@clober/v2-sdk 0.0.2 → 0.0.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/apis/market.js +10 -16
- package/dist/cjs/apis/market.js.map +1 -1
- package/dist/cjs/apis/open-order.js +12 -12
- package/dist/cjs/apis/open-order.js.map +1 -1
- package/dist/cjs/apis/subgraph.js +26 -0
- package/dist/cjs/apis/subgraph.js.map +1 -0
- package/dist/cjs/approval.js +0 -26
- package/dist/cjs/approval.js.map +1 -1
- package/dist/cjs/call.js +0 -208
- package/dist/cjs/call.js.map +1 -1
- package/dist/cjs/constants/fee.js +2 -2
- package/dist/cjs/constants/fee.js.map +1 -1
- package/dist/cjs/index.js +6 -19
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/model/book.js +145 -112
- package/dist/cjs/model/book.js.map +1 -1
- package/dist/cjs/model/fee-policy.js +71 -21
- package/dist/cjs/model/fee-policy.js.map +1 -1
- package/dist/cjs/model/market.js +235 -171
- package/dist/cjs/model/market.js.map +1 -1
- package/dist/cjs/package.json +1 -1
- package/dist/cjs/signature.js +0 -33
- package/dist/cjs/signature.js.map +1 -1
- package/dist/cjs/utils/market.js +0 -3
- package/dist/cjs/utils/market.js.map +1 -1
- package/dist/cjs/utils/math.js +1 -28
- package/dist/cjs/utils/math.js.map +1 -1
- package/dist/cjs/view.js +0 -92
- package/dist/cjs/view.js.map +1 -1
- package/dist/esm/apis/market.js +10 -16
- package/dist/esm/apis/market.js.map +1 -1
- package/dist/esm/apis/open-order.js +12 -12
- package/dist/esm/apis/open-order.js.map +1 -1
- package/dist/esm/apis/subgraph.js +22 -0
- package/dist/esm/apis/subgraph.js.map +1 -0
- package/dist/esm/model/book.js +147 -112
- package/dist/esm/model/book.js.map +1 -1
- package/dist/esm/model/fee-policy.js +71 -21
- package/dist/esm/model/fee-policy.js.map +1 -1
- package/dist/esm/model/market.js +241 -171
- package/dist/esm/model/market.js.map +1 -1
- package/dist/esm/package.json +1 -1
- package/dist/tsconfig.build.tsbuildinfo +1 -0
- package/dist/types/apis/market.d.ts.map +1 -1
- package/dist/types/apis/open-order.d.ts.map +1 -1
- package/dist/types/apis/subgraph.d.ts +3 -0
- package/dist/types/apis/subgraph.d.ts.map +1 -0
- package/dist/types/model/book.d.ts +21 -0
- package/dist/types/model/book.d.ts.map +1 -1
- package/dist/types/model/open-order.d.ts +26 -0
- package/dist/types/model/open-order.d.ts.map +1 -1
- package/package.json +7 -14
- package/dist/cjs/.graphclient/index.js +0 -243
- package/dist/cjs/.graphclient/index.js.map +0 -1
- package/dist/cjs/.graphclient/sources/clober-v2/introspectionSchema.js +0 -14485
- package/dist/cjs/.graphclient/sources/clober-v2/introspectionSchema.js.map +0 -1
- package/dist/cjs/.graphclient/sources/clober-v2/types.js +0 -4
- package/dist/cjs/.graphclient/sources/clober-v2/types.js.map +0 -1
- package/dist/cjs/tsconfig.build.tsbuildinfo +0 -1
- package/dist/esm/.graphclient/index.js +0 -233
- package/dist/esm/.graphclient/index.js.map +0 -1
- package/dist/esm/.graphclient/sources/clober-v2/introspectionSchema.js +0 -14483
- package/dist/esm/.graphclient/sources/clober-v2/introspectionSchema.js.map +0 -1
- package/dist/esm/.graphclient/sources/clober-v2/types.js +0 -3
- package/dist/esm/.graphclient/sources/clober-v2/types.js.map +0 -1
- package/dist/esm/tsconfig.build.tsbuildinfo +0 -1
- package/dist/types/.graphclient/index.d.ts +0 -1281
- package/dist/types/.graphclient/index.d.ts.map +0 -1
- package/dist/types/.graphclient/sources/clober-v2/introspectionSchema.d.ts +0 -3
- package/dist/types/.graphclient/sources/clober-v2/introspectionSchema.d.ts.map +0 -1
- package/dist/types/.graphclient/sources/clober-v2/types.d.ts +0 -984
- package/dist/types/.graphclient/sources/clober-v2/types.d.ts.map +0 -1
package/dist/cjs/model/market.js
CHANGED
|
@@ -9,17 +9,242 @@ const fee_1 = require("../constants/fee");
|
|
|
9
9
|
const math_1 = require("../utils/math");
|
|
10
10
|
const decimals_1 = require("../utils/decimals");
|
|
11
11
|
class Market {
|
|
12
|
-
makerFee = (Number(fee_1.MAKER_DEFAULT_POLICY.rate) * 100) / 1e6;
|
|
13
|
-
takerFee = (Number(fee_1.TAKER_DEFAULT_POLICY.rate) * 100) / 1e6;
|
|
14
|
-
id;
|
|
15
|
-
quote;
|
|
16
|
-
base;
|
|
17
|
-
bids;
|
|
18
|
-
bidBookOpen;
|
|
19
|
-
asks;
|
|
20
|
-
askBookOpen;
|
|
21
|
-
books;
|
|
22
12
|
constructor({ chainId, tokens, books, }) {
|
|
13
|
+
Object.defineProperty(this, "makerFee", {
|
|
14
|
+
enumerable: true,
|
|
15
|
+
configurable: true,
|
|
16
|
+
writable: true,
|
|
17
|
+
value: (Number(fee_1.MAKER_DEFAULT_POLICY.rate) * 100) / 1e6
|
|
18
|
+
});
|
|
19
|
+
Object.defineProperty(this, "takerFee", {
|
|
20
|
+
enumerable: true,
|
|
21
|
+
configurable: true,
|
|
22
|
+
writable: true,
|
|
23
|
+
value: (Number(fee_1.TAKER_DEFAULT_POLICY.rate) * 100) / 1e6
|
|
24
|
+
});
|
|
25
|
+
Object.defineProperty(this, "id", {
|
|
26
|
+
enumerable: true,
|
|
27
|
+
configurable: true,
|
|
28
|
+
writable: true,
|
|
29
|
+
value: void 0
|
|
30
|
+
});
|
|
31
|
+
Object.defineProperty(this, "quote", {
|
|
32
|
+
enumerable: true,
|
|
33
|
+
configurable: true,
|
|
34
|
+
writable: true,
|
|
35
|
+
value: void 0
|
|
36
|
+
});
|
|
37
|
+
Object.defineProperty(this, "base", {
|
|
38
|
+
enumerable: true,
|
|
39
|
+
configurable: true,
|
|
40
|
+
writable: true,
|
|
41
|
+
value: void 0
|
|
42
|
+
});
|
|
43
|
+
Object.defineProperty(this, "bids", {
|
|
44
|
+
enumerable: true,
|
|
45
|
+
configurable: true,
|
|
46
|
+
writable: true,
|
|
47
|
+
value: void 0
|
|
48
|
+
});
|
|
49
|
+
Object.defineProperty(this, "bidBookOpen", {
|
|
50
|
+
enumerable: true,
|
|
51
|
+
configurable: true,
|
|
52
|
+
writable: true,
|
|
53
|
+
value: void 0
|
|
54
|
+
});
|
|
55
|
+
Object.defineProperty(this, "asks", {
|
|
56
|
+
enumerable: true,
|
|
57
|
+
configurable: true,
|
|
58
|
+
writable: true,
|
|
59
|
+
value: void 0
|
|
60
|
+
});
|
|
61
|
+
Object.defineProperty(this, "askBookOpen", {
|
