@reserve-protocol/dtf-rebalance-lib 0.3.0 → 1.0.0

package/dist/open-auction.js

@@ -416,14 +416,6 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
     });
     // {USD}
     const valueBeingTraded = surplusValue.gt(deficitValue) ? deficitValue : surplusValue;
-    // // completed if nothing to trade
-    // if (valueBeingTraded.eq(ZERO)) {
-    //   round = AuctionRound.FINAL;
-    //   rebalanceTarget = ONE;
-    //   relativeProgression = ONE;
-    //   progression = ONE;
-    // }
-    // // TODO maybe add back
     // ================================================================
     // filter tokens that are not in the rebalance
     const returnTokens = [];

package/dist/start-rebalance.d.ts

@@ -15,8 +15,9 @@ export interface StartRebalanceArgsPartial {
  * @param decimals Decimals of each token
  * @param _targetBasket D18{1} Ideal basket
  * @param _prices {USD/wholeTok} USD prices for each *whole* token
- * @param _priceError {1} Price error per token to use in the rebalanc; should be larger than price error during openAuction
+ * @param _priceError {1} Price error per token to use in the rebalance; should be larger than price error during openAuction
  * @param _dtfPrice {USD/wholeShare} DTF price
  * @param weightControl TRACKING=false, NATIVE=true
+ * @param lastMinuteRemovals If the low weight for tokens in the basket should always be 1 to support last minute removal
  */
-export declare const getStartRebalance: (_supply: bigint, tokens: string[], _folio: bigint[], decimals: bigint[], _targetBasket: bigint[], _prices: number[], _priceError: number[], weightControl: boolean, debug?: boolean) => StartRebalanceArgsPartial;
+export declare const getStartRebalance: (_supply: bigint, tokens: string[], _folio: bigint[], decimals: bigint[], _targetBasket: bigint[], _prices: number[], _priceError: number[], weightControl: boolean, lastMinuteRemovals: boolean, debug?: boolean) => StartRebalanceArgsPartial;

package/dist/start-rebalance.js

@@ -14,13 +14,14 @@ const numbers_1 = require("./numbers");
  * @param decimals Decimals of each token
  * @param _targetBasket D18{1} Ideal basket
  * @param _prices {USD/wholeTok} USD prices for each *whole* token
- * @param _priceError {1} Price error per token to use in the rebalanc; should be larger than price error during openAuction
+ * @param _priceError {1} Price error per token to use in the rebalance; should be larger than price error during openAuction
  * @param _dtfPrice {USD/wholeShare} DTF price
  * @param weightControl TRACKING=false, NATIVE=true
+ * @param lastMinuteRemovals If the low weight for tokens in the basket should always be 1 to support last minute removal
  */
-const getStartRebalance = (_supply, tokens, _folio, decimals, _targetBasket, _prices, _priceError, weightControl, debug) => {
+const getStartRebalance = (_supply, tokens, _folio, decimals, _targetBasket, _prices, _priceError, weightControl, lastMinuteRemovals, debug) => {
     if (debug) {
-        console.log("getStartRebalance", _supply, tokens, _folio, decimals, _targetBasket, _prices, _priceError, weightControl);
+        console.log("getStartRebalance", _supply, tokens, _folio, decimals, _targetBasket, _prices, _priceError, weightControl, lastMinuteRemovals);
     }
     // {wholeTok/wholeShare} = D18{tok/share} * {share/wholeShare} / {tok/wholeTok} / D18
     const folio = _folio.map((c, i) => new utils_1.Decimal(c.toString()).div(new utils_1.Decimal(`1e${decimals[i]}`)));
@@ -81,6 +82,10 @@ const getStartRebalance = (_supply, tokens, _folio, decimals, _targetBasket, _pr
                 high: (0, numbers_1.bn)(highWeight.mul(limitMultiplier)),
             });
         }
+        // lastMinuteRemovals: set smallest low weight possible to support virtual removal from the basket
+        if (lastMinuteRemovals && newWeights[i].low > 0n) {
+            newWeights[i].low = 1n;
+        }
         // === newPrices ===
         // D27{wholeTok/tok} = D27 / {tok/wholeTok}
         const priceMultiplier = numbers_1.D27d.div(new utils_1.Decimal(`1e${decimals[i]}`));

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reserve-protocol/dtf-rebalance-lib",
-  "version": "0.3.0",
+  "version": "1.0.0",
   "description": "Rebalancing library for DTFs in typescript",
   "main": "dist/index.js",
   "module": "dist/index.js",