SetProtocol

Calculate a rebalancing for an Enzyme vault. The minimal params are:

• signer: Address

• setToken: Address

• baseEntries

• baseEntries

Request a rebalancing for a set token with a target allocation.

POST/0.1/rebalancing/set-protocol

Header parameters

Body

application/json

signer*string

The wallet that is used to sign the rebalancing and send it on-chain.

Example: "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B"

baseEntries*array of object

List of base entries (token and amount)

targetEntries*array of object

List of target entries (token and allocation)

maxDeviationFromTargetnumber

Maximum deviation from the target allocation. (0.01 = 1%)

maxSlippagenumber

Maximum allowed slippage for the calculated trades. (0.01 = 1%)

maxPriceImpactnumber

Max price impact for each calculated trade. (0.01 = 1%)

liquiditySourceSettingsall of

(COMING SOON) Settings for liquidity sources (DEXs, market makers, DeFi protocols)

batchTradeboolean

Describes if batch trading should be enabled (if not trades can be executed one-by-one)

revertOnErrorboolean

Describes if the batch execution should revert if one trade fails. Otherwise the already positive executed trades are settled.

skipBalanceValidationboolean

Describes if balance check should be skipped. (Can be useful for testing).

failOnMissingPricePairboolean

If true, an exception is thrown, indicating that no price pair can be found for at least one of the tokens. (Only assets with a balance greater than 0 are considered.) If false, the rebalancing is still calculated without considering the tokens with no pairs.

asyncboolean

If true the rebalancing will be calculated asynchronously. The progress can be checked with the responded id

setToken*string

Set token the rebalancing should be calculated for

Example: "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B"

Response

200

Body

application/json

id*string

Unique ID of the calculated rebalancing.

Example: "0096124c-19df-4459-8cbb-7615fdc7c157"

sellValueInUsd*number

Value of assets sold in the rebalancing. (in USD)

Example: 12345.67

estimatedValueLossInUsd*number

Estimated loss of total portfolio value. (in USD)

Example: 12.34

estimatedReceiveValueInUsd*number

Estimated total portfolio value after the rebalancing. (in USD)

Example: 12345.67

minReceiveValueInUsd*number

Minimal total portfolio value after the rebalancing. (in USD)

Example: 12325.67

estimatedGasFees*integer (int64)

Estimated network fees for the rebalancing. (in WEI)

Example: "20000000000000000"

estimatedGasFeesInUsd*number

Estimated network fees for the rebalancing. (in USD)

Example: 23.45

estimatedProtocolFeesInUsd*number

Estimated protocol fees for the rebalancing. (in USD)

Example: 23.45

requiredAllowances*array of object

List of tokens for which the allowance has to be increased before executing the rebalancing. (List based on the wallet passed in the rebalancing request.)

trades*array of object

List of trades which will be executed to fulfill the rebalancing.

txHandler*string

[Just if a batch trade is requested, otherwise use txHandler per trade] Address of the contract to send the txData to. It will be our batch trade contract if it is a rebalancing transaction. However, in some special cases, it may also be a different contract, for example, in the case of wrapping ETH into WETH.

txData*object

[Just if a batch trade is requested, otherwise use txData per trade] Call data to execute the rebalancing. (Must be sent to the txHandler contract address.)

txValue*integer (int64)

Call value to execute the rebalancing. (Must be sent to the txHandler contract address.)

tokensWithoutPricePair*string

List of tokens for which no price pair could be found.

Example: ["0x3ed3b47dd13ec9a98b44e6204a523e766b225811"]

expirationTimestamp*string (date-time)

Currently, this is not a hard expiration timestamp. The rebalancing transaction can still be executed if the timestamp has expired, but there may already be substantial price changes on the market. (With the introduction of RFQ, the timestamp will be a hard deadline for executing the rebalancing transaction at a given quote. If the timestamp expires, a new quote will be issued with a new timestamp.)

