@haven-fi/solauto-sdk 1.0.702 → 1.0.704

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Files changed (14) hide show
  1. package/dist/services/rebalance/rebalanceSwapManager.d.ts.map +1 -1
  2. package/dist/services/rebalance/rebalanceSwapManager.js +39 -33
  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 +12 -7
  8. package/dist/services/swap/jupSwapManager.js +1 -1
  9. package/local/txSandbox.ts +10 -2
  10. package/package.json +1 -1
  11. package/src/services/rebalance/rebalanceSwapManager.ts +81 -40
  12. package/src/services/rebalance/rebalanceTxBuilder.ts +11 -3
  13. package/src/services/rebalance/rebalanceValues.ts +14 -8
  14. package/src/services/swap/jupSwapManager.ts +2 -2
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;AAc3E,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;IA4CnB,OAAO,CAAC,kCAAkC;YAiF5B,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 +30,17 @@ class RebalanceSwapManager {
29
30
  const output = this.isBoost()
30
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  ? 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(
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- // toWeb3JsPublicKey(output.mint),
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- // 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);
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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
+ // const priceDiff = (biasedInputPrice - inputPrice) / 2;
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+ // const weightedInputPrice = inputPrice + priceDiff;
43
+ let inputAmount = (0, utils_1.toBaseUnit)(this.usdToSwap() / biasedInputPrice, input.decimals);
47
44
  return {
48
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  inputAmount,
49
46
  input,
@@ -54,30 +51,39 @@ class RebalanceSwapManager {
54
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  biasedOutputPrice,
55
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  };
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  }
57
- postRebalanceLiqUtilizationRateBps(swapOutputAmount, swapInputAmount) {
54
+ postRebalanceLiqUtilizationRateBps(swapOutputAmountBaseUnit, swapInputAmountBaseUnit) {
58
55
  let supplyUsd = this.client.pos.supplyUsd(this.priceType);
59
56
  let debtUsd = this.client.pos.debtUsd(this.priceType);
60
57
  // TODO: add token balance change
61
- const { input, biasedInputPrice, output, biasedOutputPrice } = this.swapDetails();
62
- let swapInputUsd = swapInputAmount
63
- ? (0, utils_1.fromBaseUnit)(swapInputAmount, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint)).decimals) * biasedInputPrice
58
+ const { input, inputPrice, biasedInputPrice, output, outputPrice, biasedOutputPrice, } = this.swapDetails();
59
+ const swapInputAmount = swapInputAmountBaseUnit
60
+ ? (0, utils_1.fromBaseUnit)(swapInputAmountBaseUnit, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(input.mint)).decimals)
61
+ : undefined;
62
+ const swapOutputAmount = swapOutputAmountBaseUnit
63
+ ? (0, utils_1.fromBaseUnit)(swapOutputAmountBaseUnit, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint)).decimals)
64
+ : undefined;
65
+ const swapInputUsd = swapInputAmount
66
+ ? swapInputAmount * biasedInputPrice
64
67
  : 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
73
- ? (0, utils_1.fromBaseUnit)(swapOutputAmount, (0, utils_1.tokenInfo)((0, umi_web3js_adapters_1.toWeb3JsPublicKey)(output.mint)).decimals) * biasedOutputPrice
68
+ const swapOutputUsd = swapOutputAmount
69
+ ? swapOutputAmount * biasedOutputPrice
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  : 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);
71
+ console.log((swapInputAmount ?? 0) * inputPrice, swapInputUsd, (swapOutputAmount ?? 0) * outputPrice, swapOutputUsd);
72
+ const res = (0, rebalanceValues_1.applyDebtAdjustmentUsd)({
73
+ debtAdjustmentUsd: this.isBoost() ? swapInputUsd : swapInputUsd * -1,
74
+ debtAdjustmentUsdOutput: swapOutputUsd,
75
+ }, { supplyUsd, debtUsd }, (0, utils_1.fromBps)(this.client.pos.state.liqThresholdBps), {
76
+ solauto: this.solautoFeeBps,
77
+ flashLoan: this.flRequirements?.flFeeBps ?? 0,
78
+ lpBorrow: this.client.pos.state.debt.borrowFeeBps,
79
+ });
80
+ if ((0, utils_1.isMarginfiPosition)(this.client.pos)) {
81
+ console.log(res.newPos.supplyUsd, res.newPos.debtUsd);
82
+ console.log(res.newPos.supplyUsd *
83
+ (0, utils_1.bytesToI80F48)(this.client.pos.supplyBank.config.assetWeightInit.value), res.newPos.debtUsd *
84
+ (0, utils_1.bytesToI80F48)(this.client.pos.debtBank.config.liabilityWeightInit.value));
85
+ }
86
+ return (0, utils_1.getLiqUtilzationRateBps)(res.newPos.supplyUsd, res.newPos.debtUsd, this.client.pos.state.liqThresholdBps ?? 0);
81
87
  }
82
88
  async findSufficientQuote(swapInput, criteria) {
83
89
  let swapQuote;
@@ -95,7 +101,7 @@ class RebalanceSwapManager {
95
101
  (0, utils_1.consoleLog)(postRebalanceRate, criteria.maxLiqUtilizationRateBps);
96
102
  if (insufficient) {
97
103
  (0, utils_1.consoleLog)("Insufficient swap quote:", swapQuote);
98
- const increment = 0.01 + i * 0.001;
104
+ const increment = 0.01 + i * 0.01;
99
105
  swapInput.amount = this.bigIntWithIncrement(swapInput.amount, this.isBoost() ? increment * -1 : increment);
100
106
  }
101
107
  else {
@@ -109,13 +115,13 @@ class RebalanceSwapManager {
109
115
  }
110
116
  async setSwapParams(attemptNum) {
111
117
  const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
112
- let { input, output, outputPrice, inputAmount } = this.swapDetails();
118
+ let { input, output, biasedOutputPrice, inputAmount } = this.swapDetails();
113
119
  let outputAmount = rebalanceToZero
114
120
  ? output.amountUsed.baseUnit +
115
121
  BigInt(Math.round(Number(output.amountUsed.baseUnit) *
116
122
  // Add this small percentage to account for the APR on the debt between now and the transaction
117
123
  0.0001))
118
- : (0, utils_1.toBaseUnit)(this.usdToSwap() / outputPrice, output.decimals);
124
+ : (0, utils_1.toBaseUnit)(this.usdToSwap() / biasedOutputPrice, output.decimals);
119
125
  const flashLoanRepayFromDebt = !this.isBoost() &&
120
126
  this.flRequirements &&
121
127
  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,CAiChB;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 +=
@@ -40,11 +44,12 @@ 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 endResult = applyDebtAdjustmentUsd({ debtAdjustmentUsd }, pos, liqThreshold, fees);
48
+ console.log(debtAdjustmentUsd, pos, endResult.newPos);
44
49
  return {
45
50
  debtAdjustmentUsd,
46
- endResult: newPos.newPos,
47
- intermediaryLiqUtilizationRateBps: newPos.intermediaryLiqUtilizationRateBps,
51
+ endResult: endResult.newPos,
52
+ intermediaryLiqUtilizationRateBps: endResult.intermediaryLiqUtilizationRateBps,
48
53
  };
49
54
  }
50
55
  function getTokenBalanceChange() {
package/dist/services/swap/jupSwapManager.js CHANGED
@@ -25,7 +25,7 @@ class JupSwapManager {
25
25
  : undefined,
26
26
  slippageBps,
27
27
  maxAccounts: !data.exactOut ? (memeSwap ? 25 : 15) + attemptNum * 5 : undefined,
28
- }), 4, 150);
28
+ }), 6, 250);
29
29
  }
30
30
  async getJupInstructions(data) {
31
31
  if (!this.jupQuote) {
package/local/txSandbox.ts CHANGED
@@ -67,7 +67,15 @@ export async function main() {
67
67
  // debtMint: new PublicKey(RETARDIO),
68
68
  });
69
69
 
