@drift-labs/sdk 0.1.24 → 0.1.27

package/src/math/funding.ts

@@ -1,5 +1,4 @@
 import { BN } from '@project-serum/anchor';
-import { PriceData } from '@pythnetwork/client';
 import {
 	AMM_RESERVE_PRECISION,
 	MARK_PRICE_PRECISION,
@@ -8,17 +7,18 @@ import {
 } from '../constants/numericConstants';
 import { Market } from '../types';
 import { calculateMarkPrice } from './market';
+import { OraclePriceData } from '../oracles/types';
 
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export async function calculateAllEstimatedFundingRate(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN, BN, BN, BN]> {
 	// periodAdjustment
@@ -65,26 +65,10 @@ export async function calculateAllEstimatedFundingRate(
 		secondsInHour.sub(timeSinceLastOracleTwapUpdate)
 	);
 
-	// verify pyth input is positive for live update
-	let oracleStablePriceNum = 0;
-	let oracleInputCount = 0;
-	if (oraclePriceData.price >= 0) {
-		oracleStablePriceNum += oraclePriceData.price;
-		oracleInputCount += 1;
-	}
-	if (oraclePriceData.previousPrice >= 0) {
-		oracleStablePriceNum += oraclePriceData.previousPrice;
-		oracleInputCount += 1;
-	}
-
-	oracleStablePriceNum = oracleStablePriceNum / oracleInputCount;
-	const oraclePriceStableWithMantissa = new BN(
-		oracleStablePriceNum * MARK_PRICE_PRECISION.toNumber()
-	);
-
+	const oraclePrice = oraclePriceData.price;
 	let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
 
-	const oracleLiveVsTwap = oraclePriceStableWithMantissa
+	const oracleLiveVsTwap = oraclePrice
 		.sub(lastOracleTwapWithMantissa)
 		.abs()
 		.mul(MARK_PRICE_PRECISION)
@@ -95,7 +79,7 @@ export async function calculateAllEstimatedFundingRate(
 	if (oracleLiveVsTwap.lte(MARK_PRICE_PRECISION.mul(new BN(10)))) {
 		oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
 			.mul(lastOracleTwapWithMantissa)
-			.add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
+			.add(timeSinceLastMarkChange.mul(oraclePrice))
 			.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
 	}
 
@@ -203,7 +187,7 @@ export async function calculateAllEstimatedFundingRate(
  */
 export async function calculateEstimatedFundingRate(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1),
 	estimationMethod: 'interpolated' | 'lowerbound' | 'capped'
 ): Promise<BN> {
@@ -233,7 +217,7 @@ export async function calculateEstimatedFundingRate(
  */
 export async function calculateLongShortFundingRate(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN]> {
 	const [_1, _2, _, cappedAltEst, interpEst] =
@@ -261,7 +245,7 @@ export async function calculateLongShortFundingRate(
  */
 export async function calculateLongShortFundingRateAndLiveTwaps(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN, BN, BN]> {
 	const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] =

package/src/math/insuranceFund.js

@@ -0,0 +1,23 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateInsuranceFundSize = void 0;
+const __1 = require("../");
+/**
+ * In the case of a levered loss, the exchange first pays out undistributed fees and then the insurance fund.
+ * Thus the de facto size of the insurance fund is the amount in the insurance vault plus the sum of each markets
+ * undistributed fees.
+ *
+ * @param connection
+ * @param state
+ * @param marketsAccount
+ * @returns Precision : QUOTE_ASSET_PRECISION
+ */
+async function calculateInsuranceFundSize(connection, state, marketsAccount) {
+    const insuranceVaultPublicKey = state.insuranceVault;
+    const insuranceVaultAmount = new __1.BN((await connection.getTokenAccountBalance(insuranceVaultPublicKey)).value.amount);
+    return marketsAccount.markets.reduce((insuranceVaultAmount, market) => {
+        return insuranceVaultAmount.add(market.amm.totalFee.div(new __1.BN(2)));
+    }, insuranceVaultAmount);
+}
+exports.calculateInsuranceFundSize = calculateInsuranceFundSize;
+//# sourceMappingURL=insuranceFund.js.map

package/src/math/insuranceFund.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"insuranceFund.js","sourceRoot":"","sources":["insuranceFund.ts"],"names":[],"mappings":";;;AACA,2BAAyB;AAGzB;;;;;;;;;GASG;AACI,KAAK,UAAU,0BAA0B,CAC/C,UAAsB,EACtB,KAAmB,EACnB,cAA8B;IAE9B,MAAM,uBAAuB,GAAG,KAAK,CAAC,cAAc,CAAC;IACrD,MAAM,oBAAoB,GAAG,IAAI,MAAE,CAClC,CACC,MAAM,UAAU,CAAC,sBAAsB,CAAC,uBAAuB,CAAC,CAChE,CAAC,KAAK,CAAC,MAAM,CACd,CAAC;IACF,OAAO,cAAc,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,oBAAoB,EAAE,MAAM,EAAE,EAAE;QACrE,OAAO,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,MAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACrE,CAAC,EAAE,oBAAoB,CAAC,CAAC;AAC1B,CAAC;AAdD,gEAcC"}

