@lifi/perps-sdk-provider-lighter 35.1.0 → 37.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/LighterProvider.d.ts.map +1 -1
- package/dist/cjs/LighterProvider.js +99 -58
- package/dist/cjs/LighterProvider.js.map +1 -1
- package/dist/cjs/accountSummary.d.ts +1 -2
- package/dist/cjs/accountSummary.d.ts.map +1 -1
- package/dist/cjs/accountSummary.js +16 -16
- package/dist/cjs/accountSummary.js.map +1 -1
- package/dist/cjs/availableToTrade.d.ts +1 -2
- package/dist/cjs/availableToTrade.d.ts.map +1 -1
- package/dist/cjs/availableToTrade.js +8 -12
- package/dist/cjs/availableToTrade.js.map +1 -1
- package/dist/cjs/signers/LighterSigner.d.ts.map +1 -1
- package/dist/cjs/signers/LighterSigner.js +2 -6
- package/dist/cjs/signers/LighterSigner.js.map +1 -1
- package/dist/cjs/types/submit.d.ts +5 -0
- package/dist/cjs/types/submit.d.ts.map +1 -1
- package/dist/cjs/utils/index.d.ts +4 -4
- package/dist/cjs/utils/index.d.ts.map +1 -1
- package/dist/cjs/utils/index.js +5 -8
- package/dist/cjs/utils/index.js.map +1 -1
- package/dist/cjs/utils/mapFill.d.ts +1 -1
- package/dist/cjs/utils/mapFill.d.ts.map +1 -1
- package/dist/cjs/utils/mapFill.js +44 -31
- package/dist/cjs/utils/mapFill.js.map +1 -1
- package/dist/cjs/utils/mapOpenPositions.d.ts +1 -0
- package/dist/cjs/utils/mapOpenPositions.d.ts.map +1 -1
- package/dist/cjs/utils/mapOpenPositions.js +8 -4
- package/dist/cjs/utils/mapOpenPositions.js.map +1 -1
- package/dist/cjs/utils/mapOrder.d.ts +1 -1
- package/dist/cjs/utils/mapOrder.d.ts.map +1 -1
- package/dist/cjs/utils/mapOrder.js +44 -23
- package/dist/cjs/utils/mapOrder.js.map +1 -1
- package/dist/cjs/utils/mapPortfolioHistory.d.ts +1 -2
- package/dist/cjs/utils/mapPortfolioHistory.d.ts.map +1 -1
- package/dist/cjs/utils/mapPortfolioHistory.js +29 -21
- package/dist/cjs/utils/mapPortfolioHistory.js.map +1 -1
- package/dist/cjs/utils/mapPosition.d.ts +3 -3
- package/dist/cjs/utils/mapPosition.d.ts.map +1 -1
- package/dist/cjs/utils/mapPosition.js +54 -39
- package/dist/cjs/utils/mapPosition.js.map +1 -1
- package/dist/cjs/utils/rowTimestamp.d.ts +2 -0
- package/dist/cjs/utils/rowTimestamp.d.ts.map +1 -0
- package/dist/cjs/utils/rowTimestamp.js +14 -0
- package/dist/cjs/utils/rowTimestamp.js.map +1 -0
- package/dist/cjs/utils/settlementPool.d.ts +2 -3
- package/dist/cjs/utils/settlementPool.d.ts.map +1 -1
- package/dist/cjs/utils/settlementPool.js +8 -7
- package/dist/cjs/utils/settlementPool.js.map +1 -1
- package/dist/cjs/utils/spotPrice.d.ts +3 -4
- package/dist/cjs/utils/spotPrice.d.ts.map +1 -1
- package/dist/cjs/utils/spotPrice.js +6 -11
- package/dist/cjs/utils/spotPrice.js.map +1 -1
- package/dist/cjs/utils/time.d.ts.map +1 -1
- package/dist/cjs/utils/time.js +3 -2
- package/dist/cjs/utils/time.js.map +1 -1
- package/dist/cjs/utils/transferMargin.d.ts.map +1 -1
- package/dist/cjs/utils/transferMargin.js +8 -11
- package/dist/cjs/utils/transferMargin.js.map +1 -1
- package/dist/cjs/utils/wireEncoding.d.ts +0 -2
- package/dist/cjs/utils/wireEncoding.d.ts.map +1 -1
- package/dist/cjs/utils/wireEncoding.js +1 -15
- package/dist/cjs/utils/wireEncoding.js.map +1 -1
- package/dist/cjs/utils/withdrawableBalances.d.ts +1 -1
- package/dist/cjs/utils/withdrawableBalances.d.ts.map +1 -1
