@kodiak-finance/orderly-perp 4.8.18 → 4.8.19

package/dist/index.d.mts

@@ -583,6 +583,13 @@ type EstimatedLeverageInputs = {
  * @returns number
  */
 declare function estLeverage(inputs: EstimatedLeverageInputs): number | null;
+declare function tpslROI(inputs: {
+    side: OrderSide;
+    type: "tp" | "sl";
+    closePrice: number;
+    orderPrice: number;
+    leverage: number;
+}): number;
 
 type order_EstimatedLeverageInputs = EstimatedLeverageInputs;
 type order_EstimatedLiquidationPriceInputs = EstimatedLiquidationPriceInputs;
@@ -592,8 +599,9 @@ declare const order_maxPrice: typeof maxPrice;
 declare const order_minPrice: typeof minPrice;
 declare const order_orderFee: typeof orderFee;
 declare const order_scopePrice: typeof scopePrice;
+declare const order_tpslROI: typeof tpslROI;
 declare namespace order {
-  export { type order_EstimatedLeverageInputs as EstimatedLeverageInputs, type order_EstimatedLiquidationPriceInputs as EstimatedLiquidationPriceInputs, order_estLeverage as estLeverage, order_estLiqPrice as estLiqPrice, order_maxPrice as maxPrice, order_minPrice as minPrice, order_orderFee as orderFee, order_scopePrice as scopePrice };
+  export { type order_EstimatedLeverageInputs as EstimatedLeverageInputs, type order_EstimatedLiquidationPriceInputs as EstimatedLiquidationPriceInputs, order_estLeverage as estLeverage, order_estLiqPrice as estLiqPrice, order_maxPrice as maxPrice, order_minPrice as minPrice, order_orderFee as orderFee, order_scopePrice as scopePrice, order_tpslROI as tpslROI };
 }
 
 export { account, order, order as orderUtils, positions, _default as version };

package/dist/index.d.ts

@@ -583,6 +583,13 @@ type EstimatedLeverageInputs = {
  * @returns number
  */
 declare function estLeverage(inputs: EstimatedLeverageInputs): number | null;
+declare function tpslROI(inputs: {
+    side: OrderSide;
+    type: "tp" | "sl";
+    closePrice: number;
+    orderPrice: number;
+    leverage: number;
+}): number;
 
 type order_EstimatedLeverageInputs = EstimatedLeverageInputs;
 type order_EstimatedLiquidationPriceInputs = EstimatedLiquidationPriceInputs;
@@ -592,8 +599,9 @@ declare const order_maxPrice: typeof maxPrice;
 declare const order_minPrice: typeof minPrice;
 declare const order_orderFee: typeof orderFee;
 declare const order_scopePrice: typeof scopePrice;
+declare const order_tpslROI: typeof tpslROI;
 declare namespace order {
-  export { type order_EstimatedLeverageInputs as EstimatedLeverageInputs, type order_EstimatedLiquidationPriceInputs as EstimatedLiquidationPriceInputs, order_estLeverage as estLeverage, order_estLiqPrice as estLiqPrice, order_maxPrice as maxPrice, order_minPrice as minPrice, order_orderFee as orderFee, order_scopePrice as scopePrice };
+  export { type order_EstimatedLeverageInputs as EstimatedLeverageInputs, type order_EstimatedLiquidationPriceInputs as EstimatedLiquidationPriceInputs, order_estLeverage as estLeverage, order_estLiqPrice as estLiqPrice, order_maxPrice as maxPrice, order_minPrice as minPrice, order_orderFee as orderFee, order_scopePrice as scopePrice, order_tpslROI as tpslROI };
 }
 
 export { account, order, order as orderUtils, positions, _default as version };

package/dist/index.js

@@ -410,7 +410,7 @@ function otherIMs(inputs) {
     const sellOrdersQty = position.pending_short_qty;
     const ordersNotional = markPriceDecimal.mul(new import_orderly_utils2.Decimal(buyOrdersQty).add(sellOrdersQty)).toNumber();
     const IMR_Factor = IMR_Factors[symbol];
-    if (!IMR_Factor) {
+    if (typeof IMR_Factor === "undefined") {
       console.warn("IMR_Factor is not found:", symbol);
       return acc;
     }
@@ -466,6 +466,9 @@ function maxQtyByLong(inputs, options) {
     if (positionQty === 0 && buyOrdersQty === 0) {
       return Math.min(baseMaxQty, factor_1);
     }
+    if (IMR_Factor === 0) {
+      return Math.min(baseMaxQty, factor_1);
+    }
     const factor_2 = totalCollateralDecimal.sub(otherIMs2).div(IMR_Factor).toPower(1 / 1.8).div(markPrice).sub(
       new import_orderly_utils2.Decimal(positionQty).add(buyOrdersQty)
       // .abs()
@@ -498,6 +501,9 @@ function maxQtyByShort(inputs, options) {
     if (positionQty === 0 && sellOrdersQty === 0) {
       return Math.min(baseMaxQty, factor_1);
     }
+    if (IMR_Factor === 0) {
+      return Math.min(baseMaxQty, factor_1);
+    }
     const factor_2 = totalCollateralDecimal.sub(otherIMs2).div(IMR_Factor).toPower(1 / 1.8).div(markPrice).add(positionQty).sub(sellOrdersQty).div(new import_orderly_utils2.Decimal(takerFeeRate).mul(2).mul(1e-4).add(1)).mul(0.995).toNumber();
     return Math.min(baseMaxQty, factor_1, factor_2);
   } catch (error) {
@@ -555,7 +561,7 @@ var collateralRatio = (params) => {
   const DCF = new import_orderly_utils2.Decimal(discountFactor || 0);
   const qty = new import_orderly_utils2.Decimal(Math.min(collateralQty, cap));
   const notionalAbs = qty.mul(indexPrice).abs();
-  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);
+  const dynamicWeight = DCF.mul(notionalAbs.toPower(IMRFactorPower));
   const result = K.div(new import_orderly_utils2.Decimal(1).add(dynamicWeight));
   return result.lt(baseWeight) ? result : new import_orderly_utils2.Decimal(baseWeight);
 };
@@ -617,7 +623,8 @@ __export(order_exports, {
   maxPrice: () => maxPrice,
   minPrice: () => minPrice,
   orderFee: () => orderFee,