package/src/math/market.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateOracleMarkSpread = exports.calculateNewMarketAfterTrade = exports.calculateMarkPrice = void 0;
+const amm_1 = require("./amm");
+/**
+ * Calculates market mark price
+ *
+ * @param market
+ * @return markPrice : Precision MARK_PRICE_PRECISION
+ */
+function calculateMarkPrice(market) {
+    return (0, amm_1.calculatePrice)(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
+}
+exports.calculateMarkPrice = calculateMarkPrice;
+function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', direction));
+    const newAmm = Object.assign({}, market.amm);
+    const newMarket = Object.assign({}, market);
+    newMarket.amm = newAmm;
+    newMarket.amm.quoteAssetReserve = newQuoteAssetReserve;
+    newMarket.amm.baseAssetReserve = newBaseAssetReserve;
+    return newMarket;
+}
+exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;
+function calculateOracleMarkSpread(market, oraclePriceData) {
+    const markPrice = calculateMarkPrice(market);
+    return oraclePriceData.price.sub(markPrice);
+}
+exports.calculateOracleMarkSpread = calculateOracleMarkSpread;
+//# sourceMappingURL=market.js.map

package/src/math/market.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"market.js","sourceRoot":"","sources":["market.ts"],"names":[],"mappings":";;;AAEA,+BAIe;AAGf;;;;;GAKG;AACH,SAAgB,kBAAkB,CAAC,MAAc;IAChD,OAAO,IAAA,oBAAc,EACpB,MAAM,CAAC,GAAG,CAAC,gBAAgB,EAC3B,MAAM,CAAC,GAAG,CAAC,iBAAiB,EAC5B,MAAM,CAAC,GAAG,CAAC,aAAa,CACxB,CAAC;AACH,CAAC;AAND,gDAMC;AAED,SAAgB,4BAA4B,CAC3C,eAAmB,EACnB,SAA4B,EAC5B,MAAc;IAEd,MAAM,CAAC,oBAAoB,EAAE,mBAAmB,CAAC,GAChD,IAAA,mCAA6B,EAC5B,MAAM,CAAC,GAAG,EACV,MAAM,EACN,eAAe,CAAC,GAAG,EAAE,EACrB,IAAA,sBAAgB,EAAC,MAAM,EAAE,SAAS,CAAC,CACnC,CAAC;IAEH,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC;IAC7C,MAAM,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC;IAC5C,SAAS,CAAC,GAAG,GAAG,MAAM,CAAC;IACvB,SAAS,CAAC,GAAG,CAAC,iBAAiB,GAAG,oBAAoB,CAAC;IACvD,SAAS,CAAC,GAAG,CAAC,gBAAgB,GAAG,mBAAmB,CAAC;IAErD,OAAO,SAAS,CAAC;AAClB,CAAC;AApBD,oEAoBC;AAED,SAAgB,yBAAyB,CACxC,MAAc,EACd,eAAgC;IAEhC,MAAM,SAAS,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC;IAC7C,OAAO,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;AAC7C,CAAC;AAND,8DAMC"}

package/src/math/market.ts

@@ -5,6 +5,7 @@ import {
 	calculatePrice,
 	getSwapDirection,
 } from './amm';
+import { OraclePriceData } from '../oracles/types';
 
 /**
  * Calculates market mark price
@@ -41,3 +42,11 @@ export function calculateNewMarketAfterTrade(
 
 	return newMarket;
 }
+
+export function calculateMarkOracleSpread(
+	market: Market,
+	oraclePriceData: OraclePriceData
+): BN {
+	const markPrice = calculateMarkPrice(market);
+	return markPrice.sub(oraclePriceData.price);
+}

package/src/math/orders.js

@@ -0,0 +1,73 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
+const types_1 = require("../types");
+const numericConstants_1 = require("../constants/numericConstants");
+function isOrderRiskIncreasing(user, order) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
+        return false;
+    }
+    const position = user.getUserPosition(order.marketIndex) ||
+        user.getEmptyPosition(order.marketIndex);
+    // if no position exists, it's risk increasing
+    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return true;
+    }
+    // if position is long and order is long
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
+        return true;
+    }
+    // if position is short and order is short
+    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
+        (0, types_1.isVariant)(order.direction, 'short')) {
+        return true;
+    }
+    const baseAssetAmountToFill = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
+    // if order will flip position
+    if (baseAssetAmountToFill.gt(position.baseAssetAmount.abs().mul(numericConstants_1.TWO))) {
+        return true;
+    }
+    return false;
+}
+exports.isOrderRiskIncreasing = isOrderRiskIncreasing;
+function isOrderRiskIncreasingInSameDirection(user, order) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
+        return false;
+    }
+    const position = user.getUserPosition(order.marketIndex) ||
+        user.getEmptyPosition(order.marketIndex);
+    // if no position exists, it's risk increasing
+    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return true;
+    }
+    // if position is long and order is long
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
+        return true;
+    }
+    // if position is short and order is short
+    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
+        (0, types_1.isVariant)(order.direction, 'short')) {
+        return true;
+    }
+    return false;
+}
+exports.isOrderRiskIncreasingInSameDirection = isOrderRiskIncreasingInSameDirection;
+function isOrderReduceOnly(user, order) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
+        return false;
+    }
+    const position = user.getUserPosition(order.marketIndex) ||
+        user.getEmptyPosition(order.marketIndex);
+    // if position is long and order is long
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
+        return false;
+    }
+    // if position is short and order is short
+    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
+        (0, types_1.isVariant)(order.direction, 'short')) {
+        return false;
+    }
+    return order.baseAssetAmount.abs().lte(position.baseAssetAmount.abs());
+}
+exports.isOrderReduceOnly = isOrderReduceOnly;
+//# sourceMappingURL=orders.js.map

