@katanaperps/katana-perps-sdk 2.1.0-beta.15 → 2.1.0-beta.16

package/dist/orderbook/buySellPanelEstimate.d.ts.map

@@ -1 +1 @@
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package/dist/orderbook/buySellPanelEstimate.js

@@ -154,6 +154,7 @@ enforceExecutionPriceLimit) {
         takerTradeFee: BigInt(0),
         takerGasFee: BigInt(0),
         selfTradeBaseQuantity: BigInt(0),
+        selfTradeQuoteQuantity: BigInt(0),
         selfTradeEncountered: false,
         executionPriceLimitExceeded: false,
         standingOrdersAfterSelfTrade: standingOrdersCopy,
@@ -231,6 +232,7 @@ enforceExecutionPriceLimit) {
         if (selfPart > BigInt(0)) {
             result.selfTradeEncountered = true;
             result.selfTradeBaseQuantity += selfPart;
+            result.selfTradeQuoteQuantity += (0, _pipmath_1.multiplyPips)(selfPart, level.price, context.isMarketOrder && context.isBuy);
             // Reduce the wallet's own resting orders at this price.
             let toReduce = selfPart;
             for (const order of ownOrders) {
@@ -364,8 +366,7 @@ enforceExecutionPriceLimit = true) {
             const unboundedQuote = context.makerLevels.reduce((sum, level) => sum + (0, _pipmath_1.multiplyPips)(level.size, level.price), BigInt(1));
             const maxFill = matchTakerOrder(context, { quoteQuantity: unboundedQuote }, reduceOnlyMaximumBaseQuantity, enforceExecutionPriceLimit);
             fullyFillable =
-                maxFill.tradeQuoteQuantity +
-                    (0, _pipmath_1.multiplyPips)(maxFill.selfTradeBaseQuantity, context.indexPrice) >=
+                maxFill.tradeQuoteQuantity + maxFill.selfTradeQuoteQuantity >=
                     quantity.quoteQuantity;
         }
         if (!fullyFillable) {
@@ -373,8 +374,15 @@ enforceExecutionPriceLimit = true) {
             return estimate;
         }
     }
-    estimate.tradeBaseQuantity = fill.tradeBaseQuantity;
-    estimate.tradeQuoteQuantity = fill.tradeQuoteQuantity;
+    // The crossing (trade) quantity includes any self-traded quantity: the taker
+    // order must be submitted with enough quantity to traverse the book and reach
+    // the wallet's own resting order, otherwise that self-trade would not occur.
+    // (Position, collateral and liquidation effects below use only the real
+    // fills, since a self-trade does not change the position or quote balance.)
+    estimate.tradeBaseQuantity =
+        fill.tradeBaseQuantity + fill.selfTradeBaseQuantity;
+    estimate.tradeQuoteQuantity =
+        fill.tradeQuoteQuantity + fill.selfTradeQuoteQuantity;
     // Determine the resting (maker) portion. Reduce-only limit orders may rest on
     // the books (their reducing portion); whether the resting quantity is valid is
     // checked below via `reduceOnlyOpenPositionSizeExceeded`.
@@ -387,10 +395,11 @@ enforceExecutionPriceLimit = true) {
             makerBaseQuantity = fill.remainingBaseQuantity;
         }
         else {
-            // Convert the remaining quote budget to base at the limit price.
+            // Convert the remaining quote budget to base at the limit price. The
+            // crossing portion (real fills + self-trades) has consumed the rest.
             const remainingQuote = (0, _pipmath_1.maxBigInt)(quantity.quoteQuantity -
                 fill.tradeQuoteQuantity -
-                (0, _pipmath_1.multiplyPips)(fill.selfTradeBaseQuantity, context.limitPrice), BigInt(0));
+                fill.selfTradeQuoteQuantity, BigInt(0));
             makerBaseQuantity =
                 context.limitPrice > BigInt(0) ?
                     (0, _pipmath_1.dividePips)(remainingQuote, context.limitPrice)

package/dist/tests/orderbook/buySellPanelEstimate.test.js

@@ -328,11 +328,13 @@ describe('orderbook/buySellPanelEstimate', () => {
                 order: { side: request_1.OrderSide.buy, baseQuantity: (0, _pipmath_1.decimalToPip)('5') },
             });
             expect(estimate.selfTradeEncountered).to.equal(true);
-            // Only the 2 units not belonging to the wallet are actually traded
-            testHelpers.assertBigintsEqual(estimate.tradeBaseQuantity, (0, _pipmath_1.decimalToPip)('2'));
-            testHelpers.assertBigintsEqual(estimate.tradeQuoteQuantity, (0, _pipmath_1.decimalToPip)('200'));
-            // Freeing the 30 held by the canceled own order more than offsets the new
-            // position’s margin (20) and fee (0.2): collateral increases.
+            // The order must cross all 5 (the 2 others + the 3 own units) to reach the
+            // wallet's own order, so the self-traded 3 count toward the trade quantity.
+            testHelpers.assertBigintsEqual(estimate.tradeBaseQuantity, (0, _pipmath_1.decimalToPip)('5'));
+            testHelpers.assertBigintsEqual(estimate.tradeQuoteQuantity, (0, _pipmath_1.decimalToPip)('500'));
+            // Cost reflects only the real 2-unit fill: freeing the 30 held by the
+            // canceled own order more than offsets the new position’s margin (20) and
+            // fee (0.2), so collateral increases.
             testHelpers.assertBigintsEqual(estimate.cost, (0, _pipmath_1.decimalToPip)('-9.8'));
         });
         it('flags an order that exceeds free collateral', () => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@katanaperps/katana-perps-sdk",
-  "version": "2.1.0-beta.15",
+  "version": "2.1.0-beta.16",
   "description": "Katana Perps SDK for Javascript in the browser and Node.js",
   "repository": "git@github.com:katanaperps/katana-perps-sdk-js.git",
   "license": "MIT",