@reserve-protocol/dtf-rebalance-lib 3.3.0 → 3.3.1

package/README.md

@@ -48,7 +48,7 @@ Each call to `getOpenAuction()` produces one of three round types:
 
 | Parameter | Type | Description |
 | --- | --- | --- |
-| `version` | `FolioVersion` | Protocol version (`V4` or `V5`) |
+| `version` | `FolioVersion` | Protocol version (`V4`, `V5`, or `V6`) |
 | `_supply` | `bigint` | Current total share supply |
 | `tokens` | `string[]` | Token addresses in the basket |
 | `_assets` | `bigint[]` | Current token balances |
@@ -56,12 +56,12 @@ Each call to `getOpenAuction()` produces one of three round types:
 | `_targetBasket` | `bigint[]` | D18 ideal basket proportions |
 | `_prices` | `number[]` | USD price per whole token |
 | `_priceError` | `number[]` | Price error fraction per token |
-| `_maxAuctionSizes` | `number[]` | Max USD auction size per token |
+| `_maxAuctionSizes` | `number[]` | Max USD auction size per token (`V5`/`V6`; ignored by `V4`) |
 | `weightControl` | `boolean` | `false` = tracking, `true` = native |
 | `deferWeights` | `boolean` | Use full weight range (native only) |
 | `debug` | `boolean?` | Log debug output |
 
-**Returns** `StartRebalanceArgsPartial` -- contains `tokens` (with weight ranges, price ranges, and max auction sizes per token) and `limits` (low/spot/high).
+**Returns** `StartRebalanceArgsPartial` -- contains `tokens` (with weight ranges, price ranges, and max auction sizes per token for `V5`/`V6`) and `limits` (low/spot/high). Folio `V6` additionally requires the caller to pass the expected rebalance nonce to the on-chain `startRebalance()` call.
 
 ### `getOpenAuction()`
 
@@ -79,8 +79,15 @@ Each call to `getOpenAuction()` produces one of three round types:
 | `_priceError` | `number[]` | Price error fraction per token |
 | `_finalStageAt` | `number` | Progression threshold to enter FINAL (e.g. 0.9) |
 | `debug` | `boolean?` | Log debug output |
+| `_auctionLength` | `bigint?` | Required for `V6`; omitted for `V4`/`V5` |
 
-**Returns** `[OpenAuctionArgs, AuctionMetrics]` -- the on-chain call arguments and a metrics object describing the round type, progression, and per-token surplus/deficit sizes.
+**Returns** `[OpenAuctionArgs, AuctionMetrics]` -- the on-chain call arguments and a metrics object describing the round type, progression, and per-token surplus/deficit sizes. For `V6`, `OpenAuctionArgs.auctionLength` is included and must be supplied to the on-chain `openAuction()` call.
+
+## Version Notes
+
+The default exported `Rebalance` and `StartRebalanceArgsPartial` types match the `V5` shape for compatibility. Version-specific aliases are also exported: `RebalanceV4`, `RebalanceV5`, `RebalanceV6`, `StartRebalanceArgsPartialV4`, `StartRebalanceArgsPartialV5`, and `StartRebalanceArgsPartialV6`.
+
+Folio `V6` uses the same rebalance math as `V5`, plus protocol ABI differences: `startRebalance()` requires an expected nonce and `openAuction()` requires `auctionLength`.
 
 ## Utility functions
 

package/dist/5.0.0/open-auction.d.ts

@@ -1,4 +1,5 @@
-import { AuctionMetrics, OpenAuctionArgs, Rebalance } from "../types";
+import { AuctionMetrics, OpenAuctionArgs } from "../types";
+import { Rebalance } from "./types";
 /**
  * Get the values needed to call `folio.openAuction()` as the AUCTION_LAUNCHER
  *

package/dist/5.0.0/start-rebalance.d.ts

@@ -1,4 +1,4 @@
-import { StartRebalanceArgsPartial } from "../types";
+import { StartRebalanceArgsPartial } from "./types";
 /**
  * Get the arguments needed to call startRebalance
  *

