@reserve-protocol/dtf-rebalance-lib 2.4.2 → 2.4.4
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- package/dist/open-auction.js +4 -2
- package/package.json +1 -1
package/dist/open-auction.js
CHANGED
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@@ -374,13 +374,15 @@ const getOpenAuction = (rebalance, _supply, _initialSupply, _initialAssets = [],
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// {tok} = D27{tok/BU} * D18{BU/share} * {share} / D18 / D27
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const buyUpTo = (newWeights[i].low * newLimits.low * _supply) / numbers_1.D18n / numbers_1.D27n;
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const sellDownTo = (newWeights[i].high * newLimits.high * _supply + (numbers_1.D18n * numbers_1.D27n - 1n)) / numbers_1.D18n / numbers_1.D27n;
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377
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+
// {USD}
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378
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+
const tradeThreshold = round == AuctionRound.EJECT ? numbers_1.ZERO : numbers_1.ONE;
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if (_assets[i] < buyUpTo) {
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// {wholeTok} = {tok} / {tok/wholeTok}
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const deficitAmount = new utils_1.Decimal((buyUpTo - _assets[i]).toString()).div(decimalScale[i]);
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// {USD} = {wholeTok} * {USD/wholeTok}
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const tokenDeficitValue = deficitAmount.mul(prices[i]);
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// $1 minimum
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-
if (
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if (tokenDeficitValue.gt(tradeThreshold)) {
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deficitTokens.push(token);
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deficitTokenSizes.push(tokenDeficitValue.toNumber());
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}
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@@ -391,7 +393,7 @@ const getOpenAuction = (rebalance, _supply, _initialSupply, _initialAssets = [],
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// {USD} = {wholeTok} * {USD/wholeTok}
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const tokenSurplusValue = surplusAmount.mul(prices[i]);
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// $1 minimum
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-
if (
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+
if (tokenSurplusValue.gt(tradeThreshold)) {
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surplusTokens.push(token);
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surplusTokenSizes.push(tokenSurplusValue.toNumber());
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}
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