Portfolio APY for the Rebalancer (#2880)

* Change rebalancer config

* Add portfolio APY

* fix

* update scripts

* minor bug fix

* Migrate to Talos

Author: shahthepro

brownie/addresses.py

@@ -211,6 +211,7 @@
 ## Safe Modules
 ETHEREUM_BRIDGE_HELPER_MODULE = "0x630C1763D38AbE76301F58909fa174E7B84A7ECD"
 BASE_BRIDGE_HELPER_MODULE = "0xe3B3b4Fc77505EcfAACf6dD21619a8Cc12fcc501"
+PLUME_BRIDGE_HELPER_MODULE = "0xAc58C88349e00509FEc216E1B61d13b43315E18D"
 
 ## Morpho V2 (Base) Crosschain strategy
 CROSSCHAIN_MORPHO_V2_BASE_MASTER_STRATEGY = "0xB1d624fc40824683e2bFBEfd19eB208DbBE00866"

contracts/scripts/defender-actions/ousdRebalancer.js

@@ -79,6 +79,7 @@ const handler = async (event) => {
         warnings: plan.warnings,
         compact: true,
         baselineMarkets: plan.baselineMarkets,
+        portfolioApy: plan.portfolioApy,
       });
       await postToDiscord(webhookUrl, `${header}\n\`\`\`\n${table}\n\`\`\``);
     } catch (err) {

