@drift-labs/sdk 0.2.0-master.26 → 0.2.0-master.28

package/src/math/orders.js

@@ -1,153 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.getLimitPrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
-var types_1 = require("../types");
-var numericConstants_1 = require("../constants/numericConstants");
-var anchor_1 = require("@project-serum/anchor");
-var auction_1 = require("./auction");
-var market_1 = require("./market");
-var amm_1 = require("./amm");
-function isOrderRiskIncreasing(user, order) {
-    if ((0, types_1.isVariant)(order.status, 'init')) {
-        return false;
-    }
-    var 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;
-    }
-    var 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;
-    }
-    var 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;
-    }
-    var position = user.getUserPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if position is long and order is long
-    if (position.baseAssetAmount.gte(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'long')) {
-        return false;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lte(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return false;
-    }
-    return true;
-}
-exports.isOrderReduceOnly = isOrderReduceOnly;
-function standardizeBaseAssetAmount(baseAssetAmount, stepSize) {
-    var remainder = baseAssetAmount.mod(stepSize);
-    return baseAssetAmount.sub(remainder);
-}
-exports.standardizeBaseAssetAmount = standardizeBaseAssetAmount;
-function getLimitPrice(order, market, oraclePriceData, slot) {
-    var limitPrice;
-    if (!order.oraclePriceOffset.eq(numericConstants_1.ZERO)) {
-        limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
-    }
-    else if ((0, types_1.isOneOfVariant)(order.orderType, ['market', 'triggerMarket'])) {
-        if (!(0, auction_1.isAuctionComplete)(order, slot)) {
-            limitPrice = (0, auction_1.getAuctionPrice)(order, slot);
-        }
-        else if (!order.price.eq(numericConstants_1.ZERO)) {
-            limitPrice = order.price;
-        }
-        else if ((0, types_1.isVariant)(order.direction, 'long')) {
-            var askPrice = (0, market_1.calculateAskPrice)(market, oraclePriceData);
-            var delta = askPrice.div(new anchor_1.BN(market.amm.maxSlippageRatio));
-            limitPrice = askPrice.add(delta);
-        }
-        else {
-            var bidPrice = (0, market_1.calculateBidPrice)(market, oraclePriceData);
-            var delta = bidPrice.div(new anchor_1.BN(market.amm.maxSlippageRatio));
-            limitPrice = bidPrice.sub(delta);
-        }
-    }
-    else {
-        limitPrice = order.price;
-    }
-    return limitPrice;
-}
-exports.getLimitPrice = getLimitPrice;
-function isFillableByVAMM(order, market, oraclePriceData, slot, maxAuctionDuration) {
-    return (((0, auction_1.isAuctionComplete)(order, slot) &&
-        !calculateBaseAssetAmountForAmmToFulfill(order, market, oraclePriceData, slot).eq(numericConstants_1.ZERO)) ||
-        isOrderExpired(order, slot, maxAuctionDuration));
-}
-exports.isFillableByVAMM = isFillableByVAMM;
-function calculateBaseAssetAmountForAmmToFulfill(order, market, oraclePriceData, slot) {
-    if ((0, types_1.isOneOfVariant)(order.orderType, ['triggerMarket', 'triggerLimit']) &&
-        order.triggered === false) {
-        return numericConstants_1.ZERO;
-    }
-    var limitPrice = getLimitPrice(order, market, oraclePriceData, slot);
-    var baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, market, limitPrice, oraclePriceData);
-    var maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(market.amm, order.direction);
-    return anchor_1.BN.min(maxBaseAssetAmount, baseAssetAmount);
-}
-exports.calculateBaseAssetAmountForAmmToFulfill = calculateBaseAssetAmountForAmmToFulfill;
-function calculateBaseAssetAmountToFillUpToLimitPrice(order, market, limitPrice, oraclePriceData) {
-    var _a = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction, oraclePriceData), maxAmountToTrade = _a[0], direction = _a[1];
-    var baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, market.amm.baseAssetAmountStepSize);
-    // Check that directions are the same
-    var sameDirection = isSameDirection(direction, order.direction);
-    if (!sameDirection) {
-        return numericConstants_1.ZERO;
-    }
-    return baseAssetAmount.gt(order.baseAssetAmount)
-        ? order.baseAssetAmount
-        : baseAssetAmount;
-}
-exports.calculateBaseAssetAmountToFillUpToLimitPrice = calculateBaseAssetAmountToFillUpToLimitPrice;
-function isSameDirection(firstDirection, secondDirection) {
-    return (((0, types_1.isVariant)(firstDirection, 'long') && (0, types_1.isVariant)(secondDirection, 'long')) ||
-        ((0, types_1.isVariant)(firstDirection, 'short') && (0, types_1.isVariant)(secondDirection, 'short')));
-}
-function isOrderExpired(order, slot, maxAuctionDuration) {
-    if (!(0, types_1.isVariant)(order.orderType, 'market') ||
-        !(0, types_1.isVariant)(order.status, 'open')) {
-        return false;
-    }
-    return new anchor_1.BN(slot).sub(order.slot).gt(new anchor_1.BN(maxAuctionDuration));
-}
-exports.isOrderExpired = isOrderExpired;

