@reserve-protocol/dtf-rebalance-lib 0.0.7 → 0.0.8

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Files changed (3) hide show
  1. package/dist/open-auction.js +4 -1
  2. package/package.json +1 -1
  3. package/src/open-auction.ts +4 -1
package/dist/open-auction.js CHANGED
@@ -179,7 +179,10 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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  else if (relativeProgression.lt(finalStageAt.sub(0.02))) {
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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 = finalStageAt;
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+ rebalanceTarget = initialProgression.add(numbers_1.ONE.sub(initialProgression).mul(finalStageAt));
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+ if (rebalanceTarget.gte(numbers_1.ONE)) {
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+ round = AuctionRound.FINAL;
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+ }
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  }
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  // {1}
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  const delta = numbers_1.ONE.sub(rebalanceTarget);
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@reserve-protocol/dtf-rebalance-lib",
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- "version": "0.0.7",
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+ "version": "0.0.8",
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  "description": "Rebalancing library for DTFs in typescript",
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  "main": "dist/index.js",
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  "module": "dist/index.js",
package/src/open-auction.ts CHANGED
@@ -274,7 +274,10 @@ export const getOpenAuction = (
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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 = finalStageAt
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+ rebalanceTarget = initialProgression.add(ONE.sub(initialProgression).mul(finalStageAt))
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+ if (rebalanceTarget.gte(ONE)) {
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+ round = AuctionRound.FINAL
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+ }
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  }
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  // {1}