@clober/v2-sdk 0.0.2-b → 0.0.3-a

package/dist/cjs/model/book.js

@@ -6,125 +6,158 @@ const fee_1 = require("../constants/fee");
 const math_1 = require("../utils/math");
 const decimals_1 = require("../utils/decimals");
 class Book {
-    id;
-    base;
-    unit;
-    quote;
-    depths;
     constructor({ id, base, quote, unit, depths, }) {
+        Object.defineProperty(this, "id", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "base", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "unit", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "quote", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "depths", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "take", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: ({ limitPrice, amountOut, }) => {
+                let takenQuoteAmount = 0n;
+                let spendBaseAmount = 0n;
+                if (this.depths.length === 0) {
+                    return {
+                        takenQuoteAmount,
+                        spendBaseAmount,
+                    };
+                }
+                const ticks = this.depths
+                    .sort((a, b) => Number(b.tick) - Number(a.tick))
+                    .map((depth) => depth.tick);
+                let index = 0;
+                let tick = ticks[index];
+                while (tick > -8388608n) {
+                    if (limitPrice > (0, tick_1.toPrice)(tick)) {
+                        break;
+                    }
+                    let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
+                        ? fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountOut - takenQuoteAmount, true)
+                        : amountOut - takenQuoteAmount;
+                    maxAmount = (0, math_1.divide)(maxAmount, this.unit, true);
+                    if (maxAmount === 0n) {
+                        break;
+                    }
+                    const currentDepth = this.depths.find((depth) => depth.tick === tick);
+                    let quoteAmount = (currentDepth.rawAmount > maxAmount
+                        ? maxAmount
+                        : currentDepth.rawAmount) * this.unit;
+                    let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
+                    if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
+                        quoteAmount =
+                            quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
+                    }
+                    else {
+                        baseAmount =
+                            baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
+                    }
+                    if (quoteAmount === 0n) {
+                        break;
+                    }
+                    takenQuoteAmount += quoteAmount;
+                    spendBaseAmount += baseAmount;
+                    if (amountOut <= takenQuoteAmount) {
+                        break;
+                    }
+                    index++;
+                    tick = ticks[index];
+                }
+                return {
+                    takenQuoteAmount,
+                    spendBaseAmount,
+                };
+            }
+        });
+        Object.defineProperty(this, "spend", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: ({ limitPrice, amountIn, }) => {
+                let takenQuoteAmount = 0n;
+                let spendBaseAmount = 0n;
+                if (this.depths.length === 0) {
+                    return {
+                        takenQuoteAmount,
+                        spendBaseAmount,
+                    };
+                }
+                const ticks = this.depths
+                    .sort((a, b) => Number(b.tick) - Number(a.tick))
+                    .map((depth) => depth.tick);
+                let index = 0;
+                let tick = ticks[index];
+                while (spendBaseAmount <= amountIn && tick > -8388608n) {
+                    if (limitPrice > (0, tick_1.toPrice)(tick)) {
+                        break;
+                    }
+                    let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
+                        ? amountIn - spendBaseAmount
+                        : fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountIn - spendBaseAmount, false);
+                    maxAmount = (0, decimals_1.baseToQuote)(tick, maxAmount, false) / this.unit;
+                    if (maxAmount === 0n) {
+                        break;
+                    }
+                    const currentDepth = this.depths.find((depth) => depth.tick === tick);
+                    let quoteAmount = (currentDepth.rawAmount > maxAmount
+                        ? maxAmount
+                        : currentDepth.rawAmount) * this.unit;
+                    let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
+                    if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
+                        quoteAmount =
+                            quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
+                    }
+                    else {
+                        baseAmount =
+                            baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
+                    }
+                    if (baseAmount === 0n) {
+                        break;
+                    }
+                    takenQuoteAmount += quoteAmount;
+                    spendBaseAmount += baseAmount;
+                    index++;
+                    tick = ticks[index];
+                }
+                return {
+                    takenQuoteAmount,
+                    spendBaseAmount,
+                };
+            }
+        });
         this.id = id;
         this.base = base;
         this.unit = unit;
         this.quote = quote;
         this.depths = depths;
     }
-    take = ({ limitPrice, amountOut, // quote
-     }) => {
-        let takenQuoteAmount = 0n;
-        let spendBaseAmount = 0n;
-        if (this.depths.length === 0) {
-            return {
-                takenQuoteAmount,
-                spendBaseAmount,
-            };
-        }
-        const ticks = this.depths
-            .sort((a, b) => Number(b.tick) - Number(a.tick))
-            .map((depth) => depth.tick);
-        let index = 0;
-        let tick = ticks[index];
-        while (tick > -8388608n) {
-            if (limitPrice > (0, tick_1.toPrice)(tick)) {
-                break;
-            }
-            let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
-                ? fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountOut - takenQuoteAmount, true)
-                : amountOut - takenQuoteAmount;
-            maxAmount = (0, math_1.divide)(maxAmount, this.unit, true);
-            if (maxAmount === 0n) {
-                break;
-            }
-            const currentDepth = this.depths.find((depth) => depth.tick === tick);
-            let quoteAmount = (currentDepth.rawAmount > maxAmount
-                ? maxAmount
-                : currentDepth.rawAmount) * this.unit;
-            let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
-            if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
-                quoteAmount =
-                    quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
-            }
-            else {
-                baseAmount =
-                    baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
-            }
-            if (quoteAmount === 0n) {
-                break;
-            }
-            takenQuoteAmount += quoteAmount;
-            spendBaseAmount += baseAmount;
-            if (amountOut <= takenQuoteAmount) {
-                break;
-            }
-            index++;
-            tick = ticks[index];
-        }
-        return {
-            takenQuoteAmount,
-            spendBaseAmount,
-        };
-    };
-    spend = ({ limitPrice, amountIn, // base
-     }) => {
-        let takenQuoteAmount = 0n;
-        let spendBaseAmount = 0n;
-        if (this.depths.length === 0) {
-            return {
-                takenQuoteAmount,
-                spendBaseAmount,
-            };
-        }
-        const ticks = this.depths
-            .sort((a, b) => Number(b.tick) - Number(a.tick))
-            .map((depth) => depth.tick);
-        let index = 0;
-        let tick = ticks[index];
-        while (spendBaseAmount <= amountIn && tick > -8388608n) {
-            if (limitPrice > (0, tick_1.toPrice)(tick)) {
-                break;
-            }
-            let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
-                ? amountIn - spendBaseAmount
-                : fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountIn - spendBaseAmount, false);
-            maxAmount = (0, decimals_1.baseToQuote)(tick, maxAmount, false) / this.unit;
-            if (maxAmount === 0n) {
-                break;
-            }
-            const currentDepth = this.depths.find((depth) => depth.tick === tick);
-            let quoteAmount = (currentDepth.rawAmount > maxAmount
-                ? maxAmount
-                : currentDepth.rawAmount) * this.unit;
-            let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
-            if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
-                quoteAmount =
-                    quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
-            }
-            else {
-                baseAmount =
-                    baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
-            }
-            if (baseAmount === 0n) {
-                break;
-            }
-            takenQuoteAmount += quoteAmount;
-            spendBaseAmount += baseAmount;
-            index++;
-            tick = ticks[index];
-        }
-        return {
-            takenQuoteAmount,
-            spendBaseAmount,
-        };
-    };
 }
 exports.Book = Book;
 //# sourceMappingURL=book.js.map