package/src/math/position.js

@@ -1,172 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculateUnsettledPnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
-var __1 = require("../");
-var numericConstants_1 = require("../constants/numericConstants");
-var types_1 = require("../types");
-var amm_1 = require("./amm");
-var margin_1 = require("./margin");
-/**
- * calculateBaseAssetValue
- * = market value of closing entire position
- * @param market
- * @param userPosition
- * @param oraclePriceData
- * @returns Base Asset Value. : Precision QUOTE_PRECISION
- */
-function calculateBaseAssetValue(market, userPosition, oraclePriceData) {
-    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return numericConstants_1.ZERO;
-    }
-    var directionToClose = findDirectionToClose(userPosition);
-    var prepegAmm;
-    if (market.amm.baseSpread > 0) {
-        var _a = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, oraclePriceData), baseAssetReserve = _a.baseAssetReserve, quoteAssetReserve = _a.quoteAssetReserve, sqrtK = _a.sqrtK, newPeg = _a.newPeg;
-        prepegAmm = {
-            baseAssetReserve: baseAssetReserve,
-            quoteAssetReserve: quoteAssetReserve,
-            sqrtK: sqrtK,
-            pegMultiplier: newPeg
-        };
-    }
-    else {
-        prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
-    }
-    var _b = (0, amm_1.calculateAmmReservesAfterSwap)(prepegAmm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose)), newQuoteAssetReserve = _b[0], _ = _b[1];
-    switch (directionToClose) {
-        case types_1.PositionDirection.SHORT:
-            return prepegAmm.quoteAssetReserve
-                .sub(newQuoteAssetReserve)
-                .mul(prepegAmm.pegMultiplier)
-                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-        case types_1.PositionDirection.LONG:
-            return newQuoteAssetReserve
-                .sub(prepegAmm.quoteAssetReserve)
-                .mul(prepegAmm.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 PerpPosition
- * @param withFunding (adds unrealized funding payment pnl to result)
- * @param oraclePriceData
- * @returns BaseAssetAmount : Precision QUOTE_PRECISION
- */
-function calculatePositionPNL(market, perpPosition, withFunding, oraclePriceData) {
-    if (withFunding === void 0) { withFunding = false; }
-    if (perpPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return perpPosition.quoteAssetAmount;
-    }
-    var baseAssetValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, perpPosition, oraclePriceData);
-    var baseAssetValueSign = perpPosition.baseAssetAmount.isNeg()
-        ? new __1.BN(-1)
-        : new __1.BN(1);
-    var pnl = baseAssetValue
-        .mul(baseAssetValueSign)
-        .add(perpPosition.quoteAssetAmount);
-    if (withFunding) {
-        var fundingRatePnL = calculatePositionFundingPNL(market, perpPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
-        pnl = pnl.add(fundingRatePnL);
-    }
-    return pnl;
-}
-exports.calculatePositionPNL = calculatePositionPNL;
-function calculateUnsettledPnl(market, perpPosition, oraclePriceData) {
-    var unrealizedPnl = calculatePositionPNL(market, perpPosition, true, oraclePriceData);
-    var unsettledPnl = unrealizedPnl;
-    if (unrealizedPnl.gt(numericConstants_1.ZERO)) {
-        var fundingPnL = calculatePositionFundingPNL(market, perpPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
-        var maxPositivePnl = __1.BN.max(perpPosition.quoteAssetAmount
-            .sub(perpPosition.quoteEntryAmount)
-            .add(fundingPnL), numericConstants_1.ZERO);
-        unsettledPnl = __1.BN.min(maxPositivePnl, unrealizedPnl);
-    }
-    return unsettledPnl;
-}
-exports.calculateUnsettledPnl = calculateUnsettledPnl;
-/**
- *
- * @param market
- * @param PerpPosition
- * @returns // TODO-PRECISION
- */
-function calculatePositionFundingPNL(market, perpPosition) {
-    if (perpPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return numericConstants_1.ZERO;
-    }
-    var ammCumulativeFundingRate;
-    if (perpPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
-    }
-    else {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
-    }
-    var perPositionFundingRate = ammCumulativeFundingRate
-        .sub(perpPosition.lastCumulativeFundingRate)
-        .mul(perpPosition.baseAssetAmount)
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.FUNDING_PAYMENT_PRECISION)
-        .mul(new __1.BN(-1));
-    return perPositionFundingRate;
-}
-exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
-function positionIsAvailable(position) {
-    return (position.baseAssetAmount.eq(numericConstants_1.ZERO) &&
-        position.openOrders.eq(numericConstants_1.ZERO) &&
-        position.quoteAssetAmount.eq(numericConstants_1.ZERO) &&
-        position.lpShares.eq(numericConstants_1.ZERO));
-}
-exports.positionIsAvailable = positionIsAvailable;
-/**
- *
- * @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.quoteEntryAmount
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .div(userPosition.baseAssetAmount)
-        .abs();
-}
-exports.calculateEntryPrice = calculateEntryPrice;
-/**
- *
- * @param userPosition
- * @returns Precision: MARK_PRICE_PRECISION (10^10)
- */
-function calculateCostBasis(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.calculateCostBasis = calculateCostBasis;
-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;

