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adding auto swapping and targeting specific markets
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,106 @@ | ||
| /* eslint-disable no-lonely-if */ | ||
| /* eslint-disable no-continue */ | ||
| /* eslint-disable no-restricted-syntax */ | ||
| /* eslint-disable no-param-reassign */ | ||
| import { findWhere } from 'underscore'; | ||
| import BigNumber from 'bignumber.js'; | ||
| import { Token, TOKEN_PROGRAM_ID } from '@solana/spl-token'; | ||
| import { PublicKey } from '@solana/web3.js'; | ||
| import { TokenCount } from 'global'; | ||
| import swap from './swap'; | ||
|
|
||
| // Padding so we rebalance only when abs(target-actual)/target is greater than PADDING | ||
| const PADDING = Number(process.env.REBALANCE_PADDING) || 0.2; | ||
|
|
||
| export async function rebalanceWallet(connection, payer, jupiter, tokensOracle, walletBalances, target) { | ||
| const info = await aggregateInfo(tokensOracle, walletBalances, connection, payer, target); | ||
| // calculate token diff between current & target value | ||
| info.forEach((tokenInfo) => { | ||
| tokenInfo.diff = tokenInfo.balance - tokenInfo.target; | ||
| tokenInfo.diffUSD = tokenInfo.diff * tokenInfo.price; | ||
| }); | ||
|
|
||
| // Sort in decreasing order so we sell first then buy | ||
| info.sort((a, b) => b.diffUSD - a.diffUSD); | ||
|
|
||
| for (const tokenInfo of info) { | ||
| // skip usdc since it is our base currency | ||
| if (tokenInfo.symbol === 'USDC') { | ||
| continue; | ||
| } | ||
|
|
||
| // skip if exchange amount is too little | ||
| if (Math.abs(tokenInfo.diff) <= PADDING * tokenInfo.target) { | ||
| continue; | ||
| } | ||
|
|
||
| let fromTokenInfo; | ||
| let toTokenInfo; | ||
| let amount; | ||
|
|
||
| const USDCTokenInfo = findWhere(info, { symbol: 'USDC' }); | ||
| if (!USDCTokenInfo) { | ||
| console.error('failed to find USDC token info'); | ||
| } | ||
|
|
||
| // negative diff means we need to buy | ||
| if (tokenInfo.diff < 0) { | ||
| fromTokenInfo = USDCTokenInfo; | ||
| toTokenInfo = tokenInfo; | ||
| amount = (new BigNumber(tokenInfo.diffUSD).multipliedBy(fromTokenInfo.decimals)).abs(); | ||
|
|
||
| // positive diff means we sell | ||
| } else { | ||
| fromTokenInfo = tokenInfo; | ||
| toTokenInfo = USDCTokenInfo; | ||
| amount = new BigNumber(tokenInfo.diff).multipliedBy(fromTokenInfo.decimals); | ||
| } | ||
|
|
||
| try { | ||
| await swap(connection, payer, jupiter, fromTokenInfo, toTokenInfo, Math.floor(amount.toNumber())); | ||
| } catch (error) { | ||
| console.error({ error }, 'failed to swap tokens'); | ||
| } | ||
| } | ||
| } | ||
|
|
||
| function aggregateInfo(tokensOracle, walletBalances, connection, wallet, target) { | ||
| const info: any = []; | ||
| target.forEach(async (tokenDistribution: TokenCount) => { | ||
| const { symbol, target } = tokenDistribution; | ||
| const tokenOracle = findWhere(tokensOracle, { symbol }); | ||
| const walletBalance = findWhere(walletBalances, { symbol }); | ||
|
|
||
| if (walletBalance) { | ||
| // -1 as sentinel value for account not available | ||
| if (walletBalance.balance === -1) { | ||
| const token = new Token( | ||
| connection, | ||
| new PublicKey(tokenOracle.mintAddress), | ||
| TOKEN_PROGRAM_ID, | ||
| wallet, | ||