package/dist/cjs/model/book.js.map

@@ -1 +1 @@
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+{"version":3,"file":"book.js","sourceRoot":"","sources":["../../../src/model/book.ts"],"names":[],"mappings":";;;AAAA,wCAAuC;AACvC,0CAAuD;AACvD,wCAAsC;AACtC,gDAA4D;AA2B5D,MAAa,IAAI;IAOf,YAAY,EACV,EAAE,EACF,IAAI,EACJ,KAAK,EACL,IAAI,EACJ,MAAM,GAOP;QAlBD;;;;;WAAU;QACV;;;;;WAAc;QACd;;;;;WAAY;QACZ;;;;;WAAe;QACf;;;;;WAAkB;QAsBlB;;;;mBAAO,CAAC,EACN,UAAU,EACV,SAAS,GAIV,EAAE,EAAE;gBACH,IAAI,gBAAgB,GAAG,EAAE,CAAA;gBACzB,IAAI,eAAe,GAAG,EAAE,CAAA;gBACxB,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;oBAC7B,OAAO;wBACL,gBAAgB;wBAChB,eAAe;qBAChB,CAAA;gBACH,CAAC;gBAED,MAAM,KAAK,GAAG,IAAI,CAAC,MAAM;qBACtB,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;qBAC/C,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;gBAC7B,IAAI,KAAK,GAAG,CAAC,CAAA;gBACb,IAAI,IAAI,GAAG,KAAK,CAAC,KAAK,CAAE,CAAA;gBACxB,OAAO,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;oBACxB,IAAI,UAAU,GAAG,IAAA,cAAO,EAAC,IAAI,CAAC,EAAE,CAAC;wBAC/B,MAAK;oBACP,CAAC;oBACD,IAAI,SAAS,GAAG,0BAAoB,CAAC,SAAS;wBAC5C,CAAC,CAAC,0BAAoB,CAAC,uBAAuB,CAC1C,SAAS,GAAG,gBAAgB,EAC5B,IAAI,CACL;wBACH,CAAC,CAAC,SAAS,GAAG,gBAAgB,CAAA;oBAChC,SAAS,GAAG,IAAA,aAAM,EAAC,SAAS,EAAE,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,CAAA;oBAE9C,IAAI,SAAS,KAAK,EAAE,EAAE,CAAC;wBACrB,MAAK;oBACP,CAAC;oBACD,MAAM,YAAY,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAE,CAAA;oBACtE,IAAI,WAAW,GACb,CAAC,YAAY,CAAC,SAAS,GAAG,SAAS;wBACjC,CAAC,CAAC,SAAS;wBACX,CAAC,CAAC,YAAY,CAAC,SAAS,CAAC,GAAG,IAAI,CAAC,IAAI,CAAA;oBACzC,IAAI,UAAU,GAAG,IAAA,sBAAW,EAAC,IAAI,EAAE,WAAW,EAAE,IAAI,CAAC,CAAA;oBACrD,IAAI,0BAAoB,CAAC,SAAS,EAAE,CAAC;wBACnC,WAAW;4BACT,WAAW,GAAG,0BAAoB,CAAC,YAAY,CAAC,WAAW,EAAE,KAAK,CAAC,CAAA;oBACvE,CAAC;yBAAM,CAAC;wBACN,UAAU;4BACR,UAAU,GAAG,0BAAoB,CAAC,YAAY,CAAC,UAAU,EAAE,KAAK,CAAC,CAAA;oBACrE,CAAC;oBACD,IAAI,WAAW,KAAK,EAAE,EAAE,CAAC;wBACvB,MAAK;oBACP,CAAC;oBAED,gBAAgB,IAAI,WAAW,CAAA;oBAC/B,eAAe,IAAI,UAAU,CAAA;oBAC7B,IAAI,SAAS,IAAI,gBAAgB,EAAE,CAAC;wBAClC,MAAK;oBACP,CAAC;oBACD,KAAK,EAAE,CAAA;oBACP,IAAI,GAAG,KAAK,CAAC,KAAK,CAAE,CAAA;gBACtB,CAAC;gBACD,OAAO;oBACL,gBAAgB;oBAChB,eAAe;iBAChB,CAAA;YACH,CAAC;WAAA;QAED;;;;mBAAQ,CAAC,EACP,UAAU,EACV,QAAQ,GAIT,EAAE,EAAE;gBACH,IAAI,gBAAgB,GAAG,EAAE,CAAA;gBACzB,IAAI,eAAe,GAAG,EAAE,CAAA;gBACxB,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;oBAC7B,OAAO;wBACL,gBAAgB;wBAChB,eAAe;qBAChB,CAAA;gBACH,CAAC;gBAED,MAAM,KAAK,GAAG,IAAI,CAAC,MAAM;qBACtB,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;qBAC/C,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;gBAC7B,IAAI,KAAK,GAAG,CAAC,CAAA;gBACb,IAAI,IAAI,GAAG,KAAK,CAAC,KAAK,CAAE,CAAA;gBACxB,OAAO,eAAe,IAAI,QAAQ,IAAI,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;oBACvD,IAAI,UAAU,GAAG,IAAA,cAAO,EAAC,IAAI,CAAC,EAAE,CAAC;wBAC/B,MAAK;oBACP,CAAC;oBACD,IAAI,SAAS,GAAG,0BAAoB,CAAC,SAAS;wBAC5C,CAAC,CAAC,QAAQ,GAAG,eAAe;wBAC5B,CAAC,CAAC,0BAAoB,CAAC,uBAAuB,CAC1C,QAAQ,GAAG,eAAe,EAC1B,KAAK,CACN,CAAA;oBACL,SAAS,GAAG,IAAA,sBAAW,EAAC,IAAI,EAAE,SAAS,EAAE,KAAK,CAAC,GAAG,IAAI,CAAC,IAAI,CAAA;oBAE3D,IAAI,SAAS,KAAK,EAAE,EAAE,CAAC;wBACrB,MAAK;oBACP,CAAC;oBACD,MAAM,YAAY,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAE,CAAA;oBACtE,IAAI,WAAW,GACb,CAAC,YAAY,CAAC,SAAS,GAAG,SAAS;wBACjC,CAAC,CAAC,SAAS;wBACX,CAAC,CAAC,YAAY,CAAC,SAAS,CAAC,GAAG,IAAI,CAAC,IAAI,CAAA;oBACzC,IAAI,UAAU,GAAG,IAAA,sBAAW,EAAC,IAAI,EAAE,WAAW,EAAE,IAAI,CAAC,CAAA;oBACrD,IAAI,0BAAoB,CAAC,SAAS,EAAE,CAAC;wBACnC,WAAW;4BACT,WAAW,GAAG,0BAAoB,CAAC,YAAY,CAAC,WAAW,EAAE,KAAK,CAAC,CAAA;oBACvE,CAAC;yBAAM,CAAC;wBACN,UAAU;4BACR,UAAU,GAAG,0BAAoB,CAAC,YAAY,CAAC,UAAU,EAAE,KAAK,CAAC,CAAA;oBACrE,CAAC;oBACD,IAAI,UAAU,KAAK,EAAE,EAAE,CAAC;wBACtB,MAAK;oBACP,CAAC;oBAED,gBAAgB,IAAI,WAAW,CAAA;oBAC/B,eAAe,IAAI,UAAU,CAAA;oBAC7B,KAAK,EAAE,CAAA;oBACP,IAAI,GAAG,KAAK,CAAC,KAAK,CAAE,CAAA;gBACtB,CAAC;gBACD,OAAO;oBACL,gBAAgB;oBAChB,eAAe;iBAChB,CAAA;YACH,CAAC;WAAA;QAxIC,IAAI,CAAC,EAAE,GAAG,EAAE,CAAA;QACZ,IAAI,CAAC,IAAI,GAAG,IAAI,CAAA;QAChB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAA;QAChB,IAAI,CAAC,KAAK,GAAG,KAAK,CAAA;QAClB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAA;IACtB,CAAC;CAoIF;AA7JD,oBA6JC"}

