@reserve-protocol/dtf-rebalance-lib 2.6.2 → 2.6.4
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- package/dist/start-rebalance.js +20 -6
- package/package.json +1 -1
package/dist/start-rebalance.js
CHANGED
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@@ -45,9 +45,10 @@ const getStartRebalance = (_supply, tokens, _assets, decimals, _targetBasket, _p
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45
45
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// ================================================================
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const newWeights = [];
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const newPrices = [];
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48
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+
const maxPriceError = new utils_1.Decimal("0.9");
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for (let i = 0; i < tokens.length; i++) {
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49
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-
if (priceError[i].
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50
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-
throw new Error("price error
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50
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if (priceError[i].gt(maxPriceError)) {
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51
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throw new Error("price error > 0.9");
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}
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// === newWeights ===
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// {USD} = {wholeTok} * {USD/wholeTok}
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@@ -90,11 +91,24 @@ const getStartRebalance = (_supply, tokens, _assets, decimals, _targetBasket, _p
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// === newPrices ===
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// D27{wholeTok/tok} = D27 / {tok/wholeTok}
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const priceMultiplier = numbers_1.D27d.div(new utils_1.Decimal(`1e${decimals[i]}`));
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// D27{nanoUSD/tok} = {USD/wholeTok} * {1} * D27{wholeTok/tok} * {nanoUSD/USD}
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95
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const low = (0, numbers_1.bn)(prices[i].mul(numbers_1.ONE.sub(priceError[i])).mul(priceMultiplier).mul(numbers_1.D9d));
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96
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let high = (0, numbers_1.bn)(prices[i].div(numbers_1.ONE.sub(priceError[i])).mul(priceMultiplier).mul(numbers_1.D9d)) + 1n;
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// check if prices are valid
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if (low < 0n || low > high || high > numbers_1.D18n * numbers_1.D27n) {
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99
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throw new Error(`invalid prices for token ${tokens[i]}: low: ${low}, high: ${high}`);
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100
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}
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// due to floor rounding `low`, `high` can be slightly more than 100x even at 0.9 price error
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102
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if (high > low * 100n) {
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// keep consistent geometric mean
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if (high > low * 100n + 100n) {
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throw new Error("something has gone very wrong");
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}
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high = low * 100n;
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}
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newPrices.push({
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-
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-
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// D27{nanoUSD/tok} = {USD/wholeTok} / {1} * D27{wholeTok/tok} * {nanoUSD/USD}
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97
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-
high: (0, numbers_1.bn)(prices[i].div(numbers_1.ONE.sub(priceError[i])).mul(priceMultiplier).mul(numbers_1.D9d)),
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low: low,
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high: high,
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});
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}
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// ================================================================
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