package/dist/5.0.0/types.d.ts

@@ -0,0 +1,24 @@
+import { PriceRange, RebalanceLimits, WeightRange, PriceControl } from "../types";
+export interface TokenRebalanceParams {
+    token: string;
+    weight: WeightRange;
+    price: PriceRange;
+    maxAuctionSize: bigint;
+    inRebalance: boolean;
+}
+export interface RebalanceTimestamps {
+    startedAt: bigint;
+    restrictedUntil: bigint;
+    availableUntil: bigint;
+}
+export interface Rebalance {
+    nonce: bigint;
+    priceControl: PriceControl;
+    tokens: TokenRebalanceParams[];
+    limits: RebalanceLimits;
+    timestamps: RebalanceTimestamps;
+}
+export interface StartRebalanceArgsPartial {
+    tokens: TokenRebalanceParams[];
+    limits: RebalanceLimits;
+}

package/dist/5.0.0/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+// ======================

package/dist/6.0.0/open-auction.d.ts

@@ -0,0 +1,9 @@
+import { AuctionMetrics, OpenAuctionArgs } from "../types";
+import { Rebalance } from "./types";
+/**
+ * Get the values needed to call Folio 6.0.0 `openAuction()`.
+ *
+ * 6.0.0 uses the same auction parameter math as 5.0.0; the on-chain ABI additionally
+ * requires an auction length. If omitted, callers should provide one before submitting.
+ */
+export declare const getOpenAuction: (rebalance: Rebalance, _supply: bigint, _initialSupply: bigint, _initialAssets: bigint[] | undefined, _targetBasket: bigint[] | undefined, _assets: bigint[], _decimals: bigint[], _prices: number[], _priceError: number[], _finalStageAt: number, debug?: boolean, _auctionLength?: bigint) => [OpenAuctionArgs, AuctionMetrics];

package/dist/6.0.0/open-auction.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getOpenAuction = void 0;
+const open_auction_1 = require("../5.0.0/open-auction");
+/**
+ * Get the values needed to call Folio 6.0.0 `openAuction()`.
+ *
+ * 6.0.0 uses the same auction parameter math as 5.0.0; the on-chain ABI additionally
+ * requires an auction length. If omitted, callers should provide one before submitting.
+ */
+const getOpenAuction = (rebalance, _supply, _initialSupply, _initialAssets = [], _targetBasket = [], _assets, _decimals, _prices, _priceError, _finalStageAt, debug, _auctionLength) => {
+    if (_auctionLength === undefined) {
+        throw new Error("Folio 6.0.0 openAuction requires auctionLength");
+    }
+    const [openAuctionArgs, auctionMetrics] = (0, open_auction_1.getOpenAuction)(rebalance, _supply, _initialSupply, _initialAssets, _targetBasket, _assets, _decimals, _prices, _priceError, _finalStageAt, debug);
+    return [
+        {
+            ...openAuctionArgs,
+            auctionLength: _auctionLength,
+        },
+        auctionMetrics,
+    ];
+};
+exports.getOpenAuction = getOpenAuction;

package/dist/6.0.0/start-rebalance.d.ts

@@ -0,0 +1,8 @@
+import { StartRebalanceArgsPartial } from "./types";
+/**
+ * Get the arguments needed to call Folio 6.0.0 startRebalance.
+ *
+ * 6.0.0 uses the same token rebalance parameter math as 5.0.0; the on-chain ABI
+ * additionally requires the expected rebalance nonce, which is supplied by the caller.
+ */
+export declare const getStartRebalance: (_supply: bigint, tokens: string[], _assets: bigint[], decimals: bigint[], _targetBasket: bigint[], _prices: number[], _priceError: number[], _maxAuctionSizes: number[], weightControl: boolean, deferWeights: boolean, debug?: boolean) => StartRebalanceArgsPartial;

package/dist/6.0.0/start-rebalance.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getStartRebalance = void 0;
+const start_rebalance_1 = require("../5.0.0/start-rebalance");
+/**
+ * Get the arguments needed to call Folio 6.0.0 startRebalance.
+ *
+ * 6.0.0 uses the same token rebalance parameter math as 5.0.0; the on-chain ABI
+ * additionally requires the expected rebalance nonce, which is supplied by the caller.
+ */
+const getStartRebalance = (_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, _maxAuctionSizes, weightControl, deferWeights, debug) => {
+    const args = (0, start_rebalance_1.getStartRebalance)(_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, _maxAuctionSizes, weightControl, deferWeights, debug);
+    if (!deferWeights || !weightControl) {
+        return args;
+    }
+    return {
+        ...args,
+        tokens: args.tokens.map((tokenParams, i) => ({
+            ...tokenParams,
+            weight: _targetBasket[i] === 0n
+                ? {
+                    ...tokenParams.weight,
+                    spot: 0n,
+                }
+                : tokenParams.weight,
+        })),
+    };
+};
+exports.getStartRebalance = getStartRebalance;

