@d8x/perpetuals-sdk 2.7.0 → 2.7.2

package/src/marketData.ts

@@ -28,11 +28,13 @@ import {
   ABK64x64ToFloat,
   dec18ToFloat,
   decNToFloat,
+  extractLvgFeeParams,
   floatToABK64x64,
   getDepositAmountForLvgTrade,
   getMaxSignedPositionSize,
-  pmExchangeFee,
+  pmExitFee,
   pmMaxSignedOpenTradeSize,
+  pmOpenFee,
 } from "./d8XMath";
 import {
   PythMetadata,
@@ -838,27 +840,44 @@ export default class MarketData extends PerpetualDataHandler {
 
   /**
    * Fee is relative to base-currency amount (=trade amount)
-   * @param maxMaintMgnRate maintenance margin rate param for pred mkts
-   * @param Sm Mark price
-   * @param tradeAmtBC signed trade amount
-   * @param tradeMgnRate margin rate param from perpetual
    * @returns relative exchange fee in decimals
    */
   public static exchangeFeePrdMkts(
-    maxMaintMgnRate: number,
     Sm: number,
     tradeAmtBC: number,
     traderPosBC: number,
-    tradeMgnRate: number
+    traderLockedInQC: number,
+    mu_m: number,
+    mr: number,
+    m_0: number,
+    conf: bigint
   ): number {
     const isClose = Math.sign(traderPosBC) != Math.sign(tradeAmtBC);
     const isFlip =
       Math.abs(traderPosBC + tradeAmtBC) > 0.01 && Math.sign(traderPosBC + tradeAmtBC) != Math.sign(traderPosBC);
+
+    const varphiBar = tradeAmtBC > 0 ? Sm - 1 : 2 - Sm;
+    const varphi =
+      traderPosBC == 0
+        ? varphiBar
+        : traderPosBC > 0
+        ? traderLockedInQC / traderPosBC - 1
+        : 2 - traderLockedInQC / traderPosBC;
+    let fee: number;
+    const { jump, sigt } = extractLvgFeeParams(conf);
     if (isClose && !isFlip) {
-      // 0.1cents if is close
-      return 0.001;
+      // exit fee
+      fee = pmExitFee(varphi, varphiBar, mu_m, m_0, sigt, jump);
+    } else {
+      // open fee
+      fee = pmOpenFee(varphi, varphiBar, mu_m, mr, sigt, jump);
+    }
+    if (fee < 0.001) {
+      fee = 0.001;
+    } else if (fee > 0.65535) {
+      fee = 0.65535;
     }
-    return pmExchangeFee(Sm - 1, maxMaintMgnRate, tradeAmtBC, tradeMgnRate);
+    return fee;
   }
 
   /**
@@ -1269,6 +1288,7 @@ export default class MarketData extends PerpetualDataHandler {
 
     let maxLong = pmMaxSignedOpenTradeSize(longOI, shortOI, indexPriceInfo.ema, true, mr, ammFunds);
     let maxShort = pmMaxSignedOpenTradeSize(longOI, shortOI, indexPriceInfo.ema, false, mr, ammFunds);
+    console.log({ maxLong, maxShort });
     if (traderPos > 0n) {
       // pos > 0, so short is closing direction
       maxShort = -Math.max(Math.abs(maxShort), ABK64x64ToFloat(traderPos));

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.7.00";
+export const D8X_SDK_VERSION = "2.7.2";