70
- await client.pos.refreshPositionState();
70
+ // await client.pos.refreshPositionState();
71
+
72
+ console.log(
73
+ getMaxLiqUtilizationRateBps(
74
+ client.pos.state.maxLtvBps,
75
+ client.pos.state.liqThresholdBps,
76
+ 0
77
+ )
78
+ );
71
79
 
72
80
  // const transactionItems = [
73
81
  // openSolautoPosition(client, {
@@ -84,7 +92,7 @@ export async function main() {
84
92
  // repayGap: 100,
85
93
  // repayToBps: client.pos.maxRepayToBps,
86
94
  // }),
87
- deposit(client, toBaseUnit(50, client.pos.supplyMintInfo.decimals)),
95
+ deposit(client, toBaseUnit(5, client.pos.supplyMintInfo.decimals)),
88
96
  rebalance(client, client.pos.maxBoostToBps),
89
97
  // withdraw(client, "All"),
90
98
  // closeSolautoPosition(client)
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@haven-fi/solauto-sdk",
3
- "version": "1.0.702",
3
+ "version": "1.0.704",
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
@@ -3,13 +3,15 @@ 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
+ bytesToI80F48,
9
10
  consoleLog,
10
11
  fromBaseUnit,
11
12
  fromBps,
12
13
  getLiqUtilzationRateBps,
14
+ isMarginfiPosition,
13
15
  safeGetPrice,
14
16
  toBaseUnit,
15
17
  tokenInfo,
@@ -55,25 +57,28 @@ export class RebalanceSwapManager {
55
57
  ? this.client.pos.state.supply
56
58
  : this.client.pos.state.debt;
57
59
 