package/src/math/repeg.js

@@ -1,128 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateBudgetedKBN = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
-var anchor_1 = require("@project-serum/anchor");
-var assert_1 = require("../assert/assert");
-var numericConstants_1 = require("../constants/numericConstants");
-/**
- * Helper function calculating adjust k cost
- * @param amm
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-function calculateAdjustKCost(amm, numerator, denomenator) {
-    // const k = market.amm.sqrtK.mul(market.amm.sqrtK);
-    var x = amm.baseAssetReserve;
-    var y = amm.quoteAssetReserve;
-    var d = amm.netBaseAssetAmount;
-    var Q = amm.pegMultiplier;
-    var quoteScale = y.mul(d).mul(Q); //.div(AMM_RESERVE_PRECISION);
-    var p = numerator.mul(numericConstants_1.MARK_PRICE_PRECISION).div(denomenator);
-    var cost = quoteScale
-        .div(x.add(d))
-        .sub(quoteScale
-        .mul(p)
-        .div(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(x.mul(p).div(numericConstants_1.MARK_PRICE_PRECISION).add(d)))
-        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .div(numericConstants_1.PEG_PRECISION);
-    return cost.mul(new anchor_1.BN(-1));
-}
-exports.calculateAdjustKCost = calculateAdjustKCost;
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param amm
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-function calculateRepegCost(amm, newPeg) {
-    var dqar = amm.quoteAssetReserve.sub(amm.terminalQuoteAssetReserve);
-    var cost = dqar
-        .mul(newPeg.sub(amm.pegMultiplier))
-        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .div(numericConstants_1.PEG_PRECISION);
-    return cost;
-}
-exports.calculateRepegCost = calculateRepegCost;
-function calculateBudgetedKBN(x, y, budget, Q, d) {
-    (0, assert_1.assert)(Q.gt(new anchor_1.BN(0)));
-    var C = budget.mul(new anchor_1.BN(-1));
-    var dSign = new anchor_1.BN(1);
-    if (d.lt(new anchor_1.BN(0))) {
-        dSign = new anchor_1.BN(-1);
-    }
-    var pegged_y_d_d = y
-        .mul(d)
-        .mul(d)
-        .mul(Q)
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.PEG_PRECISION);
-    var numer1 = pegged_y_d_d;
-    var numer2 = C.mul(d)
-        .div(numericConstants_1.QUOTE_PRECISION)
-        .mul(x.add(d))
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .mul(dSign);
-    var denom1 = C.mul(x)
-        .mul(x.add(d))
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.QUOTE_PRECISION);
-    var denom2 = pegged_y_d_d;
-    var numerator = numer1.sub(numer2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-    var denominator = denom1.add(denom2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-    return [numerator, denominator];
-}
-exports.calculateBudgetedKBN = calculateBudgetedKBN;
-function calculateBudgetedK(amm, cost) {
-    // 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*d*d*Q)
-    // numer
-    //   =  y*d*d*Q - Cxd - Cdd
-    //   =  y/x*Q*d*d - Cd - Cd/x
-    //   = mark      - C/d - C/(x)
-    //   =  mark/C    - 1/d - 1/x
-    // denom
-    // = C*x*x + C*x*d + y*d*d*Q
-    // = x/d**2 + 1 / d + mark/C
-    // todo: assumes k = x * y
-    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
-    var x = amm.baseAssetReserve;
-    var y = amm.quoteAssetReserve;
-    var d = amm.netBaseAssetAmount;
-    var Q = amm.pegMultiplier;
-    var _a = calculateBudgetedKBN(x, y, cost, Q, d), numerator = _a[0], denominator = _a[1];
-    return [numerator, denominator];
-}
-exports.calculateBudgetedK = calculateBudgetedK;
-function calculateBudgetedPeg(amm, cost, targetPrice) {
-    // 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
-    var targetPeg = targetPrice
-        .mul(amm.baseAssetReserve)
-        .div(amm.quoteAssetReserve)
-        .div(numericConstants_1.PRICE_DIV_PEG);
-    var k = amm.sqrtK.mul(amm.sqrtK);
-    var x = amm.baseAssetReserve;
-    var y = amm.quoteAssetReserve;
-    var d = amm.netBaseAssetAmount;
-    var Q = amm.pegMultiplier;
-    var C = cost.mul(new anchor_1.BN(-1));
-    var deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
-    var pegChangeDirection = targetPeg.sub(Q);
-    var useTargetPeg = (deltaQuoteAssetReserves.lt(numericConstants_1.ZERO) && pegChangeDirection.gt(numericConstants_1.ZERO)) ||
-        (deltaQuoteAssetReserves.gt(numericConstants_1.ZERO) && pegChangeDirection.lt(numericConstants_1.ZERO));
-    if (deltaQuoteAssetReserves.eq(numericConstants_1.ZERO) || useTargetPeg) {
-        return targetPeg;
-    }
-    var deltaPegMultiplier = C.mul(numericConstants_1.MARK_PRICE_PRECISION).div(deltaQuoteAssetReserves.div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO));
-    var newPeg = Q.sub(deltaPegMultiplier.mul(numericConstants_1.PEG_PRECISION).div(numericConstants_1.MARK_PRICE_PRECISION));
-    return newPeg;
-}
-exports.calculateBudgetedPeg = calculateBudgetedPeg;