package/src/math/orders.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"orders.js","sourceRoot":"","sources":["orders.ts"],"names":[],"mappings":";;;AACA,oCAA4C;AAC5C,oEAA0D;AAE1D,SAAgB,qBAAqB,CACpC,IAAuB,EACvB,KAAY;IAEZ,IAAI,IAAA,iBAAS,EAAC,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE;QACpC,OAAO,KAAK,CAAC;KACb;IAED,MAAM,QAAQ,GACb,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,WAAW,CAAC;QACvC,IAAI,CAAC,gBAAgB,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAE1C,8CAA8C;IAC9C,IAAI,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QACtC,OAAO,IAAI,CAAC;KACZ;IAED,wCAAwC;IACxC,IAAI,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,IAAI,IAAA,iBAAS,EAAC,KAAK,CAAC,SAAS,EAAE,MAAM,CAAC,EAAE;QAC5E,OAAO,IAAI,CAAC;KACZ;IAED,0CAA0C;IAC1C,IACC,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC;QACjC,IAAA,iBAAS,EAAC,KAAK,CAAC,SAAS,EAAE,OAAO,CAAC,EAClC;QACD,OAAO,IAAI,CAAC;KACZ;IAED,MAAM,qBAAqB,GAAG,KAAK,CAAC,eAAe,CAAC,GAAG,CACtD,KAAK,CAAC,qBAAqB,CAC3B,CAAC;IACF,8BAA8B;IAC9B,IAAI,qBAAqB,CAAC,EAAE,CAAC,QAAQ,CAAC,eAAe,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,sBAAG,CAAC,CAAC,EAAE;QACtE,OAAO,IAAI,CAAC;KACZ;IAED,OAAO,KAAK,CAAC;AACd,CAAC;AAvCD,sDAuCC;AAED,SAAgB,oCAAoC,CACnD,IAAuB,EACvB,KAAY;IAEZ,IAAI,IAAA,iBAAS,EAAC,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE;QACpC,OAAO,KAAK,CAAC;KACb;IAED,MAAM,QAAQ,GACb,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,WAAW,CAAC;QACvC,IAAI,CAAC,gBAAgB,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAE1C,8CAA8C;IAC9C,IAAI,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QACtC,OAAO,IAAI,CAAC;KACZ;IAED,wCAAwC;IACxC,IAAI,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,IAAI,IAAA,iBAAS,EAAC,KAAK,CAAC,SAAS,EAAE,MAAM,CAAC,EAAE;QAC5E,OAAO,IAAI,CAAC;KACZ;IAED,0CAA0C;IAC1C,IACC,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC;QACjC,IAAA,iBAAS,EAAC,KAAK,CAAC,SAAS,EAAE,OAAO,CAAC,EAClC;QACD,OAAO,IAAI,CAAC;KACZ;IAED,OAAO,KAAK,CAAC;AACd,CAAC;AA/BD,oFA+BC;AAED,SAAgB,iBAAiB,CAChC,IAAuB,EACvB,KAAY;IAEZ,IAAI,IAAA,iBAAS,EAAC,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE;QACpC,OAAO,KAAK,CAAC;KACb;IAED,MAAM,QAAQ,GACb,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,WAAW,CAAC;QACvC,IAAI,CAAC,gBAAgB,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAE1C,wCAAwC;IACxC,IAAI,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,IAAI,IAAA,iBAAS,EAAC,KAAK,CAAC,SAAS,EAAE,MAAM,CAAC,EAAE;QAC5E,OAAO,KAAK,CAAC;KACb;IAED,0CAA0C;IAC1C,IACC,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC;QACjC,IAAA,iBAAS,EAAC,KAAK,CAAC,SAAS,EAAE,OAAO,CAAC,EAClC;QACD,OAAO,KAAK,CAAC;KACb;IAED,OAAO,KAAK,CAAC,eAAe,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,QAAQ,CAAC,eAAe,CAAC,GAAG,EAAE,CAAC,CAAC;AACxE,CAAC;AA1BD,8CA0BC"}