58
- // const inputPrice = safeGetPrice(
59
- // toWeb3JsPublicKey(input.mint),
60
- // this.priceType
61
- // )!;
62
- // const outputPrice = safeGetPrice(
63
- // toWeb3JsPublicKey(output.mint),
64
- // this.priceType
65
- // )!;
60
+ const inputPrice = safeGetPrice(
61
+ toWeb3JsPublicKey(input.mint),
62
+ this.priceType
63
+ )!;
64
+ const outputPrice = safeGetPrice(
65
+ toWeb3JsPublicKey(output.mint),
66
+ this.priceType
67
+ )!;
66
68
 
67
69
  const supplyPrice = this.client.pos.supplyPrice(this.priceType)!;
68
70
  const debtPrice = this.client.pos.debtPrice(this.priceType)!;
69
71
  const biasedInputPrice = this.isBoost() ? debtPrice : supplyPrice;
70
72
  const biasedOutputPrice = this.isBoost() ? supplyPrice : debtPrice;
71
73
 
72
- const inputPrice = biasedInputPrice;
73
- const outputPrice = biasedOutputPrice;
74
+ // const biasedInputPrice = inputPrice;
75
+ // const biasedOutputPrice = outputPrice;
76
+
77
+ // const priceDiff = (biasedInputPrice - inputPrice) / 2;
78
+ // const weightedInputPrice = inputPrice + priceDiff;
74
79
 
75
80
  let inputAmount = toBaseUnit(
76
- this.usdToSwap() / inputPrice!,
81
+ this.usdToSwap() / biasedInputPrice!,
77
82
  input.decimals
78
83
  );
79
84
 
@@ -89,46 +94,82 @@ export class RebalanceSwapManager {
89
94
  }
90
95
 
91
96
  private postRebalanceLiqUtilizationRateBps(
92
- swapOutputAmount?: bigint,
93
- swapInputAmount?: bigint
97
+ swapOutputAmountBaseUnit?: bigint,
98
+ swapInputAmountBaseUnit?: bigint
94
99
  ) {
95
100
  let supplyUsd = this.client.pos.supplyUsd(this.priceType);
96
101
  let debtUsd = this.client.pos.debtUsd(this.priceType);
97
102
  // TODO: add token balance change
98
103
 
99
- const { input, biasedInputPrice, output, biasedOutputPrice } =
100
- this.swapDetails();
104
+ const {
105
+ input,
106
+ inputPrice,
107
+ biasedInputPrice,
108
+ output,
109
+ outputPrice,
110
+ biasedOutputPrice,
111
+ } = this.swapDetails();
101
112
 
102
- let swapInputUsd = swapInputAmount
113
+ const swapInputAmount = swapInputAmountBaseUnit
103
114
  ? fromBaseUnit(
104
- swapInputAmount,
115
+ swapInputAmountBaseUnit,
105
116
  tokenInfo(toWeb3JsPublicKey(input.mint)).decimals
106
- ) * biasedInputPrice
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
- }
117
+ )
118
+ : undefined;
115
119
 
116
- let swapOutputUsd = swapOutputAmount
120
+ const swapOutputAmount = swapOutputAmountBaseUnit
117
121
  ? fromBaseUnit(
118
- swapOutputAmount,
122
+ swapOutputAmountBaseUnit,
119
123
  tokenInfo(toWeb3JsPublicKey(output.mint)).decimals
120
- ) * biasedOutputPrice
124
+ )
125
+ : undefined;
126
+
127
+ const swapInputUsd = swapInputAmount
128
+ ? swapInputAmount * biasedInputPrice
129
+ : this.usdToSwap();
130
+
131
+ const swapOutputUsd = swapOutputAmount
132
+ ? swapOutputAmount * biasedOutputPrice
121
133
  : this.usdToSwap();
122
- swapOutputUsd = swapOutputUsd - swapOutputUsd * fromBps(this.solautoFeeBps);
123
134
 