-  scopePrice: () => scopePrice
+  scopePrice: () => scopePrice,
+  tpslROI: () => tpslROI
 });
 var import_orderly_utils3 = require("@kodiak-finance/orderly-utils");
 function maxPrice(markprice, range) {
@@ -716,6 +723,16 @@ function estLeverage(inputs) {
   );
   return new import_orderly_utils3.Decimal(1).div(totalMarginRatio2).toDecimalPlaces(2, import_orderly_utils3.Decimal.ROUND_HALF_EVEN).toNumber();
 }
+function tpslROI(inputs) {
+  const direction = (0, import_orderly_utils3.getTPSLDirection)({
+    side: inputs.side,
+    type: inputs.type,
+    closePrice: inputs.closePrice,
+    orderPrice: inputs.orderPrice
+  });
+  const { closePrice, orderPrice, leverage } = inputs;
+  return new import_orderly_utils3.Decimal(closePrice).minus(orderPrice).div(orderPrice).mul(leverage).abs().mul(direction).toNumber();
+}
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
   account,

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/index.ts","../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["export { default as version } from \"./version\";\nexport * as positions from \"./positions\";\nexport * as account from \"./account\";\nexport * as orderUtils from \"./order\";\n\nexport * as order from \"./order\";\n","declare global {\n  interface Window {\n    __ORDERLY_VERSION__?: {\n      [key: string]: string;\n    };\n  }\n}\nif (typeof window !== \"undefined\") {\n  window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n  window.__ORDERLY_VERSION__[\"@kodiak-finance/orderly-perp\"] = \"4.7.4\";\n}\n\nexport default \"4.7.4\";\n","import { API } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n\n/**\n * calculate the max position notional\n * max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)\n */\nexport function maxPositionNotional(inputs: {\n  /** symbol leverage */\n  leverage: number;\n  IMRFactor: number;\n}) {\n  const { leverage, IMRFactor } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(leverage).mul(IMRFactor))\n    .pow(1 / 0.8)\n    .toNumber();\n}\n\n/**\n * symbol_leverage_max = 1 / ( imr_factor * notional ^ 0.8 )\n */\nexport function maxPositionLeverage(inputs: {\n  IMRFactor: number;\n  notional: number;\n}) {\n  const { IMRFactor, notional } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(IMRFactor).mul(new Decimal(notional).pow(0.8)))\n    .toNumber();\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import { API, OrderSide } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n  }[];\n};\n\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n  }, zero);\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n    collateralCap: number;\n    collateralRatio: Decimal;\n  }[];\n  unsettlementPnL: number;\n};\n\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding, unsettlementPnL } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce<Decimal>((acc, cur) => {\n    const finalHolding = Math.min(cur.holding, cur.collateralCap);\n    const value = new Decimal(finalHolding)\n      .mul(cur.collateralRatio)\n      .mul(cur.indexPrice);\n    return acc.add(value);\n  }, zero);\n\n  return new Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  /**\n   * effective max leverage\n   */\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * @deprecated\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo } = inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage: maxLeverage({\n        symbolLeverage: position?.leverage ?? inputs.maxLeverage,\n        accountLeverage: inputs.maxLeverage,\n      }),\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n  markPrices: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      if (!IMR_Factor) {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage: maxLeverage({\n          symbolLeverage: position!.leverage,\n          accountLeverage: inputs.maxLeverage,\n        }),\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(Math.abs(sellOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && sellOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) {\n    return null;\n  }\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n\nexport const collateralRatio = (params: {\n  baseWeight: number;\n  discountFactor: number | null;\n  collateralQty: number;\n  collateralCap: number;\n  indexPrice: number;\n}) => {\n  const {\n    baseWeight,\n    discountFactor,\n    collateralQty,\n    collateralCap,\n    indexPrice,\n  } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  const K = new Decimal(1.2);\n  const DCF = new Decimal(discountFactor || 0);\n  const qty = new Decimal(Math.min(collateralQty, cap));\n\n  const notionalAbs = qty.mul(indexPrice).abs();\n  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);\n  const result = K.div(new Decimal(1).add(dynamicWeight));\n\n  return result.lt(baseWeight) ? result : new Decimal(baseWeight);\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n  collateralQty: number;\n  collateralCap: number;\n  collateralRatio: number;\n  indexPrice: number;\n}) => {\n  const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  return new Decimal(Math.min(collateralQty, cap))\n    .mul(collateralRatio)\n    .mul(indexPrice)\n    .toNumber();\n};\n\nexport const LTV = (params: {\n  usdcBalance: number;\n  upnl: number;\n  assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n  const { usdcBalance, upnl, assets } = params;\n\n  