package/src/math/position.js

@@ -0,0 +1,121 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+const __1 = require("../");
+const numericConstants_1 = require("../constants/numericConstants");
+const types_1 = require("../types");
+const amm_1 = require("./amm");
+/**
+ * calculateBaseAssetValue
+ * = market value of closing entire position
+ * @param market
+ * @param userPosition
+ * @returns Base Asset Value. : Precision QUOTE_PRECISION
+ */
+function calculateBaseAssetValue(market, userPosition) {
+    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    const directionToClose = findDirectionToClose(userPosition);
+    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
+    switch (directionToClose) {
+        case types_1.PositionDirection.SHORT:
+            return market.amm.quoteAssetReserve
+                .sub(newQuoteAssetReserve)
+                .mul(market.amm.pegMultiplier)
+                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
+        case types_1.PositionDirection.LONG:
+            return newQuoteAssetReserve
+                .sub(market.amm.quoteAssetReserve)
+                .mul(market.amm.pegMultiplier)
+                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+                .add(numericConstants_1.ONE);
+    }
+}
+exports.calculateBaseAssetValue = calculateBaseAssetValue;
+/**
+ * calculatePositionPNL
+ * = BaseAssetAmount * (Avg Exit Price - Avg Entry Price)
+ * @param market
+ * @param marketPosition
+ * @param withFunding (adds unrealized funding payment pnl to result)
+ * @returns BaseAssetAmount : Precision QUOTE_PRECISION
+ */
+function calculatePositionPNL(market, marketPosition, withFunding = false) {
+    if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    const baseAssetValue = calculateBaseAssetValue(market, marketPosition);
+    let pnl;
+    if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+        pnl = baseAssetValue.sub(marketPosition.quoteAssetAmount);
+    }
+    else {
+        pnl = marketPosition.quoteAssetAmount.sub(baseAssetValue);
+    }
+    if (withFunding) {
+        const fundingRatePnL = calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
+        pnl = pnl.add(fundingRatePnL);
+    }
+    return pnl;
+}
+exports.calculatePositionPNL = calculatePositionPNL;
+/**
+ *
+ * @param market
+ * @param marketPosition
+ * @returns // TODO-PRECISION
+ */
+function calculatePositionFundingPNL(market, marketPosition) {
+    if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    let ammCumulativeFundingRate;
+    if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+        ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
+    }
+    else {
+        ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
+    }
+    const perPositionFundingRate = ammCumulativeFundingRate
+        .sub(marketPosition.lastCumulativeFundingRate)
+        .mul(marketPosition.baseAssetAmount)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.FUNDING_PAYMENT_PRECISION)
+        .mul(new __1.BN(-1));
+    return perPositionFundingRate;
+}
+exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: MARK_PRICE_PRECISION (10^10)
+ */
+function calculateEntryPrice(userPosition) {
+    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    return userPosition.quoteAssetAmount
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(userPosition.baseAssetAmount)
+        .abs();
+}
+exports.calculateEntryPrice = calculateEntryPrice;
+function findDirectionToClose(userPosition) {
+    return userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
+        ? types_1.PositionDirection.SHORT
+        : types_1.PositionDirection.LONG;
+}
+exports.findDirectionToClose = findDirectionToClose;
+function positionCurrentDirection(userPosition) {
+    return userPosition.baseAssetAmount.gte(numericConstants_1.ZERO)
+        ? types_1.PositionDirection.LONG
+        : types_1.PositionDirection.SHORT;
+}
+exports.positionCurrentDirection = positionCurrentDirection;
+function isEmptyPosition(userPosition) {
+    return (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) && userPosition.openOrders.eq(numericConstants_1.ZERO));
+}
+exports.isEmptyPosition = isEmptyPosition;
+//# sourceMappingURL=position.js.map

package/src/math/position.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"position.js","sourceRoot":"","sources":["position.ts"],"names":[],"mappings":";;;AAAA,2BAAyB;AACzB,oEASuC;AACvC,oCAAmE;AACnE,+BAAwE;AAExE;;;;;;GAMG;AACH,SAAgB,uBAAuB,CACtC,MAAc,EACd,YAA0B;IAE1B,IAAI,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC1C,OAAO,uBAAI,CAAC;KACZ;IAED,MAAM,gBAAgB,GAAG,oBAAoB,CAAC,YAAY,CAAC,CAAC;IAE5D,MAAM,CAAC,oBAAoB,EAAE,CAAC,CAAC,GAAG,IAAA,mCAA6B,EAC9D,MAAM,CAAC,GAAG,EACV,MAAM,EACN,YAAY,CAAC,eAAe,CAAC,GAAG,EAAE,EAClC,IAAA,sBAAgB,EAAC,MAAM,EAAE,gBAAgB,CAAC,CAC1C,CAAC;IAEF,QAAQ,gBAAgB,EAAE;QACzB,KAAK,yBAAiB,CAAC,KAAK;YAC3B,OAAO,MAAM,CAAC,GAAG,CAAC,iBAAiB;iBACjC,GAAG,CAAC,oBAAoB,CAAC;iBACzB,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC;iBAC7B,GAAG,CAAC,yDAAsC,CAAC,CAAC;QAE/C,KAAK,yBAAiB,CAAC,IAAI;YAC1B,OAAO,oBAAoB;iBACzB,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC;iBACjC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC;iBAC7B,GAAG,CAAC,yDAAsC,CAAC;iBAC3C,GAAG,CAAC,sBAAG,CAAC,CAAC;KACZ;AACF,CAAC;AA/BD,0DA+BC;AAED;;;;;;;GAOG;AACH,SAAgB,oBAAoB,CACnC,MAAc,EACd,cAA4B,EAC5B,WAAW,GAAG,KAAK;IAEnB,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,OAAO,uBAAI,CAAC;KACZ;IAED,MAAM,cAAc,GAAG,uBAAuB,CAAC,MAAM,EAAE,cAAc,CAAC,CAAC;IAEvE,IAAI,GAAG,CAAC;IACR,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,GAAG,GAAG,cAAc,CAAC,GAAG,CAAC,cAAc,CAAC,gBAAgB,CAAC,CAAC;KAC1D;SAAM;QACN,GAAG,GAAG,cAAc,CAAC,gBAAgB,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;KAC1D;IAED,IAAI,WAAW,EAAE;QAChB,MAAM,cAAc,GAAG,2BAA2B,CACjD,MAAM,EACN,cAAc,CACd,CAAC,GAAG,CAAC,2CAAwB,CAAC,CAAC;QAEhC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;KAC9B;IAED,OAAO,GAAG,CAAC;AACZ,CAAC;AA5BD,oDA4BC;AAED;;;;;GAKG;AACH,SAAgB,2BAA2B,CAC1C,MAAc,EACd,cAA4B;IAE5B,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,OAAO,uBAAI,CAAC;KACZ;IAED,IAAI,wBAA4B,CAAC;IACjC,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,wBAAwB,GAAG,MAAM,CAAC,GAAG,CAAC,yBAAyB,CAAC;KAChE;SAAM;QACN,wBAAwB,GAAG,MAAM,CAAC,GAAG,CAAC,0BAA0B,CAAC;KACjE;IAED,MAAM,sBAAsB,GAAG,wBAAwB;SACrD,GAAG,CAAC,cAAc,CAAC,yBAAyB,CAAC;SAC7C,GAAG,CAAC,cAAc,CAAC,eAAe,CAAC;SACnC,GAAG,CAAC,wCAAqB,CAAC;SAC1B,GAAG,CAAC,4CAAyB,CAAC;SAC9B,GAAG,CAAC,IAAI,MAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAElB,OAAO,sBAAsB,CAAC;AAC/B,CAAC;AAvBD,kEAuBC;AAED;;;;GAIG;AACH,SAAgB,mBAAmB,CAAC,YAA0B;IAC7D,IAAI,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC1C,OAAO,uBAAI,CAAC;KACZ;IAED,OAAO,YAAY,CAAC,gBAAgB;SAClC,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,+CAA4B,CAAC;SACjC,GAAG,CAAC,YAAY,CAAC,eAAe,CAAC;SACjC,GAAG,EAAE,CAAC;AACT,CAAC;AAVD,kDAUC;AAED,SAAgB,oBAAoB,CACnC,YAA0B;IAE1B,OAAO,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC;QAC3C,CAAC,CAAC,yBAAiB,CAAC,KAAK;QACzB,CAAC,CAAC,yBAAiB,CAAC,IAAI,CAAC;AAC3B,CAAC;AAND,oDAMC;AAED,SAAgB,wBAAwB,CACvC,YAA0B;IAE1B,OAAO,YAAY,CAAC,eAAe,CAAC,GAAG,CAAC,uBAAI,CAAC;QAC5C,CAAC,CAAC,yBAAiB,CAAC,IAAI;QACxB,CAAC,CAAC,yBAAiB,CAAC,KAAK,CAAC;AAC5B,CAAC;AAND,4DAMC;AAED,SAAgB,eAAe,CAAC,YAA0B;IACzD,OAAO,CACN,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,IAAI,YAAY,CAAC,UAAU,CAAC,EAAE,CAAC,uBAAI,CAAC,CACzE,CAAC;AACH,CAAC;AAJD,0CAIC"}