|
62
|
+
enumerable: true,
|
|
63
|
+
configurable: true,
|
|
64
|
+
writable: true,
|
|
65
|
+
value: void 0
|
|
66
|
+
});
|
|
67
|
+
Object.defineProperty(this, "books", {
|
|
68
|
+
enumerable: true,
|
|
69
|
+
configurable: true,
|
|
70
|
+
writable: true,
|
|
71
|
+
value: void 0
|
|
72
|
+
});
|
|
73
|
+
Object.defineProperty(this, "take", {
|
|
74
|
+
enumerable: true,
|
|
75
|
+
configurable: true,
|
|
76
|
+
writable: true,
|
|
77
|
+
value: ({ takeQuote, limitPrice, amountOut, }) => {
|
|
78
|
+
if (takeQuote) {
|
|
79
|
+
const bidDepths = this.books
|
|
80
|
+
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.quote.address))
|
|
81
|
+
.flatMap((book) => book.depths);
|
|
82
|
+
return this.takeInner({ depths: bidDepths, limitPrice, amountOut });
|
|
83
|
+
}
|
|
84
|
+
else {
|
|
85
|
+
const askDepths = this.books
|
|
86
|
+
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.base.address))
|
|
87
|
+
.flatMap((book) => book.depths);
|
|
88
|
+
return this.takeInner({
|
|
89
|
+
depths: askDepths,
|
|
90
|
+
limitPrice: (0, tick_1.invertPrice)(limitPrice),
|
|
91
|
+
amountOut,
|
|
92
|
+
});
|
|
93
|
+
}
|
|
94
|
+
}
|
|
95
|
+
});
|
|
96
|
+
Object.defineProperty(this, "spend", {
|
|
97
|
+
enumerable: true,
|
|
98
|
+
configurable: true,
|
|
99
|
+
writable: true,
|
|
100
|
+
value: ({ spendBase, limitPrice, amountIn, }) => {
|
|
101
|
+
if (spendBase) {
|
|
102
|
+
const bidDepths = this.books
|
|
103
|
+
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.quote.address))
|
|
104
|
+
.flatMap((book) => book.depths);
|
|
105
|
+
return this.spendInner({ depths: bidDepths, limitPrice, amountIn });
|
|
106
|
+
}
|
|
107
|
+
else {
|
|
108
|
+
const askDepths = this.books
|
|
109
|
+
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.base.address))
|
|
110
|
+
.flatMap((book) => book.depths);
|
|
111
|
+
return this.spendInner({
|
|
112
|
+
depths: askDepths,
|
|
113
|
+
limitPrice: (0, tick_1.invertPrice)(limitPrice),
|
|
114
|
+
amountIn,
|
|
115
|
+
});
|
|
116
|
+
}
|
|
117
|
+
}
|
|
118
|
+
});
|
|
119
|
+
Object.defineProperty(this, "takeInner", {
|
|
120
|
+
enumerable: true,
|
|
121
|
+
configurable: true,
|
|
122
|
+
writable: true,
|
|
123
|
+
value: ({ depths, limitPrice, amountOut, }) => {
|
|
124
|
+
if (depths.length === 0) {
|
|
125
|
+
return {};
|
|
126
|
+
}
|
|
127
|
+
const takeResult = {};
|
|
128
|
+
for (const depth of depths) {
|
|
129
|
+
if (!takeResult[depth.bookId]) {
|
|
130
|
+
takeResult[depth.bookId] = {
|
|
131
|
+
takenAmount: 0n,
|
|
132
|
+
spendAmount: 0n,
|
|
133
|
+
};
|
|
134
|
+
}
|
|
135
|
+
}
|
|
136
|
+
let totalTakenQuoteAmount = 0n;
|
|
137
|
+
const ticks = depths
|
|
138
|
+
.sort((a, b) => Number(b.tick) - Number(a.tick))
|
|
139
|
+
.map((depth) => depth.tick);
|
|
140
|
+
let index = 0;
|
|
141
|
+
let tick = ticks[index];
|
|
142
|
+
while (tick > -8388608n) {
|
|
143
|
+
if (limitPrice > (0, tick_1.toPrice)(tick)) {
|
|
144
|
+
break;
|
|
145
|
+
}
|
|
146
|
+
const currentDepth = depths.find((depth) => depth.tick === tick);
|
|
147
|
+
const currentBook = this.books.find((book) => book.id === BigInt(currentDepth.bookId));
|
|
148
|
+
let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
|
|
149
|
+
? fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountOut - totalTakenQuoteAmount, true)
|
|
150
|
+
: amountOut - totalTakenQuoteAmount;
|
|
151
|
+
maxAmount = (0, math_1.divide)(maxAmount, currentBook.unit, true);
|
|
152
|
+
if (maxAmount === 0n) {
|
|
153
|
+
break;
|
|
154
|
+
}
|
|
155
|
+
let quoteAmount = (currentDepth.rawAmount > maxAmount
|
|
156
|
+
? maxAmount
|
|
157
|
+
: currentDepth.rawAmount) * currentBook.unit;
|
|
158
|
+
let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
|
|
159
|
+
if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
|
|
160
|
+
quoteAmount =
|
|
161
|
+
quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
|
|
162
|
+
}
|
|
163
|
+
else {
|
|
164
|
+
baseAmount =
|
|
165
|
+
baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
|
|
166
|
+
}
|
|
167
|
+
if (quoteAmount === 0n) {
|
|
168
|
+
break;
|
|
169
|
+
}
|
|
170
|
+
takeResult[currentDepth.bookId].takenAmount += quoteAmount;
|
|
171
|
+
takeResult[currentDepth.bookId].spendAmount += baseAmount;
|
|
172
|
+
totalTakenQuoteAmount += quoteAmount;
|
|
173
|
+
if (amountOut <= totalTakenQuoteAmount) {
|
|
174
|
+
break;
|
|
175
|
+
}
|
|
176
|
+
if (ticks.length === index + 1) {
|
|
177
|
+
break;
|
|
178
|
+
}
|
|
179
|
+
index++;
|
|
180
|
+
tick = ticks[index];
|
|
181
|
+
}
|
|
182
|
+
return Object.fromEntries(Object.entries(takeResult).filter(([, value]) => value.spendAmount > 0 && value.takenAmount > 0));
|
|
183
|
+
}
|
|
184
|
+
});
|
|
185
|
+
Object.defineProperty(this, "spendInner", {
|
|
186
|
+
enumerable: true,
|
|
187
|
+
configurable: true,
|
|
188
|
+
writable: true,
|
|
189
|
+
value: ({ depths, limitPrice, amountIn, }) => {
|
|
190
|
+
if (depths.length === 0) {
|
|
191
|
+
return {};
|
|
192
|
+
}
|
|
193
|
+
const spendResult = {};
|
|
194
|
+
for (const depth of depths) {
|
|
195
|
+
if (!spendResult[depth.bookId]) {
|
|
196
|
+
spendResult[depth.bookId] = {
|
|
197
|
+
takenAmount: 0n,
|
|
198
|
+
spendAmount: 0n,
|
|
199
|
+
};
|
|
200
|
+
}
|
|
201
|
+
}
|
|
202
|
+
let totalSpendBaseAmount = 0n;
|
|
203
|
+
const ticks = depths
|
|
204
|
+
.sort((a, b) => Number(b.tick) - Number(a.tick))
|
|
205
|
+
.map((depth) => depth.tick);
|
|
206
|
+
let index = 0;
|
|
207
|
+
let tick = ticks[index];
|
|
208
|
+
while (totalSpendBaseAmount <= amountIn && tick > -8388608n) {
|
|
209
|
+
if (limitPrice > (0, tick_1.toPrice)(tick)) {
|
|
210
|
+
break;
|
|
211
|
+
}
|
|
212
|
+
const currentDepth = depths.find((depth) => depth.tick === tick);
|
|
213
|
+
const currentBook = this.books.find((book) => book.id === BigInt(currentDepth.bookId));