const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n  const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n  const numerator = usdcLoss.add(upnlLoss);\n\n  const collateralSum = assets.reduce<Decimal>((acc, asset) => {\n    return acc.add(\n      new Decimal(Math.max(asset.qty, 0))\n        .mul(new Decimal(asset.indexPrice))\n        .mul(new Decimal(asset.weight)),\n    );\n  }, zero);\n\n  const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n  if (numerator.isZero() || denominator.isZero()) {\n    return 0;\n  }\n\n  return numerator.div(denominator).toNumber();\n};\n\n/**\n * max(0, min(USDC_balance, free_collateral - max(upnl, 0)))\n */\nexport const maxWithdrawalUSDC = (inputs: {\n  USDCBalance: number;\n  freeCollateral: Decimal;\n  upnl: number;\n}) => {\n  const { USDCBalance, freeCollateral, upnl } = inputs;\n  const value = Math.min(\n    new Decimal(USDCBalance).toNumber(),\n    new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n  );\n  return Math.max(0, value);\n};\n\n/**\n *\n * Other collateral: min(collateral_qty_i, free_collateral / (index_price_i × weight_i)\n * Other collateral with negative USDC: min(collateral_qty_i, free_collateral / (index_price_i × (1 + buffer) × weight_i)\n * buffer: 0.2%\n */\nexport const maxWithdrawalOtherCollateral = (inputs: {\n  USDCBalance: number;\n  collateralQty: number;\n  freeCollateral: Decimal;\n  indexPrice: number;\n  weight: Decimal;\n}) => {\n  const { USDCBalance, collateralQty, freeCollateral, indexPrice, weight } =\n    inputs;\n  const usdcBalance = new Decimal(USDCBalance);\n  const denominator = usdcBalance.isNegative()\n    ? new Decimal(indexPrice).mul(weight).mul(new Decimal(1).add(0.002))\n    : new Decimal(indexPrice).mul(weight);\n  if (denominator.isZero()) {\n    return zero;\n  }\n  const qty = new Decimal(collateralQty);\n  const maxQtyByValue = new Decimal(freeCollateral).div(denominator);\n  return maxQtyByValue.lt(qty) ? maxQtyByValue : qty;\n};\n\nexport const calcMinimumReceived = (inputs: {\n  amount: number;\n  slippage: number;\n}) => {\n  const { amount, slippage } = inputs;\n  const slippageRatio = new Decimal(slippage).div(100);\n  return new Decimal(amount)\n    .mul(new Decimal(1).minus(slippageRatio))\n    .toNumber();\n};\n\n/**\n * @deprecated This method will be removed soon. Please update your code to use symbolLeverage directly.\n */\n// Warning: The maxLeverage method will be deprecated soon. Please use symbolLeverage directly and update all related calls as soon as possible.\nexport const maxLeverage = (inputs: {\n  symbolLeverage?: number;\n  accountLeverage: number;\n}) => {\n  const { symbolLeverage, accountLeverage } = inputs;\n\n  return symbolLeverage ?? 1;\n};\n","import { API as orderUtils } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\",\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price,\n                )\n              : zero,\n          )\n          .abs(),\n      )\n      .toPower(4 / 5)\n      .toNumber(),\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0,\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const denominator = newQty.abs().mul(newMMR).sub(newQty);\n\n  if (denominator.eq(zero)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(denominator),\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs(),\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional,\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    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+{"version":3,"sources":["../src/index.ts","../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["export { default as version } from \"./version\";\nexport * as positions from \"./positions\";\nexport * as account from \"./account\";\nexport * as orderUtils from \"./order\";\n\nexport * as order from \"./order\";\n","declare global {\n  interface Window {\n    __ORDERLY_VERSION__?: {\n      [key: string]: string;\n    };\n  }\n}\nif (typeof window !== \"undefined\") {\n  window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n  window.__ORDERLY_VERSION__[\"@kodiak-finance/orderly-perp\"] = \"4.7.4\";\n}\n\nexport default \"4.7.4\";\n","import { API } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n\n/**\n * calculate the max position notional\n * max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)\n */\nexport function maxPositionNotional(inputs: {\n  /** symbol leverage */\n  leverage: number;\n  IMRFactor: number;\n}) {\n  const { leverage, IMRFactor } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(leverage).mul(IMRFactor))\n    .pow(1 / 0.8)\n    .toNumber();\n}\n\n/**\n * symbol_leverage_max = 1 / ( imr_factor * notional ^ 0.8 )\n */\nexport function maxPositionLeverage(inputs: {\n  IMRFactor: number;\n  notional: number;\n}) {\n  const { IMRFactor, notional } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(IMRFactor).mul(new Decimal(notional).pow(0.8)))\n    .toNumber();\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import { API, OrderSide } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n  }[];\n};\n\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n  }, zero);\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n    collateralCap: number;\n    collateralRatio: Decimal;\n  }[];\n  unsettlementPnL: number;\n};\n\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding, unsettlementPnL } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce<Decimal>((acc, cur) => {\n    const finalHolding = Math.min(cur.holding, cur.collateralCap);\n    const value = new Decimal(finalHolding)\n      .mul(cur.collateralRatio)\n      .mul(cur.indexPrice);\n    return acc.add(value);\n  }, zero);\n\n  return new Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  /**\n   * effective max leverage\n   */\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * @deprecated\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo } = inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage: maxLeverage({\n        symbolLeverage: position?.leverage ?? inputs.maxLeverage,\n        accountLeverage: inputs.maxLeverage,\n      }),\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n  markPrices: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      // IMR_Factor is possible to be 0\n      if (typeof IMR_Factor === \"undefined\") {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage: maxLeverage({\n          symbolLeverage: position!.leverage,\n          accountLeverage: inputs.maxLeverage,\n        }),\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    if (IMR_Factor === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(Math.abs(sellOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && sellOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    if (IMR_Factor === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) {\n    return null;\n  }\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n\nexport const collateralRatio = (params: {\n  baseWeight: number;\n  discountFactor: number | null;\n  collateralQty: number;\n  collateralCap: number;\n  indexPrice: number;\n}) => {\n  const {\n    baseWeight,\n    discountFactor,\n    collateralQty,\n    collateralCap,\n    indexPrice,\n  } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  const K = new Decimal(1.2);\n  const DCF = new Decimal(discountFactor || 0);\n  const qty = new Decimal(Math.min(collateralQty, cap));\n\n  const notionalAbs = qty.mul(indexPrice).abs();\n  const dynamicWeight = DCF.mul(notionalAbs.toPower(IMRFactorPower));\n  const result = K.div(new Decimal(1).add(dynamicWeight));\n\n  return result.lt(baseWeight) ? result : new Decimal(baseWeight);\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n  collateralQty: number;\n  collateralCap: number;\n  collateralRatio: number;\n  indexPrice: number;\n}) => {\n  const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  return new Decimal(Math.min(collateralQty, cap))\n    .mul(collateralRatio)\n    .mul(indexPrice)\n    .toNumber();\n};\n\nexport const LTV = (params: {\n  usdcBalance: number;\n  upnl: number;\n  assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n  const { usdcBalance, upnl, assets } = params;\n\n  const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n  const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n  const numerator = usdcLoss.add(upnlLoss);\n\n  const collateralSum = assets.reduce<Decimal>((acc, asset) => {\n    return acc.add(\n      new Decimal(Math.max(asset.qty, 0))\n        .mul(new Decimal(asset.indexPrice))\n        .mul(new Decimal(asset.weight)),\n    );\n  }, zero);\n\n  const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n  if (numerator.isZero() || denominator.isZero()) {\n    return 0;\n  }\n\n  return numerator.div(denominator).toNumber();\n};\n\n/**\n * max(0, min(USDC_balance, free_collateral - max(upnl, 0)))\n */\nexport const maxWithdrawalUSDC = (inputs: {\n  USDCBalance: number;\n  freeCollateral: Decimal;\n  upnl: number;\n}) => {\n  const { USDCBalance, freeCollateral, upnl } = inputs;\n  const value = Math.min(\n    new Decimal(USDCBalance).toNumber(),\n    new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n  );\n  return Math.max(0, value);\n};\n\n/**\n *\n * Other collateral: min(collateral_qty_i, free_collateral / (index_price_i × weight_i)\n * Other collateral with negative USDC: min(collateral_qty_i, free_collateral / (index_price_i × (1 + buffer) × weight_i)\n * buffer: 0.2%\n */\nexport const maxWithdrawalOtherCollateral = (inputs: {\n  USDCBalance: number;\n  collateralQty: number;\n  freeCollateral: Decimal;\n  indexPrice: number;\n  weight: Decimal;\n}) => {\n  const { USDCBalance, collateralQty, freeCollateral, indexPrice, weight } =\n    inputs;\n  const usdcBalance = new Decimal(USDCBalance);\n  const denominator = usdcBalance.isNegative()\n    ? new Decimal(indexPrice).mul(weight).mul(new Decimal(1).add(0.002))\n    : new Decimal(indexPrice).mul(weight);\n  if (denominator.isZero()) {\n    return zero;\n  }\n  const qty = new Decimal(collateralQty);\n  const maxQtyByValue = new Decimal(freeCollateral).div(denominator);\n  return maxQtyByValue.lt(qty) ? maxQtyByValue : qty;\n};\n\nexport const calcMinimumReceived = (inputs: {\n  amount: number;\n  slippage: number;\n}) => {\n  const { amount, slippage } = inputs;\n  const slippageRatio = new Decimal(slippage).div(100);\n  return new Decimal(amount)\n    .mul(new Decimal(1).minus(slippageRatio))\n    .toNumber();\n};\n\n/**\n * @deprecated This method will be removed soon. Please update your code to use symbolLeverage directly.\n */\n// Warning: The maxLeverage method will be deprecated soon. Please use symbolLeverage directly and update all related calls as soon as possible.