@drift-labs/sdk 0.1.18-master.1 → 0.1.18-master.2
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/lib/math/funding.d.ts.map +1 -1
- package/lib/math/funding.js +1 -1
- package/package.json +1 -1
- package/src/math/funding.ts +3 -4
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"funding.d.ts","sourceRoot":"","sources":["../../src/math/funding.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAC3C,OAAO,EAAE,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAOhD,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAGlC;;;;;;GAMG;AACH,wBAAsB,gCAAgC,CACrD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,
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1
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+
{"version":3,"file":"funding.d.ts","sourceRoot":"","sources":["../../src/math/funding.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAC3C,OAAO,EAAE,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAOhD,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAGlC;;;;;;GAMG;AACH,wBAAsB,gCAAgC,CACrD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CA4K/B;AAED;;;;;;;GAOG;AACH,wBAAsB,6BAA6B,CAClD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,EAAE,EAAc,EAChC,gBAAgB,EAAE,cAAc,GAAG,YAAY,GAAG,QAAQ,GACxD,OAAO,CAAC,EAAE,CAAC,CAgBb;AAED;;;;;;GAMG;AACH,wBAAsB,6BAA6B,CAClD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,CAenB;AAED;;;;;;GAMG;AACH,wBAAsB,yCAAyC,CAC9D,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CAe3B;AAED;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,MAAM,GAAG,EAAE,CAKvD"}
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package/lib/math/funding.js
CHANGED
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@@ -242,7 +242,7 @@ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRat
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function calculateFundingPool(market) {
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// todo
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const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
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245
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-
const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions.sub(totalFeeLB));
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245
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+
const feePool = anchor_1.BN.max(numericConstants_1.ZERO, (market.amm.totalFeeMinusDistributions.sub(totalFeeLB)).mul(new anchor_1.BN(2)).div(new anchor_1.BN(3)));
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return feePool;
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}
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exports.calculateFundingPool = calculateFundingPool;
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package/package.json
CHANGED
package/src/math/funding.ts
CHANGED
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@@ -120,6 +120,8 @@ export async function calculateAllEstimatedFundingRate(
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.mul(periodAdjustment)
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.div(hoursInDay)
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.div(MARK_PRICE_PRECISION.div(QUOTE_PRECISION));
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+
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+
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let feePoolSize = calculateFundingPool(market);
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if (interpRateQuote.lt(new BN(0))) {
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feePoolSize = feePoolSize.mul(new BN(-1));
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@@ -287,9 +289,6 @@ export async function calculateLongShortFundingRateAndLiveTwaps(
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export function calculateFundingPool(market: Market): BN {
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// todo
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const totalFeeLB = market.amm.totalFee.div(new BN(2));
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-
const feePool = BN.max(
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ZERO,
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market.amm.totalFeeMinusDistributions.sub(totalFeeLB)
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);
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const feePool = BN.max(ZERO, (market.amm.totalFeeMinusDistributions.sub(totalFeeLB)).mul(new BN(2)).div(new BN(3)));
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return feePool;
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}
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