124
- supplyUsd = this.isBoost()
125
- ? supplyUsd + swapOutputUsd
126
- : supplyUsd - swapInputUsd;
127
- debtUsd = this.isBoost() ? debtUsd + swapInputUsd : debtUsd - swapOutputUsd;
135
+ console.log(
136
+ (swapInputAmount ?? 0) * inputPrice,
137
+ swapInputUsd,
138
+ (swapOutputAmount ?? 0) * outputPrice,
139
+ swapOutputUsd
140
+ );
141
+
142
+ const res = applyDebtAdjustmentUsd(
143
+ {
144
+ debtAdjustmentUsd: this.isBoost() ? swapInputUsd : swapInputUsd * -1,
145
+ debtAdjustmentUsdOutput: swapOutputUsd,
146
+ },
147
+ { supplyUsd, debtUsd },
148
+ fromBps(this.client.pos.state.liqThresholdBps),
149
+ {
150
+ solauto: this.solautoFeeBps,
151
+ flashLoan: this.flRequirements?.flFeeBps ?? 0,
152
+ lpBorrow: this.client.pos.state.debt.borrowFeeBps,
153
+ }
154
+ );
155
+
156
+ if (isMarginfiPosition(this.client.pos)) {
157
+ console.log(res.newPos.supplyUsd, res.newPos.debtUsd);
158
+ console.log(
159
+ res.newPos.supplyUsd *
160
+ bytesToI80F48(
161
+ this.client.pos.supplyBank!.config.assetWeightInit.value
162
+ ),
163
+ res.newPos.debtUsd *
164
+ bytesToI80F48(
165
+ this.client.pos.debtBank!.config.liabilityWeightInit.value
166
+ )
167
+ );
168
+ }
128
169
 
129
170
  return getLiqUtilzationRateBps(
130
- supplyUsd,
131
- debtUsd,
171
+ res.newPos.supplyUsd,
172
+ res.newPos.debtUsd,
132
173
  this.client.pos.state.liqThresholdBps ?? 0
133
174
  );
134
175
  }
@@ -163,7 +204,7 @@ export class RebalanceSwapManager {
163
204
  if (insufficient) {
164
205
  consoleLog("Insufficient swap quote:", swapQuote);
165
206
 
166
- const increment = 0.01 + i * 0.001;
207
+ const increment = 0.01 + i * 0.01;
167
208
  swapInput.amount = this.bigIntWithIncrement(
168
209
  swapInput.amount,
169
210
  this.isBoost() ? increment * -1 : increment
@@ -182,7 +223,7 @@ export class RebalanceSwapManager {
182
223
 
183
224
  async setSwapParams(attemptNum: number) {
184
225
  const rebalanceToZero = this.targetLiqUtilizationRateBps === 0;
185
- let { input, output, outputPrice, inputAmount } = this.swapDetails();
226
+ let { input, output, biasedOutputPrice, inputAmount } = this.swapDetails();
186
227
 
187
228
  let outputAmount = rebalanceToZero
188
229
  ? output.amountUsed.baseUnit +
@@ -193,7 +234,7 @@ export class RebalanceSwapManager {
193
234
  0.0001
194
235
  )
195
236
  )
196
- : toBaseUnit(this.usdToSwap() / outputPrice, output.decimals);
237
+ : toBaseUnit(this.usdToSwap() / biasedOutputPrice, output.decimals);
197
238
 
198
239
  const flashLoanRepayFromDebt =
199
240
  !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) {
@@ -99,17 +104,18 @@ export function getDebtAdjustment(
99
104
  : (targetUtilizationRate * liqThreshold * pos.supplyUsd - pos.debtUsd) /
100
105
  (actualizedFee - targetUtilizationRate * liqThreshold * (1.0 + flFee));
101
106
 
102
- const newPos = applyDebtAdjustmentUsd(
103
- debtAdjustmentUsd,
107
+ const endResult = applyDebtAdjustmentUsd(
108
+ { debtAdjustmentUsd },
104
109
  pos,
105
110
  liqThreshold,
106
111
  fees
107
112
  );
113
+ console.log(debtAdjustmentUsd, pos, endResult.newPos);
108
114
 
109
115
  return {
110
116
  debtAdjustmentUsd,
111
- endResult: newPos.newPos,
112
- intermediaryLiqUtilizationRateBps: newPos.intermediaryLiqUtilizationRateBps,
117
+ endResult: endResult.newPos,
118
+ intermediaryLiqUtilizationRateBps: endResult.intermediaryLiqUtilizationRateBps,
113
119
  };
114
120
  }
115
121
 
package/src/services/swap/jupSwapManager.ts CHANGED
@@ -71,8 +71,8 @@ export class JupSwapManager {
71
71
  slippageBps,
72
72
  maxAccounts: !data.exactOut ? (memeSwap ? 25 : 15) + attemptNum * 5 : undefined,
73
73
  }),
74
- 4,
75
- 150
74
+ 6,
75
+ 250
76
76
  );
77
77
  }
78
78