|
|
214
|
+
let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
|
|
215
|
+
? amountIn - totalSpendBaseAmount
|
|
216
|
+
: fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountIn - totalSpendBaseAmount, false);
|
|
217
|
+
maxAmount = (0, decimals_1.baseToQuote)(tick, maxAmount, false) / currentBook.unit;
|
|
218
|
+
if (maxAmount === 0n) {
|
|
219
|
+
break;
|
|
220
|
+
}
|
|
221
|
+
let quoteAmount = (currentDepth.rawAmount > maxAmount
|
|
222
|
+
? maxAmount
|
|
223
|
+
: currentDepth.rawAmount) * currentBook.unit;
|
|
224
|
+
let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
|
|
225
|
+
if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
|
|
226
|
+
quoteAmount =
|
|
227
|
+
quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
|
|
228
|
+
}
|
|
229
|
+
else {
|
|
230
|
+
baseAmount =
|
|
231
|
+
baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
|
|
232
|
+
}
|
|
233
|
+
if (baseAmount === 0n) {
|
|
234
|
+
break;
|
|
235
|
+
}
|
|
236
|
+
spendResult[currentDepth.bookId].takenAmount += quoteAmount;
|
|
237
|
+
spendResult[currentDepth.bookId].spendAmount += baseAmount;
|
|
238
|
+
totalSpendBaseAmount += baseAmount;
|
|
239
|
+
if (ticks.length === index + 1) {
|
|
240
|
+
break;
|
|
241
|
+
}
|
|
242
|
+
index++;
|
|
243
|
+
tick = ticks[index];
|
|
244
|
+
}
|
|
245
|
+
return Object.fromEntries(Object.entries(spendResult).filter(([, value]) => value.spendAmount > 0 && value.takenAmount > 0));
|
|
246
|
+
}
|
|
247
|
+
});
|
|
23
248
|
const { marketId, quoteTokenAddress, baseTokenAddress } = (0, market_1.getMarketId)(chainId, tokens.map((token) => token.address));
|
|
24
249
|
this.id = marketId;
|
|
25
250
|
this.quote = tokens.find((token) => (0, viem_1.isAddressEqual)(token.address, quoteTokenAddress));
|
|
@@ -49,167 +274,6 @@ class Market {
|
|
|
49
274
|
books.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.base.address)).length > 0;
|
|
50
275
|
this.books = books;
|
|
51
276
|
}
|
|
52
|
-
take = ({ takeQuote, limitPrice, amountOut, // quote if takeQuote, base otherwise
|
|
53
|
-
}) => {
|
|
54
|
-
if (takeQuote) {
|
|
55
|
-
const bidDepths = this.books
|
|
56
|
-
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.quote.address))
|
|
57
|
-
.flatMap((book) => book.depths);
|
|
58
|
-
return this.takeInner({ depths: bidDepths, limitPrice, amountOut });
|
|
59
|
-
}
|
|
60
|
-
else {
|
|
61
|
-
const askDepths = this.books
|
|
62
|
-
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.base.address))
|
|
63
|
-
.flatMap((book) => book.depths);
|
|
64
|
-
return this.takeInner({
|
|
65
|
-
depths: askDepths,
|
|
66
|
-
limitPrice: (0, tick_1.invertPrice)(limitPrice),
|
|
67
|
-
amountOut,
|
|
68
|
-
});
|
|
69
|
-
}
|
|
70
|
-
};
|
|
71
|
-
spend = ({ spendBase, limitPrice, amountIn, // base if spendBase, quote otherwise
|
|
72
|
-
}) => {
|
|
73
|
-
if (spendBase) {
|
|
74
|
-
const bidDepths = this.books
|
|
75
|
-
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.quote.address))
|
|
76
|
-
.flatMap((book) => book.depths);
|
|
77
|
-
return this.spendInner({ depths: bidDepths, limitPrice, amountIn });
|
|
78
|
-
}
|
|
79
|
-
else {
|
|
80
|
-
const askDepths = this.books
|
|
81
|
-
.filter((book) => (0, viem_1.isAddressEqual)(book.quote.address, this.base.address))
|
|
82
|
-
.flatMap((book) => book.depths);
|
|
83
|
-
return this.spendInner({
|
|
84
|
-
depths: askDepths,
|
|
85
|
-
limitPrice: (0, tick_1.invertPrice)(limitPrice),
|
|
86
|
-
amountIn,
|
|
87
|
-
});
|
|
88
|
-
}
|
|
89
|
-
};
|
|
90
|
-
takeInner = ({ depths, // only bid orders
|
|
91
|
-
limitPrice, amountOut, // quote
|
|
92
|
-
}) => {
|
|
93
|
-
if (depths.length === 0) {
|
|
94
|
-
return {};
|
|
95
|
-
}
|
|
96
|
-
const takeResult = {};
|
|
97
|
-
for (const depth of depths) {
|
|
98
|
-
if (!takeResult[depth.bookId]) {
|
|
99
|
-
takeResult[depth.bookId] = {
|
|
100
|
-
takenAmount: 0n,
|
|
101
|
-
spendAmount: 0n,
|
|
102
|
-
};
|
|
103
|
-
}
|
|
104
|
-
}
|
|
105
|
-
let totalTakenQuoteAmount = 0n;
|
|
106
|
-
const ticks = depths
|
|
107
|
-
.sort((a, b) => Number(b.tick) - Number(a.tick))
|
|
108
|
-
.map((depth) => depth.tick);
|
|
109
|
-
let index = 0;
|
|
110
|
-
let tick = ticks[index];
|
|
111
|
-
while (tick > -8388608n) {
|
|
112
|
-
if (limitPrice > (0, tick_1.toPrice)(tick)) {
|
|
113
|
-
break;
|
|
114
|
-
}
|
|
115
|
-
const currentDepth = depths.find((depth) => depth.tick === tick);
|
|
116
|
-
const currentBook = this.books.find((book) => book.id === BigInt(currentDepth.bookId));
|
|
117
|
-
let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
|
|
118
|
-
? fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountOut - totalTakenQuoteAmount, true)
|
|
119
|
-
: amountOut - totalTakenQuoteAmount;
|
|
120
|
-
maxAmount = (0, math_1.divide)(maxAmount, currentBook.unit, true);
|
|
121
|
-
if (maxAmount === 0n) {
|
|
122
|
-
break;
|
|
123
|
-
}
|
|
124
|
-
let quoteAmount = (currentDepth.rawAmount > maxAmount
|
|
125
|
-
? maxAmount
|
|
126
|
-
: currentDepth.rawAmount) * currentBook.unit;
|
|
127
|
-
let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
|
|
128
|
-
if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
|
|
129
|
-
quoteAmount =
|
|
130
|
-
quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
|
|
131
|
-
}
|
|
132
|
-
else {
|
|
133
|
-
baseAmount =
|
|
134
|
-
baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
|
|
135
|
-
}
|
|
136
|
-
if (quoteAmount === 0n) {
|
|
137
|
-
break;
|
|
138
|
-
}
|
|
139
|
-
takeResult[currentDepth.bookId].takenAmount += quoteAmount;
|
|
140
|
-
takeResult[currentDepth.bookId].spendAmount += baseAmount;
|
|
141
|
-
totalTakenQuoteAmount += quoteAmount;
|
|
142
|
-
if (amountOut <= totalTakenQuoteAmount) {
|
|
143
|
-
break;
|
|
144
|
-
}
|
|
145
|
-
if (ticks.length === index + 1) {
