@kamino-finance/kliquidity-sdk/dist/rebalance_methods/expanderRebalance.js

Typescript SDK for interacting with the Kamino Liquidity (kliquidity) protocol

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.ExpanderRebalanceTypeName = exports.DefaultSwapUnevenAllowed = exports.DefaultExpansionSizeBPS = exports.DefaultMaxNumberOfExpansions = void 0;
exports.getExpanderRebalanceFieldInfos = getExpanderRebalanceFieldInfos;
exports.getPositionRangeFromExpanderParams = getPositionRangeFromExpanderParams;
exports.getPositionResetRangeFromExpanderParams = getPositionResetRangeFromExpanderParams;
exports.getDefaultExpanderRebalanceFieldInfos = getDefaultExpanderRebalanceFieldInfos;
exports.readRawExpanderRebalanceParamsFromStrategy = readRawExpanderRebalanceParamsFromStrategy;
exports.readExpanderRebalanceParamsFromStrategy = readExpanderRebalanceParamsFromStrategy;
exports.readRawExpanderRebalanceStateFromStrategy = readRawExpanderRebalanceStateFromStrategy;
exports.readExpanderRebalanceStateFromStrategy = readExpanderRebalanceStateFromStrategy;
exports.readExpanderRebalanceFieldInfosFromStrategy = readExpanderRebalanceFieldInfosFromStrategy;
exports.deserializeExpanderRebalanceWithStateOverride = deserializeExpanderRebalanceWithStateOverride;
const decimal_js_1 = __importDefault(require("decimal.js"));
const CreationParameters_1 = require("../utils/CreationParameters");
const consts_1 = require("./consts");
const utils_1 = require("../utils");
const whirlpool_sdk_1 = require("@orca-so/whirlpool-sdk");
const bn_js_1 = __importDefault(require("bn.js"));
const utils_2 = require("./utils");
const math_utils_1 = require("./math_utils");
const meteora_1 = require("../utils/meteora");
exports.DefaultMaxNumberOfExpansions = new decimal_js_1.default(10);
exports.DefaultExpansionSizeBPS = new decimal_js_1.default(100);
exports.DefaultSwapUnevenAllowed = new decimal_js_1.default(1);
exports.ExpanderRebalanceTypeName = 'expander';
function getExpanderRebalanceFieldInfos(price, lowerPercentageBPS, upperPercentageBPS, resetLowerPercentageBPS, resetUpperPercentageBPS, expansionBPS, maxNumberOfExpansions, swapUnevenAllowed, enabled = true) {
    const rebalanceType = {
        label: consts_1.RebalanceTypeLabelName,
        type: 'string',
        value: exports.ExpanderRebalanceTypeName,
        enabled,
    };
    const lowerBpsRebalanceFieldInfo = {
        label: 'lowerRangeBps',
        type: 'number',
        value: lowerPercentageBPS,
        enabled,
    };
    const upperBpsRebalanceFieldInfo = {
        label: 'upperRangeBps',
        type: 'number',
        value: upperPercentageBPS,
        enabled,
    };
    const resetLowerBpsRebalanceFieldInfo = {
        label: 'resetLowerRangeBps',
        type: 'number',
        value: resetLowerPercentageBPS,
        enabled,
    };
    const resetUpperBpsRebalanceFieldInfo = {
        label: 'resetUpperRangeBps',
        type: 'number',
        value: resetUpperPercentageBPS,
        enabled,
    };
    const expansionBpsRebalanceFieldInfo = {
        label: 'expansionBps',
        type: 'number',
        value: expansionBPS,
        enabled,
    };
    const maxNumberOfExpansionsRebalanceFieldInfo = {
        label: 'maxNumberOfExpansions',
        type: 'number',
        value: maxNumberOfExpansions,
        enabled,
    };
    const swapUnevenAllowedFieldInfo = {
        label: 'swapUnevenAllowed',
        type: 'number',
        value: swapUnevenAllowed,
        enabled,
    };
    const { lowerPrice, upperPrice } = getPositionRangeFromExpanderParams(price, lowerPercentageBPS, upperPercentageBPS);
    const lowerRangeRebalanceFieldInfo = {
        label: 'rangePriceLower',
        type: 'number',
        value: lowerPrice,
        enabled: false,
    };
    const upperRangeRebalanceFieldInfo = {
        label: 'rangePriceUpper',
        type: 'number',
        value: upperPrice,
        enabled: false,
    };
    const { lowerPrice: resetLowerPrice, upperPrice: resetUpperPrice } = getPositionResetRangeFromExpanderParams(price, lowerPercentageBPS, upperPercentageBPS, resetLowerPercentageBPS, resetUpperPercentageBPS);
    const resetLowerRangeRebalanceFieldInfo = {
        label: 'resetPriceLower',
        type: 'number',
        value: resetLowerPrice,
        enabled: false,
    };
    const resetUpperRangeRebalanceFieldInfo = {
        label: 'resetPriceUpper',
        type: 'number',
        value: resetUpperPrice,