package/dist/6.0.0/types.d.ts

@@ -0,0 +1,6 @@
+import type { Rebalance as RebalanceV5, StartRebalanceArgsPartial as StartRebalanceArgsPartialV5 } from "../types";
+export interface Rebalance extends RebalanceV5 {
+    bidsEnabled: boolean;
+}
+export interface StartRebalanceArgsPartial extends StartRebalanceArgsPartialV5 {
+}

package/dist/6.0.0/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+// ======================

package/dist/index.d.ts

@@ -4,4 +4,5 @@ export * from "./open-auction";
 export * from "./start-rebalance";
 export * from "./utils";
 export type { Rebalance as RebalanceV4, StartRebalanceArgsPartial as StartRebalanceArgsPartialV4, } from "./4.0.0/types";
-export type { Rebalance as RebalanceV5, StartRebalanceArgsPartial as StartRebalanceArgsPartialV5, } from "./types";
+export type { Rebalance as RebalanceV5, StartRebalanceArgsPartial as StartRebalanceArgsPartialV5, } from "./5.0.0/types";
+export type { Rebalance as RebalanceV6, StartRebalanceArgsPartial as StartRebalanceArgsPartialV6, } from "./6.0.0/types";

package/dist/open-auction.d.ts

@@ -1,6 +1,7 @@
 import { AuctionMetrics, FolioVersion, OpenAuctionArgs, WeightRange } from "./types";
 import { Rebalance as Rebalance_4_0_0 } from "./4.0.0/types";
-import { Rebalance as Rebalance_5_0_0 } from "./types";
+import { Rebalance as Rebalance_5_0_0 } from "./5.0.0/types";
+import { Rebalance as Rebalance_6_0_0 } from "./6.0.0/types";
 /**
  * Generator for the `_targetBasket` parameter
  *
@@ -33,4 +34,4 @@ export declare const getTargetBasket: (_initialWeights: WeightRange[], _prices:
  * @return OpenAuctionArgs
  * @return AuctionMetrics
  */
-export declare const getOpenAuction: (version: FolioVersion, _rebalance: Rebalance_5_0_0 | Rebalance_4_0_0, _supply: bigint, _initialSupply: bigint, _initialAssets: bigint[] | undefined, _targetBasket: bigint[] | undefined, _assets: bigint[], _decimals: bigint[], _prices: number[], _priceError: number[], _finalStageAt: number, debug?: boolean) => [OpenAuctionArgs, AuctionMetrics];
+export declare const getOpenAuction: (version: FolioVersion, _rebalance: Rebalance_6_0_0 | Rebalance_5_0_0 | Rebalance_4_0_0, _supply: bigint, _initialSupply: bigint, _initialAssets: bigint[] | undefined, _targetBasket: bigint[] | undefined, _assets: bigint[], _decimals: bigint[], _prices: number[], _priceError: number[], _finalStageAt: number, debug?: boolean, _auctionLength?: bigint) => [OpenAuctionArgs, AuctionMetrics];

package/dist/open-auction.js

@@ -6,6 +6,7 @@ const numbers_1 = require("./numbers");
 const types_1 = require("./types");
 const open_auction_1 = require("./4.0.0/open-auction");
 const open_auction_2 = require("./5.0.0/open-auction");
+const open_auction_3 = require("./6.0.0/open-auction");
 /**
  * Generator for the `_targetBasket` parameter
  *
@@ -61,20 +62,19 @@ exports.getTargetBasket = getTargetBasket;
  * @return OpenAuctionArgs
  * @return AuctionMetrics
  */
-const getOpenAuction = (version, _rebalance, _supply, _initialSupply, _initialAssets = [], _targetBasket = [], _assets, _decimals, _prices, _priceError, _finalStageAt, debug) => {
+const getOpenAuction = (version, _rebalance, _supply, _initialSupply, _initialAssets = [], _targetBasket = [], _assets, _decimals, _prices, _priceError, _finalStageAt, debug, _auctionLength) => {
     if (debug) {
         console.log("getOpenAuction version", version);
     }
-    if (version === types_1.FolioVersion.V4) {
-        // Folio 4.0.0
-        return (0, open_auction_1.getOpenAuction)(_rebalance, _supply, _initialSupply, _initialAssets, _targetBasket, _assets, _decimals, _prices, _priceError, _finalStageAt, debug);
-    }
-    else if (version === types_1.FolioVersion.V5) {
-        // Folio 5.0.0
-        return (0, open_auction_2.getOpenAuction)(_rebalance, _supply, _initialSupply, _initialAssets, _targetBasket, _assets, _decimals, _prices, _priceError, _finalStageAt, debug);
-    }
-    else {
-        throw new Error(`unsupported version: ${version}`);
+    switch (version) {
+        case types_1.FolioVersion.V4:
+            return (0, open_auction_1.getOpenAuction)(_rebalance, _supply, _initialSupply, _initialAssets, _targetBasket, _assets, _decimals, _prices, _priceError, _finalStageAt, debug);
+        case types_1.FolioVersion.V5:
+            return (0, open_auction_2.getOpenAuction)(_rebalance, _supply, _initialSupply, _initialAssets, _targetBasket, _assets, _decimals, _prices, _priceError, _finalStageAt, debug);
+        case types_1.FolioVersion.V6:
+            return (0, open_auction_3.getOpenAuction)(_rebalance, _supply, _initialSupply, _initialAssets, _targetBasket, _assets, _decimals, _prices, _priceError, _finalStageAt, debug, _auctionLength);
+        default:
+            throw new Error(`unsupported version: ${version}`);
     }
 };
 exports.getOpenAuction = getOpenAuction;

