@reserve-protocol/dtf-rebalance-lib 0.2.3 → 0.2.4
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- package/dist/open-auction.js +14 -6
- package/package.json +1 -1
package/dist/open-auction.js
CHANGED
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@@ -393,14 +393,22 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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393
393
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const buyUpTo = weightRanges[i].low.mul(actualLimits.low);
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394
394
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const sellDownTo = weightRanges[i].high.mul(actualLimits.high);
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395
395
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if (folio[i].lt(buyUpTo)) {
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396
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-
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397
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-
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398
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-
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396
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+
// {USD} = {wholeTok/wholeShare} * {USD/wholeTok} * {wholeShare}
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397
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+
const tokenDeficitValue = deficitValue.add(buyUpTo.sub(folio[i]).mul(prices[i]).mul(supply));
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398
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// $1 minimum
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399
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if (tokenDeficitValue.gte(numbers_1.ONE)) {
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400
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deficitValue = tokenDeficitValue;
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401
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deficitTokens.push(token);
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402
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}
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399
403
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}
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400
404
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else if (folio[i].gt(sellDownTo)) {
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401
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-
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402
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-
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403
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-
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405
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// {USD} = {wholeTok/wholeShare} * {USD/wholeTok} * {wholeShare}
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406
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const tokenSurplusValue = sellDownTo.sub(folio[i]).mul(prices[i]).mul(supply);
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407
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// $1 minimum
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408
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if (tokenSurplusValue.gte(numbers_1.ONE)) {
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409
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surplusValue = surplusValue.add(tokenSurplusValue);
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410
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surplusTokens.push(token);
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411
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}
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404
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}
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405
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});
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406
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// {USD}
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