        enabled: false,
    };
    return [
        rebalanceType,
        lowerBpsRebalanceFieldInfo,
        upperBpsRebalanceFieldInfo,
        resetLowerBpsRebalanceFieldInfo,
        resetUpperBpsRebalanceFieldInfo,
        expansionBpsRebalanceFieldInfo,
        maxNumberOfExpansionsRebalanceFieldInfo,
        swapUnevenAllowedFieldInfo,
        lowerRangeRebalanceFieldInfo,
        upperRangeRebalanceFieldInfo,
        resetLowerRangeRebalanceFieldInfo,
        resetUpperRangeRebalanceFieldInfo,
    ];
}
function getPositionRangeFromExpanderParams(price, lowerPriceDifferenceBPS, upperPriceDifferenceBPS) {
    return (0, math_utils_1.getPriceRangeFromPriceAndDiffBPS)(price, lowerPriceDifferenceBPS, upperPriceDifferenceBPS);
}
function getPositionResetRangeFromExpanderParams(price, lowerPriceDifferenceBPS, upperPriceDifferenceBPS, resetLowerPriceDifferenceBPS, resetUpperPriceDifferenceBPS) {
    return (0, math_utils_1.getResetRangeFromPriceAndDiffBPS)(price, lowerPriceDifferenceBPS, upperPriceDifferenceBPS, resetLowerPriceDifferenceBPS, resetUpperPriceDifferenceBPS);
}
function getDefaultExpanderRebalanceFieldInfos(price) {
    return getExpanderRebalanceFieldInfos(price, CreationParameters_1.DefaultLowerPercentageBPSDecimal, CreationParameters_1.DefaultUpperPercentageBPSDecimal, CreationParameters_1.DefaultLowerPercentageBPSDecimal, CreationParameters_1.DefaultUpperPercentageBPSDecimal, CreationParameters_1.DefaultLowerPercentageBPSDecimal, exports.DefaultMaxNumberOfExpansions, exports.DefaultSwapUnevenAllowed);
}
function readRawExpanderRebalanceParamsFromStrategy(rebalanceRaw) {
    const paramsBuffer = Buffer.from(rebalanceRaw.params);
    const params = {};
    params['lowerRangeBps'] = new decimal_js_1.default(paramsBuffer.readUInt16LE(0));
    params['upperRangeBps'] = new decimal_js_1.default(paramsBuffer.readUInt16LE(2));
    params['lowerResetRatioBps'] = new decimal_js_1.default(paramsBuffer.readUInt16LE(4));
    params['upperResetRatioBps'] = new decimal_js_1.default(paramsBuffer.readUInt16LE(6));
    params['expansionBps'] = new decimal_js_1.default(paramsBuffer.readUInt16LE(8));
    params['maxNumberOfExpansions'] = new decimal_js_1.default(paramsBuffer.readUInt16LE(10));
    params['swapUnevenAllowed'] = new decimal_js_1.default(paramsBuffer.readUInt8(12));
    return params;
}
function readExpanderRebalanceParamsFromStrategy(rebalanceRaw) {
    const paramsBuffer = Buffer.from(rebalanceRaw.params);
    const lowerRangeBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(0));
    const upperRangeBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(2));
    const lowerResetRatioBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(4));
    const upperResetRatioBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(6));
    const expansionBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(8));
    const maxNumberOfExpansions = new decimal_js_1.default(paramsBuffer.readUInt16LE(10));
    const swapUnevenAllowed = new decimal_js_1.default(paramsBuffer.readUInt8(12));
    const lowerBpsRebalanceFieldInfo = {
        label: 'lowerRangeBps',
        type: 'number',
        value: lowerRangeBps,
        enabled: true,
    };
    const upperBpsRebalanceFieldInfo = {
        label: 'upperRangeBps',
        type: 'number',
        value: upperRangeBps,
        enabled: true,
    };
    const resetLowerBpsRebalanceFieldInfo = {
        label: 'resetLowerRangeBps',
        type: 'number',
        value: lowerResetRatioBps,
        enabled: true,
    };
    const resetUpperBpsRebalanceFieldInfo = {
        label: 'resetUpperRangeBps',
        type: 'number',
        value: upperResetRatioBps,
        enabled: true,
    };
    const expansionBpsRebalanceFieldInfo = {
        label: 'expansionBps',
        type: 'number',
        value: expansionBps,
        enabled: true,
    };
    const maxNumberOfExpansionsRebalanceFieldInfo = {
        label: 'maxNumberOfExpansions',
        type: 'number',
        value: maxNumberOfExpansions,
        enabled: true,
    };
    const swapUnevenAllowedFieldInfo = {
        label: 'swapUnevenAllowed',
        type: 'number',
        value: swapUnevenAllowed,
        enabled: true,
    };
    return [
        lowerBpsRebalanceFieldInfo,
        upperBpsRebalanceFieldInfo,
        resetLowerBpsRebalanceFieldInfo,
        resetUpperBpsRebalanceFieldInfo,
        expansionBpsRebalanceFieldInfo,