package/src/math/spotBalance.js

@@ -1,176 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.calculateWithdrawLimit = exports.calculateInterestAccumulated = exports.calculateBorrowRate = exports.calculateDepositRate = exports.calculateInterestRate = exports.calculateUtilization = exports.calculateLiabilityWeight = exports.calculateAssetWeight = exports.getTokenAmount = exports.getBalance = void 0;
-var types_1 = require("../types");
-var anchor_1 = require("@project-serum/anchor");
-var numericConstants_1 = require("../constants/numericConstants");
-var margin_1 = require("./margin");
-function getBalance(tokenAmount, spotMarket, balanceType) {
-    var precisionIncrease = numericConstants_1.TEN.pow(new anchor_1.BN(16 - spotMarket.decimals));
-    var cumulativeInterest = (0, types_1.isVariant)(balanceType, 'deposit')
-        ? spotMarket.cumulativeDepositInterest
-        : spotMarket.cumulativeBorrowInterest;
-    var balance = tokenAmount.mul(precisionIncrease).div(cumulativeInterest);
-    if (!balance.eq(numericConstants_1.ZERO) && (0, types_1.isVariant)(balanceType, 'borrow')) {
-        balance = balance.add(numericConstants_1.ONE);
-    }
-    return balance;
-}
-exports.getBalance = getBalance;
-function getTokenAmount(balanceAmount, spotMarket, balanceType) {
-    var precisionDecrease = numericConstants_1.TEN.pow(new anchor_1.BN(16 - spotMarket.decimals));
-    var cumulativeInterest = (0, types_1.isVariant)(balanceType, 'deposit')
-        ? spotMarket.cumulativeDepositInterest
-        : spotMarket.cumulativeBorrowInterest;
-    return balanceAmount.mul(cumulativeInterest).div(precisionDecrease);
-}
-exports.getTokenAmount = getTokenAmount;
-function calculateAssetWeight(balanceAmount, spotMarket, marginCategory) {
-    var sizePrecision = numericConstants_1.TEN.pow(new anchor_1.BN(spotMarket.decimals));
-    var sizeInAmmReservePrecision;
-    if (sizePrecision.gt(numericConstants_1.AMM_RESERVE_PRECISION)) {
-        sizeInAmmReservePrecision = balanceAmount.div(sizePrecision.div(numericConstants_1.AMM_RESERVE_PRECISION));
-    }
-    else {
-        sizeInAmmReservePrecision = balanceAmount
-            .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-            .div(sizePrecision);
-    }
-    var assetWeight;
-    switch (marginCategory) {
-        case 'Initial':
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.initialAssetWeight);
-            break;
-        case 'Maintenance':
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.maintenanceAssetWeight);
-            break;
-        default:
-            assetWeight = spotMarket.initialAssetWeight;
-            break;
-    }
-    return assetWeight;
-}
-exports.calculateAssetWeight = calculateAssetWeight;
-function calculateLiabilityWeight(balanceAmount, spotMarket, marginCategory) {
-    var sizePrecision = numericConstants_1.TEN.pow(new anchor_1.BN(spotMarket.decimals));
-    var sizeInAmmReservePrecision;
-    if (sizePrecision.gt(numericConstants_1.AMM_RESERVE_PRECISION)) {
-        sizeInAmmReservePrecision = balanceAmount.div(sizePrecision.div(numericConstants_1.AMM_RESERVE_PRECISION));
-    }
-    else {
-        sizeInAmmReservePrecision = balanceAmount
-            .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-            .div(sizePrecision);