\nexport const maxLeverage = (inputs: {\n  symbolLeverage?: number;\n  accountLeverage: number;\n}) => {\n  const { symbolLeverage, accountLeverage } = inputs;\n\n  return symbolLeverage ?? 1;\n};\n","import { OrderSide, API as orderUtils } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, getTPSLDirection, zero } from \"@kodiak-finance/orderly-utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\",\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price,\n                )\n              : zero,\n          )\n          .abs(),\n      )\n      .toPower(4 / 5)\n      .toNumber(),\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0,\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const denominator = newQty.abs().mul(newMMR).sub(newQty);\n\n  if (denominator.eq(zero)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(denominator),\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs(),\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional,\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    .toNumber();\n}\n\n// ROI = (close price - order_price) / order_price × leverage × direction\n// leverage = MIN( current_account_leverage, symbol_leverage)\nexport function tpslROI(inputs: {\n  side: OrderSide;\n  type: \"tp\" | \"sl\";\n  closePrice: number;\n  orderPrice: number;\n  leverage: number;\n}) {\n  const direction = getTPSLDirection({\n    side: inputs.side,\n    type: 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package/dist/index.mjs

@@ -386,7 +386,7 @@ function otherIMs(inputs) {
     const sellOrdersQty = position.pending_short_qty;
     const ordersNotional = markPriceDecimal.mul(new Decimal2(buyOrdersQty).add(sellOrdersQty)).toNumber();
     const IMR_Factor = IMR_Factors[symbol];
-    if (!IMR_Factor) {
+    if (typeof IMR_Factor === "undefined") {
       console.warn("IMR_Factor is not found:", symbol);
       return acc;
     }
@@ -442,6 +442,9 @@ function maxQtyByLong(inputs, options) {
     if (positionQty === 0 && buyOrdersQty === 0) {
       return Math.min(baseMaxQty, factor_1);
     }
+    if (IMR_Factor === 0) {
+      return Math.min(baseMaxQty, factor_1);
+    }
     const factor_2 = totalCollateralDecimal.sub(otherIMs2).div(IMR_Factor).toPower(1 / 1.8).div(markPrice).sub(
       new Decimal2(positionQty).add(buyOrdersQty)
       // .abs()
@@ -474,6 +477,9 @@ function maxQtyByShort(inputs, options) {
     if (positionQty === 0 && sellOrdersQty === 0) {
       return Math.min(baseMaxQty, factor_1);
     }
+    if (IMR_Factor === 0) {
+      return Math.min(baseMaxQty, factor_1);
+    }
     const factor_2 = totalCollateralDecimal.sub(otherIMs2).div(IMR_Factor).toPower(1 / 1.8).div(markPrice).add(positionQty).sub(sellOrdersQty).div(new Decimal2(takerFeeRate).mul(2).mul(1e-4).add(1)).mul(0.995).toNumber();
     return Math.min(baseMaxQty, factor_1, factor_2);
   } catch (error) {
@@ -531,7 +537,7 @@ var collateralRatio = (params) => {
   const DCF = new Decimal2(discountFactor || 0);
   const qty = new Decimal2(Math.min(collateralQty, cap));
   const notionalAbs = qty.mul(indexPrice).abs();
-  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);
+  const dynamicWeight = DCF.mul(notionalAbs.toPower(IMRFactorPower));
   const result = K.div(new Decimal2(1).add(dynamicWeight));
   return result.lt(baseWeight) ? result : new Decimal2(baseWeight);
 };
@@ -593,9 +599,10 @@ __export(order_exports, {
   maxPrice: () => maxPrice,
   minPrice: () => minPrice,
   orderFee: () => orderFee,
-  scopePrice: () => scopePrice
+  scopePrice: () => scopePrice,
+  tpslROI: () => tpslROI
 });
-import { Decimal as Decimal3, zero as zero3 } from "@kodiak-finance/orderly-utils";
+import { Decimal as Decimal3, getTPSLDirection, zero as zero3 } from "@kodiak-finance/orderly-utils";
 function maxPrice(markprice, range) {
   return markprice * (1 + range);
 }
@@ -692,6 +699,16 @@ function estLeverage(inputs) {
   );
   return new Decimal3(1).div(totalMarginRatio2).toDecimalPlaces(2, Decimal3.ROUND_HALF_EVEN).toNumber();
 }
+function tpslROI(inputs) {
+  const direction = getTPSLDirection({
+    side: inputs.side,
+    type: inputs.type,
+    closePrice: inputs.closePrice,
+    orderPrice: inputs.orderPrice
+  });
+  const { closePrice, orderPrice, leverage } = inputs;
+  return new Decimal3(closePrice).minus(orderPrice).div(orderPrice).mul(leverage).abs().mul(direction).toNumber();
+}
 export {
   account_exports as account,
   order_exports as order,

package/dist/index.mjs.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["declare global {\n  interface Window {\n    __ORDERLY_VERSION__?: {\n      [key: string]: string;\n    };\n  }\n}\nif (typeof window !== \"undefined\") {\n  window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n  window.