contracts/tasks/actions/ousdRebalancer.ts

@@ -0,0 +1,165 @@
+/// <reference types="hardhat/types/runtime" />
+
+import { ethers } from "ethers";
+import { formatUnits } from "ethers/lib/utils";
+import { types } from "hardhat/config";
+import addresses from "../../utils/addresses";
+import { logTxDetails } from "../../utils/txLogger";
+import { action } from "../lib/action";
+
+// eslint-disable-next-line @typescript-eslint/no-var-requires
+const {
+  buildRebalancePlan,
+  formatAllocationTable,
+  ACTION_DEPOSIT,
+  ACTION_WITHDRAW,
+  ACTION_NONE,
+} = require("../../utils/rebalancer");
+// eslint-disable-next-line @typescript-eslint/no-var-requires
+const { postToDiscord } = require("../../utils/discord");
+// eslint-disable-next-line @typescript-eslint/no-var-requires
+const { CROSS_CHAIN_BRIDGE_LIMIT } = require("../../utils/cctp");
+
+const rebalancerModuleAbi = [
+  "function processWithdrawalsAndDeposits(address[] calldata, uint256[] calldata, address[] calldata, uint256[] calldata) external",
+  "function remainingDailyLimit() external view returns (uint256)",
+];
+
+const cappedAmount = (rebalanceAction: any) => {
+  const amount = rebalanceAction.delta.abs();
+  return rebalanceAction.isCrossChain && amount.gt(CROSS_CHAIN_BRIDGE_LIMIT)
+    ? CROSS_CHAIN_BRIDGE_LIMIT
+    : amount;
+};
+
+const formatUsdc = (amount: any) => {
+  const n = parseFloat(formatUnits(amount, 6));
+  if (n >= 1e6) return `$${(n / 1e6).toFixed(2)}M`;
+  if (n >= 1e3) return `$${(n / 1e3).toFixed(2)}K`;
+  return `$${n.toFixed(2)}`;
+};
+
+action({
+  name: "ousdRebalancer",
+  description:
+    "Plan and execute OUSD strategy rebalancing via RebalancerModule",
+  chains: [1],
+  params: (t) => {
+    t.addOptionalParam(
+      "dryrun",
+      "Compute and report plan without broadcasting transactions",
+      false,
+      types.boolean
+    );
+    t.addOptionalParam(
+      "discordWebhook",
+      "Override Discord webhook URL (falls back to DISCORD_WEBHOOK_URL env var)",
+      undefined,
+      types.string
+    );
+  },
+  run: async ({ signer, args, log }) => {
+    const dryrun = !!args.dryrun;
+    const webhookUrl = args.discordWebhook || process.env.DISCORD_WEBHOOK_URL;
+
+    const plan = await buildRebalancePlan();
+    const allActions = plan.actions;
+    const actionable = allActions.filter((a: any) => a.action !== ACTION_NONE);
+
+    if (webhookUrl) {
+      try {
+        const timestamp = new Date().toUTCString().replace(/ GMT$/, " UTC");
+        const dryTag = dryrun ? "  `[DRY RUN]`" : "";
+        const header = `🔄 **OUSD Rebalancer** — ${timestamp}${dryTag}`;
+        const table = formatAllocationTable({
+          actions: allActions,
+          idealActions: plan.idealActions,
+          vaultBalance: plan.state.vaultBalance,
+          shortfall: plan.state.shortfall,
+          warnings: plan.warnings,
+          compact: true,
+          baselineMarkets: plan.baselineMarkets,
+          portfolioApy: plan.portfolioApy,
+        });
+        await postToDiscord(webhookUrl, `${header}\n\`\`\`\n${table}\n\`\`\``);
+      } catch (err: any) {
+        log.warn(`Discord notification failed: ${err?.message || String(err)}`);
+      }
+    }
+
+    if (actionable.length === 0) {
+      log.info("No rebalancing actions required");
+      return;
+    }
+
+    const rebalancerModule = new ethers.Contract(
+      addresses.mainnet.OUSDRebalancerModule,
+      rebalancerModuleAbi,
+      signer
+    );
+
+    const totalPlanned = actionable.reduce(
+      (sum: any, rebalanceAction: any) =>
+        sum.add(cappedAmount(rebalanceAction)),
+      ethers.BigNumber.from(0)
+    );
+
+    const remaining = dryrun
+      ? ethers.constants.MaxUint256
+      : await rebalancerModule.remainingDailyLimit();
+
+    if (totalPlanned.gt(remaining)) {
+      const warning =
+        `Daily limit too low for batch: need ${formatUsdc(totalPlanned)}, ` +
+        `remaining ${formatUsdc(remaining)}`;
+      log.warn(warning);
+      if (webhookUrl) {
+        await postToDiscord(
+          webhookUrl,
+          `⚠️ **OUSD Rebalancer** — Planned movement ${formatUsdc(
+            totalPlanned
+          )} exceeds remaining daily limit ${formatUsdc(
+            remaining
+          )}, skipping execution`
+        ).catch((err: any) =>
+          log.warn(
+            `Discord warning post failed: ${err?.message || String(err)}`
+          )
+        );
+      }
+      return;
+    }
+
+    if (dryrun) {
+      log.info("[DRY RUN] Skipping RebalancerModule transaction");
+      return;
+    }
+
+    const withdrawals = actionable.filter(
+      (a: any) => a.action === ACTION_WITHDRAW
+    );
+    const deposits = actionable.filter((a: any) => a.action === ACTION_DEPOSIT);
+
+    const hasCrossChainWithdrawal = withdrawals.some(
+      (a: any) => a.isCrossChain
+    );
+    const deferDeposits = hasCrossChainWithdrawal;
+
+    const tx = await rebalancerModule.processWithdrawalsAndDeposits(
+      withdrawals.map((a: any) => a.address),
+      withdrawals.map(cappedAmount),
+      deferDeposits ? [] : deposits.map((a: any) => a.address),
+      deferDeposits ? [] : deposits.map(cappedAmount)
+    );
+    await logTxDetails(tx, "OUSD rebalance");
+
+    if (webhookUrl) {
+      await postToDiscord(
+        webhookUrl,
+        `✅ OUSD rebalance tx sent: \`${tx.hash}\``
+      ).catch((err: any) =>
+        log.warn(`Discord tx hash post failed: ${err?.message || String(err)}`)
+      );
+    }
+  },
+});