@drift-labs/sdk 0.1.30-master.0 → 0.1.30-master.3

package/src/math/position.js

@@ -1,121 +0,0 @@
-"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

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package/src/math/repeg.ts

@@ -1,253 +0,0 @@
-import { BN } from '@project-serum/anchor';
-import {
-	MARK_PRICE_PRECISION,
-	AMM_RESERVE_PRECISION,
-	PEG_PRECISION,
-	AMM_TO_QUOTE_PRECISION_RATIO,
-	QUOTE_PRECISION,
-	ZERO,
-} from '../constants/numericConstants';
-import { calculateBaseAssetValue } from './position';
-import { calculateTerminalPrice } from './amm';
-
-import { Market } from '../types';
-import { calculatePositionPNL, calculateMarkPrice, convertToNumber } from '..';
-
-/**
- * Helper function calculating adjust k cost
- * @param market
- * @param marketIndex
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export function calculateAdjustKCost(
-	market: Market,
-	marketIndex: BN,
-	numerator: BN,
-	denomenator: BN
-): BN {
-	const netUserPosition = {
-		baseAssetAmount: market.baseAssetAmount,
-		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-		marketIndex: new BN(marketIndex),
-		quoteAssetAmount: ZERO,
-		openOrders: ZERO,
-	};
-
-	const currentValue = calculateBaseAssetValue(market, netUserPosition);
-
-	const marketNewK = Object.assign({}, market);
-	marketNewK.amm = Object.assign({}, market.amm);
-
-	marketNewK.amm.baseAssetReserve = market.amm.baseAssetReserve
-		.mul(numerator)
-		.div(denomenator);
-	marketNewK.amm.quoteAssetReserve = market.amm.quoteAssetReserve
-		.mul(numerator)
-		.div(denomenator);
-	marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
-
-	netUserPosition.quoteAssetAmount = currentValue;
-
-	const cost = calculatePositionPNL(marketNewK, netUserPosition);
-
-	return cost;
-}
-
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param market
- * @param marketIndex
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export function calculateRepegCost(
-	market: Market,
-	marketIndex: BN,
-	newPeg: BN
-): BN {
-	const netUserPosition = {
-		baseAssetAmount: market.baseAssetAmount,
-		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-		marketIndex: new BN(marketIndex),
-		quoteAssetAmount: new BN(0),
-		openOrders: ZERO,
-	};
-
-	const currentValue = calculateBaseAssetValue(market, netUserPosition);
-	netUserPosition.quoteAssetAmount = currentValue;
-	const prevMarketPrice = calculateMarkPrice(market);
-	const marketNewPeg = Object.assign({}, market);
-	marketNewPeg.amm = Object.assign({}, market.amm);
-
-	// const marketNewPeg = JSON.parse(JSON.stringify(market));
-	marketNewPeg.amm.pegMultiplier = newPeg;
-
-	console.log(
-		'Price moves from',
-		convertToNumber(prevMarketPrice),
-		'to',
-		convertToNumber(calculateMarkPrice(marketNewPeg))
-	);
-
-	const cost = calculatePositionPNL(marketNewPeg, netUserPosition);
-
-	return cost;
-}
-
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param market
- * @param marketIndex
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export function calculateReserveRebalanceCost(
-	market: Market,
-	marketIndex: BN
-): BN {
-	const netUserPosition = {
-		baseAssetAmount: market.baseAssetAmount,
-		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-		marketIndex: new BN(marketIndex),
-		quoteAssetAmount: new BN(0),
-		openOrders: ZERO,
-	};
-
-	const currentValue = calculateBaseAssetValue(market, netUserPosition);
-	netUserPosition.quoteAssetAmount = currentValue;
-	const prevMarketPrice = calculateMarkPrice(market);
-	const marketNewPeg = Object.assign({}, market);
-	marketNewPeg.amm = Object.assign({}, market.amm);
-
-	// const marketNewPeg = JSON.parse(JSON.stringify(market));
-	const newPeg = calculateTerminalPrice(market)
-		.mul(PEG_PRECISION)
-		.div(MARK_PRICE_PRECISION);
-	// const newPeg = prevMarketPrice.mul(PEG_PRECISION).div(MARK_PRICE_PRECISION);
-
-	const newBaseReserve = market.amm.baseAssetReserve.add(
-		market.baseAssetAmount
-	);
-	const newQuoteReserve = market.amm.sqrtK
-		.mul(market.amm.sqrtK)
-		.div(newBaseReserve);
-	console.log(
-		'current reserves on close, quote:',
-		convertToNumber(newQuoteReserve, AMM_RESERVE_PRECISION),
-		'base:',
-		convertToNumber(newBaseReserve, AMM_RESERVE_PRECISION)
-	);
-
-	let newSqrtK;
-	if (newPeg.lt(market.amm.pegMultiplier)) {
-		newSqrtK = newBaseReserve;
-	} else {
-		newSqrtK = newQuoteReserve;
-	}
-
-	marketNewPeg.amm.baseAssetReserve = newSqrtK.sub(market.baseAssetAmount); // newSqrtK.sub(market.baseAssetAmount);
-	marketNewPeg.amm.quoteAssetReserve = newSqrtK
-		.mul(newSqrtK)
-		.div(marketNewPeg.amm.baseAssetReserve);
-	marketNewPeg.amm.sqrtK = newSqrtK;
-	marketNewPeg.amm.pegMultiplier = newPeg;
-
-	console.log(
-		'Price moves from',
-		convertToNumber(prevMarketPrice),
-		'to',
-		convertToNumber(calculateMarkPrice(marketNewPeg))
-	);
-
-	const cost = calculatePositionPNL(marketNewPeg, netUserPosition);
-
-	return cost;
-}
-
-export function calculateBudgetedK(market: Market, cost: BN): [BN, BN] {
-	// wolframalpha.com
-	// (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
-	// p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
-
-	// todo: assumes k = x * y
-	// otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
-
-	// const k = market.amm.sqrtK.mul(market.amm.sqrtK);
-	const x = market.amm.baseAssetReserve;
-	const y = market.amm.quoteAssetReserve;
-
-	const d = market.baseAssetAmount;
-	const Q = market.amm.pegMultiplier;
-
-	const C = cost.mul(new BN(-1));
-
-	const numer1 = y.mul(d).mul(Q).div(AMM_RESERVE_PRECISION).div(PEG_PRECISION);
-	const numer2 = C.mul(x.add(d)).div(QUOTE_PRECISION);
-	const denom1 = C.mul(x)
-		.mul(x.add(d))
-		.div(AMM_RESERVE_PRECISION)
-		.div(QUOTE_PRECISION);
-	const denom2 = y
-		.mul(d)
-		.mul(d)
-		.mul(Q)
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_RESERVE_PRECISION)
-		.div(PEG_PRECISION);
-
-	const numerator = d
-		.mul(numer1.add(numer2))
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_TO_QUOTE_PRECISION_RATIO);
-	const denominator = denom1
-		.add(denom2)
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_TO_QUOTE_PRECISION_RATIO);
-	console.log(numerator, denominator);
-	// const p = (numerator).div(denominator);
-
-	// const formulaCost = (numer21.sub(numer20).sub(numer1)).mul(market.amm.pegMultiplier).div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
-	// console.log(convertToNumber(formulaCost, QUOTE_PRECISION))
-
-	return [numerator, denominator];
-}
-
-export function calculateBudgetedPeg(market: Market, cost: BN): BN {
-	// wolframalpha.com
-	// (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
-	// p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
-
-	// todo: assumes k = x * y
-	// otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
-
-	const k = market.amm.sqrtK.mul(market.amm.sqrtK);
-	const x = market.amm.baseAssetReserve;
-	const y = market.amm.quoteAssetReserve;
-
-	const d = market.baseAssetAmount;
-	const Q = market.amm.pegMultiplier;
-
-	const C = cost.mul(new BN(-1));
-
-	const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
-	const deltaPegMultiplier = C.mul(MARK_PRICE_PRECISION).div(
-		deltaQuoteAssetReserves.div(AMM_TO_QUOTE_PRECISION_RATIO)
-	);
-	// .mul(PEG_PRECISION)
-	// .div(QUOTE_PRECISION);
-	console.log(
-		Q.toNumber(),
-		'change by',
-		deltaPegMultiplier.toNumber() / MARK_PRICE_PRECISION.toNumber()
-	);
-	const newPeg = Q.sub(
-		deltaPegMultiplier.mul(PEG_PRECISION).div(MARK_PRICE_PRECISION)
-	);
-
-	return newPeg;
-}

