@reserve-protocol/dtf-rebalance-lib 2.1.0 → 2.1.2

package/dist/utils.d.ts

@@ -12,7 +12,7 @@ export declare const Decimal: typeof DecimalLight;
  */
 export declare const getBasketDistribution: (_bals: bigint[], _prices: number[], decimals: bigint[]) => bigint[];
 /**
- * Calculate basket deviation basket on balances and current weights
+ * Calculate how accurately balances reflect weights
  *
  * @param supply {share} Current total supply
  * @param _bals {tok} Current balances
@@ -22,4 +22,4 @@ export declare const getBasketDistribution: (_bals: bigint[], _prices: number[],
  * @param limits Current limits from getRebalance.limits
  * @returns {1} Basket deviation
  */
-export declare const getBasketDeviation: (supply: bigint, _bals: bigint[], _prices: number[], decimals: bigint[], weights: WeightRange[], limits: RebalanceLimits) => number;
+export declare const getBasketAccuracy: (supply: bigint, _bals: bigint[], _prices: number[], decimals: bigint[], weights: WeightRange[], limits: RebalanceLimits) => number;

package/dist/utils.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getBasketDeviation = exports.getBasketDistribution = exports.Decimal = void 0;
+exports.getBasketAccuracy = exports.getBasketDistribution = exports.Decimal = void 0;
 const decimal_js_light_1 = __importDefault(require("decimal.js-light"));
 const numbers_1 = require("./numbers");
 // Create a local Decimal constructor with custom precision
@@ -30,7 +30,7 @@ const getBasketDistribution = (_bals, _prices, decimals) => {
 };
 exports.getBasketDistribution = getBasketDistribution;
 /**
- * Calculate basket deviation basket on balances and current weights
+ * Calculate how accurately balances reflect weights
  *
  * @param supply {share} Current total supply
  * @param _bals {tok} Current balances
@@ -40,7 +40,7 @@ exports.getBasketDistribution = getBasketDistribution;
  * @param limits Current limits from getRebalance.limits
  * @returns {1} Basket deviation
  */
-const getBasketDeviation = (supply, _bals, _prices, decimals, weights, limits) => {
+const getBasketAccuracy = (supply, _bals, _prices, decimals, weights, limits) => {
     const decimalScale = decimals.map((d) => new exports.Decimal(`1e${d}`));
     // {USD/wholeTok} = {USD/wholeTok}
     const prices = _prices.map((a) => new exports.Decimal(a.toString()));
@@ -54,9 +54,9 @@ const getBasketDeviation = (supply, _bals, _prices, decimals, weights, limits) =
             // {USD} = {tok} * {USD/wholeTok} / {tok/wholeTok}
             surplusValue = surplusValue.add(new exports.Decimal((_bals[i] - expectedBal).toString()).mul(prices[i]).div(decimalScale[i]));
             // {USD} = {tok} * {USD/wholeTok} / {tok/wholeTok}
-            totalValue = totalValue.add(new exports.Decimal(_bals[i].toString()).mul(prices[i])).div(decimalScale[i]);
+            totalValue = totalValue.add(new exports.Decimal(_bals[i].toString()).mul(prices[i]).div(decimalScale[i]));
         }
     }
-    return surplusValue.div(totalValue).toNumber();
+    return totalValue.sub(surplusValue).div(totalValue).toNumber();
 };
-exports.getBasketDeviation = getBasketDeviation;
+exports.getBasketAccuracy = getBasketAccuracy;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reserve-protocol/dtf-rebalance-lib",
-  "version": "2.1.0",
+  "version": "2.1.2",
   "description": "Rebalancing library for DTFs in typescript",
   "main": "dist/index.js",
   "module": "dist/index.js",