__ORDERLY_VERSION__[\"@kodiak-finance/orderly-perp\"] = \"4.7.4\";\n}\n\nexport default \"4.7.4\";\n","import { API } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n\n/**\n * calculate the max position notional\n * max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)\n */\nexport function maxPositionNotional(inputs: {\n  /** symbol leverage */\n  leverage: number;\n  IMRFactor: number;\n}) {\n  const { leverage, IMRFactor } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(leverage).mul(IMRFactor))\n    .pow(1 / 0.8)\n    .toNumber();\n}\n\n/**\n * symbol_leverage_max = 1 / ( imr_factor * notional ^ 0.8 )\n */\nexport function maxPositionLeverage(inputs: {\n  IMRFactor: number;\n  notional: number;\n}) {\n  const { IMRFactor, notional } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(IMRFactor).mul(new Decimal(notional).pow(0.8)))\n    .toNumber();\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import { API, OrderSide } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n  }[];\n};\n\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n  }, zero);\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n    collateralCap: number;\n    collateralRatio: Decimal;\n  }[];\n  unsettlementPnL: number;\n};\n\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding, unsettlementPnL } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce<Decimal>((acc, cur) => {\n    const finalHolding = Math.min(cur.holding, cur.collateralCap);\n    const value = new Decimal(finalHolding)\n      .mul(cur.collateralRatio)\n      .mul(cur.indexPrice);\n    return acc.add(value);\n  }, zero);\n\n  return new Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  /**\n   * effective max leverage\n   */\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * @deprecated\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo } = inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage: maxLeverage({\n        symbolLeverage: position?.leverage ?? inputs.maxLeverage,\n        accountLeverage: inputs.maxLeverage,\n      }),\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n  markPrices: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      if (!IMR_Factor) {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage: maxLeverage({\n          symbolLeverage: position!.leverage,\n          accountLeverage: inputs.maxLeverage,\n        }),\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(Math.abs(sellOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && sellOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) {\n    return null;\n  }\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n\nexport const collateralRatio = (params: {\n  baseWeight: number;\n  discountFactor: number | null;\n  collateralQty: number;\n  collateralCap: number;\n  indexPrice: number;\n}) => {\n  const {\n    baseWeight,\n    discountFactor,\n    collateralQty,\n    collateralCap,\n    indexPrice,\n  } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  const K = new Decimal(1.2);\n  const DCF = new Decimal(discountFactor || 0);\n  const qty = new Decimal(Math.min(collateralQty, cap));\n\n  const notionalAbs = qty.mul(indexPrice).abs();\n  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);\n  const result = K.div(new Decimal(1).add(dynamicWeight));\n\n  return result.lt(baseWeight) ? result : new Decimal(baseWeight);\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n  collateralQty: number;\n  collateralCap: number;\n  collateralRatio: number;\n  indexPrice: number;\n}) => {\n  const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  return new Decimal(Math.min(collateralQty, cap))\n    .mul(collateralRatio)\n    .mul(indexPrice)\n    .toNumber();\n};\n\nexport const LTV = (params: {\n  usdcBalance: number;\n  upnl: number;\n  assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n  const { usdcBalance, upnl, assets } = params;\n\n  const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n  const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n  const numerator = usdcLoss.add(upnlLoss);\n\n  const collateralSum = assets.reduce<Decimal>((acc, asset) => {\n    return acc.add(\n      new Decimal(Math.max(asset.qty, 0))\n        .mul(new Decimal(asset.indexPrice))\n        .mul(new Decimal(asset.weight)),\n    );\n  }, zero);\n\n  const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n  if (numerator.isZero() || denominator.isZero()) {\n    return 0;\n  }\n\n  return numerator.div(denominator).toNumber();\n};\n\n/**\n * max(0, min(USDC_balance, free_collateral - max(upnl, 0)))\n */\nexport const maxWithdrawalUSDC = (inputs: {\n  USDCBalance: number;\n  freeCollateral: Decimal;\n  upnl: number;\n}) => {\n  const { USDCBalance, freeCollateral, upnl } = inputs;\n  const value = Math.min(\n    new Decimal(USDCBalance).toNumber(),\n    new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n  );\n  return Math.max(0, value);\n};\n\n/**\n *\n * Other collateral: min(collateral_qty_i, free_collateral / (index_price_i × weight_i)\n * Other collateral with negative USDC: min(collateral_qty_i, free_collateral / (index_price_i × (1 + buffer) × weight_i)\n * buffer: 0.2%\n */\nexport const maxWithdrawalOtherCollateral = (inputs: {\n  USDCBalance: number;\n  collateralQty: number;\n  freeCollateral: Decimal;\n  indexPrice: number;\n  weight: Decimal;\n}) => {\n  const { USDCBalance, collateralQty, freeCollateral, indexPrice, weight } =\n    inputs;\n  const usdcBalance = new Decimal(USDCBalance);\n  const denominator = usdcBalance.isNegative()\n    ? new Decimal(indexPrice).mul(weight).mul(new Decimal(1).add(0.002))\n    : new Decimal(indexPrice).mul(weight);\n  if (denominator.isZero()) {\n    return zero;\n  }\n  const qty = new Decimal(collateralQty);\n  const maxQtyByValue = new Decimal(freeCollateral).div(denominator);\n  return maxQtyByValue.lt(qty) ? maxQtyByValue : qty;\n};\n\nexport const calcMinimumReceived = (inputs: {\n  amount: number;\n  slippage: number;\n}) => {\n  const { amount, slippage } = inputs;\n  const slippageRatio = new Decimal(slippage).div(100);\n  return new Decimal(amount)\n    .mul(new Decimal(1).minus(slippageRatio))\n    .toNumber();\n};\n\n/**\n * @deprecated This method will be removed soon. Please update your code to use symbolLeverage directly.