| ); | ||
|
|
||
| // create missing ATA for token | ||
| const ata = await token.createAssociatedTokenAccount(wallet.publicKey); | ||
| walletBalance.ata = ata.toString(); | ||
| walletBalance.balance = 0; | ||
| } | ||
|
|
||
| const usdValue = new BigNumber(walletBalance.balance).multipliedBy(tokenOracle.price); | ||
| info.push({ | ||
| symbol, | ||
| target, | ||
| mintAddress: tokenOracle.mintAddress, | ||
| ata: walletBalance.ata?.toString(), | ||
| balance: walletBalance.balance, | ||
| usdValue: usdValue.toNumber(), | ||
| price: tokenOracle.price.toNumber(), | ||
| decimals: tokenOracle.decimals, | ||
| reserveAddress: tokenOracle.reserveAddress, | ||
| }); | ||
| } | ||
| }); | ||
|
|
||
| return info; | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,69 @@ | ||
| /* eslint-disable prefer-promise-reject-errors */ | ||
| import { Jupiter } from '@jup-ag/core'; | ||
| import { | ||
| Connection, Keypair, PublicKey, | ||
| } from '@solana/web3.js'; | ||
|
|
||
| const SLIPPAGE = 2; | ||
| const SWAP_TIMEOUT_SEC = 20; | ||
|
|
||
| export default async function swap(connection: Connection, wallet: Keypair, jupiter: Jupiter, fromTokenInfo, toTokenInfo, amount: number) { | ||
| console.log({ | ||
| fromToken: fromTokenInfo.symbol, | ||
| toToken: toTokenInfo.symbol, | ||
| amount: amount.toString(), | ||
| }, 'swapping tokens'); | ||
|
|
||
| const inputMint = new PublicKey(fromTokenInfo.mintAddress); | ||
| const outputMint = new PublicKey(toTokenInfo.mintAddress); | ||
| const routes = await jupiter.computeRoutes({ | ||
| inputMint, // Mint address of the input token | ||
| outputMint, // Mint address of the output token | ||
| inputAmount: amount, // raw input amount of tokens | ||
| slippage: SLIPPAGE, // The slippage in % terms | ||
| }); | ||
|
|
||
| // Prepare execute exchange | ||
| const { execute } = await jupiter.exchange({ | ||
| routeInfo: routes.routesInfos[0], | ||
| }); | ||
|
|
||
| // Execute swap | ||
| await new Promise((resolve, reject) => { | ||
| // sometime jup hangs hence the timeout here. | ||
| let timedOut = false; | ||
| const timeoutHandle = setTimeout(() => { | ||
| timedOut = true; | ||
| console.error(`Swap took longer than ${SWAP_TIMEOUT_SEC} seconds to complete.`); | ||
| reject('Swap timed out'); | ||
| }, SWAP_TIMEOUT_SEC * 1000); | ||
|
|
||
| execute().then((swapResult: any) => { | ||
| if (!timedOut) { | ||
| clearTimeout(timeoutHandle); | ||
|
|
||
| console.log({ | ||
| tx: swapResult.txid, | ||
| inputAddress: swapResult.inputAddress.toString(), | ||
| outputAddress: swapResult.outputAddress.toString(), | ||
| inputAmount: swapResult.inputAmount / fromTokenInfo.decimals, | ||
| outputAmount: swapResult.outputAmount / toTokenInfo.decimals, | ||
| inputToken: fromTokenInfo.symbol, | ||
| outputToken: toTokenInfo.symbol, | ||
| }, 'successfully swapped token'); | ||
| resolve(swapResult); | ||
| } | ||
| }).catch((swapError) => { | ||
| if (!timedOut) { | ||
| clearTimeout(timeoutHandle); | ||
| console.error({ | ||
| err: swapError.error, | ||
| tx: swapError.txid, | ||
| fromToken: fromTokenInfo.symbol, | ||
| toToken: toTokenInfo.symbol, | ||
| }, 'error swapping'); | ||
| resolve(swapError); | ||
| } | ||
| }); | ||
| }); | ||
| } |
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