@chainflip/utils 0.4.0 → 0.4.2

package/dist/tickMath.cjs

@@ -0,0 +1,165 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/tickMath.ts
+var tickMath_exports = {};
+__export(tickMath_exports, {
+  FULL_TICK_RANGE: () => FULL_TICK_RANGE,
+  MAX_TICK: () => MAX_TICK,
+  MIN_TICK: () => MIN_TICK,
+  priceX128ToPrice: () => priceX128ToPrice,
+  rateToTick: () => rateToTick,
+  sqrtPriceX96ToPrice: () => sqrtPriceX96ToPrice,
+  tickToRate: () => tickToRate
+});
+module.exports = __toCommonJS(tickMath_exports);
+var import_bignumber = require("bignumber.js");
+
+// src/chainflip.ts
+var chainflipAssets = [
+  "Usdc",
+  "Usdt",
+  "Flip",
+  "Dot",
+  "Eth",
+  "Btc",
+  "ArbUsdc",
+  "ArbEth",
+  "Sol",
+  "SolUsdc"
+];
+var baseChainflipAssets = chainflipAssets.filter(
+  (asset) => asset !== "Usdc"
+);
+var chainflipEvmChains = ["Ethereum", "Arbitrum"];
+var chainflipChains = [...chainflipEvmChains, "Bitcoin", "Polkadot", "Solana"];
+var assetConstants = {
+  Eth: {
+    chain: "Ethereum",
+    rpcAsset: "ETH",
+    decimals: 18
+  },
+  Flip: {
+    chain: "Ethereum",
+    rpcAsset: "FLIP",
+    decimals: 18
+  },
+  Usdc: {
+    chain: "Ethereum",
+    rpcAsset: "USDC",
+    decimals: 6
+  },
+  Usdt: {
+    chain: "Ethereum",
+    rpcAsset: "USDT",
+    decimals: 6
+  },
+  Dot: {
+    chain: "Polkadot",
+    rpcAsset: "DOT",
+    decimals: 10
+  },
+  Btc: {
+    chain: "Bitcoin",
+    rpcAsset: "BTC",
+    decimals: 8
+  },
+  ArbUsdc: {
+    chain: "Arbitrum",
+    rpcAsset: "USDC",
+    decimals: 6
+  },
+  ArbEth: {
+    chain: "Arbitrum",
+    rpcAsset: "ETH",
+    decimals: 18
+  },
+  Sol: {
+    chain: "Solana",
+    rpcAsset: "SOL",
+    decimals: 9
+  },
+  SolUsdc: {
+    chain: "Solana",
+    rpcAsset: "USDC",
+    decimals: 6
+  }
+};
+var chainConstants = {
+  Ethereum: {
+    assets: ["Eth", "Flip", "Usdc", "Usdt"],
+    gasAsset: "Eth",
+    addressType: "Eth",
+    blockTimeSeconds: 12
+  },
+  Polkadot: {
+    assets: ["Dot"],
+    gasAsset: "Dot",
+    addressType: "Dot",
+    blockTimeSeconds: 6
+  },
+  Bitcoin: {
+    assets: ["Btc"],
+    gasAsset: "Btc",
+    addressType: "Btc",
+    blockTimeSeconds: 10 * 60
+  },
+  Arbitrum: {
+    assets: ["ArbUsdc", "ArbEth"],
+    gasAsset: "ArbEth",
+    addressType: "Arb",
+    blockTimeSeconds: 0.26
+  },
+  Solana: {
+    assets: ["Sol", "SolUsdc"],
+    gasAsset: "Sol",
+    addressType: "Sol",
+    blockTimeSeconds: 0.8
+  }
+};
+
+// src/tickMath.ts
+var MIN_TICK = -887272;
+var MAX_TICK = -MIN_TICK;
+var FULL_TICK_RANGE = { start: MIN_TICK, end: MAX_TICK };
+var tickToRate = (tick, baseAsset) => {
+  const baseRate = 1.0001 ** tick;
+  const rateDecimals = assetConstants.Usdc.decimals - assetConstants[baseAsset].decimals;
+  return baseRate / 10 ** rateDecimals;
+};
+var rateToTick = (rate, baseAsset) => {
+  const rateDecimals = assetConstants.Usdc.decimals - assetConstants[baseAsset].decimals;
+  const rawRate = new import_bignumber.BigNumber(rate).shiftedBy(rateDecimals);
+  let tick = Math.log(rawRate.toNumber()) / Math.log(1.0001);
+  tick = Math.round(tick * 1e6) / 1e6;
+  tick = Math.floor(tick);
+  return Math.max(MIN_TICK, Math.min(tick, MAX_TICK));
+};
+var sqrtPriceX96ToPrice = (amount) => new import_bignumber.BigNumber(amount).div(new import_bignumber.BigNumber(2).pow(96)).pow(2);
+var priceX128ToPrice = (amount) => new import_bignumber.BigNumber(amount).div(new import_bignumber.BigNumber(2).pow(128));
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  FULL_TICK_RANGE,
+  MAX_TICK,
+  MIN_TICK,
+  priceX128ToPrice,
+  rateToTick,
+  sqrtPriceX96ToPrice,
+  tickToRate
+});

