@d8x/perpetuals-sdk 2.0.3-alpha → 2.0.5-alpha

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.
Files changed (16) hide show
  1. package/dist/cjs/d8XMath.js +2 -2
  2. package/dist/cjs/d8XMath.js.map +1 -1
  3. package/dist/cjs/liquidatorTool.js +5 -1
  4. package/dist/cjs/liquidatorTool.js.map +1 -1
  5. package/dist/cjs/version.d.ts +1 -1
  6. package/dist/cjs/version.js +1 -1
  7. package/dist/esm/d8XMath.js +2 -2
  8. package/dist/esm/d8XMath.js.map +1 -1
  9. package/dist/esm/liquidatorTool.js +5 -1
  10. package/dist/esm/liquidatorTool.js.map +1 -1
  11. package/dist/esm/version.d.ts +1 -1
  12. package/dist/esm/version.js +1 -1
  13. package/package.json +1 -1
  14. package/src/d8XMath.ts +2 -2
  15. package/src/liquidatorTool.ts +5 -1
  16. package/src/version.ts +1 -1
package/dist/cjs/d8XMath.js CHANGED
@@ -351,7 +351,7 @@ function priceToProb(px) {
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  if (px <= 0) {
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  throw new Error(`Price must be positive: ${px}`);
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  }
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- return Math.log(px);
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+ return px - 1;
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  }
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  exports.priceToProb = priceToProb;
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  /**
@@ -360,7 +360,7 @@ exports.priceToProb = priceToProb;
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  * @returns Perpetual price
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  */
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  function probToPrice(prob) {
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- return Math.exp(prob);
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+ return 1 + prob;
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  }
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  exports.probToPrice = probToPrice;
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  //# sourceMappingURL=d8XMath.js.map
package/dist/cjs/d8XMath.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/cjs/liquidatorTool.js CHANGED
@@ -216,7 +216,11 @@ class LiquidatorTool extends writeAccessHandler_1.default {
216
216
  const pos = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginAccountPositionBC]);
217
217
  const marginbalance = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginBalance]);
218
218
  const coll2quote = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_collateralToQuoteConversion]);
219
- const base2collateral = indexPrices[0] / coll2quote;
219
+ let base2collateral = indexPrices[0] / coll2quote;
220
+ if (this.isPredictionMarket(symbol)) {
221
+ // flat margin rate for prediction markets
222
+ base2collateral = 1;
223
+ }
220
224
  const threshold = Math.abs(pos * base2collateral * maintMgnRate);
221
225
  return marginbalance >= threshold;
222
226
  }
package/dist/cjs/liquidatorTool.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/cjs/version.d.ts CHANGED
@@ -1 +1 @@
1
- export declare const D8X_SDK_VERSION = "2.0.3-alpha";
1
+ export declare const D8X_SDK_VERSION = "2.0.5-alpha";
package/dist/cjs/version.js CHANGED
@@ -1,5 +1,5 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.D8X_SDK_VERSION = void 0;
4
- exports.D8X_SDK_VERSION = "2.0.3-alpha";
4
+ exports.D8X_SDK_VERSION = "2.0.5-alpha";
5
5
  //# sourceMappingURL=version.js.map
package/dist/esm/d8XMath.js CHANGED
@@ -330,7 +330,7 @@ export function priceToProb(px) {
330
330
  if (px <= 0) {
331
331
  throw new Error(`Price must be positive: ${px}`);
332
332
  }
333
- return Math.log(px);
333
+ return px - 1;
334
334
  }
335
335
  /**
336
336
  * Convert a probability to a predictive market price
@@ -338,6 +338,6 @@ export function priceToProb(px) {
338
338
  * @returns Perpetual price
339
339
  */
340
340
  export function probToPrice(prob) {
341
- return Math.exp(prob);
341
+ return 1 + prob;
342
342
  }
343
343
  //# sourceMappingURL=d8XMath.js.map
package/dist/esm/d8XMath.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/esm/liquidatorTool.js CHANGED
@@ -211,7 +211,11 @@ export default class LiquidatorTool extends WriteAccessHandler {
211
211
  const pos = ABK64x64ToFloat(traderState[idx_marginAccountPositionBC]);
212
212
  const marginbalance = ABK64x64ToFloat(traderState[idx_marginBalance]);
213
213
  const coll2quote = ABK64x64ToFloat(traderState[idx_collateralToQuoteConversion]);
214
- const base2collateral = indexPrices[0] / coll2quote;
214
+ let base2collateral = indexPrices[0] / coll2quote;
215
+ if (this.isPredictionMarket(symbol)) {
216
+ // flat margin rate for prediction markets
217
+ base2collateral = 1;
218
+ }
215
219
  const threshold = Math.abs(pos * base2collateral * maintMgnRate);
216
220
  return marginbalance >= threshold;
217
221
  }
package/dist/esm/liquidatorTool.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/esm/version.d.ts CHANGED
@@ -1 +1 @@
1
- export declare const D8X_SDK_VERSION = "2.0.3-alpha";
1
+ export declare const D8X_SDK_VERSION = "2.0.5-alpha";
package/dist/esm/version.js CHANGED
@@ -1,2 +1,2 @@
1
- export const D8X_SDK_VERSION = "2.0.3-alpha";
1
+ export const D8X_SDK_VERSION = "2.0.5-alpha";
2
2
  //# sourceMappingURL=version.js.map
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@d8x/perpetuals-sdk",
3
- "version": "2.0.3-alpha",
3
+ "version": "2.0.5-alpha",
4
4
  "description": "Node TypeScript SDK for D8X Perpetual Futures",
5
5
  "author": "D8X",
6
6
  "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",
package/src/d8XMath.ts CHANGED
@@ -411,7 +411,7 @@ export function priceToProb(px: number) {
411
411
  if (px <= 0) {
412
412
  throw new Error(`Price must be positive: ${px}`);
413
413
  }
414
- return Math.log(px);
414
+ return px - 1;
415
415
  }
416
416
 
417
417
  /**
@@ -420,5 +420,5 @@ export function priceToProb(px: number) {
420
420
  * @returns Perpetual price
421
421
  */
422
422
  export function probToPrice(prob: number) {
423
- return Math.exp(prob);
423
+ return 1 + prob;
424
424
  }
package/src/liquidatorTool.ts CHANGED
@@ -241,7 +241,11 @@ export default class LiquidatorTool extends WriteAccessHandler {
241
241
  const pos = ABK64x64ToFloat(traderState[idx_marginAccountPositionBC]);
242
242
  const marginbalance = ABK64x64ToFloat(traderState[idx_marginBalance]);
243
243
  const coll2quote = ABK64x64ToFloat(traderState[idx_collateralToQuoteConversion]);
244
- const base2collateral = indexPrices[0] / coll2quote;
244
+ let base2collateral = indexPrices[0] / coll2quote;
245
+ if (this.isPredictionMarket(symbol)) {
246
+ // flat margin rate for prediction markets
247
+ base2collateral = 1;
248
+ }
245
249
  const threshold = Math.abs(pos * base2collateral * maintMgnRate);
246
250
  return marginbalance >= threshold;
247
251
  }
package/src/version.ts CHANGED
@@ -1 +1 @@
1
- export const D8X_SDK_VERSION = "2.0.3-alpha";
1
+ export const D8X_SDK_VERSION = "2.0.5-alpha";