|
|
146
|
-
break;
|
|
147
|
-
}
|
|
148
|
-
index++;
|
|
149
|
-
tick = ticks[index];
|
|
150
|
-
}
|
|
151
|
-
return Object.fromEntries(Object.entries(takeResult).filter(([, value]) => value.spendAmount > 0 && value.takenAmount > 0));
|
|
152
|
-
};
|
|
153
|
-
spendInner = ({ depths, // only bid orders
|
|
154
|
-
limitPrice, amountIn, // base
|
|
155
|
-
}) => {
|
|
156
|
-
if (depths.length === 0) {
|
|
157
|
-
return {};
|
|
158
|
-
}
|
|
159
|
-
const spendResult = {};
|
|
160
|
-
for (const depth of depths) {
|
|
161
|
-
if (!spendResult[depth.bookId]) {
|
|
162
|
-
spendResult[depth.bookId] = {
|
|
163
|
-
takenAmount: 0n,
|
|
164
|
-
spendAmount: 0n,
|
|
165
|
-
};
|
|
166
|
-
}
|
|
167
|
-
}
|
|
168
|
-
let totalSpendBaseAmount = 0n;
|
|
169
|
-
const ticks = depths
|
|
170
|
-
.sort((a, b) => Number(b.tick) - Number(a.tick))
|
|
171
|
-
.map((depth) => depth.tick);
|
|
172
|
-
let index = 0;
|
|
173
|
-
let tick = ticks[index];
|
|
174
|
-
while (totalSpendBaseAmount <= amountIn && tick > -8388608n) {
|
|
175
|
-
if (limitPrice > (0, tick_1.toPrice)(tick)) {
|
|
176
|
-
break;
|
|
177
|
-
}
|
|
178
|
-
const currentDepth = depths.find((depth) => depth.tick === tick);
|
|
179
|
-
const currentBook = this.books.find((book) => book.id === BigInt(currentDepth.bookId));
|
|
180
|
-
let maxAmount = fee_1.TAKER_DEFAULT_POLICY.usesQuote
|
|
181
|
-
? amountIn - totalSpendBaseAmount
|
|
182
|
-
: fee_1.TAKER_DEFAULT_POLICY.calculateOriginalAmount(amountIn - totalSpendBaseAmount, false);
|
|
183
|
-
maxAmount = (0, decimals_1.baseToQuote)(tick, maxAmount, false) / currentBook.unit;
|
|
184
|
-
if (maxAmount === 0n) {
|
|
185
|
-
break;
|
|
186
|
-
}
|
|
187
|
-
let quoteAmount = (currentDepth.rawAmount > maxAmount
|
|
188
|
-
? maxAmount
|
|
189
|
-
: currentDepth.rawAmount) * currentBook.unit;
|
|
190
|
-
let baseAmount = (0, decimals_1.quoteToBase)(tick, quoteAmount, true);
|
|
191
|
-
if (fee_1.TAKER_DEFAULT_POLICY.usesQuote) {
|
|
192
|
-
quoteAmount =
|
|
193
|
-
quoteAmount - fee_1.TAKER_DEFAULT_POLICY.calculateFee(quoteAmount, false);
|
|
194
|
-
}
|
|
195
|
-
else {
|
|
196
|
-
baseAmount =
|
|
197
|
-
baseAmount + fee_1.TAKER_DEFAULT_POLICY.calculateFee(baseAmount, false);
|
|
198
|
-
}
|
|
199
|
-
if (baseAmount === 0n) {
|
|
200
|
-
break;
|
|
201
|
-
}
|
|
202
|
-
spendResult[currentDepth.bookId].takenAmount += quoteAmount;
|
|
203
|
-
spendResult[currentDepth.bookId].spendAmount += baseAmount;
|
|
204
|
-
totalSpendBaseAmount += baseAmount;
|
|
205
|
-
if (ticks.length === index + 1) {
|
|
206
|
-
break;
|
|
207
|
-
}
|
|
208
|
-
index++;
|
|
209
|
-
tick = ticks[index];
|
|
210
|
-
}
|
|
211
|
-
return Object.fromEntries(Object.entries(spendResult).filter(([, value]) => value.spendAmount > 0 && value.takenAmount > 0));
|
|
212
|
-
};
|
|
213
277
|
}
|
|
214
278
|
exports.Market = Market;
|
|
215
279
|
//# sourceMappingURL=market.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/model/market.ts"],"names":[],"mappings":";;;AAAA,+BAAqC;AAErC,4CAA6C;AAE7C,wCAAoD;AACpD,4CAA6C;AAC7C,0CAA6E;AAC7E,wCAAsC;AACtC,gDAA4D;AAM5D,MAAa,MAAM;
|
|
1
|
+
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/model/market.ts"],"names":[],"mappings":";;;AAAA,+BAAqC;AAErC,4CAA6C;AAE7C,wCAAoD;AACpD,4CAA6C;AAC7C,0CAA6E;AAC7E,wCAAsC;AACtC,gDAA4D;AAM5D,MAAa,MAAM;IAajB,YAAY,EACV,OAAO,EACP,MAAM,EACN,KAAK,GAKN;QApBQ;;;;mBAAW,CAAC,MAAM,CAAC,0BAAoB,CAAC,IAAI,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG;WAAA;QAC1D;;;;mBAAW,CAAC,MAAM,CAAC,0BAAoB,CAAC,IAAI,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG;WAAA;QAEnE;;;;;WAAU;QACV;;;;;WAAe;QACf;;;;;WAAc;QACd;;;;;WAAa;QACb;;;;;WAAoB;QACpB;;;;;WAAa;QACb;;;;;WAAoB;QACZ;;;;;WAAa;QAoErB;;;;mBAAO,CAAC,EACN,SAAS,EACT,UAAU,EACV,SAAS,GAKV,EAAE,EAAE;gBACH,IAAI,SAAS,EAAE,CAAC;oBACd,MAAM,SAAS,GAAG,IAAI,CAAC,KAAK;yBACzB,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CACf,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CACvD;yBACA,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;oBACjC,OAAO,IAAI,CAAC,SAAS,CAAC,EAAE,MAAM,EAAE,SAAS,EAAE,UAAU,EAAE,SAAS,EAAE,CAAC,CAAA;gBACrE,CAAC;qBAAM,CAAC;oBACN,MAAM,SAAS,GAAG,IAAI,CAAC,KAAK;yBACzB,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;yBACvE,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;oBACjC,OAAO,IAAI,CAAC,SAAS,CAAC;wBACpB,MAAM,EAAE,SAAS;wBACjB,UAAU,EAAE,IAAA,kBAAW,EAAC,UAAU,CAAC;wBACnC,SAAS;qBACV,CAAC,CAAA;gBACJ,CAAC;YACH,CAAC;WAAA;QAED;;;;mBAAQ,CAAC,EACP,SAAS,EACT,UAAU,EACV,QAAQ,GAKT,EAAE,EAAE;gBACH,IAAI,SAAS,EAAE,CAAC;oBACd,MAAM,SAAS,GAAG,IAAI,CAAC,KAAK;yBACzB,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CACf,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CACvD;yBACA,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;oBACjC,OAAO,IAAI,CAAC,UAAU,CAAC,EAAE,MAAM,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE,CAAC,CAAA;gBACrE,CAAC;qBAAM,CAAC;oBACN,MAAM,SAAS,GAAG,IAAI,CAAC,KAAK;yBACzB,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;yBACvE,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;oBACjC,OAAO,IAAI,CAAC,UAAU,CAAC;wBACrB,MAAM,EAAE,SAAS;wBACjB,UAAU,EAAE,IAAA,kBAAW,EAAC,UAAU,CAAC;wBACnC,QAAQ;qBACT,CAAC,CAAA;gBACJ,CAAC;YACH,CAAC;WAAA;QAEO;;;;mBAAY,CAAC,EACnB,MAAM,EACN,UAAU,EACV,SAAS,GAKV,EAAE,EAAE;gBACH,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;oBACxB,OAAO,EAAE,CAAA;gBACX,CAAC;gBACD,MAAM,UAAU,GAKZ,EAAE,CAAA;gBACN,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;oBAC3B,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC;wBAC9B,UAAU,CAAC,KAAK,CAAC,MAAM,CAAC,GAAG;4BACzB,WAAW,EAAE,EAAE;4BACf,WAAW,EAAE,EAAE;yBAChB,CAAA;oBACH,CAAC;gBACH,CAAC;gBACD,IAAI,qBAAqB,GAAG,EAAE,CAAA;gBAE9B,MAAM,KAAK,GAAG,MAAM;qBACjB,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,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAE,CAAA;oBACjE,MAAM,