@reserve-protocol/dtf-rebalance-lib 1.1.1 → 1.2.0
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- package/dist/open-auction.js +3 -6
- package/package.json +1 -1
package/dist/open-auction.js
CHANGED
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@@ -394,6 +394,9 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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394
394
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if (!rebalance.inRebalance[i]) {
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395
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return;
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396
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}
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397
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+
auctionTokens.push(token);
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398
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+
auctionWeights.push(newWeights[i]);
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399
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+
auctionPrices.push(newPrices[i]);
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397
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// {wholeTok/wholeShare} = {wholeTok/wholeBU} * {wholeBU/wholeShare}
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398
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const buyUpTo = weightRanges[i].low.mul(actualLimits.low);
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399
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const sellDownTo = weightRanges[i].high.mul(actualLimits.high);
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@@ -402,9 +405,6 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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const tokenDeficitValue = buyUpTo.sub(folio[i]).mul(prices[i]).mul(supply);
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// $1 minimum
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if (tokenDeficitValue.gte(numbers_1.ONE)) {
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405
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-
auctionTokens.push(token);
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406
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-
auctionWeights.push(newWeights[i]);
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407
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-
auctionPrices.push(newPrices[i]);
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deficitTokens.push(token);
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deficitTokenSizes.push(tokenDeficitValue.toNumber());
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}
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@@ -414,9 +414,6 @@ const getOpenAuction = (rebalance, _supply, _initialFolio = [], _targetBasket =
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const tokenSurplusValue = folio[i].sub(sellDownTo).mul(prices[i]).mul(supply);
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// $1 minimum
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if (tokenSurplusValue.gte(numbers_1.ONE)) {
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417
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-
auctionTokens.push(token);
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418
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-
auctionWeights.push(newWeights[i]);
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419
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-
auctionPrices.push(newPrices[i]);
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surplusTokens.push(token);
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surplusTokenSizes.push(tokenSurplusValue.toNumber());
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}
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