Example: "2024-04-29T06:40:39.808Z"

executable*boolean

Is executable based on wallet permissions for smart contracts

Example: ["true"]

Request

JavaScriptCurlPythonHTTP

const response = await fetch('/0.1/rebalancing/set-protocol', {
    method: 'POST',
    headers: {
      "Content-Type": "application/json"
    },
    body: JSON.stringify({
      "signer": "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B",
      "baseEntries": [
        {
          "tokenAddress": "0xdac17f958d2ee523a2206206994597c13d831ec7",
          "amount": "69500000000000000"
        }
      ],
      "targetEntries": [
        {
          "tokenAddress": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
          "allocation": 0.2
        }
      ],
      "maxDeviationFromTarget": 0.005,
      "maxSlippage": 0.01,
      "maxPriceImpact": 0.05,
      "liquiditySourceSettings": {
        "decentralizedExchangeSettings": {
          "disable": true,
          "include": [
            "uniswap",
            "dodo",
            "cryptocom"
          ],
          "exclude": [
            "uniswap",
            "dodo",
            "cryptocom"
          ]
        },
        "marketMakerSettings": {
          "disable": true,
          "include": [
            "0x",
            "hashflow"
          ],
          "exclude": [
            "0x",
            "hashflow"
          ]
        },
        "deFiProtocolSettings": {
          "disable": true,
          "include": [
            "aave",
            "compound",
            "lido"
          ],
          "exclude": [
            "aave",
            "compound",
            "lido"
          ]
        }
      },
      "batchTrade": true,
      "revertOnError": true,
      "skipBalanceValidation": false,
      "failOnMissingPricePair": true,
      "async": true,
      "setToken": "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B"
    }),
});
const data = await response.json();

Response

200

{
  "id": "0096124c-19df-4459-8cbb-7615fdc7c157",
  "sellValueInUsd": 12345.67,
  "estimatedValueLossInUsd": 12.34,
  "estimatedReceiveValueInUsd": 12345.67,
  "minReceiveValueInUsd": 12325.67,
  "estimatedGasFees": "20000000000000000",
  "estimatedGasFeesInUsd": 23.45,
  "estimatedProtocolFeesInUsd": 23.45,
  "requiredAllowances": [
    {
      "token": {
        "id": "text",
        "address": "text",
        "name": "text",
        "symbol": "text",
        "imageUrl": "text",
        "decimals": 1,
        "coingeckoId": "text",
        "coinmarketcapId": "text",
        "coincapId": "text",
        "binanceSymbol": "text",
        "tags": [
          "text"
        ],
        "tokenType": 1,
        "allowanceType": 1,
        "enabled": true,
        "chain": {
          "name": "Ethereum",
          "identifier": "0x1",
          "enabled": true,
          "batchTradeSupported": true,
          "batchTradeAddress": "0x1ee8b39f09c5299526db65428ab2a8a23ebf08a7",
          "blockExplorerLink": "https://etherscan.io",
          "nativeTokenAddress": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
          "wrappedNativeTokenAddress": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
          "tokenHelperAddress": "0x6af90502f49E3B4151018F7aE82d10079c29Bc97",
          "portfolioEnabled": true
        },
        "sliderColor": "text",
        "queryPriceFromExchange": true,
        "mappingTokens": [
          "text"
        ],
        "mappingTokensOnly": true,
        "skipTradeValidation": true,
        "autoCreated": true
      },
      "allowanceTarget": "text",
      "neededAllowance": 1,
      "currentAllowance": 1,
      "resetNeeded": true
    }
  ],
  "trades": [
    {
      "id": "0096124c-19df-4459-8cbb-7615fdc7c157",
      "from": "0xdac17f958d2ee523a2206206994597c13d831ec7",
      "to": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
      "fromAmount": "100000000",
      "toAmount": "99500000",
      "minToReceive": "99000000",
      "toValueInEth": "69500000000000000",
      "fromValueInUsd": 100,
      "toValueInUsd": 99.5,
      "minToReceiveInUsd": 99,
      "calculatedLossPercentage": 0.005,
      "maxSlippage": 0.01,
      "price": 0.999955,
      "guaranteedPrice": 0.99,
      "previouslyRequiredTrades": [],
      "allowanceTarget": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
      "estimatedFees": "5000000000000000",
      "txData": "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",
      "txHandler": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
      "expirationTimestamp": "2025-02-05T04:00:30.851Z",
      "transactions": [
        "text"
      ],
      "fromAmountPositionUnits": "100000000",
      "minToReceivePositionUnits": "100000000",
      "setProtocolTxHandler": "0xdef1c0ded9bec7f1a1670819833240f027b25eff",
      "setProtocolTxData": "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"
    }
  ],
  "txHandler": "text",
  "txData": {},
  "txValue": 1,
  "tokensWithoutPricePair": [
    "0x3ed3b47dd13ec9a98b44e6204a523e766b225811"
  ],
  "expirationTimestamp": "2024-04-29T06:40:39.808Z",
  "executable": [
    "true"
  ]
}