@reserve-protocol/dtf-rebalance-lib 0.2.16 → 0.2.17

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@@ -51,13 +51,13 @@ export declare const getTargetBasket: (_initialWeights: WeightRange[], _prices:
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  *
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  * Non-AUCTION_LAUNCHERs should use `folio.openAuctionUnrestricted()`
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  *
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- * @param rebalance The result of calling folio.getRebalance()
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+ * @param rebalance The result of calling folio.getRebalance(), today
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  * @param _supply {share} The totalSupply() of the basket, today
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  * @param _initialFolio D18{tok/share} Initial balances per share, e.g result of folio.toAssets(1e18, 0) at time rebalance was first proposed
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  * @param _targetBasket D18{1} Result of calling `getTargetBasket()`
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- * @param _folio D18{tok/share} Current ratio of token per share, e.g result of folio.toAssets(1e18, 0)
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+ * @param _folio D18{tok/share} Current ratio of token per share, e.g result of folio.toAssets(1e18, 0), today
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  * @param _decimals Decimals of each token
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- * @param _prices {USD/wholeTok} USD prices for each *whole* token
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+ * @param _prices {USD/wholeTok} USD prices for each *whole* token, today
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  * @param _priceError {1} Price error to use for each token during auction pricing; should be smaller than price error during startRebalance
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  * @param _finalStageAt {1} The % rebalanced from the initial Folio to determine when is the final stage of the rebalance
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  */
@@ -46,13 +46,13 @@ exports.getTargetBasket = getTargetBasket;
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  *
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  * Non-AUCTION_LAUNCHERs should use `folio.openAuctionUnrestricted()`
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  *
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- * @param rebalance The result of calling folio.getRebalance()
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+ * @param rebalance The result of calling folio.getRebalance(), today
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  * @param _supply {share} The totalSupply() of the basket, today
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  * @param _initialFolio D18{tok/share} Initial balances per share, e.g result of folio.toAssets(1e18, 0) at time rebalance was first proposed
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  * @param _targetBasket D18{1} Result of calling `getTargetBasket()`
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- * @param _folio D18{tok/share} Current ratio of token per share, e.g result of folio.toAssets(1e18, 0)
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+ * @param _folio D18{tok/share} Current ratio of token per share, e.g result of folio.toAssets(1e18, 0), today
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  * @param _decimals Decimals of each token
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- * @param _prices {USD/wholeTok} USD prices for each *whole* token
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+ * @param _prices {USD/wholeTok} USD prices for each *whole* token, today
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  * @param _priceError {1} Price error to use for each token during auction pricing; should be smaller than price error during startRebalance
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  * @param _finalStageAt {1} The % rebalanced from the initial Folio to determine when is the final stage of the rebalance
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  */
@@ -168,8 +168,7 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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  // {1} = {USD/wholeShare} / {USD/wholeShare}
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  const initialProgression = initialFolio
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  .map((initialBalance, i) => {
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- // make sure to include tokens that were already ejected
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- if (!rebalance.inRebalance[i] && rebalance.weights[i].spot > 0n) {
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+ if (!rebalance.inRebalance[i]) {
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  return numbers_1.ZERO;
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  }
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  // {wholeTok/wholeShare}
@@ -183,7 +182,7 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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  if (debug) {
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  console.log("progression < initialProgression", progression.toString(), initialProgression.toString());
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  }
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- progression = initialProgression; // don't go backwards
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+ progression = initialProgression; // don't go backwards, should only happen due to negligible rounding errors
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  }
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  // {1} = {1} / {1}
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  let relativeProgression = initialProgression.eq(numbers_1.ONE)
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": "0.2.16",
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+ "version": "0.2.17",
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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",