package/dist/start-rebalance.d.ts

@@ -1,6 +1,7 @@
 import { FolioVersion } from "./types";
 import { StartRebalanceArgsPartial as StartRebalanceArgsPartial_4_0_0 } from "./4.0.0/types";
-import { StartRebalanceArgsPartial as StartRebalanceArgsPartial_5_0_0 } from "./types";
+import { StartRebalanceArgsPartial as StartRebalanceArgsPartial_5_0_0 } from "./5.0.0/types";
+import { StartRebalanceArgsPartial as StartRebalanceArgsPartial_6_0_0 } from "./6.0.0/types";
 /**
  * Get the arguments needed to call startRebalance
  *
@@ -18,6 +19,6 @@ import { StartRebalanceArgsPartial as StartRebalanceArgsPartial_5_0_0 } from "./
  * @param weightControl TRACKING=false, NATIVE=true
  * @param deferWeights Whether to use the full range for weights, only possible for NATIVE DTFs
  *
- * @return StartRebalanceArgsPartial_5_0_0 | StartRebalanceArgsPartial_4_0_0, depending on `version` enum
+ * @return StartRebalanceArgsPartial_6_0_0 | StartRebalanceArgsPartial_5_0_0 | StartRebalanceArgsPartial_4_0_0, depending on `version` enum
  */
-export declare const getStartRebalance: (version: FolioVersion, _supply: bigint, tokens: string[], _assets: bigint[], decimals: bigint[], _targetBasket: bigint[], _prices: number[], _priceError: number[], _maxAuctionSizes: number[], weightControl: boolean, deferWeights: boolean, debug?: boolean) => StartRebalanceArgsPartial_5_0_0 | StartRebalanceArgsPartial_4_0_0;
+export declare const getStartRebalance: (version: FolioVersion, _supply: bigint, tokens: string[], _assets: bigint[], decimals: bigint[], _targetBasket: bigint[], _prices: number[], _priceError: number[], _maxAuctionSizes: number[], weightControl: boolean, deferWeights: boolean, debug?: boolean) => StartRebalanceArgsPartial_6_0_0 | StartRebalanceArgsPartial_5_0_0 | StartRebalanceArgsPartial_4_0_0;

