1.0 + fromBps(fees?.flashLoan ?? 0));
57
+ adjustment.debtAdjustmentUsd * (1.0 + fromBps(fees?.flashLoan ?? 0));
53
58
 
54
59
  let intermediaryLiqUtilizationRateBps = 0;
55
60
  if (isBoost) {
@@ -100,7 +105,7 @@ export function getDebtAdjustment(
100
105
  (actualizedFee - targetUtilizationRate * liqThreshold * (1.0 + flFee));
101
106
 
102
107
  const newPos = applyDebtAdjustmentUsd(
103
- debtAdjustmentUsd,
108
+ { debtAdjustmentUsd },
104
109
  pos,
105
110
  liqThreshold,
106
111
  fees