package/src/math/trade.js

@@ -1,182 +0,0 @@
-"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

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package/src/math/utils.js

@@ -1,27 +0,0 @@
-"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

@@ -1 +0,0 @@
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package/src/oracles/switchboardClient.js

@@ -1,60 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.SwitchboardClient = void 0;
-const switchboard_v2_1 = require("@switchboard-xyz/switchboard-v2");
-const web3_js_1 = require("@solana/web3.js");
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-const wallet_1 = require("../wallet");
-const switchboard_v2_json_1 = __importDefault(require("../idl/switchboard_v2.json"));
-// cache switchboard program for every client object since itll always be the same
-const programMap = new Map();
-class SwitchboardClient {
-    constructor(connection, env) {
-        this.connection = connection;
-        this.env = env;
-    }
-    async getOraclePriceData(pricePublicKey) {
-        const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
-        return this.getOraclePriceDataFromBuffer(accountInfo.data);
-    }
-    async getOraclePriceDataFromBuffer(buffer) {
-        const program = await this.getProgram();
-        const aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
-        const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
-        const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
-            .stdDeviation);
-        const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
-        return {
-            price,
-            slot,
-            confidence,
-        };
-    }
-    async getProgram() {
-        if (programMap.has(this.env)) {
-            return programMap.get(this.env);
-        }
-        const program = await getSwitchboardProgram(this.env, this.connection);
-        programMap.set(this.env, program);
-        return program;
-    }
-}
-exports.SwitchboardClient = SwitchboardClient;
-async function getSwitchboardProgram(env, connection) {
-    const DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
-    const programId = (0, switchboard_v2_1.getSwitchboardPid)(env);
-    const wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
-    const provider = new anchor_1.Provider(connection, wallet, {});
-    return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
-}
-function convertSwitchboardDecimal(switchboardDecimal) {
-    const switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
-    return switchboardDecimal.mantissa
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(switchboardPrecision);
-}
-//# sourceMappingURL=switchboardClient.js.map

package/src/oracles/switchboardClient.js.map

@@ -1 +0,0 @@
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package/src/oracles/types.js

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-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=types.js.map