- package/dist/cjs/utils/withdrawableBalances.js +12 -17
- package/dist/cjs/utils/withdrawableBalances.js.map +1 -1
- package/dist/cjs/utils/withdrawalTypes.d.ts +17 -0
- package/dist/cjs/utils/withdrawalTypes.d.ts.map +1 -0
- package/dist/cjs/utils/withdrawalTypes.js +58 -0
- package/dist/cjs/utils/withdrawalTypes.js.map +1 -0
- package/dist/cjs/websocket/LighterWsProvider.d.ts.map +1 -1
- package/dist/cjs/websocket/LighterWsProvider.js +74 -66
- package/dist/cjs/websocket/LighterWsProvider.js.map +1 -1
- package/dist/cjs/websocket/orderBookSide.d.ts +20 -0
- package/dist/cjs/websocket/orderBookSide.d.ts.map +1 -0
- package/dist/cjs/websocket/orderBookSide.js +73 -0
- package/dist/cjs/websocket/orderBookSide.js.map +1 -0
- package/dist/esm/LighterProvider.d.ts.map +1 -1
- package/dist/esm/LighterProvider.js +113 -62
- package/dist/esm/LighterProvider.js.map +1 -1
- package/dist/esm/accountSummary.d.ts +1 -2
- package/dist/esm/accountSummary.d.ts.map +1 -1
- package/dist/esm/accountSummary.js +17 -14
- package/dist/esm/accountSummary.js.map +1 -1
- package/dist/esm/availableToTrade.d.ts +1 -2
- package/dist/esm/availableToTrade.d.ts.map +1 -1
- package/dist/esm/availableToTrade.js +9 -10
- package/dist/esm/availableToTrade.js.map +1 -1
- package/dist/esm/signers/LighterSigner.d.ts.map +1 -1
- package/dist/esm/signers/LighterSigner.js +3 -4
- package/dist/esm/signers/LighterSigner.js.map +1 -1
- package/dist/esm/types/submit.d.ts +14 -0
- package/dist/esm/types/submit.d.ts.map +1 -1
- package/dist/esm/utils/index.d.ts +4 -4
- package/dist/esm/utils/index.d.ts.map +1 -1
- package/dist/esm/utils/index.js +3 -4
- package/dist/esm/utils/index.js.map +1 -1
- package/dist/esm/utils/mapFill.d.ts +1 -1
- package/dist/esm/utils/mapFill.d.ts.map +1 -1
- package/dist/esm/utils/mapFill.js +51 -35
- package/dist/esm/utils/mapFill.js.map +1 -1
- package/dist/esm/utils/mapOpenPositions.d.ts +9 -2
- package/dist/esm/utils/mapOpenPositions.d.ts.map +1 -1
- package/dist/esm/utils/mapOpenPositions.js +14 -5
- package/dist/esm/utils/mapOpenPositions.js.map +1 -1
- package/dist/esm/utils/mapOrder.d.ts +10 -3
- package/dist/esm/utils/mapOrder.d.ts.map +1 -1
- package/dist/esm/utils/mapOrder.js +54 -23
- package/dist/esm/utils/mapOrder.js.map +1 -1
- package/dist/esm/utils/mapPortfolioHistory.d.ts +6 -3
- package/dist/esm/utils/mapPortfolioHistory.d.ts.map +1 -1
- package/dist/esm/utils/mapPortfolioHistory.js +34 -19
- package/dist/esm/utils/mapPortfolioHistory.js.map +1 -1
- package/dist/esm/utils/mapPosition.d.ts +13 -9
- package/dist/esm/utils/mapPosition.d.ts.map +1 -1
- package/dist/esm/utils/mapPosition.js +65 -43
- package/dist/esm/utils/mapPosition.js.map +1 -1
- package/dist/esm/utils/rowTimestamp.d.ts +6 -0
- package/dist/esm/utils/rowTimestamp.d.ts.map +1 -0
- package/dist/esm/utils/rowTimestamp.js +14 -0
- package/dist/esm/utils/rowTimestamp.js.map +1 -0
- package/dist/esm/utils/settlementPool.d.ts +2 -3
- package/dist/esm/utils/settlementPool.d.ts.map +1 -1
- package/dist/esm/utils/settlementPool.js +8 -7
- package/dist/esm/utils/settlementPool.js.map +1 -1
- package/dist/esm/utils/spotPrice.d.ts +3 -4
- package/dist/esm/utils/spotPrice.d.ts.map +1 -1
- package/dist/esm/utils/spotPrice.js +6 -8