package/src/math/trade.js

@@ -0,0 +1,182 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
+const types_1 = require("../types");
+const anchor_1 = require("@project-serum/anchor");
+const assert_1 = require("../assert/assert");
+const numericConstants_1 = require("../constants/numericConstants");
+const market_1 = require("./market");
+const amm_1 = require("./amm");
+const utils_1 = require("./utils");
+const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
+/**
+ * Calculates avg/max slippage (price impact) for candidate trade
+ * @param direction
+ * @param amount
+ * @param market
+ * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
+ *
+ * 'pctAvgSlippage' =>  the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
+ *
+ * 'pctMaxSlippage' =>  the percentage change to maxPrice (highest est slippage in execution) : Precision MARK_PRICE_PRECISION
+ *
+ * 'entryPrice' => the average price of the trade : Precision MARK_PRICE_PRECISION
+ *
+ * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
+ */
+function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
+    const oldPrice = (0, market_1.calculateMarkPrice)(market);
+    if (amount.eq(numericConstants_1.ZERO)) {
+        return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
+    }
+    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
+    const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
+    const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
+    if (direction == types_1.PositionDirection.SHORT) {
+        (0, assert_1.assert)(newPrice.lt(oldPrice));
+    }
+    else {
+        (0, assert_1.assert)(oldPrice.lt(newPrice));
+    }
+    const pctMaxSlippage = newPrice
+        .sub(oldPrice)
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .div(oldPrice)
+        .abs();
+    const pctAvgSlippage = entryPrice
+        .sub(oldPrice)
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .div(oldPrice)
+        .abs();
+    return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice];
+}
+exports.calculateTradeSlippage = calculateTradeSlippage;
+/**
+ * Calculates acquired amounts for trade executed
+ * @param direction
+ * @param amount
+ * @param market
+ * @return
+ * 	| 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
+ * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
+ */
+function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote') {
+    if (amount.eq(numericConstants_1.ZERO)) {
+        return [numericConstants_1.ZERO, numericConstants_1.ZERO];
+    }
+    const swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, inputAssetType, amount, swapDirection);
+    const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
+    let acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
+    if (inputAssetType === 'base' && (0, types_1.isVariant)(swapDirection, 'remove')) {
+        acquiredQuote = acquiredQuote.sub(numericConstants_1.ONE);
+    }
+    return [acquiredBase, acquiredQuote];
+}
+exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
+/**
+ * calculateTargetPriceTrade
+ * simple function for finding arbitraging trades
+ * @param market
+ * @param targetPrice
+ * @param pct optional default is 100% gap filling, can set smaller.
+ * @returns trade direction/size in order to push price to a targetPrice,
+ *
+ * [
+ *   direction => direction of trade required, TODO-PRECISION
+ *   tradeSize => size of trade required, TODO-PRECISION
+ *   entryPrice => the entry price for the trade, TODO-PRECISION
+ *   targetPrice => the target price TODO-PRECISION
+ * ]
+ */
+function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
+    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
+    const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
+    if (targetPrice.gt(markPriceBefore)) {
+        const priceGap = targetPrice.sub(markPriceBefore);
+        const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
+        targetPrice = markPriceBefore.add(priceGapScaled);
+    }
+    else {
+        const priceGap = markPriceBefore.sub(targetPrice);
+        const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
+        targetPrice = markPriceBefore.sub(priceGapScaled);
+    }
+    let direction;
+    let tradeSize;
+    let baseSize;
+    const baseAssetReserveBefore = market.amm.baseAssetReserve;
+    const quoteAssetReserveBefore = market.amm.quoteAssetReserve;
+    const peg = market.amm.pegMultiplier;
+    const invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
+    const k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
+    let baseAssetReserveAfter;
+    let quoteAssetReserveAfter;
+    const biasModifier = new anchor_1.BN(1);
+    let markPriceAfter;
+    if (markPriceBefore.gt(targetPrice)) {
+        // overestimate y2
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
+        quoteAssetReserveAfter = k
+            .div(numericConstants_1.MARK_PRICE_PRECISION)
+            .div(baseAssetReserveAfter);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        direction = types_1.PositionDirection.SHORT;
+        tradeSize = quoteAssetReserveBefore
+            .sub(quoteAssetReserveAfter)
+            .mul(peg)
+            .div(numericConstants_1.PEG_PRECISION)
+            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+        baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
+    }
+    else if (markPriceBefore.lt(targetPrice)) {
+        // underestimate y2
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
+        quoteAssetReserveAfter = k
+            .div(numericConstants_1.MARK_PRICE_PRECISION)
+            .div(baseAssetReserveAfter);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        direction = types_1.PositionDirection.LONG;
+        tradeSize = quoteAssetReserveAfter
+            .sub(quoteAssetReserveBefore)
+            .mul(peg)
+            .div(numericConstants_1.PEG_PRECISION)
+            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+        baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
+    }
+    else {
+        // no trade, market is at target
+        direction = types_1.PositionDirection.LONG;
+        tradeSize = numericConstants_1.ZERO;
+        return [direction, tradeSize, targetPrice, targetPrice];
+    }
+    let tp1 = targetPrice;
+    let tp2 = markPriceAfter;
+    let originalDiff = targetPrice.sub(markPriceBefore);
+    if (direction == types_1.PositionDirection.SHORT) {
+        tp1 = markPriceAfter;
+        tp2 = targetPrice;
+        originalDiff = markPriceBefore.sub(targetPrice);
+    }
+    const entryPrice = tradeSize
+        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .div(baseSize.abs());
+    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
+    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
+        tp2.toString() +
+        '>=' +
+        tp1.toString() +
+        'err: ' +
+        tp2.sub(tp1).abs().toString());
+    if (outputAssetType == 'quote') {
+        return [direction, tradeSize, entryPrice, targetPrice];
+    }
+    else {
+        return [direction, baseSize, entryPrice, targetPrice];
+    }
+}
+exports.calculateTargetPriceTrade = calculateTargetPriceTrade;
+//# sourceMappingURL=trade.js.map

