@reserve-protocol/dtf-rebalance-lib 0.0.7 → 0.0.9
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 +5 -2
- package/package.json +1 -1
- package/src/open-auction.ts +5 -2
package/dist/open-auction.js
CHANGED
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@@ -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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182
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-
rebalanceTarget = finalStageAt;
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182
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+
rebalanceTarget = initialProgression.add(numbers_1.ONE.sub(initialProgression).mul(finalStageAt));
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183
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+
if (rebalanceTarget.gte(numbers_1.ONE)) {
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184
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+
round = AuctionRound.FINAL;
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185
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+
}
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}
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// {1}
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const delta = numbers_1.ONE.sub(rebalanceTarget);
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@@ -294,7 +297,7 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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if (pricesD27.high > initialPrice.high) {
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pricesD27.high = initialPrice.high;
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}
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297
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-
if (pricesD27.low == pricesD27.high) {
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300
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+
if (pricesD27.low == pricesD27.high && priceError[i].gt(numbers_1.ZERO)) {
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throw new Error('no price range');
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}
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return pricesD27;
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package/package.json
CHANGED
package/src/open-auction.ts
CHANGED
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@@ -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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277
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-
rebalanceTarget = finalStageAt
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277
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+
rebalanceTarget = initialProgression.add(ONE.sub(initialProgression).mul(finalStageAt))
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278
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+
if (rebalanceTarget.gte(ONE)) {
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279
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round = AuctionRound.FINAL
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280
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+
}
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}
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// {1}
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@@ -422,7 +425,7 @@ export const getOpenAuction = (
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pricesD27.high = initialPrice.high
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}
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425
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-
if (pricesD27.low == pricesD27.high) {
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428
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+
if (pricesD27.low == pricesD27.high && priceError[i].gt(ZERO)) {
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throw new Error('no price range')
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}
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428
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