- package/dist/esm/utils/spotPrice.js.map +1 -1
- package/dist/esm/utils/time.d.ts +10 -2
- package/dist/esm/utils/time.d.ts.map +1 -1
- package/dist/esm/utils/time.js +13 -4
- package/dist/esm/utils/time.js.map +1 -1
- package/dist/esm/utils/transferMargin.d.ts.map +1 -1
- package/dist/esm/utils/transferMargin.js +9 -9
- package/dist/esm/utils/transferMargin.js.map +1 -1
- package/dist/esm/utils/wireEncoding.d.ts +2 -28
- package/dist/esm/utils/wireEncoding.d.ts.map +1 -1
- package/dist/esm/utils/wireEncoding.js +2 -38
- package/dist/esm/utils/wireEncoding.js.map +1 -1
- package/dist/esm/utils/withdrawableBalances.d.ts +5 -3
- package/dist/esm/utils/withdrawableBalances.d.ts.map +1 -1
- package/dist/esm/utils/withdrawableBalances.js +17 -17
- package/dist/esm/utils/withdrawableBalances.js.map +1 -1
- package/dist/esm/utils/withdrawalTypes.d.ts +45 -0
- package/dist/esm/utils/withdrawalTypes.d.ts.map +1 -0
- package/dist/esm/utils/withdrawalTypes.js +68 -0
- package/dist/esm/utils/withdrawalTypes.js.map +1 -0
- package/dist/esm/websocket/LighterWsProvider.d.ts.map +1 -1
- package/dist/esm/websocket/LighterWsProvider.js +85 -65
- package/dist/esm/websocket/LighterWsProvider.js.map +1 -1
- package/dist/esm/websocket/orderBookSide.d.ts +34 -0
- package/dist/esm/websocket/orderBookSide.d.ts.map +1 -0
- package/dist/esm/websocket/orderBookSide.js +78 -0
- package/dist/esm/websocket/orderBookSide.js.map +1 -0
- package/dist/types/LighterProvider.d.ts.map +1 -1
- package/dist/types/accountSummary.d.ts +1 -2
- package/dist/types/accountSummary.d.ts.map +1 -1
- package/dist/types/availableToTrade.d.ts +1 -2
- package/dist/types/availableToTrade.d.ts.map +1 -1
- package/dist/types/signers/LighterSigner.d.ts.map +1 -1
- package/dist/types/types/submit.d.ts +14 -0
- package/dist/types/types/submit.d.ts.map +1 -1
- package/dist/types/utils/index.d.ts +4 -4
- package/dist/types/utils/index.d.ts.map +1 -1
- package/dist/types/utils/mapFill.d.ts +1 -1
- package/dist/types/utils/mapFill.d.ts.map +1 -1
- package/dist/types/utils/mapOpenPositions.d.ts +9 -2
- package/dist/types/utils/mapOpenPositions.d.ts.map +1 -1
- package/dist/types/utils/mapOrder.d.ts +10 -3
- package/dist/types/utils/mapOrder.d.ts.map +1 -1
- package/dist/types/utils/mapPortfolioHistory.d.ts +6 -3
- package/dist/types/utils/mapPortfolioHistory.d.ts.map +1 -1
- package/dist/types/utils/mapPosition.d.ts +13 -9
- package/dist/types/utils/mapPosition.d.ts.map +1 -1
- package/dist/types/utils/rowTimestamp.d.ts +6 -0
- package/dist/types/utils/rowTimestamp.d.ts.map +1 -0
- package/dist/types/utils/settlementPool.d.ts +2 -3
- package/dist/types/utils/settlementPool.d.ts.map +1 -1
- package/dist/types/utils/spotPrice.d.ts +3 -4
- package/dist/types/utils/spotPrice.d.ts.map +1 -1
- package/dist/types/utils/time.d.ts +10 -2
- package/dist/types/utils/time.d.ts.map +1 -1
- package/dist/types/utils/transferMargin.d.ts.map +1 -1
- package/dist/types/utils/wireEncoding.d.ts +2 -28
- package/dist/types/utils/wireEncoding.d.ts.map +1 -1
- package/dist/types/utils/withdrawableBalances.d.ts +5 -3
- package/dist/types/utils/withdrawableBalances.d.ts.map +1 -1
- package/dist/types/utils/withdrawalTypes.d.ts +45 -0
- package/dist/types/utils/withdrawalTypes.d.ts.map +1 -0