-    }
-    var assetWeight;
-    switch (marginCategory) {
-        case 'Initial':
-            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.initialLiabilityWeight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
-            break;
-        case 'Maintenance':
-            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.maintenanceLiabilityWeight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
-            break;
-        default:
-            assetWeight = spotMarket.initialLiabilityWeight;
-            break;
-    }
-    return assetWeight;
-}
-exports.calculateLiabilityWeight = calculateLiabilityWeight;
-function calculateUtilization(bank) {
-    var tokenDepositAmount = getTokenAmount(bank.depositBalance, bank, types_1.SpotBalanceType.DEPOSIT);
-    var tokenBorrowAmount = getTokenAmount(bank.borrowBalance, bank, types_1.SpotBalanceType.BORROW);
-    var utilization;
-    if (tokenBorrowAmount.eq(numericConstants_1.ZERO) && tokenDepositAmount.eq(numericConstants_1.ZERO)) {
-        utilization = numericConstants_1.ZERO;
-    }
-    else if (tokenDepositAmount.eq(numericConstants_1.ZERO)) {
-        utilization = numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION;
-    }
-    else {
-        utilization = tokenBorrowAmount
-            .mul(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION)
-            .div(tokenDepositAmount);
-    }
-    return utilization;
-}
-exports.calculateUtilization = calculateUtilization;
-function calculateInterestRate(bank) {
-    var utilization = calculateUtilization(bank);
-    var interestRate;
-    if (utilization.gt(bank.optimalUtilization)) {
-        var surplusUtilization = utilization.sub(bank.optimalUtilization);
-        var borrowRateSlope = bank.maxBorrowRate
-            .sub(bank.optimalBorrowRate)
-            .mul(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION)
-            .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION.sub(bank.optimalUtilization));
-        interestRate = bank.optimalBorrowRate.add(surplusUtilization
-            .mul(borrowRateSlope)
-            .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION));
-    }
-    else {
-        var borrowRateSlope = bank.optimalBorrowRate
-            .mul(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION)
-            .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION.sub(bank.optimalUtilization));
-        interestRate = utilization
-            .mul(borrowRateSlope)
-            .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION);
-    }
-    return interestRate;
-}
-exports.calculateInterestRate = calculateInterestRate;
-function calculateDepositRate(bank) {
-    var utilization = calculateUtilization(bank);
-    var borrowRate = calculateBorrowRate(bank);
-    var depositRate = borrowRate
-        .mul(utilization)
-        .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION);
-    return depositRate;
-}
-exports.calculateDepositRate = calculateDepositRate;
-function calculateBorrowRate(bank) {
-    return calculateInterestRate(bank);
-}
-exports.calculateBorrowRate = calculateBorrowRate;
-function calculateInterestAccumulated(bank, now) {
-    var interestRate = calculateInterestRate(bank);