package/dist/tickMath.d.cts

@@ -0,0 +1,15 @@
+import { BigNumber } from 'bignumber.js';
+import { ChainflipAsset } from './chainflip.cjs';
+
+declare const MIN_TICK = -887272;
+declare const MAX_TICK: number;
+declare const FULL_TICK_RANGE: {
+    start: number;
+    end: number;
+};
+declare const tickToRate: (tick: number, baseAsset: ChainflipAsset) => number;
+declare const rateToTick: (rate: BigNumber.Value, baseAsset: ChainflipAsset) => number;
+declare const sqrtPriceX96ToPrice: (amount: string) => BigNumber;
+declare const priceX128ToPrice: (amount: string) => BigNumber;
+
+export { FULL_TICK_RANGE, MAX_TICK, MIN_TICK, priceX128ToPrice, rateToTick, sqrtPriceX96ToPrice, tickToRate };

package/dist/tickMath.d.ts

@@ -0,0 +1,15 @@
+import { BigNumber } from 'bignumber.js';
+import { ChainflipAsset } from './chainflip.js';
+
+declare const MIN_TICK = -887272;
+declare const MAX_TICK: number;
+declare const FULL_TICK_RANGE: {
+    start: number;
+    end: number;
+};
+declare const tickToRate: (tick: number, baseAsset: ChainflipAsset) => number;
+declare const rateToTick: (rate: BigNumber.Value, baseAsset: ChainflipAsset) => number;
+declare const sqrtPriceX96ToPrice: (amount: string) => BigNumber;
+declare const priceX128ToPrice: (amount: string) => BigNumber;
+
+export { FULL_TICK_RANGE, MAX_TICK, MIN_TICK, priceX128ToPrice, rateToTick, sqrtPriceX96ToPrice, tickToRate };

package/dist/tickMath.js

@@ -0,0 +1,33 @@
+import {
+  assetConstants
+} from "./chunk-FKSZD3R5.js";
+
+// src/tickMath.ts
+import { BigNumber } from "bignumber.js";
+var MIN_TICK = -887272;
+var MAX_TICK = -MIN_TICK;
+var FULL_TICK_RANGE = { start: MIN_TICK, end: MAX_TICK };
+var tickToRate = (tick, baseAsset) => {
+  const baseRate = 1.0001 ** tick;
+  const rateDecimals = assetConstants.Usdc.decimals - assetConstants[baseAsset].decimals;
+  return baseRate / 10 ** rateDecimals;
+};
+var rateToTick = (rate, baseAsset) => {
+  const rateDecimals = assetConstants.Usdc.decimals - assetConstants[baseAsset].decimals;
+  const rawRate = new BigNumber(rate).shiftedBy(rateDecimals);
+  let tick = Math.log(rawRate.toNumber()) / Math.log(1.0001);
+  tick = Math.round(tick * 1e6) / 1e6;
+  tick = Math.floor(tick);
+  return Math.max(MIN_TICK, Math.min(tick, MAX_TICK));
+};
+var sqrtPriceX96ToPrice = (amount) => new BigNumber(amount).div(new BigNumber(2).pow(96)).pow(2);
+var priceX128ToPrice = (amount) => new BigNumber(amount).div(new BigNumber(2).pow(128));
+export {
+  FULL_TICK_RANGE,
+  MAX_TICK,
+  MIN_TICK,
+  priceX128ToPrice,
+  rateToTick,
+  sqrtPriceX96ToPrice,
+  tickToRate
+};

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@chainflip/utils",
-  "version": "0.4.0",
+  "version": "0.4.2",
   "type": "module",
   "files": [
     "dist",
@@ -19,7 +19,12 @@
     }
   },
   "devDependencies": {
-    "@noble/hashes": "^1.4.0"
+    "@noble/hashes": "^1.5.0"
+  },
+  "dependencies": {
+    "@date-fns/utc": "^2.1.0",
+    "bignumber.js": "^9.1.2",
+    "date-fns": "4.1.0"
   },
   "repository": "https://github.com/chainflip-io/chainflip-product-toolkit.git",
   "publishConfig": {
@@ -27,10 +32,15 @@
     "access": "public"
   },
   "scripts": {
+    "eslint:check": "pnpm eslint --max-warnings 0 './**/*.ts'",
+    "prettier:base": "prettier ./** --ignore-path=../../.prettierignore",
+    "prettier:check": "pnpm prettier:base --check",
+    "prettier:write": "pnpm prettier:base --write",
     "clean": "rm -rf dist",
     "prepublish": "pnpm test run && pnpm build:clean",
     "build": "tsup",
     "build:clean": "pnpm clean && pnpm build",
+    "test:ci": "CI=1 pnpm t run",
     "test": "vitest",
     "coverage": "vitest run --coverage"
   }