Portfolio Manager

Portfolio manager is a smart contract that runs the algorithm that rebalances the portfolio to meet the investment strategy.
Hold information about the target weights strategyWeights for the strategies. If necessary, performs the asset reallocation process using the balance method.
Portfolio manager receives M2M data and compares the portfolio structure to the Investment strategy. In case the asset weight is below the minimum or above the maximum specified, It will initiate trades required to meet the target asset weights. For example, in the case of a large deposit, the portfolio manager will see the weight of cash exceed the maximum percentage and thus deploy the excess cash into the relevant lending and liquidity strategies. It will do the opposite in case of a large withdrawal.
Portfolio manager contains three methods available only for the EXCHANGER role:
  • deposit - receives assets and places them in cashStrategy until the limit is reached. If the limit is exceeded, then it starts balancing for distributing assets to all strategies according to target weights
  • withdraw - withdraws assets from strategies to return to the client. If there are enough assets in cashStrategy, then use them, otherwise starts balancing with the withdrawal of the required amount of assets from the strategies
  • claimAndBalance - starts collecting (claiming) rewards for strategies with the subsequent balancing of the portfolio to target values
There are also management methods available for the ADMIN role:
  • balance - start balancing assets between strategies to match the given target values
  • setStrategyWeights - setting target values for strategies
  • setCashStrategy - assigns which strategy to use as cashStrategy - which is a buffer for assets, preventing permanent balancing
Last modified 9mo ago