@marinade.finance/kamino-sdk/src/rebalance_methods/pricePercentageRebalance.ts

Kamino SDK

import Decimal from 'decimal.js';
import { PositionRange, RebalanceFieldInfo, RebalanceFieldsDict } from '../utils/types';
import {
  DefaultLowerPercentageBPSDecimal,
  DefaultUpperPercentageBPSDecimal,
  FullBPSDecimal,
} from '../utils/CreationParameters';
import { RebalanceRaw } from '../kamino-client/types';
import { RebalanceTypeLabelName } from './consts';
import { Dex, readBigUint128LE } from '../utils';
import { upsertManyRebalanceFieldInfos } from './utils';
import { sqrtPriceX64ToPrice } from '@orca-so/whirlpool-sdk';
import BN from 'bn.js';
import { getPriceRangeFromPriceAndDiffBPS } from './math_utils';

export const PricePercentageRebalanceTypeName = 'pricePercentage';

export function getPricePercentageRebalanceFieldInfos(
  poolPrice: Decimal,
  lowerPercentageBPS: Decimal,
  upperPercentageBPS: Decimal,
  enabled: boolean = true
): RebalanceFieldInfo[] {
  let rebalanceType: RebalanceFieldInfo = {
    label: RebalanceTypeLabelName,
    type: 'string',
    value: PricePercentageRebalanceTypeName,
    enabled,
  };
  let lowerBpsRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'lowerRangeBps',
    type: 'number',
    value: lowerPercentageBPS,
    enabled,
  };
  let upperBpsRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'upperRangeBps',
    type: 'number',
    value: upperPercentageBPS,
    enabled,
  };

  let { lowerPrice, upperPrice } = getPositionRangeFromPercentageRebalanceParams(
    poolPrice,
    lowerPercentageBPS,
    upperPercentageBPS
  );
  let lowerRangeRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'rangePriceLower',
    type: 'number',
    value: lowerPrice!,
    enabled: false,
  };
  let upperRangeRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'rangePriceUpper',
    type: 'number',
    value: upperPrice!,
    enabled: false,
  };

  return [
    rebalanceType,
    lowerBpsRebalanceFieldInfo,
    upperBpsRebalanceFieldInfo,
    lowerRangeRebalanceFieldInfo,
    upperRangeRebalanceFieldInfo,
  ];
}

export function getPositionRangeFromPercentageRebalanceParams(
  price: Decimal,
  lowerPercentageBPS: Decimal,
  upperPercentageBPS: Decimal
): PositionRange {
  return getPriceRangeFromPriceAndDiffBPS(price, lowerPercentageBPS, upperPercentageBPS);
}

export function getDefaultPricePercentageRebalanceFieldInfos(price: Decimal): RebalanceFieldInfo[] {
  let fieldInfos = getPricePercentageRebalanceFieldInfos(
    price,
    DefaultLowerPercentageBPSDecimal,
    DefaultUpperPercentageBPSDecimal
  );
  return fieldInfos;
}

export function readPricePercentageRebalanceParamsFromStrategy(rebalanceRaw: RebalanceRaw): RebalanceFieldInfo[] {
  let paramsBuffer = Buffer.from(rebalanceRaw.params);

  let lowerBpsRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'lowerRangeBps',
    type: 'number',
    value: new Decimal(paramsBuffer.readUint16LE(0)),
    enabled: true,
  };
  let upperBpsRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'upperRangeBps',
    type: 'number',
    value: new Decimal(paramsBuffer.readUint16LE(2)),
    enabled: true,
  };

  return [lowerBpsRebalanceFieldInfo, upperBpsRebalanceFieldInfo];
}

export function readRawPricePercentageRebalanceStateFromStrategy(rebalanceRaw: RebalanceRaw): RebalanceFieldInfo[] {
  let stateBuffer = Buffer.from(rebalanceRaw.state);

  let lowerRangeRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'rangePriceLower',
    type: 'number',
    value: new Decimal(readBigUint128LE(stateBuffer, 0).toString()),
    enabled: false,
  };
  let upperRangeRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'rangePriceUpper',
    type: 'number',
    value: new Decimal(readBigUint128LE(stateBuffer, 16).toString()),
    enabled: false,
  };
  return [lowerRangeRebalanceFieldInfo, upperRangeRebalanceFieldInfo];
}

export function readPricePercentageRebalanceStateFromStrategy(
  dex: Dex,
  tokenADecimals: number,
  tokenBDecimals: number,
  rebalanceRaw: RebalanceRaw
): RebalanceFieldInfo[] {
  let stateBuffer = Buffer.from(rebalanceRaw.state);

  let lowerSqrtPriceX64 = new Decimal(readBigUint128LE(stateBuffer, 0).toString());
  let upperSqrtPriceX64 = new Decimal(readBigUint128LE(stateBuffer, 16).toString());
  let lowerPrice: Decimal, upperPrice: Decimal;

  if (dex == 'ORCA') {
    lowerPrice = sqrtPriceX64ToPrice(new BN(lowerSqrtPriceX64.toString()), tokenADecimals, tokenBDecimals);
    upperPrice = sqrtPriceX64ToPrice(new BN(upperSqrtPriceX64.toString()), tokenADecimals, tokenBDecimals);
  } else if (dex == 'RAYDIUM') {
    lowerPrice = sqrtPriceX64ToPrice(new BN(lowerSqrtPriceX64.toString()), tokenADecimals, tokenBDecimals);
    upperPrice = sqrtPriceX64ToPrice(new BN(upperSqrtPriceX64.toString()), tokenADecimals, tokenBDecimals);
  } else {
    throw new Error(`Unknown DEX ${dex}`);
  }

  let lowerRangeRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'rangePriceLower',
    type: 'number',
    value: lowerPrice,
    enabled: false,
  };
  let upperRangeRebalanceFieldInfo: RebalanceFieldInfo = {
    label: 'rangePriceUpper',
    type: 'number',
    value: upperPrice,
    enabled: false,
  };
  return [lowerRangeRebalanceFieldInfo, upperRangeRebalanceFieldInfo];
}

export function deserializePricePercentageRebalanceFromOnchainParams(
  price: Decimal,
  rebalanceRaw: RebalanceRaw
): RebalanceFieldInfo[] {
  let params = readPricePercentageRebalanceParamsFromStrategy(rebalanceRaw);

  let lowerRangeBPS = new Decimal(params.find((param) => param.label == 'lowerRangeBps')?.value!);
  let upperRangeBPS = new Decimal(params.find((param) => param.label == 'upperRangeBps')?.value!);
  return getPricePercentageRebalanceFieldInfos(price, lowerRangeBPS, upperRangeBPS);
}

export function deserializePricePercentageRebalanceWithStateOverride(
  dex: Dex,
  tokenADecimals: number,
  tokenBDecimals: number,
  price: Decimal,
  rebalanceRaw: RebalanceRaw
) {
  const stateFields = readPricePercentageRebalanceStateFromStrategy(dex, tokenADecimals, tokenBDecimals, rebalanceRaw);

  let fields = deserializePricePercentageRebalanceFromOnchainParams(price, rebalanceRaw);

  return upsertManyRebalanceFieldInfos(fields, stateFields);
}