@gearbox-protocol/sdk 16.4.1 → 16.5.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/onchain/accounts/intents/borrow.js +2 -1
- package/dist/cjs/onchain/accounts/intents/open-strategy.js +2 -1
- package/dist/cjs/onchain/accounts/intents/realize.js +4 -2
- package/dist/cjs/onchain/accounts/intents/utils/price-impact.js +9 -6
- package/dist/esm/onchain/accounts/intents/borrow.js +2 -1
- package/dist/esm/onchain/accounts/intents/open-strategy.js +2 -1
- package/dist/esm/onchain/accounts/intents/realize.js +4 -2
- package/dist/esm/onchain/accounts/intents/utils/price-impact.js +9 -6
- package/dist/types/onchain/accounts/intents/types.d.ts +1 -0
- package/dist/types/onchain/accounts/intents/utils/price-impact.d.ts +4 -1
- package/package.json +1 -1
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@@ -99,7 +99,8 @@ async function buildBorrowState(props) {
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priceImpact: await require_onchain_accounts_intents_utils_price_impact.collectPriceImpact(leg?.probe ? [leg.probe] : [], {
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totalValue: margin,
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netValue: margin - debt,
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toUnderlying: (from, amount) => convert(from, underlying, amount)
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toUnderlying: (from, amount) => convert(from, underlying, amount),
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toUnderlyingAmount: market.toUnderlyingAmount
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}),
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collateral: priced(collateralToken, collateralAmount),
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borrowed: priced(borrowToken, payout),
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@@ -87,7 +87,8 @@ async function buildOpenStrategyState(props) {
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const priceImpact = await require_onchain_accounts_intents_utils_price_impact.collectPriceImpact(leg.probe ? [leg.probe] : [], {
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totalValue: margin + debt,
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netValue: margin,
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toUnderlying: (from, amount) => convert(from, underlying, amount)
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toUnderlying: (from, amount) => convert(from, underlying, amount),
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toUnderlyingAmount: market.toUnderlyingAmount
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});
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return {
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...projection,
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@@ -51,6 +51,7 @@ async function realize(steps, props) {
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* can revert.
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*/
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const ledger = new require_onchain_accounts_intents_utils_ledger.OperationLedger(start);
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const opening = ledger.snapshot();
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/**
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* The same walk with every routed leg counted at the amount the pathfinder
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* expects to return. Nothing is built from it: it is where the position
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@@ -377,8 +378,9 @@ async function realize(steps, props) {
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}));
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const priceImpact = await require_onchain_accounts_intents_utils_price_impact.collectPriceImpact(probes, {
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totalValue: projected.totalValue,
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netValue:
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toUnderlying: (from, amount) => price(from, underlying, amount)
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netValue: opening.totalValue - opening.debt,
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toUnderlying: (from, amount) => price(from, underlying, amount),
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toUnderlyingAmount: market.toUnderlyingAmount
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});
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const executionCost = traded.priced && traded.spentUnd > 0n ? require_onchain_constants_math.PERCENTAGE_FACTOR_1KK * (traded.returnedUnd - traded.spentUnd) / traded.spentUnd : void 0;
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const state = {
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@@ -86,12 +86,15 @@ async function collectPriceImpact(probes, ctx) {
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lossUnd += loss;
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}
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if (expectedUnd <= 0n) return;
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return
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return {
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...lossRate({
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lossUnd,
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expectedUnd,
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totalValue: ctx.totalValue,
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netValue: ctx.netValue
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}),
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absolutePriceImpact: ctx.toUnderlyingAmount(-lossUnd)
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};
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}
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//#endregion
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exports.collectPriceImpact = collectPriceImpact;
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@@ -98,7 +98,8 @@ async function buildBorrowState(props) {
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priceImpact: await collectPriceImpact(leg?.probe ? [leg.probe] : [], {
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totalValue: margin,
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netValue: margin - debt,
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toUnderlying: (from, amount) => convert(from, underlying, amount)
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toUnderlying: (from, amount) => convert(from, underlying, amount),
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toUnderlyingAmount: market.toUnderlyingAmount
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}),
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collateral: priced(collateralToken, collateralAmount),
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borrowed: priced(borrowToken, payout),
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@@ -86,7 +86,8 @@ async function buildOpenStrategyState(props) {
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const priceImpact = await collectPriceImpact(leg.probe ? [leg.probe] : [], {
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totalValue: margin + debt,
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netValue: margin,
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toUnderlying: (from, amount) => convert(from, underlying, amount)
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toUnderlying: (from, amount) => convert(from, underlying, amount),
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toUnderlyingAmount: market.toUnderlyingAmount
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});
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return {
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...projection,
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@@ -50,6 +50,7 @@ async function realize(steps, props) {
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* can revert.
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*/
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const ledger = new OperationLedger(start);
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const opening = ledger.snapshot();
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/**
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* The same walk with every routed leg counted at the amount the pathfinder
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* expects to return. Nothing is built from it: it is where the position
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@@ -376,8 +377,9 @@ async function realize(steps, props) {
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}));
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const priceImpact = await collectPriceImpact(probes, {
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totalValue: projected.totalValue,
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netValue:
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toUnderlying: (from, amount) => price(from, underlying, amount)
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netValue: opening.totalValue - opening.debt,
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toUnderlying: (from, amount) => price(from, underlying, amount),
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toUnderlyingAmount: market.toUnderlyingAmount
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});
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const executionCost = traded.priced && traded.spentUnd > 0n ? PERCENTAGE_FACTOR_1KK * (traded.returnedUnd - traded.spentUnd) / traded.spentUnd : void 0;
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const state = {
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@@ -85,12 +85,15 @@ async function collectPriceImpact(probes, ctx) {
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lossUnd += loss;
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}
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if (expectedUnd <= 0n) return;
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return
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return {
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...lossRate({
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lossUnd,
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expectedUnd,
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totalValue: ctx.totalValue,
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netValue: ctx.netValue
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}),
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absolutePriceImpact: ctx.toUnderlyingAmount(-lossUnd)
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};
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}
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//#endregion
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export { collectPriceImpact, lossRate, startProbe };
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@@ -1,3 +1,5 @@
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import { TokenAmount } from "../../../../model/primitives.js";
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import "../../../../model/index.js";
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import { Asset } from "../../../base/types.js";
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import { IPriceOracleContract } from "../../../market/oracle/types.js";
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import { PathLossRate } from "../types.js";
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@@ -33,7 +35,7 @@ declare function lossRate(args: {
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expectedUnd: bigint;
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totalValue: bigint;
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netValue: bigint;
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}): PathLossRate
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}): Omit<PathLossRate, "absolutePriceImpact">;
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/**
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* Folds every leg into one rate, in the underlying — the unit its bases are in.
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*
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@@ -44,6 +46,7 @@ declare function collectPriceImpact(probes: LegProbe[], ctx: {
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totalValue: bigint;
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netValue: bigint;
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toUnderlying: (from: Address, amount: bigint) => bigint;
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toUnderlyingAmount: (value: bigint) => TokenAmount;
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}): Promise<PathLossRate | undefined>;
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//#endregion
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export { LegProbe, collectPriceImpact, lossRate, startProbe };
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