- package/dist/types/websocket/LighterWsProvider.d.ts.map +1 -1
- package/dist/types/websocket/orderBookSide.d.ts +34 -0
- package/dist/types/websocket/orderBookSide.d.ts.map +1 -0
- package/package.json +3 -3
- package/src/LighterProvider.ts +231 -97
- package/src/accountSummary.ts +62 -22
- package/src/availableToTrade.ts +38 -15
- package/src/signers/LighterSigner.ts +11 -4
- package/src/types/submit.ts +15 -0
- package/src/utils/index.ts +9 -5
- package/src/utils/mapFill.ts +82 -43
- package/src/utils/mapOpenPositions.ts +16 -5
- package/src/utils/mapOrder.ts +76 -26
- package/src/utils/mapPortfolioHistory.ts +78 -24
- package/src/utils/mapPosition.ts +93 -50
- package/src/utils/rowTimestamp.ts +15 -0
- package/src/utils/settlementPool.ts +36 -12
- package/src/utils/spotPrice.ts +18 -12
- package/src/utils/time.ts +14 -4
- package/src/utils/transferMargin.ts +32 -15
- package/src/utils/wireEncoding.ts +2 -43
- package/src/utils/withdrawableBalances.ts +34 -20
- package/src/utils/withdrawalTypes.ts +125 -0
- package/src/websocket/LighterWsProvider.ts +137 -114
- package/src/websocket/orderBookSide.ts +119 -0
- package/dist/cjs/utils/decimal.d.ts +0 -5
- package/dist/cjs/utils/decimal.d.ts.map +0 -1
- package/dist/cjs/utils/decimal.js +0 -38
- package/dist/cjs/utils/decimal.js.map +0 -1
- package/dist/cjs/utils/liquidation.d.ts +0 -4
- package/dist/cjs/utils/liquidation.d.ts.map +0 -1
- package/dist/cjs/utils/liquidation.js +0 -16
- package/dist/cjs/utils/liquidation.js.map +0 -1
- package/dist/esm/utils/decimal.d.ts +0 -15
- package/dist/esm/utils/decimal.d.ts.map +0 -1
- package/dist/esm/utils/decimal.js +0 -39
- package/dist/esm/utils/decimal.js.map +0 -1
- package/dist/esm/utils/liquidation.d.ts +0 -22
- package/dist/esm/utils/liquidation.d.ts.map +0 -1
- package/dist/esm/utils/liquidation.js +0 -31
- package/dist/esm/utils/liquidation.js.map +0 -1
- package/dist/types/utils/decimal.d.ts +0 -15
- package/dist/types/utils/decimal.d.ts.map +0 -1
- package/dist/types/utils/liquidation.d.ts +0 -22
- package/dist/types/utils/liquidation.d.ts.map +0 -1
- package/src/utils/decimal.ts +0 -52
- package/src/utils/liquidation.ts +0 -39
|
@@ -1,12 +1,10 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
-
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
-
};
|
|
5
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
3
|
exports.mapOrderUpdates = exports.mapOrder = void 0;
|
|
7
4
|
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
8
5
|
const perps_types_1 = require("@lifi/perps-types");
|
|
9
|
-
const
|
|
6
|
+
const constants_js_1 = require("../constants.js");
|
|
7
|
+
const rowTimestamp_js_1 = require("./rowTimestamp.js");
|
|
10
8
|
const mapOrderType = (type) => {
|
|
11
9
|
switch (type.replace(/-/g, '_')) {
|
|
12
10
|
case 'market':
|
|
@@ -41,7 +39,8 @@ const mapTimeInForce = (tif) => {
|
|
|
41
39
|
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Unknown Lighter time in force: ${tif}`);
|
|
42
40
|
}
|
|
43
41
|
};
|
|
44
|
-
const
|
|
42
|
+
const hasFill = (order) => (0, perps_sdk_1.safeIsDecimalStringGreaterThan)(order.filled_base_amount, '0') === true;
|
|
43
|
+
const mapOrderStatus = (order) => {
|
|
45
44
|
switch (order.status) {
