@d8x/perpetuals-sdk 2.1.9-alpha2 → 2.1.11-alpha2

package/dist/cjs/d8XMath.js

@@ -459,9 +459,9 @@ function expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate) {
         dsm = (1 - p) * Math.abs(tradeAmt) * tradeMgnRate;
         ds = Math.abs(tradeAmt);
     }
-    const a = Math.max(0, dl + totLong - m * totShort - dsm);
-    const b = Math.max(0, ds + totShort - m * totLong - dlm);
-    return p * (1 - p) * (a + b);
+    const a = dl + totLong - m * totShort - dsm;
+    const b = ds + totShort - m * totLong - dlm;
+    return p * (1 - p) * Math.max(0, a + b);
 }
 exports.expectedLoss = expectedLoss;
 /**

package/dist/cjs/d8XMath.js.map

@@ -1 +1 @@
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package/dist/cjs/marketData.js

@@ -1816,7 +1816,7 @@ class MarketData extends perpetualDataHandler_1.default {
                 let ema;
                 let res = idxPriceMap.get(emaKey);
                 ema = res[0];
-                markPrice = Math.min(Math.max(ema + perp.markPremium, 0), 1);
+                markPrice = Math.min(Math.max(ema + perp.markPremium, 1), 2);
             }
             else {
                 markPrice = perp.indexPrice * (1 + perp.markPremium);

package/dist/cjs/priceFeeds.js

@@ -186,6 +186,14 @@ class PriceFeeds {
         for (let k = 0; k < symbols.length; k++) {
             symMap.set(symbols[k], [prices[k], mktClosed[k]]);
         }
+        // set emas
+        for (const key of feedPrices.keys()) {
+            if (!key.includes(":ema")) {
+                continue;
+            }
+            let p = feedPrices.get(key);
+            symMap.set(key, p);
+        }
         return symMap;
     }
     /**

package/dist/cjs/priceFeeds.js.map

@@ -1 +1 @@
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package/dist/cjs/version.d.ts

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "2.1.9-alpha2";
+export declare const D8X_SDK_VERSION = "2.1.11-alpha2";

package/dist/cjs/version.js

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "2.1.9-alpha2";
+exports.D8X_SDK_VERSION = "2.1.11-alpha2";
 //# sourceMappingURL=version.js.map

package/dist/cjs/version.js.map

@@ -1 +1 @@
-{"version":3,"file":"version.js","sourceRoot":"","sources":["../../src/version.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG,cAAc,CAAC"}
+{"version":3,"file":"version.js","sourceRoot":"","sources":["../../src/version.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG,eAAe,CAAC"}

package/dist/esm/d8XMath.js

@@ -433,9 +433,9 @@ export function expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate) {
         dsm = (1 - p) * Math.abs(tradeAmt) * tradeMgnRate;
         ds = Math.abs(tradeAmt);
     }
-    const a = Math.max(0, dl + totLong - m * totShort - dsm);
-    const b = Math.max(0, ds + totShort - m * totLong - dlm);
-    return p * (1 - p) * (a + b);
+    const a = dl + totLong - m * totShort - dsm;
+    const b = ds + totShort - m * totLong - dlm;
+    return p * (1 - p) * Math.max(0, a + b);
 }
 /**
  * Exchange fee as a rate for prediction markets

package/dist/esm/d8XMath.js.map

@@ -1 +1 @@
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package/dist/esm/marketData.js

@@ -1811,7 +1811,7 @@ export default class MarketData extends PerpetualDataHandler {
                 let ema;
                 let res = idxPriceMap.get(emaKey);
                 ema = res[0];
-                markPrice = Math.min(Math.max(ema + perp.markPremium, 0), 1);
+                markPrice = Math.min(Math.max(ema + perp.markPremium, 1), 2);
             }
             else {
                 markPrice = perp.indexPrice * (1 + perp.markPremium);

package/dist/esm/priceFeeds.js

@@ -181,6 +181,14 @@ export default class PriceFeeds {
         for (let k = 0; k < symbols.length; k++) {
             symMap.set(symbols[k], [prices[k], mktClosed[k]]);
         }
+        // set emas
+        for (const key of feedPrices.keys()) {
+            if (!key.includes(":ema")) {
+                continue;
+            }
+            let p = feedPrices.get(key);
+            symMap.set(key, p);
+        }
         return symMap;
     }
     /**

package/dist/esm/priceFeeds.js.map

@@ -1 +1 @@
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package/dist/esm/version.d.ts

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "2.1.9-alpha2";
+export declare const D8X_SDK_VERSION = "2.1.11-alpha2";

package/dist/esm/version.js

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "2.1.9-alpha2";
+export const D8X_SDK_VERSION = "2.1.11-alpha2";
 //# sourceMappingURL=version.js.map

package/dist/esm/version.js.map

@@ -1 +1 @@
-{"version":3,"file":"version.js","sourceRoot":"","sources":["../../src/version.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,eAAe,GAAG,cAAc,CAAC"}
+{"version":3,"file":"version.js","sourceRoot":"","sources":["../../src/version.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,eAAe,GAAG,eAAe,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "2.1.9-alpha2",
+  "version": "2.1.11-alpha2",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",

package/src/d8XMath.ts

@@ -527,9 +527,9 @@ export function expectedLoss(
     dsm = (1 - p) * Math.abs(tradeAmt) * tradeMgnRate;
     ds = Math.abs(tradeAmt);
   }
-  const a = Math.max(0, dl + totLong - m * totShort - dsm);
-  const b = Math.max(0, ds + totShort - m * totLong - dlm);
-  return p * (1 - p) * (a + b);
+  const a = dl + totLong - m * totShort - dsm;
+  const b = ds + totShort - m * totLong - dlm;
+  return p * (1 - p) * Math.max(0, a + b);
 }
 
 /**

package/src/marketData.ts

@@ -2401,7 +2401,7 @@ export default class MarketData extends PerpetualDataHandler {
         let ema: number;
         let res = idxPriceMap.get(emaKey);
         ema = res![0];
-        markPrice = Math.min(Math.max(ema + perp.markPremium, 0), 1);
+        markPrice = Math.min(Math.max(ema + perp.markPremium, 1), 2);
       } else {
         markPrice = perp.indexPrice * (1 + perp.markPremium);
       }

package/src/priceFeeds.ts

@@ -226,6 +226,14 @@ export default class PriceFeeds {
     for (let k = 0; k < symbols.length; k++) {
       symMap.set(symbols[k], [prices[k], mktClosed[k]]);
     }
+    // set emas
+    for (const key of feedPrices.keys()) {
+      if (!key.includes(":ema")) {
+        continue;
+      }
+      let p = feedPrices.get(key);
+      symMap.set(key, p!);
+    }
     return symMap;
   }
 

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.1.9-alpha2";
+export const D8X_SDK_VERSION = "2.1.11-alpha2";