\n */\n// Warning: The maxLeverage method will be deprecated soon. Please use symbolLeverage directly and update all related calls as soon as possible.\nexport const maxLeverage = (inputs: {\n  symbolLeverage?: number;\n  accountLeverage: number;\n}) => {\n  const { symbolLeverage, accountLeverage } = inputs;\n\n  return symbolLeverage ?? 1;\n};\n","import { API as orderUtils } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\",\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price,\n                )\n              : zero,\n          )\n          .abs(),\n      )\n      .toPower(4 / 5)\n      .toNumber(),\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0,\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const denominator = newQty.abs().mul(newMMR).sub(newQty);\n\n  if (denominator.eq(zero)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(denominator),\n    )\n    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+{"version":3,"sources":["../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["declare global {\n  interface Window {\n    __ORDERLY_VERSION__?: {\n      [key: string]: string;\n    };\n  }\n}\nif (typeof window !== \"undefined\") {\n  window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n  window.__ORDERLY_VERSION__[\"@kodiak-finance/orderly-perp\"] = \"4.7.4\";\n}\n\nexport default \"4.7.4\";\n","import { API } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new 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unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, 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loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { 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inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n\n/**\n * calculate the max position notional\n * max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)\n */\nexport function maxPositionNotional(inputs: {\n  /** symbol leverage */\n  leverage: number;\n  IMRFactor: number;\n}) {\n  const { leverage, IMRFactor } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(leverage).mul(IMRFactor))\n    .pow(1 / 0.8)\n    .toNumber();\n}\n\n/**\n * symbol_leverage_max = 1 / ( imr_factor * notional ^ 0.8 )\n */\nexport function maxPositionLeverage(inputs: {\n  IMRFactor: number;\n  notional: number;\n}) {\n  const { IMRFactor, notional } = inputs;\n  return new Decimal(1)\n    .div(new Decimal(IMRFactor).mul(new Decimal(notional).pow(0.8)))\n    .toNumber();\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import { API, OrderSide } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, zero } from \"@kodiak-finance/orderly-utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n  }[];\n};\n\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n  }, zero);\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n    collateralCap: number;\n    collateralRatio: Decimal;\n  }[];\n  unsettlementPnL: number;\n};\n\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding, unsettlementPnL } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce<Decimal>((acc, cur) => {\n    const finalHolding = Math.min(cur.holding, cur.collateralCap);\n    const value = new Decimal(finalHolding)\n      .mul(cur.collateralRatio)\n      .mul(cur.indexPrice);\n    return acc.add(value);\n  }, zero);\n\n  return new Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  /**\n   * effective max leverage\n   */\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * @deprecated\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo } = inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage: maxLeverage({\n        symbolLeverage: position?.leverage ?? inputs.maxLeverage,\n        accountLeverage: inputs.maxLeverage,\n      }),\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n  markPrices: { [key: string]: number };\n  /**\n   * account max leverage\n   */\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      // IMR_Factor is possible to be 0\n      if (typeof IMR_Factor === \"undefined\") {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage: maxLeverage({\n          symbolLeverage: position!.leverage,\n          accountLeverage: inputs.maxLeverage,\n        }),\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    if (IMR_Factor === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(Math.abs(sellOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && sellOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    if (IMR_Factor === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) {\n    return null;\n  }\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n\nexport const collateralRatio = (params: {\n  baseWeight: number;\n  discountFactor: number | null;\n  collateralQty: number;\n  collateralCap: number;\n  indexPrice: number;\n}) => {\n  const {\n    baseWeight,\n    discountFactor,\n    collateralQty,\n    collateralCap,\n    indexPrice,\n  } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  const K = new Decimal(1.2);\n  const DCF = new Decimal(discountFactor || 0);\n  const qty = new Decimal(Math.min(collateralQty, cap));\n\n  const notionalAbs = qty.mul(indexPrice).abs();\n  const