-    var timeSinceLastUpdate = now.sub(bank.lastInterestTs);
-    var modifiedBorrowRate = interestRate.mul(timeSinceLastUpdate);
-    var utilization = calculateUtilization(bank);
-    var modifiedDepositRate = modifiedBorrowRate
-        .mul(utilization)
-        .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION);
-    var borrowInterest = bank.cumulativeBorrowInterest
-        .mul(modifiedBorrowRate)
-        .div(numericConstants_1.ONE_YEAR)
-        .div(numericConstants_1.SPOT_MARKET_INTEREST_PRECISION)
-        .add(numericConstants_1.ONE);
-    var depositInterest = bank.cumulativeDepositInterest
-        .mul(modifiedDepositRate)
-        .div(numericConstants_1.ONE_YEAR)
-        .div(numericConstants_1.SPOT_MARKET_INTEREST_PRECISION);
-    return { borrowInterest: borrowInterest, depositInterest: depositInterest };
-}
-exports.calculateInterestAccumulated = calculateInterestAccumulated;
-function calculateWithdrawLimit(spotMarket, now) {
-    var marketDepositTokenAmount = getTokenAmount(spotMarket.depositBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
-    var marketBorrowTokenAmount = getTokenAmount(spotMarket.borrowBalance, spotMarket, types_1.SpotBalanceType.BORROW);
-    var twentyFourHours = new anchor_1.BN(60 * 60 * 24);
-    var sinceLast = now.sub(spotMarket.lastTwapTs);
-    var sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, twentyFourHours.sub(sinceLast));
-    var borrowTokenTwapLive = spotMarket.borrowTokenTwap
-        .mul(sinceStart)
-        .add(marketBorrowTokenAmount.mul(sinceLast))
-        .div(sinceLast.add(sinceLast));
-    var depositTokenTwapLive = spotMarket.depositTokenTwap
-        .mul(sinceStart)
-        .add(marketDepositTokenAmount.mul(sinceLast))
-        .div(sinceLast.add(sinceLast));
-    var maxBorrowTokens = anchor_1.BN.min(anchor_1.BN.max(marketDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(borrowTokenTwapLive.div(new anchor_1.BN(5)))), marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new anchor_1.BN(10)))); // between ~15-90% utilization with friction on twap
-    var minDepositTokens = depositTokenTwapLive.sub(anchor_1.BN.min(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(5)), spotMarket.withdrawGuardThreshold), depositTokenTwapLive));
-    return {
-        borrowLimit: maxBorrowTokens.sub(marketBorrowTokenAmount),
-        withdrawLimit: marketDepositTokenAmount.sub(minDepositTokens)
-    };
-}
-exports.calculateWithdrawLimit = calculateWithdrawLimit;

package/src/math/spotMarket.js

@@ -1,8 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.castNumberToSpotPrecision = void 0;
-var anchor_1 = require("@project-serum/anchor");
-function castNumberToSpotPrecision(value, spotMarket) {
-    return new anchor_1.BN(value * Math.pow(10, spotMarket.decimals));
-}
-exports.castNumberToSpotPrecision = castNumberToSpotPrecision;

package/src/math/spotPosition.js

@@ -1,8 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.isSpotPositionAvailable = void 0;
-var numericConstants_1 = require("../constants/numericConstants");
-function isSpotPositionAvailable(position) {
-    return position.balance.eq(numericConstants_1.ZERO) && position.openOrders === 0;
-}
-exports.isSpotPositionAvailable = isSpotPositionAvailable;