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CACjC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,EAAE,KAAK,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,CACjD,CAAA;oBACF,IAAI,SAAS,GAAG,0BAAoB,CAAC,SAAS;wBAC5C,CAAC,CAAC,0BAAoB,CAAC,uBAAuB,CAC1C,SAAS,GAAG,qBAAqB,EACjC,IAAI,CACL;wBACH,CAAC,CAAC,SAAS,GAAG,qBAAqB,CAAA;oBACrC,SAAS,GAAG,IAAA,aAAM,EAAC,SAAS,EAAE,WAAW,CAAC,IAAI,EAAE,IAAI,CAAC,CAAA;oBAErD,IAAI,SAAS,KAAK,EAAE,EAAE,CAAC;wBACrB,MAAK;oBACP,CAAC;oBACD,IAAI,WAAW,GACb,CAAC,YAAY,CAAC,SAAS,GAAG,SAAS;wBACjC,CAAC,CAAC,SAAS;wBACX,CAAC,CAAC,YAAY,CAAC,SAAS,CAAC,GAAG,WAAW,CAAC,IAAI,CAAA;oBAChD,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,UAAU,CAAC,YAAY,CAAC,MAAM,CAAE,CAAC,WAAW,IAAI,WAAW,CAAA;oBAC3D,UAAU,CAAC,YAAY,CAAC,MAAM,CAAE,CAAC,WAAW,IAAI,UAAU,CAAA;oBAC1D,qBAAqB,IAAI,WAAW,CAAA;oBACpC,IAAI,SAAS,IAAI,qBAAqB,EAAE,CAAC;wBACvC,MAAK;oBACP,CAAC;oBACD,IAAI,KAAK,CAAC,MAAM,KAAK,KAAK,GAAG,CAAC,EAAE,CAAC;wBAC/B,MAAK;oBACP,CAAC;oBACD,KAAK,EAAE,CAAA;oBACP,IAAI,GAAG,KAAK,CAAC,KAAK,CAAE,CAAA;gBACtB,CAAC;gBACD,OAAO,MAAM,CAAC,WAAW,CACvB,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,MAAM,CAC/B,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,WAAW,GAAG,CAAC,IAAI,KAAK,CAAC,WAAW,GAAG,CAAC,CAC9D,CACF,CAAA;YACH,CAAC;WAAA;QAEO;;;;mBAAa,CAAC,EACpB,MAAM,EACN,UAAU,EACV,QAAQ,GAKT,EAAE,EAAE;gBACH,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;oBACxB,OAAO,EAAE,CAAA;gBACX,CAAC;gBACD,MAAM,WAAW,GAKb,EAAE,CAAA;gBACN,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;oBAC3B,IAAI,CAAC,WAAW,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC;wBAC/B,WAAW,CAAC,KAAK,CAAC,MAAM,CAAC,GAAG;4BAC1B,WAAW,EAAE,EAAE;4BACf,WAAW,EAAE,EAAE;yBAChB,CAAA;oBACH,CAAC;gBACH,CAAC;gBACD,IAAI,oBAAoB,GAAG,EAAE,CAAA;gBAE7B,MAAM,KAAK,GAAG,MAAM;qBACjB,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,oBAAoB,IAAI,QAAQ,IAAI,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;oBAC5D,IAAI,UAAU,GAAG,IAAA,cAAO,EAAC,IAAI,CAAC,EAAE,CAAC;wBAC/B,MAAK;oBACP,CAAC;oBACD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,KAAK,IAAI,CAAE,CAAA;oBACjE,MAAM,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CACjC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,EAAE,KAAK,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,CACjD,CAAA;oBACF,IAAI,SAAS,GAAG,0BAAoB,CAAC,SAAS;wBAC5C,CAAC,CAAC,QAAQ,GAAG,oBAAoB;wBACjC,CAAC,CAAC,0BAAoB,CAAC,uBAAuB,CAC1C,QAAQ,GAAG,oBAAoB,EAC/B,KAAK,CACN,CAAA;oBACL,SAAS,GAAG,IAAA,sBAAW,EAAC,IAAI,EAAE,SAAS,EAAE,KAAK,CAAC,GAAG,WAAW,CAAC,IAAI,CAAA;oBAElE,IAAI,SAAS,KAAK,EAAE,EAAE,CAAC;wBACrB,MAAK;oBACP,CAAC;oBACD,IAAI,WAAW,GACb,CAAC,YAAY,CAAC,SAAS,GAAG,SAAS;wBACjC,CAAC,CAAC,SAAS;wBACX,CAAC,CAAC,YAAY,CAAC,SAAS,CAAC,GAAG,WAAW,CAAC,IAAI,CAAA;oBAChD,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,WAAW,CAAC,YAAY,CAAC,MAAM,CAAE,CAAC,WAAW,IAAI,WAAW,CAAA;oBAC5D,WAAW,CAAC,YAAY,CAAC,MAAM,CAAE,CAAC,WAAW,IAAI,UAAU,CAAA;oBAC3D,oBAAoB,IAAI,UAAU,CAAA;oBAClC,IAAI,KAAK,CAAC,MAAM,KAAK,KAAK,GAAG,CAAC,EAAE,CAAC;wBAC/B,MAAK;oBACP,CAAC;oBACD,KAAK,EAAE,CAAA;oBACP,IAAI,GAAG,KAAK,CAAC,KAAK,CAAE,CAAA;gBACtB,CAAC;gBACD,OAAO,MAAM,CAAC,WAAW,CACvB,MAAM,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,MAAM,CAChC,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,WAAW,GAAG,CAAC,IAAI,KAAK,CAAC,WAAW,GAAG,CAAC,CAC9D,CACF,CAAA;YACH,CAAC;WAAA;QA1RC,MAAM,EAAE,QAAQ,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,GAAG,IAAA,oBAAW,EACnE,OAAO,EACP,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,OAAO,CAAC,CACrC,CAAA;QACD,IAAI,CAAC,EAAE,GAAG,QAAQ,CAAA;QAClB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CACjC,IAAA,qBAAc,EAAC,KAAK,CAAC,OAAO,EAAE,iBAAkB,CAAC,CACjD,CAAA;QACF,IAAI,CAAC,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CAChC,IAAA,qBAAc,EAAC,KAAK,CAAC,OAAO,EAAE,gBAAiB,CAAC,CAChD,CAAA;QAEF,IAAI,CAAC,IAAI,GAAG,KAAK;aACd,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;aACxE,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,GAAG,CACF,CAAC,KAAK,EAAE,EAAE,CACR,CAAC;YACC,KAAK,EAAE,IAAA,oBAAW,EAChB,IAAA,cAAO,EAAC,KAAK,CAAC,IAAI,CAAC,EACnB,IAAI,CAAC,KAAK,CAAC,QAAQ,EACnB,IAAI,CAAC,IAAI,CAAC,QAAQ,CACnB;YACD,UAAU,EAAE,IAAA,sBAAW,EACrB,KAAK,CAAC,IAAI,EACV,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,IAAI,EAC5B,KAAK,CACN;SACF,CAAU,CACd,CAAA;QACH,IAAI,CAAC,WAAW;YACd,KAAK,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CACpB,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CACvD,CAAC,MAAM,GAAG,CAAC,CAAA;QACd,IAAI,CAAC,IAAI,GAAG,KAAK;aACd,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;aACvE,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE;YACb,MAAM,KAAK,GAAG,IAAA,kBAAW,EAAC,IAAA,cAAO,EAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA;YAC9C,MAAM,aAAa,GAAG,IAAA,oBAAW,EAC/B,KAAK,EACL,IAAI,CAAC,KAAK,CAAC,QAAQ,EACnB,IAAI,CAAC,IAAI,CAAC,QAAQ,CACnB,CAAA;YACD,MAAM,UAAU,GAAG,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,IAAI,CAAA;YAC/C,OAAO;gBACL,KAAK,EAAE,aAAa;gBACpB,UAAU;aACF,CAAA;QACZ,CAAC,CAAC,CAAA;QACJ,IAAI,CAAC,WAAW;YACd,KAAK,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CACpB,IAAA,qBAAc,EAAC,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CACtD,CAAC,MAAM,GAAG,CAAC,CAAA;QACd,IAAI,CAAC,KAAK,GAAG,KAAK,CAAA;IACpB,CAAC;CAoOF;AAjTD,wBAiTC"}
|
package/dist/cjs/package.json
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"type":"commonjs"}
|
|
1
|
+
{"type":"commonjs"}
|
package/dist/cjs/signature.js
CHANGED
|
@@ -53,39 +53,6 @@ const _abi = [
|
|
|
53
53
|
type: 'function',
|
|
54
54
|
},
|
|
55
55
|
];
|
|
56
|
-
/**
|
|
57
|
-
* Signs an ERC20 permit using EIP-712 encoding.
|
|
58
|
-
*
|
|
59
|
-
* @param {CHAIN_IDS} chainId The chain ID.
|
|
60
|
-
* @param {HDAccount | PrivateKeyAccount} account The Ethereum account used for signing using
|
|
61
|
-
* [viem - Local Accounts (Private Key, Mnemonic, etc)](https://viem.sh/docs/accounts/local#local-accounts-private-key-mnemonic-etc).