package/dist/start-rebalance.js

@@ -4,6 +4,7 @@ exports.getStartRebalance = void 0;
 const types_1 = require("./types");
 const start_rebalance_1 = require("./4.0.0/start-rebalance");
 const start_rebalance_2 = require("./5.0.0/start-rebalance");
+const start_rebalance_3 = require("./6.0.0/start-rebalance");
 /**
  * Get the arguments needed to call startRebalance
  *
@@ -21,22 +22,21 @@ const start_rebalance_2 = require("./5.0.0/start-rebalance");
  * @param weightControl TRACKING=false, NATIVE=true
  * @param deferWeights Whether to use the full range for weights, only possible for NATIVE DTFs
  *
- * @return StartRebalanceArgsPartial_5_0_0 | StartRebalanceArgsPartial_4_0_0, depending on `version` enum
+ * @return StartRebalanceArgsPartial_6_0_0 | StartRebalanceArgsPartial_5_0_0 | StartRebalanceArgsPartial_4_0_0, depending on `version` enum
  */
 const getStartRebalance = (version, _supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, _maxAuctionSizes, weightControl, deferWeights, debug) => {
     if (debug) {
-        console.log("getOpenAuction version", version);
+        console.log("getStartRebalance version", version);
     }
-    if (version === types_1.FolioVersion.V4) {
-        // Folio 4.0.0
-        return (0, start_rebalance_1.getStartRebalance)(_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, weightControl, deferWeights, debug);
-    }
-    else if (version === types_1.FolioVersion.V5) {
-        // Folio 5.0.0
-        return (0, start_rebalance_2.getStartRebalance)(_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, _maxAuctionSizes, weightControl, deferWeights, debug);
-    }
-    else {
-        throw new Error(`unsupported version: ${version}`);
+    switch (version) {
+        case types_1.FolioVersion.V4:
+            return (0, start_rebalance_1.getStartRebalance)(_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, weightControl, deferWeights, debug);
+        case types_1.FolioVersion.V5:
+            return (0, start_rebalance_2.getStartRebalance)(_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, _maxAuctionSizes, weightControl, deferWeights, debug);
+        case types_1.FolioVersion.V6:
+            return (0, start_rebalance_3.getStartRebalance)(_supply, tokens, _assets, decimals, _targetBasket, _prices, _priceError, _maxAuctionSizes, weightControl, deferWeights, debug);
+        default:
+            throw new Error(`unsupported version: ${version}`);
     }
 };
 exports.getStartRebalance = getStartRebalance;

package/dist/types.d.ts

@@ -1,6 +1,7 @@
 export declare enum FolioVersion {
     V4 = 4,
-    V5 = 5
+    V5 = 5,
+    V6 = 6
 }
 export declare enum PriceControl {
     NONE = 0,
@@ -83,4 +84,5 @@ export interface OpenAuctionArgs {
     newWeights: WeightRange[];
     newPrices: PriceRange[];
     newLimits: RebalanceLimits;
+    auctionLength?: bigint;
 }

package/dist/types.js

@@ -6,6 +6,7 @@ var FolioVersion;
 (function (FolioVersion) {
     FolioVersion[FolioVersion["V4"] = 4] = "V4";
     FolioVersion[FolioVersion["V5"] = 5] = "V5";
+    FolioVersion[FolioVersion["V6"] = 6] = "V6";
 })(FolioVersion || (exports.FolioVersion = FolioVersion = {}));
 // === FOLIO DATA STRUCTURES ===
 var PriceControl;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reserve-protocol/dtf-rebalance-lib",
-  "version": "3.3.0",
+  "version": "3.3.1",
   "description": "Rebalancing library for DTFs in typescript",
   "main": "dist/index.js",
   "module": "dist/index.js",
@@ -20,7 +20,7 @@
   "scripts": {
     "clean": "rm -rf dist",
     "compile": "hardhat compile",
-    "compile:dtf-artifacts": "forge compile --root node_modules/@reserve-protocol/reserve-index-dtf -R forge-std=$PWD/node_modules/forge-std/src/ -R @prb/math=$PWD/node_modules/@prb/math/ -R @reserve-protocol/trusted-fillers=$PWD/node_modules/@reserve-protocol/trusted-fillers/ contracts/Folio.sol contracts/periphery/FolioLens.sol contracts/utils/RebalancingLib.sol contracts/folio/FolioProxy.sol",
+    "compile:dtf-artifacts": "FOUNDRY_PROFILE=reserve-index-dtf forge build --skip script --skip test",
     "build": "npm run clean && tsc --project tsconfig.build.json",
     "build:internal-tools": "npm run build -w @reserve-protocol/dtf-rebalance-tools",
     "build:tools": "npm run build:internal-tools",
@@ -54,7 +54,7 @@
   "devDependencies": {
     "@nomicfoundation/hardhat-toolbox": "^5.0.0",
     "@openzeppelin/contracts": "^5.3.0",
-    "@reserve-protocol/reserve-index-dtf": "github:reserve-protocol/reserve-index-dtf#5db814757dc0b0649483a1c2c29e54e687010003",
+    "@reserve-protocol/reserve-index-dtf": "github:reserve-protocol/reserve-index-dtf#e3b66635f13f3059e1762255882d4fc21c4e03df",
     "@types/node": "^24.0.0",
     "dotenv": "^16.5.0",
     "hardhat": "^2.24.1",