package/src/math/trade.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"trade.js","sourceRoot":"","sources":["trade.ts"],"names":[],"mappings":";;;AAAA,oCAAgE;AAChE,kDAA2C;AAC3C,6CAA0C;AAC1C,oEAMuC;AACvC,qCAA8C;AAC9C,+BAKe;AACf,mCAAuC;AAEvC,MAAM,MAAM,GAAG,IAAI,WAAE,CAAC,IAAI,CAAC,CAAC,CAAC,wCAAwC;AAerE;;;;;;;;;;;;;;GAcG;AACH,SAAgB,sBAAsB,CACrC,SAA4B,EAC5B,MAAU,EACV,MAAc,EACd,iBAA4B,OAAO;IAEnC,MAAM,QAAQ,GAAG,IAAA,2BAAkB,EAAC,MAAM,CAAC,CAAC;IAC5C,IAAI,MAAM,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QACpB,OAAO,CAAC,uBAAI,EAAE,uBAAI,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAC;KACxC;IACD,MAAM,CAAC,YAAY,EAAE,aAAa,CAAC,GAAG,6BAA6B,CAClE,SAAS,EACT,MAAM,EACN,MAAM,EACN,cAAc,CACd,CAAC;IAEF,MAAM,UAAU,GAAG,IAAA,oBAAc,EAChC,YAAY,EACZ,aAAa,EACb,MAAM,CAAC,GAAG,CAAC,aAAa,CACxB,CAAC,GAAG,CAAC,IAAI,WAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAElB,MAAM,QAAQ,GAAG,IAAA,oBAAc,EAC9B,MAAM,CAAC,GAAG,CAAC,gBAAgB,CAAC,GAAG,CAAC,YAAY,CAAC,EAC7C,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,GAAG,CAAC,aAAa,CAAC,EAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CACxB,CAAC;IAEF,IAAI,SAAS,IAAI,yBAAiB,CAAC,KAAK,EAAE;QACzC,IAAA,eAAM,EAAC,QAAQ,CAAC,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;KAC9B;SAAM;QACN,IAAA,eAAM,EAAC,QAAQ,CAAC,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;KAC9B;IAED,MAAM,cAAc,GAAG,QAAQ;SAC7B,GAAG,CAAC,QAAQ,CAAC;SACb,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,QAAQ,CAAC;SACb,GAAG,EAAE,CAAC;IACR,MAAM,cAAc,GAAG,UAAU;SAC/B,GAAG,CAAC,QAAQ,CAAC;SACb,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,QAAQ,CAAC;SACb,GAAG,EAAE,CAAC;IAER,OAAO,CAAC,cAAc,EAAE,cAAc,EAAE,UAAU,EAAE,QAAQ,CAAC,CAAC;AAC/D,CAAC;AA/CD,wDA+CC;AAED;;;;;;;;GAQG;AACH,SAAgB,6BAA6B,CAC5C,SAA4B,EAC5B,MAAU,EACV,MAAc,EACd,iBAA4B,OAAO;IAEnC,IAAI,MAAM,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QACpB,OAAO,CAAC,uBAAI,EAAE,uBAAI,CAAC,CAAC;KACpB;IAED,MAAM,aAAa,GAAG,IAAA,sBAAgB,EAAC,cAAc,EAAE,SAAS,CAAC,CAAC;IAClE,MAAM,CAAC,oBAAoB,EAAE,mBAAmB,CAAC,GAChD,IAAA,mCAA6B,EAC5B,MAAM,CAAC,GAAG,EACV,cAAc,EACd,MAAM,EACN,aAAa,CACb,CAAC;IAEH,MAAM,YAAY,GAAG,MAAM,CAAC,GAAG,CAAC,gBAAgB,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;IAC1E,IAAI,aAAa,GAAG,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;IAC3E,IAAI,cAAc,KAAK,MAAM,IAAI,IAAA,iBAAS,EAAC,aAAa,EAAE,QAAQ,CAAC,EAAE;QACpE,aAAa,GAAG,aAAa,CAAC,GAAG,CAAC,sBAAG,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,YAAY,EAAE,aAAa,CAAC,CAAC;AACtC,CAAC;AA1BD,sEA0BC;AAED;;;;;;;;;;;;;;GAcG;AACH,SAAgB,yBAAyB,CACxC,MAAc,EACd,WAAe,EACf,MAAU,MAAM,EAChB,kBAA6B,OAAO;IAEpC,IAAA,eAAM,EAAC,MAAM,CAAC,GAAG,CAAC,gBAAgB,CAAC,EAAE,CAAC,uBAAI,CAAC,CAAC,CAAC;IAC7C,IAAA,eAAM,EAAC,WAAW,CAAC,EAAE,CAAC,uBAAI,CAAC,CAAC,CAAC;IAC7B,IAAA,eAAM,EAAC,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC,uBAAI,CAAC,CAAC,CAAC;IAExC,MAAM,eAAe,GAAG,IAAA,2BAAkB,EAAC,MAAM,CAAC,CAAC;IAEnD,IAAI,WAAW,CAAC,EAAE,CAAC,eAAe,CAAC,EAAE;QACpC,MAAM,QAAQ,GAAG,WAAW,CAAC,GAAG,CAAC,eAAe,CAAC,CAAC;QAClD,MAAM,cAAc,GAAG,QAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QACrD,WAAW,GAAG,eAAe,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;KAClD;SAAM;QACN,MAAM,QAAQ,GAAG,eAAe,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