|
|
62
|
-
* @param {`0x${string}`} token The ERC20 token address.
|
|
63
|
-
* @param {string} amount The amount of tokens to permit.
|
|
64
|
-
* @param options
|
|
65
|
-
* @param options.rpcUrl The RPC URL of the blockchain.
|
|
66
|
-
* @returns {Promise<PermitSignature>} Promise resolving to the permit signature.
|
|
67
|
-
* @example
|
|
68
|
-
* import { signERC20Permit } from '@clober/v2-sdk'
|
|
69
|
-
* import { privateKeyToAccount } from 'viem/accounts'
|
|
70
|
-
*
|
|
71
|
-
* const { deadline, r, s, v } = await signERC20Permit(
|
|
72
|
-
* 421614,
|
|
73
|
-
* privateKeyToAccount('0x...')
|
|
74
|
-
* '0x00bfd44e79fb7f6dd5887a9426c8ef85a0cd23e0',
|
|
75
|
-
* '1000.123', // spend 1000.123 USDC
|
|
76
|
-
* )
|
|
77
|
-
*
|
|
78
|
-
* @example
|
|
79
|
-
* import { signERC20Permit } from '@clober/v2-sdk'
|
|
80
|
-
* import { mnemonicToAccount } from 'viem/accounts'
|
|
81
|
-
*
|
|
82
|
-
* const { deadline, r, s, v } = await signERC20Permit(
|
|
83
|
-
* 421614,
|
|
84
|
-
* mnemonicToAccount('legal ...')
|
|
85
|
-
* '0x00bfd44e79fb7f6dd5887a9426c8ef85a0cd23e0',
|
|
86
|
-
* '1000.123', // spend 1000.123 USDC
|
|
87
|
-
* )
|
|
88
|
-
*/
|
|
89
56
|
const signERC20Permit = async (chainId, account, token, amount, options) => {
|
|
90
57
|
const currency = await (0, currency_1.fetchCurrency)(chainId, token, options?.rpcUrl);
|
|
91
58
|
const spender = addresses_1.CONTRACT_ADDRESSES[chainId].Controller;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"signature.js","sourceRoot":"","sources":["../../src/signature.ts"],"names":[],"mappings":";;;AAAA,+BASa;AAEb,6CAAwD;AACxD,uCAA4D;AAC5D,qDAA0D;AAC1D,8CAA+C;AAG/C,MAAM,IAAI,GAAG;IACX;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,SAAS;QACf,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,OAAO;gBACb,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,QAAQ;QACd,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,MAAM;QACZ,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;CACO,CAAA;
|
|
1
|
+
{"version":3,"file":"signature.js","sourceRoot":"","sources":["../../src/signature.ts"],"names":[],"mappings":";;;AAAA,+BASa;AAEb,6CAAwD;AACxD,uCAA4D;AAC5D,qDAA0D;AAC1D,8CAA+C;AAG/C,MAAM,IAAI,GAAG;IACX;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,SAAS;QACf,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,OAAO;gBACb,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,QAAQ;QACd,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,MAAM;QACZ,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;CACO,CAAA;AAmCH,MAAM,eAAe,GAAG,KAAK,EAClC,OAAkB,EAClB,OAAsC,EACtC,KAAoB,EACpB,MAAc,EACd,OAEC,EACyB,EAAE;IAC5B,MAAM,QAAQ,GAAG,MAAM,IAAA,wBAAa,EAAC,OAAO,EAAE,KAAK,EAAE,OAAO,EAAE,MAAM,CAAC,CAAA;IACrE,MAAM,OAAO,GAAG,8BAAkB,CAAC,OAAO,CAAE,CAAC,UAAU,CAAA;IACvD,MAAM,YAAY,GAAG,IAAA,yBAAkB,EAAC;QACtC,KAAK,EAAE,iBAAS,CAAC,OAAO,CAAC;QACzB,SAAS,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,IAAA,WAAI,GAAE;KAC3D,CAAC,CAAA;IACF,MAAM,KAAK,GAAG,IAAA,iBAAU,EAAC,MAAM,EAAE,QAAQ,CAAC,QAAQ,CAAC,CAAA;IACnD,MAAM,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,EAAE,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC,GAC9D,MAAM,YAAY,CAAC,SAAS,CAAC;QAC3B,YAAY,EAAE,IAAI;QAClB,SAAS,EAAE;YACT;gBACE,OAAO,EAAE,KAAK;gBACd,GAAG,EAAE,IAAI;gBACT,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC;aACxB;YACD;gBACE,OAAO,EAAE,KAAK;gBACd,GAAG,EAAE,IAAI;gBACT,YAAY,EAAE,SAAS;aACxB;YACD;gBACE,OAAO,EAAE,KAAK;gBACd,GAAG,EAAE,IAAI;gBACT,YAAY,EAAE,MAAM;aACrB;SACF;KACF,CAAC,CAAA;IAEJ,IAAI,KAAK,KAAK,SAAS,IAAI,CAAC,IAAI,EAAE,CAAC;QACjC,OAAO;YACL,CAAC,EAAE,eAAQ;YACX,CAAC,EAAE,eAAQ;YACX,CAAC,EAAE,CAAC;YACJ,QAAQ,EAAE,EAAE;SACb,CAAA;IACH,CAAC;IACD,MAAM,QAAQ,GAAG,IAAA,oCAA6B,GAAE,CAAA;IAChD,MAAM,IAAI,GAAG;QACX,MAAM,EAAE;YACN,IAAI,EAAE,IAAI;YACV,OAAO,EAAE,CAAC,OAAO,IAAI,GAAG,CAAC,CAAC,QAAQ,EAAE;YACpC,OAAO,EAAE,MAAM,CAAC,OAAO,CAAC;YACxB,iBAAiB,EAAE,QAAQ,CAAC,OAAO;SACpC;QACD,OAAO,EAAE;YACP,KAAK,EAAE,OAAO,CAAC,OAAO;YACtB,OAAO;YACP,KAAK;YACL,KAAK;YACL,QAAQ;SACT;QACD,WAAW,EAAE,QAAQ;QACrB,KAAK,EAAE;YACL,MAAM,EAAE;gBACN,EAAE,IAAI,EAAE,OAAO,EAAE,IAAI,EAAE,SAAS,EAAE;gBAClC,EAAE,IAAI,EAAE,SAAS,EAAE,IAAI,EAAE,SAAS,EAAE;gBACpC,EAAE,IAAI,EAAE,OAAO,EAAE,IAAI,EAAE,SAAS,EAAE;gBAClC,EAAE,IAAI,EAAE,OAAO,EAAE,IAAI,EAAE,SAAS,EAAE;gBAClC,EAAE,IAAI,EAAE,UAAU,EAAE,IAAI,EAAE,SAAS,EAAE;aACtC;YACD,YAAY,EAAE;gBACZ,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAChC,EAAE,IAAI,EAAE,SAAS,EAAE,IAAI,EAAE,QAAQ,EAAE;gBACnC,EAAE,IAAI,EAAE,SAAS,EAAE,IAAI,EAAE,SAAS,EAAE;gBACpC,EAAE,IAAI,EAAE,mBAAmB,EAAE,IAAI,EAAE,SAAS,EAAE;aAC/C;SACF;KACO,CAAA;IACV,MAAM,SAAS,GAAG,MAAM,OAAO,CAAC,aAAa,CAAC;QAC5C,GAAG,IAAI;KACR,CAAC,CAAA;IACF,MAAM,KAAK,GAAG,MAAM,IAAA,sBAAe,EAAC;QAClC,GAAG,IAAI;QACP,SAAS;QACT,OAAO,EAAE,OAAO,CAAC,OAAO;KACzB,CAAC,CAAA;IACF,IAAI,CAAC,KAAK,EAAE,CAAC;QACX,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAA;IACtC,CAAC;IACD,MAAM,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,GAAG,IAAA,qBAAc,EAAC,SAAS,CAAC,CAAA;IAC7C,OAAO;QACL,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC;QACZ,CAAC;QACD,CAAC;QACD,QAAQ;KACT,CAAA;AACH,CAAC,CAAA;AAjGY,QAAA,eAAe,mBAiG3B"}
|
package/dist/cjs/utils/market.js
CHANGED
|
@@ -8,7 +8,6 @@ const getMarketId = (chainId, tokenAddresses) => {
|
|
|
8
8
|
throw new Error('Invalid token pair');
|
|
9
9
|
}
|
|
10
10
|
tokenAddresses = tokenAddresses.map((address) => (0, viem_1.getAddress)(address));