dynamicWeight = DCF.mul(notionalAbs.toPower(IMRFactorPower));\n  const result = K.div(new Decimal(1).add(dynamicWeight));\n\n  return result.lt(baseWeight) ? result : new Decimal(baseWeight);\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n  collateralQty: number;\n  collateralCap: number;\n  collateralRatio: number;\n  indexPrice: number;\n}) => {\n  const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  return new Decimal(Math.min(collateralQty, cap))\n    .mul(collateralRatio)\n    .mul(indexPrice)\n    .toNumber();\n};\n\nexport const LTV = (params: {\n  usdcBalance: number;\n  upnl: number;\n  assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n  const { usdcBalance, upnl, assets } = params;\n\n  const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n  const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n  const numerator = usdcLoss.add(upnlLoss);\n\n  const collateralSum = assets.reduce<Decimal>((acc, asset) => {\n    return acc.add(\n      new Decimal(Math.max(asset.qty, 0))\n        .mul(new Decimal(asset.indexPrice))\n        .mul(new Decimal(asset.weight)),\n    );\n  }, zero);\n\n  const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n  if (numerator.isZero() || denominator.isZero()) {\n    return 0;\n  }\n\n  return numerator.div(denominator).toNumber();\n};\n\n/**\n * max(0, min(USDC_balance, free_collateral - max(upnl, 0)))\n */\nexport const maxWithdrawalUSDC = (inputs: {\n  USDCBalance: number;\n  freeCollateral: Decimal;\n  upnl: number;\n}) => {\n  const { USDCBalance, freeCollateral, upnl } = inputs;\n  const value = Math.min(\n    new Decimal(USDCBalance).toNumber(),\n    new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n  );\n  return Math.max(0, value);\n};\n\n/**\n *\n * Other collateral: min(collateral_qty_i, free_collateral / (index_price_i × weight_i)\n * Other collateral with negative USDC: min(collateral_qty_i, free_collateral / (index_price_i × (1 + buffer) × weight_i)\n * buffer: 0.2%\n */\nexport const maxWithdrawalOtherCollateral = (inputs: {\n  USDCBalance: number;\n  collateralQty: number;\n  freeCollateral: Decimal;\n  indexPrice: number;\n  weight: Decimal;\n}) => {\n  const { USDCBalance, collateralQty, freeCollateral, indexPrice, weight } =\n    inputs;\n  const usdcBalance = new Decimal(USDCBalance);\n  const denominator = usdcBalance.isNegative()\n    ? new Decimal(indexPrice).mul(weight).mul(new Decimal(1).add(0.002))\n    : new Decimal(indexPrice).mul(weight);\n  if (denominator.isZero()) {\n    return zero;\n  }\n  const qty = new Decimal(collateralQty);\n  const maxQtyByValue = new Decimal(freeCollateral).div(denominator);\n  return maxQtyByValue.lt(qty) ? maxQtyByValue : qty;\n};\n\nexport const calcMinimumReceived = (inputs: {\n  amount: number;\n  slippage: number;\n}) => {\n  const { amount, slippage } = inputs;\n  const slippageRatio = new Decimal(slippage).div(100);\n  return new Decimal(amount)\n    .mul(new Decimal(1).minus(slippageRatio))\n    .toNumber();\n};\n\n/**\n * @deprecated This method will be removed soon. Please update your code to use symbolLeverage directly.\n */\n// Warning: The maxLeverage method will be deprecated soon. Please use symbolLeverage directly and update all related calls as soon as possible.\nexport const maxLeverage = (inputs: {\n  symbolLeverage?: number;\n  accountLeverage: number;\n}) => {\n  const { symbolLeverage, accountLeverage } = inputs;\n\n  return symbolLeverage ?? 1;\n};\n","import { OrderSide, API as orderUtils } from \"@kodiak-finance/orderly-types\";\nimport { Decimal, getTPSLDirection, zero } from \"@kodiak-finance/orderly-utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\",\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price,\n                )\n              : zero,\n          )\n          .abs(),\n      )\n      .toPower(4 / 5)\n      .toNumber(),\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0,\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const denominator = newQty.abs().mul(newMMR).sub(newQty);\n\n  if (denominator.eq(zero)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(denominator),\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs(),\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional,\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    .toNumber();\n}\n\n// ROI = (close price - order_price) / order_price × leverage × direction\n// leverage = MIN( current_account_leverage, symbol_leverage)\nexport function tpslROI(inputs: {\n  side: OrderSide;\n  type: \"tp\" | \"sl\";\n  closePrice: number;\n  orderPrice: number;\n  leverage: number;\n}) {\n  const direction = getTPSLDirection({\n    side: inputs.side,\n    type: 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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@kodiak-finance/orderly-perp",
-  "version": "4.8.18",
+  "version": "4.8.19",
   "description": "",
   "main": "dist/index.js",
   "module": "dist/index.mjs",
@@ -21,11 +21,11 @@
     "tsup": "^7.1.0",
     "typedoc": "^0.26.5",
     "typescript": "^5.1.6",
-    "tsconfig": "0.11.17"
+    "tsconfig": "0.11.18"
   },
   "dependencies": {
-    "@kodiak-finance/orderly-types": "2.8.18",
-    "@kodiak-finance/orderly-utils": "2.8.18"
+    "@kodiak-finance/orderly-types": "2.8.19",
+    "@kodiak-finance/orderly-utils": "2.8.19"
   },
   "publishConfig": {
     "access": "public"