;QAClD,MAAM,cAAc,GAAG,QAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QACrD,WAAW,GAAG,eAAe,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;KAClD;IAED,IAAI,SAAS,CAAC;IACd,IAAI,SAAS,CAAC;IACd,IAAI,QAAQ,CAAC;IAEb,MAAM,sBAAsB,GAAG,MAAM,CAAC,GAAG,CAAC,gBAAgB,CAAC;IAC3D,MAAM,uBAAuB,GAAG,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC;IAC7D,MAAM,GAAG,GAAG,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC;IACrC,MAAM,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IACzD,MAAM,CAAC,GAAG,SAAS,CAAC,GAAG,CAAC,uCAAoB,CAAC,CAAC;IAE9C,IAAI,qBAAqB,CAAC;IAC1B,IAAI,sBAAsB,CAAC;IAC3B,MAAM,YAAY,GAAG,IAAI,WAAE,CAAC,CAAC,CAAC,CAAC;IAC/B,IAAI,cAAc,CAAC;IAEnB,IAAI,eAAe,CAAC,EAAE,CAAC,WAAW,CAAC,EAAE;QACpC,kBAAkB;QAClB,qBAAqB,GAAG,IAAA,oBAAY,EACnC,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,gCAAa,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,CAChE,CAAC,GAAG,CAAC,IAAI,WAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACjB,sBAAsB,GAAG,CAAC;aACxB,GAAG,CAAC,uCAAoB,CAAC;aACzB,GAAG,CAAC,qBAAqB,CAAC,CAAC;QAE7B,cAAc,GAAG,IAAA,oBAAc,EAC9B,qBAAqB,EACrB,sBAAsB,EACtB,GAAG,CACH,CAAC;QACF,SAAS,GAAG,yBAAiB,CAAC,KAAK,CAAC;QACpC,SAAS,GAAG,uBAAuB;aACjC,GAAG,CAAC,sBAAsB,CAAC;aAC3B,GAAG,CAAC,GAAG,CAAC;aACR,GAAG,CAAC,gCAAa,CAAC;aAClB,GAAG,CAAC,+CAA4B,CAAC,CAAC;QACpC,QAAQ,GAAG,qBAAqB,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC;KAC7D;SAAM,IAAI,eAAe,CAAC,EAAE,CAAC,WAAW,CAAC,EAAE;QAC3C,mBAAmB;QACnB,qBAAqB,GAAG,IAAA,oBAAY,EACnC,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,gCAAa,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,CAChE,CAAC,GAAG,CAAC,IAAI,WAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QACjB,sBAAsB,GAAG,CAAC;aACxB,GAAG,CAAC,uCAAoB,CAAC;aACzB,GAAG,CAAC,qBAAqB,CAAC,CAAC;QAE7B,cAAc,GAAG,IAAA,oBAAc,EAC9B,qBAAqB,EACrB,sBAAsB,EACtB,GAAG,CACH,CAAC;QAEF,SAAS,GAAG,yBAAiB,CAAC,IAAI,CAAC;QACnC,SAAS,GAAG,sBAAsB;aAChC,GAAG,CAAC,uBAAuB,CAAC;aAC5B,GAAG,CAAC,GAAG,CAAC;aACR,GAAG,CAAC,gCAAa,CAAC;aAClB,GAAG,CAAC,+CAA4B,CAAC,CAAC;QACpC,QAAQ,GAAG,sBAAsB,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;KAC7D;SAAM;QACN,gCAAgC;QAChC,SAAS,GAAG,yBAAiB,CAAC,IAAI,CAAC;QACnC,SAAS,GAAG,uBAAI,CAAC;QACjB,OAAO,CAAC,SAAS,EAAE,SAAS,EAAE,WAAW,EAAE,WAAW,CAAC,CAAC;KACxD;IAED,IAAI,GAAG,GAAG,WAAW,CAAC;IACtB,IAAI,GAAG,GAAG,cAAc,CAAC;IACzB,IAAI,YAAY,GAAG,WAAW,CAAC,GAAG,CAAC,eAAe,CAAC,CAAC;IAEpD,IAAI,SAAS,IAAI,yBAAiB,CAAC,KAAK,EAAE;QACzC,GAAG,GAAG,cAAc,CAAC;QACrB,GAAG,GAAG,WAAW,CAAC;QAClB,YAAY,GAAG,eAAe,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;KAChD;IAED,MAAM,UAAU,GAAG,SAAS;SAC1B,GAAG,CAAC,+CAA4B,CAAC;SACjC,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,QAAQ,CAAC,GAAG,EAAE,CAAC,CAAC;IAEtB,IAAA,eAAM,EAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,oCAAoC,CAAC,CAAC;IAC7E,IAAA,eAAM,EACL,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,GAAG,MAAM,EAC3C,oCAAoC;QACnC,GAAG,CAAC,QAAQ,EAAE;QACd,IAAI;QACJ,GAAG,CAAC,QAAQ,EAAE;QACd,OAAO;QACP,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,QAAQ,EAAE,CAC9B,CAAC;IACF,IAAI,eAAe,IAAI,OAAO,EAAE;QAC/B,OAAO,CAAC,SAAS,EAAE,SAAS,EAAE,UAAU,EAAE,WAAW,CAAC,CAAC;KACvD;SAAM;QACN,OAAO,CAAC,SAAS,EAAE,QAAQ,EAAE,UAAU,EAAE,WAAW,CAAC,CAAC;KACtD;AACF,CAAC;AArHD,8DAqHC"}

