@reserve-protocol/dtf-rebalance-lib 0.1.6 → 0.2.0
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.d.ts +2 -0
- package/dist/open-auction.js +4 -1
- package/package.json +1 -1
package/dist/open-auction.d.ts
CHANGED
|
@@ -11,6 +11,7 @@ export declare enum AuctionRound {
|
|
|
11
11
|
* @param absoluteProgression {1} The progression of the auction on an absolute scale
|
|
12
12
|
* @param relativeProgression {1} The relative progression of the auction
|
|
13
13
|
* @param target {1} The target of the auction on an absolute scale
|
|
14
|
+
* @param relativeTarget {1} The relative target of the auction
|
|
14
15
|
* @param auctionSize {USD} The total value on sale in the auction
|
|
15
16
|
* @param surplusTokens The list of tokens in surplus
|
|
16
17
|
* @param deficitTokens The list of tokens in deficit
|
|
@@ -21,6 +22,7 @@ export interface AuctionMetrics {
|
|
|
21
22
|
absoluteProgression: number;
|
|
22
23
|
relativeProgression: number;
|
|
23
24
|
target: number;
|
|
25
|
+
relativeTarget: number;
|
|
24
26
|
auctionSize: number;
|
|
25
27
|
surplusTokens: string[];
|
|
26
28
|
deficitTokens: string[];
|
package/dist/open-auction.js
CHANGED
|
@@ -198,12 +198,14 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
|
|
|
198
198
|
}
|
|
199
199
|
}
|
|
200
200
|
}
|
|
201
|
-
if (rebalanceTarget.lte(numbers_1.ZERO) || rebalanceTarget.gt(numbers_1.ONE)) {
|
|
201
|
+
if (rebalanceTarget.lte(numbers_1.ZERO) || rebalanceTarget.lt(initialProgression) || rebalanceTarget.gt(numbers_1.ONE)) {
|
|
202
202
|
throw new Error("something has gone very wrong");
|
|
203
203
|
}
|
|
204
|
+
const relativeTarget = rebalanceTarget.sub(initialProgression).div(numbers_1.ONE.sub(initialProgression));
|
|
204
205
|
if (debug) {
|
|
205
206
|
console.log("round", round);
|
|
206
207
|
console.log("rebalanceTarget", rebalanceTarget.toString());
|
|
208
|
+
console.log("relativeTarget", relativeTarget.toString());
|
|
207
209
|
}
|
|
208
210
|
// {1}
|
|
209
211
|
const delta = numbers_1.ONE.sub(rebalanceTarget);
|
|
@@ -399,6 +401,7 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
|
|
|
399
401
|
absoluteProgression: progression.toNumber(),
|
|
400
402
|
relativeProgression: relativeProgression.toNumber(),
|
|
401
403
|
target: rebalanceTarget.toNumber(),
|
|
404
|
+
relativeTarget: relativeTarget.toNumber(),
|
|
402
405
|
auctionSize: valueBeingTraded.toNumber(),
|
|
403
406
|
surplusTokens: surplusTokens,
|
|
404
407
|
deficitTokens: deficitTokens,
|