package/dist/cjs/model/fee-policy.js

@@ -3,14 +3,52 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.FeePolicy = void 0;
 const math_1 = require("../utils/math");
 class FeePolicy {
-    static MAX_FEE_RATE = 500000n;
-    static MIN_FEE_RATE = -500000n;
-    static RATE_MASK = 0x7fffffn;
-    RATE_PRECISION = 10n ** 6n;
-    usesQuote;
-    value;
-    rate;
     constructor(usesQuote, rate) {
+        Object.defineProperty(this, "RATE_PRECISION", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: 10n ** 6n
+        });
+        Object.defineProperty(this, "usesQuote", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "value", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "rate", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: void 0
+        });
+        Object.defineProperty(this, "calculateFee", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: (amount, reverseRounding) => {
+                const positive = this.rate > 0n;
+                const absRate = positive ? this.rate : -this.rate;
+                const absFee = (0, math_1.divide)(amount * absRate, this.RATE_PRECISION, reverseRounding ? !positive : positive);
+                return positive ? absFee : -absFee;
+            }
+        });
+        Object.defineProperty(this, "calculateOriginalAmount", {
+            enumerable: true,
+            configurable: true,
+            writable: true,
+            value: (amount, reverseFee) => {
+                const positive = this.rate > 0;
+                const divider = this.RATE_PRECISION + (reverseFee ? -this.rate : this.rate);
+                return (0, math_1.divide)(amount * this.RATE_PRECISION, divider, positive);
+            }
+        });
         this.usesQuote = usesQuote;
         this.rate = rate;
         if (rate > FeePolicy.MAX_FEE_RATE || rate < FeePolicy.MIN_FEE_RATE) {
@@ -23,20 +61,32 @@ class FeePolicy {
         const usesQuote = value >> 23n > 0n;
         return new FeePolicy(usesQuote, FeePolicy.getRateFromValue(value));
     }
-    static getRateFromValue = (value) => {
-        return (value & FeePolicy.RATE_MASK) - FeePolicy.MAX_FEE_RATE;
-    };
-    calculateFee = (amount, reverseRounding) => {
-        const positive = this.rate > 0n;
-        const absRate = positive ? this.rate : -this.rate;
-        const absFee = (0, math_1.divide)(amount * absRate, this.RATE_PRECISION, reverseRounding ? !positive : positive);
-        return positive ? absFee : -absFee;
-    };
-    calculateOriginalAmount = (amount, reverseFee) => {
-        const positive = this.rate > 0;
-        const divider = this.RATE_PRECISION + (reverseFee ? -this.rate : this.rate);
-        return (0, math_1.divide)(amount * this.RATE_PRECISION, divider, positive);
-    };
 }
 exports.FeePolicy = FeePolicy;
+Object.defineProperty(FeePolicy, "MAX_FEE_RATE", {
+    enumerable: true,
+    configurable: true,
+    writable: true,
+    value: 500000n
+});
+Object.defineProperty(FeePolicy, "MIN_FEE_RATE", {
+    enumerable: true,
+    configurable: true,
+    writable: true,
+    value: -500000n
+});
+Object.defineProperty(FeePolicy, "RATE_MASK", {
+    enumerable: true,
+    configurable: true,
+    writable: true,
+    value: 0x7fffffn
+});
+Object.defineProperty(FeePolicy, "getRateFromValue", {
+    enumerable: true,
+    configurable: true,
+    writable: true,
+    value: (value) => {
+        return (value & FeePolicy.RATE_MASK) - FeePolicy.MAX_FEE_RATE;
+    }
+});
 //# sourceMappingURL=fee-policy.js.map

package/dist/cjs/model/fee-policy.js.map

@@ -1 +1 @@
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