@reserve-protocol/dtf-rebalance-lib 0.0.13 → 0.0.15
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.
- package/dist/open-auction.js +8 -6
- package/package.json +1 -1
- package/src/open-auction.ts +9 -6
package/dist/open-auction.js
CHANGED
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@@ -175,6 +175,13 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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: progression.sub(initialProgression).div(numbers_1.ONE.sub(initialProgression));
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let rebalanceTarget = numbers_1.ONE;
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let round = AuctionRound.FINAL;
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178
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+
if (logging) {
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179
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+
console.log('initialProgression', initialProgression.toString());
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180
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+
console.log('progression', progression.toString());
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181
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+
console.log('relativeProgression', relativeProgression.toString());
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182
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+
console.log('portionBeingEjected', portionBeingEjected.toString());
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183
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+
console.log('finalStageAt', finalStageAt.toString());
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184
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}
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// make it an eject auction if there is 1 bps or more of value to eject
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if (portionBeingEjected.gte(1e-4)) {
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round = AuctionRound.EJECT;
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@@ -187,17 +194,12 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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// wiggle room to prevent having to re-run an auction at the same stage after price movement
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round = AuctionRound.PROGRESS;
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rebalanceTarget = initialProgression.add(numbers_1.ONE.sub(initialProgression).mul(finalStageAt));
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190
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-
if (rebalanceTarget.
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197
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+
if (rebalanceTarget.gt(numbers_1.ONE)) {
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throw new Error('something has gone very wrong');
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}
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}
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if (logging) {
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console.log('rebalanceTarget', rebalanceTarget.toString());
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196
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-
console.log('initialProgression', initialProgression.toString());
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197
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-
console.log('progression', progression.toString());
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198
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-
console.log('relativeProgression', relativeProgression.toString());
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199
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-
console.log('portionBeingEjected', portionBeingEjected.toString());
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-
console.log('finalStageAt', finalStageAt.toString());
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}
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// {1}
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const delta = numbers_1.ONE.sub(rebalanceTarget);
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package/package.json
CHANGED
package/src/open-auction.ts
CHANGED
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@@ -269,6 +269,14 @@ export const getOpenAuction = (
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let rebalanceTarget = ONE
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let round: AuctionRound = AuctionRound.FINAL
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+
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+
if (logging) {
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274
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+
console.log('initialProgression', initialProgression.toString())
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275
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+
console.log('progression', progression.toString())
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276
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+
console.log('relativeProgression', relativeProgression.toString())
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+
console.log('portionBeingEjected', portionBeingEjected.toString())
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+
console.log('finalStageAt', finalStageAt.toString())
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}
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// make it an eject auction if there is 1 bps or more of value to eject
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if (portionBeingEjected.gte(1e-4)) {
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@@ -283,18 +291,13 @@ export const getOpenAuction = (
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round = AuctionRound.PROGRESS
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rebalanceTarget = initialProgression.add(ONE.sub(initialProgression).mul(finalStageAt))
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-
if (rebalanceTarget.
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+
if (rebalanceTarget.gt(ONE)) {
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throw new Error('something has gone very wrong')
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}
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}
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if (logging) {
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console.log('rebalanceTarget', rebalanceTarget.toString())
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-
console.log('initialProgression', initialProgression.toString())
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console.log('progression', progression.toString())
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-
console.log('relativeProgression', relativeProgression.toString())
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-
console.log('portionBeingEjected', portionBeingEjected.toString())
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-
console.log('finalStageAt', finalStageAt.toString())
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}
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// {1}
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