|
|
11
|
-
// include stable coin
|
|
12
11
|
const stable = tokenAddresses.find((address) => {
|
|
13
12
|
return currency_1.STABLE_COIN_ADDRESSES[chainId].map((addresses) => (0, viem_1.getAddress)(addresses)).some((addresses) => addresses.includes(address));
|
|
14
13
|
});
|
|
@@ -20,7 +19,6 @@ const getMarketId = (chainId, tokenAddresses) => {
|
|
|
20
19
|
baseTokenAddress: other,
|
|
21
20
|
};
|
|
22
21
|
}
|
|
23
|
-
// include eth
|
|
24
22
|
const eth = tokenAddresses.find((address) => (0, viem_1.isAddressEqual)(address, viem_1.zeroAddress));
|
|
25
23
|
if (eth) {
|
|
26
24
|
const other = tokenAddresses.find((address) => !(0, viem_1.isAddressEqual)(address, viem_1.zeroAddress));
|
|
@@ -30,7 +28,6 @@ const getMarketId = (chainId, tokenAddresses) => {
|
|
|
30
28
|
baseTokenAddress: other,
|
|
31
29
|
};
|
|
32
30
|
}
|
|
33
|
-
// include weth
|
|
34
31
|
const weth = tokenAddresses.find((address) => {
|
|
35
32
|
return currency_1.WETH_ADDRESSES[chainId].map((addresses) => (0, viem_1.getAddress)(addresses)).some((addresses) => addresses.includes(address));
|
|
36
33
|
});
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/utils/market.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAE9D,oDAA6E;AAGtE,MAAM,WAAW,GAAG,CACzB,OAAkB,EAClB,cAA+B,EAK/B,EAAE;IACF,IAAI,cAAc,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAChC,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAA;IACvC,CAAC;IACD,cAAc,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAA,iBAAU,EAAC,OAAO,CAAC,CAAC,CAAA;
|
|
1
|
+
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/utils/market.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAE9D,oDAA6E;AAGtE,MAAM,WAAW,GAAG,CACzB,OAAkB,EAClB,cAA+B,EAK/B,EAAE;IACF,IAAI,cAAc,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAChC,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAA;IACvC,CAAC;IACD,cAAc,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAA,iBAAU,EAAC,OAAO,CAAC,CAAC,CAAA;IAGrE,MAAM,MAAM,GAAG,cAAc,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;QAC7C,OAAO,gCAAqB,CAAC,OAAO,CAAE,CAAC,GAAG,CAAC,CAAC,SAAS,EAAE,EAAE,CACvD,IAAA,iBAAU,EAAC,SAAS,CAAC,CACtB,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAA;IACpD,CAAC,CAAC,CAAA;IACF,IAAI,MAAM,EAAE,CAAC;QACX,MAAM,KAAK,GAAG,cAAc,CAAC,IAAI,CAC/B,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,IAAA,qBAAc,EAAC,OAAO,EAAE,MAAM,CAAC,CAC7C,CAAA;QACF,OAAO;YACL,QAAQ,EAAE,GAAG,KAAK,IAAI,MAAM,EAAE;YAC9B,iBAAiB,EAAE,MAAM;YACzB,gBAAgB,EAAE,KAAK;SACxB,CAAA;IACH,CAAC;IAGD,MAAM,GAAG,GAAG,cAAc,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,CAC1C,IAAA,qBAAc,EAAC,OAAO,EAAE,kBAAW,CAAC,CACrC,CAAA;IACD,IAAI,GAAG,EAAE,CAAC;QACR,MAAM,KAAK,GAAG,cAAc,CAAC,IAAI,CAC/B,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,IAAA,qBAAc,EAAC,OAAO,EAAE,kBAAW,CAAC,CAClD,CAAA;QACF,OAAO;YACL,QAAQ,EAAE,GAAG,KAAK,IAAI,GAAG,EAAE;YAC3B,iBAAiB,EAAE,GAAG;YACtB,gBAAgB,EAAE,KAAK;SACxB,CAAA;IACH,CAAC;IAGD,MAAM,IAAI,GAAG,cAAc,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;QAC3C,OAAO,yBAAc,CAAC,OAAO,CAAE,CAAC,GAAG,CAAC,CAAC,SAAS,EAAE,EAAE,CAChD,IAAA,iBAAU,EAAC,SAAS,CAAC,CACtB,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAA;IACpD,CAAC,CAAC,CAAA;IACF,IAAI,IAAI,EAAE,CAAC;QACT,MAAM,KAAK,GAAG,cAAc,CAAC,IAAI,CAC/B,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,IAAA,qBAAc,EAAC,OAAO,EAAE,IAAI,CAAC,CAC3C,CAAA;QACF,OAAO;YACL,QAAQ,EAAE,GAAG,KAAK,IAAI,IAAI,EAAE;YAC5B,iBAAiB,EAAE,IAAI;YACvB,gBAAgB,EAAE,KAAK;SACxB,CAAA;IACH,CAAC;IAED,MAAM,OAAO,GAAG,cAAc,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,CAAA;IACjE,OAAO;QACL,QAAQ,EAAE,GAAG,OAAO,CAAC,CAAC,CAAC,IAAI,OAAO,CAAC,CAAC,CAAC,EAAE;QACvC,iBAAiB,EAAE,OAAO,CAAC,CAAC,CAAE;QAC9B,gBAAgB,EAAE,OAAO,CAAC,CAAC,CAAE;KAC9B,CAAA;AACH,CAAC,CAAA;AApEY,QAAA,WAAW,eAoEvB"}
|
package/dist/cjs/utils/math.js
CHANGED
|
@@ -28,32 +28,17 @@ const lnWad = (x) => {
|
|
|
28
28
|
const shr = (x, y) => y >> x;
|
|
29
29
|
const sar = (x, y) => y >> x;
|
|
30
30
|
const byte = (i, x) => (x >> (248n - i * 8n)) & 0xffn;
|
|
31
|
-
// We want to convert `x` from `10**18` fixed point to `2**96` fixed point.
|
|
32
|
-
// We do this by multiplying by `2**96 / 10**18`. But since
|
|
33
|
-
// `ln(x * C) = ln(x) + ln(C)`, we can simply do nothing here
|
|
34
|
-
// and add `ln(2**96 / 10**18)` at the end.
|
|
35
|
-
// Compute `k = log2(x) - 96`, `r = 159 - k = 255 - log2(x) = 255 ^ log2(x)`.
|
|
36
31
|
let r = shl(7n, lt(0xffffffffffffffffffffffffffffffffn, x));
|
|
37
32
|
r = or(r, shl(6n, lt(0xffffffffffffffffn, shr(r, x))));
|
|
38
33
|
r = or(r, shl(5n, lt(0xffffffffn, shr(r, x))));
|
|
39
34
|
r = or(r, shl(4n, lt(0xffffn, shr(r, x))));
|
|
40
35
|
r = or(r, shl(3n, lt(0xffn, shr(r, x))));
|
|
41
|
-
// forgefmt: disable-next-item
|
|
42
36
|
r = xor(r, byte(and(0x1fn, shr(shr(r, x), 0x8421084210842108cc6318c6db6d54ben)), 0xf8f9f9faf9fdfafbf9fdfcfdfafbfcfef9fafdfafcfcfbfefafafcfbffffffffn));
|
|
43
|
-
// Reduce range of x to (1, 2) * 2**96
|
|
44
|
-
// ln(2^k * x) = k * ln(2) + ln(x)
|
|
45
37
|
x = shr(159n, shl(r, x));
|
|
46
|
-
|
|
47
|
-
// `p` is made monic, we will multiply by a scale factor later.
|
|
48
|
-
// forgefmt: disable-next-item
|
|
49
|
-
let p = sub(
|
|
50
|
-
// This heavily nested expression is to avoid stack-too-deep for via-ir.
