// Fetch all Operator prospects + Operator Prospect Strategy (from /lat/operator-insights)
// Fetch the AVS with tvl for each strategy
// Fetch TVL ETH deposits (dTvlEth)
// Fetch TVL ETH withdrawals (wTvlEth)
// Calc restakeable TVL ETH as rTvlEth = dTvlEth - wTvlEth
//
// Create strategyOperators <strategy, operator[]>[]
// Create currently possible allocations (cpsa)
// - check for first ever run: if lat's stakedTvl = 0, genesis = true
// - in each record of strategyOperators, filter
// - operators: (delegated === true) && (warningSev === null/0 || bias === true)
// - strategies: (genesis) || ((warningSev === null/0) && (daysInPreference >= MIN_DAYS_IN_PREF) && (operators.length > 0))
// - for the set of (strategy, operator)[] find allocation TVLs aTvlEth[] = r(rTvlEth, strategyOperator[]) such that
// - aggregate P (WP) is maximised where WP = w(P[], aTvlEth[]) ie, simple weighting algorithm, where P = p(purity, variableApy, constantApy, bias, fees)
// - the main consideration here is that the variableApy value reduces when tvl gets allocated to the strategy because ΔAPY = APY₀ × (TVL₀/(TVL₀ + ΔTVL) - 1) ie, there is dilution of apy for every $1 more tvl allocated to the strategy
// - now we have cpsa = (strategyAddress, operatorAddress, aTvlEth)[] ordered by aTvlEth desc
//
// Create best case scenario allocations (bcsa) so that we can signal warn/pref to the OperatorProspectStrategy table
// - in each record, filter
// - operators: (delegated === true) && (warningSev === null/0 || bias === true)
// - strategies: operators.length > 0
// - follow same logic as above
// - now we have bcsa = (strategyAddress, operatorAddress, aTvlEth)[] ordered by aTvlEth desc
//
// Construct pref/warn action set from bcsa
// - in each record, if the strategy
// - has aTvlEth === 0 [reset the pref and increase warn]
// - if (daysInWarning >= MAX_DAYS_IN_WARN_SEV2) then (daysInWarning++ && warningSev = 1 && daysInPreference = 0 && sev1Strategies.push(strategy))
// - else if (daysInWarning >= MAX_DAYS_IN_WARN_SEV3) then (daysInWarning++ && warningSev = 2 && daysInPreference = 0 && sev2Strategies.push(strategy))
// - else if (daysInWarning || 0 < MAX_DAYS_IN_WARN_SEV3)) then (daysInWarning++ && warningSev = 3 && daysInPreference = 0 && sev3Strategies.push(strategy))
// - has aTvlEth > 0 [reduce warn until zero then begin pref]
// - if (daysInWarning - 1 >= MAX_DAYS_IN_WARN_SEV2) then (--daysInWarning && warningSev = 1)
// - else if (daysInWarning - 1 >= MAX_DAYS_IN_WARN_SEV3) then (--daysInWarning && warningSev = 2)
// - else if (daysInWarning - 1 < MAX_DAYS_IN_WARN_SEV3) then (--daysInWarning && warningSev = 3)
// - else if (daysInWarning - 1 === 0 && warningSev != null) then (--daysInWarning && warningSev = null)
// - else if (genesis) then (daysInPreference = MIN_DAYS_IN_PREF)
// - else if (daysInPreference < MIN_DAYS_IN_PREF) then (daysInPreference++)
// - now we have dbTransactions: any[]
//
// Construct withdrawals if wTvlEth > 0
// - re-order cpsa such that we first reverse the list then move all sev1Strategies on top and then sev2Strategies after that (sev3Strategies will naturally fall next as they have 0 aTvl). note that we do not add any new strategies that are not alrady in cpsa
// - now we have wPref = (strategyAddress, operator.nodeId)[]
// - create dAvl = (depositStrategyAddress, tvl)[]
// - create sAvl = (strategyAddress, operator.nodeId, tvl)[]
// - create wR = (withdrawStrategyAddress, tvl)[]
// - calc swaps
// - allocate swaps from dAvl, SD = sd(wPref, dAvl, min(wTvlEth, dTvlEth))
// - if rTvlEth < 0, allocate swaps from sAvl, SS = sd(wPref, sAvl, rTvlEth)
// - sd() and ss() allocates such that we first spread all tvl equally amongst sev1Strategies, if filled -> sev2Strategies, if filled -> sev3Strategies, if filled -> each single strategy in order
// - now we have
// - SD = (ltAssetsToSwap[], ltAmountsToSwap[], ltAssetsToWithdraw[])
// - SS = (nodeIds[], elAssetsToSwap[][], elAmountsToSwap[][], elAssetsToWithdraw[][])
// - create W = w(SS, SD) such that W = (requestIds[], ltAssetsToSwap[], ltAmountsToSwap[], ltAssetsToWithdraw[], nodeIds[], elAssetsToSwap[][], elAmountsToSwap[][], elAssetsToWithdraw[][])
//
// Construct deposits if rTvlEth > 0
// - create D = d(cpsa) such that D = (nodeIds[], assetsToSwap[][], amountsToSwap[][], assetsToStake[][])
// - note: if there are not enough staked funds for withdrawals, it is because some funds are still under withdrawal or node undelegation
//
// Construct node withdrawals
// - for each strategy in sev1Strategies, check (strategy.daysInWarning >= MAX_DAYS_IN_WARN_SEV1)
// - if yes, push <nodeId, (asset, strategyTvl)> to nwList
// - create NW = nw(nwList) such that NW = (nodeIds[], assets[][], amounts[][])
//
// if (dbTransactions) send updates via API
// if (wTvlEth > 0) propose withdrawals via swapAndSettleUserWithdrawals(W)
// if (rTvlEth > 0) propose deposits via swapAndStakeAssetsToNode(D)
// if (NW) propose node withdrawals via withdrawNodeAssets(NW)