        maxNumberOfExpansionsRebalanceFieldInfo,
        swapUnevenAllowedFieldInfo,
    ];
}
function readRawExpanderRebalanceStateFromStrategy(rebalanceRaw) {
    const stateBuffer = Buffer.from(rebalanceRaw.state);
    const state = {};
    state['initialPoolPrice'] = new decimal_js_1.default((0, utils_1.readBigUint128LE)(stateBuffer, 0).toString());
    state['expansionCount'] = new decimal_js_1.default(stateBuffer.readUInt16LE(16));
    return state;
}
function readExpanderRebalanceStateFromStrategy(dex, tokenADecimals, tokenBDecimals, rebalanceRaw) {
    const params = readRawExpanderRebalanceParamsFromStrategy(rebalanceRaw);
    const lowerRangeBps = params['lowerRangeBps'];
    const upperRangeBps = params['upperRangeBps'];
    const lowerResetRatioBps = params['lowerResetRatioBps'];
    const upperResetRatioBps = params['upperResetRatioBps'];
    const expansionBps = params['expansionBps'];
    const state = readRawExpanderRebalanceStateFromStrategy(rebalanceRaw);
    const initialPriceX64 = state['initialPoolPrice'];
    const expansionCount = state['expansionCount'];
    let initialPrice;
    if (dex == 'ORCA') {
        initialPrice = (0, whirlpool_sdk_1.sqrtPriceX64ToPrice)(new bn_js_1.default(initialPriceX64.toString()), tokenADecimals, tokenBDecimals);
    }
    else if (dex == 'RAYDIUM') {
        initialPrice = (0, whirlpool_sdk_1.sqrtPriceX64ToPrice)(new bn_js_1.default(initialPriceX64.toString()), tokenADecimals, tokenBDecimals);
    }
    else if (dex == 'METEORA') {
        initialPrice = (0, meteora_1.getPriceFromQ64Price)(new decimal_js_1.default(initialPriceX64.toString()), tokenADecimals, tokenBDecimals);
    }
    else {
        throw new Error(`Unknown DEX ${dex}`);
    }
    const lowerRangeFactorBPS = lowerRangeBps.add(expansionBps.mul(expansionCount));
    const upperRangeFactorBPS = upperRangeBps.add(expansionBps.mul(expansionCount));
    const { lowerPrice, upperPrice } = (0, math_utils_1.getPriceRangeFromPriceAndDiffBPS)(initialPrice, lowerRangeFactorBPS, upperRangeFactorBPS);
    const { lowerPrice: lowerResetPrice, upperPrice: upperResetPrice } = (0, math_utils_1.getResetRangeFromPriceAndDiffBPS)(initialPrice, lowerRangeFactorBPS, upperRangeFactorBPS, lowerResetRatioBps, upperResetRatioBps);
    const lowerRangeRebalanceFieldInfo = {
        label: 'rangePriceLower',
        type: 'number',
        value: lowerPrice,
        enabled: false,
    };
    const upperRangeRebalanceFieldInfo = {
        label: 'rangePriceUpper',
        type: 'number',
        value: upperPrice,
        enabled: false,
    };
    const resetLowerRangeRebalanceFieldInfo = {
        label: 'resetPriceLower',
        type: 'number',
        value: lowerResetPrice,
        enabled: false,
    };
    const resetUpperRangeRebalanceFieldInfo = {
        label: 'resetPriceUpper',
        type: 'number',
        value: upperResetPrice,
        enabled: false,
    };
    return [
        lowerRangeRebalanceFieldInfo,
        upperRangeRebalanceFieldInfo,
        resetLowerRangeRebalanceFieldInfo,
        resetUpperRangeRebalanceFieldInfo,
    ];
}
function readExpanderRebalanceFieldInfosFromStrategy(price, rebalanceRaw) {
    const paramsBuffer = Buffer.from(rebalanceRaw.params);
    const lowerRangeBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(0));
    const upperRangeBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(2));
    const lowerResetRatioBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(4));
    const upperResetRatioBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(6));
    const expansionBps = new decimal_js_1.default(paramsBuffer.readUInt16LE(8));
    const maxNumberOfExpansions = new decimal_js_1.default(paramsBuffer.readUInt16LE(10));
    const swapUnevenAllowed = new decimal_js_1.default(paramsBuffer.readUInt8(12));
    return getExpanderRebalanceFieldInfos(price, lowerRangeBps, upperRangeBps, lowerResetRatioBps, upperResetRatioBps, expansionBps, maxNumberOfExpansions, swapUnevenAllowed);
}
function deserializeExpanderRebalanceWithStateOverride(dex, tokenADecimals, tokenBDecimals, price, rebalanceRaw) {
    const stateFields = readExpanderRebalanceStateFromStrategy(dex, tokenADecimals, tokenBDecimals, rebalanceRaw);
    const fields = readExpanderRebalanceFieldInfosFromStrategy(price, rebalanceRaw);
    return (0, utils_2.upsertManyRebalanceFieldInfos)(fields, stateFields);
}
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