|
|
51
|
-
sar(96n, mul(add(43456485725739037958740375743393n, sar(96n, mul(add(24828157081833163892658089445524n, sar(96n, mul(add(3273285459638523848632254066296n, x), x))), x))), x)), 11111509109440967052023855526967n);
|
|
38
|
+
let p = sub(sar(96n, mul(add(43456485725739037958740375743393n, sar(96n, mul(add(24828157081833163892658089445524n, sar(96n, mul(add(3273285459638523848632254066296n, x), x))), x))), x)), 11111509109440967052023855526967n);
|
|
52
39
|
p = sub(sar(96n, mul(p, x)), 45023709667254063763336534515857n);
|
|
53
40
|
p = sub(sar(96n, mul(p, x)), 14706773417378608786704636184526n);
|
|
54
41
|
p = sub(mul(p, x), shl(96n, 795164235651350426258249787498n));
|
|
55
|
-
// We leave `p` in `2**192` basis so we don't need to scale it back up for the division.
|
|
56
|
-
// `q` is monic by convention.
|
|
57
42
|
let q = add(5573035233440673466300451813936n, x);
|
|
58
43
|
q = add(71694874799317883764090561454958n, sar(96n, mul(x, q)));
|
|
59
44
|
q = add(283447036172924575727196451306956n, sar(96n, mul(x, q)));
|
|
@@ -61,21 +46,9 @@ const lnWad = (x) => {
|
|
|
61
46
|
q = add(204048457590392012362485061816622n, sar(96n, mul(x, q)));
|
|
62
47
|
q = add(31853899698501571402653359427138n, sar(96n, mul(x, q)));
|
|
63
48
|
q = add(909429971244387300277376558375n, sar(96n, mul(x, q)));
|
|
64
|
-
// `p / q` is in the range `(0, 0.125) * 2**96`.
|
|
65
|
-
// Finalization, we need to:
|
|
66
|
-
// - Multiply by the scale factor `s = 5.549…`.
|
|
67
|
-
// - Add `ln(2**96 / 10**18)`.
|
|
68
|
-
// - Add `k * ln(2)`.
|
|
69
|
-
// - Multiply by `10**18 / 2**96 = 5**18 >> 78`.
|
|
70
|
-
// The q polynomial is known not to have zeros in the domain.
|
|
71
|
-
// No scaling required because p is already `2**96` too large.
|
|
72
49
|
p = sdiv(p, q);
|
|
73
|
-
// Multiply by the scaling factor: `s * 5**18 * 2**96`, base is now `5**18 * 2**192`.
|
|
74
50
|
p = mul(1677202110996718588342820967067443963516166n, p);
|
|
75
|
-
// Add `ln(2) * k * 5**18 * 2**192`.
|
|
76
|
-
// forgefmt: disable-next-item
|
|
77
51
|
p = add(mul(16597577552685614221487285958193947469193820559219878177908093499208371n, sub(159n, r)), p);
|
|
78
|
-
// Base conversion: mul `2**96 / (5**18 * 2**192)`.
|
|
79
52
|
r = sdiv(p, 302231454903657293676544000000000000000000n);
|
|
80
53
|
return r;
|
|
81
54
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"math.js","sourceRoot":"","sources":["../../../src/utils/math.ts"],"names":[],"mappings":";;;AAAO,MAAM,MAAM,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,OAAgB,EAAU,EAAE;IACvE,IAAI,OAAO,EAAE,CAAC;QACZ,IAAI,CAAC,KAAK,EAAE,EAAE,CAAC;YACb,OAAO,EAAE,CAAA;QACX,CAAC;aAAM,CAAC;YACN,OAAO,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,GAAG,EAAE,CAAA;QAC1B,CAAC;IACH,CAAC;SAAM,CAAC;QACN,OAAO,CAAC,GAAG,CAAC,CAAA;IACd,CAAC;AACH,CAAC,CAAA;AAVY,QAAA,MAAM,UAUlB;AAEM,MAAM,KAAK,GAAG,CAAC,CAAS,EAAU,EAAE;IACzC,MAAM,EAAE,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC1C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,IAAI,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC5C,MAAM,EAAE,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,CAAA;IACtD,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAA;IAC5C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAA;IAC5C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAA;IAC5C,MAAM,IAAI,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,KAAK,CAAA;
|
|
1
|
+
{"version":3,"file":"math.js","sourceRoot":"","sources":["../../../src/utils/math.ts"],"names":[],"mappings":";;;AAAO,MAAM,MAAM,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,OAAgB,EAAU,EAAE;IACvE,IAAI,OAAO,EAAE,CAAC;QACZ,IAAI,CAAC,KAAK,EAAE,EAAE,CAAC;YACb,OAAO,EAAE,CAAA;QACX,CAAC;aAAM,CAAC;YACN,OAAO,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,GAAG,EAAE,CAAA;QAC1B,CAAC;IACH,CAAC;SAAM,CAAC;QACN,OAAO,CAAC,GAAG,CAAC,CAAA;IACd,CAAC;AACH,CAAC,CAAA;AAVY,QAAA,MAAM,UAUlB;AAEM,MAAM,KAAK,GAAG,CAAC,CAAS,EAAU,EAAE;IACzC,MAAM,EAAE,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC1C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC3C,MAAM,IAAI,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;IAC5C,MAAM,EAAE,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,CAAA;IACtD,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAA;IAC5C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAA;IAC5C,MAAM,GAAG,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAA;IAC5C,MAAM,IAAI,GAAG,CAAC,CAAS,EAAE,CAAS,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC,GAAG,KAAK,CAAA;IAQrE,IAAI,CAAC,GAAG,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC,mCAAmC,EAAE,CAAC,CAAC,CAAC,CAAA;IAC3D,CAAC,GAAG,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC,mBAAmB,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IACtD,CAAC,GAAG,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC,WAAW,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9C,CAAC,GAAG,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC,OAAO,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAC1C,CAAC,GAAG,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC,KAAK,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAExC,CAAC,GAAG,GAAG,CACL,CAAC,EACD,IAAI,CACF,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,mCAAmC,CAAC,CAAC,EAC/D,mEAAmE,CACpE,CACF,CAAA;IAID,CAAC,GAAG,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAA;IAKxB,IAAI,CAAC,GAAG,GAAG,CAET,GAAG,CACD,GAAG,EACH,GAAG,CACD,GAAG,CACD,iCAAiC,EACjC,GAAG,CACD,GAAG,EACH,GAAG,CACD,GAAG,CACD,iCAAiC,EACjC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,CAAC,gCAAgC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAC3D,EACD,CAAC,CACF,CACF,CACF,EACD,CAAC,CACF,CACF,EACD,iCAAiC,CAClC,CAAA;IACD,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,iCAAiC,CAAC,CAAA;IAC/D,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,iCAAiC,CAAC,CAAA;IAC/D,CAAC,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,CAAC,GAAG,EAAE,+BAA+B,CAAC,CAAC,CAAA;IAI7D,IAAI,CAAC,GAAG,GAAG,CAAC,gCAAgC,EAAE,CAAC,CAAC,CAAA;IAChD,CAAC,GAAG,GAAG,CAAC,iCAAiC,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAC/D,CAAC,GAAG,GAAG,CAAC,kCAAkC,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAChE,CAAC,GAAG,GAAG,CAAC,kCAAkC,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAChE,CAAC,GAAG,GAAG,CAAC,kCAAkC,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAChE,CAAC,GAAG,GAAG,CAAC,iCAAiC,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAC/D,CAAC,GAAG,GAAG,CAAC,+BAA+B,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAY7D,CAAC,GAAG,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA;IAEd,CAAC,GAAG,GAAG,CAAC,4CAA4C,EAAE,CAAC,CAAC,CAAA;IAGxD,CAAC,GAAG,GAAG,CACL,GAAG,CACD,wEAAwE,EACxE,GAAG,CAAC,IAAI,EAAE,CAAC,CAAC,CACb,EACD,CAAC,CACF,CAAA;IAED,CAAC,GAAG,IAAI,CAAC,CAAC,EAAE,2CAA2C,CAAC,CAAA;IAExD,OAAO,CAAC,CAAA;AACV,CAAC,CAAA;AAxGY,QAAA,KAAK,SAwGjB"}
|