2.3.2 tuning

tbrent · tbrent · commit e77a2af150bf · 2025-09-03T17:23:27.000-04:00
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "@reserve-protocol/dtf-rebalance-lib",
-  "version": "2.3.1",
+  "version": "2.3.2",
   "description": "Rebalancing library for DTFs in typescript",
   "main": "dist/index.js",
   "module": "dist/index.js",
diff --git a/src/open-auction.ts b/src/open-auction.ts
@@ -331,8 +331,7 @@ export const getOpenAuction = (
 
     target = initialProgression.add(ONE.sub(initialProgression).mul(finalStageAt));
 
-    // never leave more than 1 bps for next auction
-    if (target.gt(ONE.sub(1e-4))) {
+    if (target.gt(ONE.sub(1e-5))) {
       target = ONE;
     }
 

Original file line number	Diff line number	Diff line change
`@@ -1,6 +1,6 @@`
`1`	`1`	`{`
`2`	`2`	`"name": "@reserve-protocol/dtf-rebalance-lib",`
`3`		`- "version": "2.3.1",`
	`3`	`+ "version": "2.3.2",`
`4`	`4`	`"description": "Rebalancing library for DTFs in typescript",`
`5`	`5`	`"main": "dist/index.js",`
`6`	`6`	`"module": "dist/index.js",`
Original file line number	Diff line number	Diff line change
`@@ -331,8 +331,7 @@ export const getOpenAuction = (`
`331`	`331`
`332`	`332`	`target = initialProgression.add(ONE.sub(initialProgression).mul(finalStageAt));`
`333`	`333`
`334`		`- // never leave more than 1 bps for next auction`
`335`		`- if (target.gt(ONE.sub(1e-4))) {`
	`334`	`+ if (target.gt(ONE.sub(1e-5))) {`
`336`	`335`	`target = ONE;`
`337`	`336`	`}`
`338`	`337`