package/src/math/utils.js

@@ -0,0 +1,27 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.squareRootBN = void 0;
+const __1 = require("../");
+const squareRootBN = (n, closeness = new __1.BN(1)) => {
+    // Assuming the sqrt of n as n only
+    let x = n;
+    // The closed guess will be stored in the root
+    let root;
+    // To count the number of iterations
+    let count = 0;
+    const TWO = new __1.BN(2);
+    // eslint-disable-next-line @typescript-eslint/ban-ts-comment
+    while (count < Number.MAX_SAFE_INTEGER) {
+        count++;
+        // Calculate more closed x
+        root = x.add(n.div(x)).div(TWO);
+        // Check for closeness
+        if (x.sub(root).abs().lte(closeness))
+            break;
+        // Update root
+        x = root;
+    }
+    return root;
+};
+exports.squareRootBN = squareRootBN;
+//# sourceMappingURL=utils.js.map

package/src/math/utils.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"utils.js","sourceRoot":"","sources":["utils.ts"],"names":[],"mappings":";;;AAAA,2BAAyB;AAElB,MAAM,YAAY,GAAG,CAAC,CAAC,EAAE,SAAS,GAAG,IAAI,MAAE,CAAC,CAAC,CAAC,EAAE,EAAE;IACxD,mCAAmC;IACnC,IAAI,CAAC,GAAG,CAAC,CAAC;IAEV,8CAA8C;IAC9C,IAAI,IAAI,CAAC;IAET,oCAAoC;IACpC,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,MAAM,GAAG,GAAG,IAAI,MAAE,CAAC,CAAC,CAAC,CAAC;IAEtB,6DAA6D;IAC7D,OAAO,KAAK,GAAG,MAAM,CAAC,gBAAgB,EAAE;QACvC,KAAK,EAAE,CAAC;QAER,0BAA0B;QAC1B,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEhC,sBAAsB;QACtB,IAAI,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,MAAM;QAE5C,cAAc;QACd,CAAC,GAAG,IAAI,CAAC;KACT;IAED,OAAO,IAAI,CAAC;AACb,CAAC,CAAC;AA1BW,QAAA,YAAY,gBA0BvB"}