|
|
46
45
|
case 'in-progress':
|
|
47
46
|
return perps_types_1.OrderStatus.ACCEPTED;
|
|
@@ -51,7 +50,7 @@ const mapOrderStatus = (order, filledSize = new big_js_1.default(order.filled_ba
|
|
|
51
50
|
if (order.trigger_status === 'parent-order') {
|
|
52
51
|
return perps_types_1.OrderStatus.PENDING;
|
|
53
52
|
}
|
|
54
|
-
return
|
|
53
|
+
return hasFill(order) ? perps_types_1.OrderStatus.PARTIALLY_FILLED : perps_types_1.OrderStatus.OPEN;
|
|
55
54
|
case 'triggered':
|
|
56
55
|
return perps_types_1.OrderStatus.TRIGGERED;
|
|
57
56
|
case 'filled':
|
|
@@ -75,10 +74,27 @@ const mapOrderStatus = (order, filledSize = new big_js_1.default(order.filled_ba
|
|
|
75
74
|
throw new perps_sdk_1.PerpsError(perps_types_1.PerpsErrorCode.SDKError, `Unknown Lighter order status: ${order.status}`);
|
|
76
75
|
}
|
|
77
76
|
};
|
|
77
|
+
const skipOrder = (marketId, field, value) => {
|
|
78
|
+
(0, perps_sdk_1.warnSkippedVenueRow)(constants_js_1.LIGHTER_PROVIDER_KEY, 'order', field, value, { marketId });
|
|
79
|
+
return undefined;
|
|
80
|
+
};
|
|
78
81
|
const mapOrder = (order, market) => {
|
|
79
82
|
const type = mapOrderType(order.type);
|
|
80
|
-
const
|
|
81
|
-
|
|
83
|
+
const createdAt = (0, rowTimestamp_js_1.rowTimestampToIsoStringOrUndefined)(order.created_at * 1000);
|
|
84
|
+
if (createdAt === undefined) {
|
|
85
|
+
return skipOrder(market.id, 'created_at', order.created_at);
|
|
86
|
+
}
|
|
87
|
+
const updatedAt = (0, rowTimestamp_js_1.rowTimestampToIsoStringOrUndefined)(order.updated_at * 1000);
|
|
88
|
+
if (updatedAt === undefined) {
|
|
89
|
+
return skipOrder(market.id, 'updated_at', order.updated_at);
|
|
90
|
+
}
|
|
91
|
+
const averagePrice = hasFill(order)
|
|
92
|
+
? (0, perps_sdk_1.safeDivideDecimalString)(order.filled_quote_amount, order.filled_base_amount)
|
|
93
|
+
: undefined;
|
|
94
|
+
const expiresAt = order.order_expiry > 0
|
|
95
|
+
? (0, perps_sdk_1.safeTimestampToIsoString)(order.order_expiry)
|
|
96
|
+
: undefined;
|
|
97
|
+
const status = mapOrderStatus(order);
|
|
82
98
|
const base = {
|
|
83
99
|
orderId: String(order.order_index),
|
|
84
100
|
...(order.client_order_index === 0
|
|
@@ -91,17 +107,11 @@ const mapOrder = (order, market) => {
|
|
|
91
107
|
originalSize: order.initial_base_amount,
|
|
92
108
|
remainingSize: order.remaining_base_amount,
|
|
93
109
|
filledSize: order.filled_base_amount,
|
|
94
|
-
...(
|
|
95
|
-
? {
|
|
96
|
-
averagePrice: new big_js_1.default(order.filled_quote_amount)
|
|
97
|
-
.div(filledSize)
|
|
98
|
-
.toFixed(),
|
|
99
|
-
}
|
|
100
|
-
: {}),
|
|
110
|
+
...(averagePrice === undefined ? {} : { averagePrice }),
|
|
101
111
|
reduceOnly: order.reduce_only,
|
|
102
112
|
...(order.parent_order_id ? { parentOrderId: order.parent_order_id } : {}),
|
|
103
|
-
createdAt
|
|
104
|
-
updatedAt
|
|
113
|
+
createdAt,
|
|
114
|
+
updatedAt,
|
|
105
115
|
};
|
|
106
116
|
switch (type) {
|
|
107
117
|
case perps_types_1.OrderType.TWAP:
|
|
@@ -114,7 +124,7 @@ const mapOrder = (order, market) => {
|
|
|
114
124
|
case perps_types_1.OrderType.STOP_MARKET:
|
|
115
125
|
case perps_types_1.OrderType.STOP_LIMIT:
|
|
116
126
|
case perps_types_1.OrderType.TAKE_PROFIT_MARKET:
|
|
117
|
-
case perps_types_1.OrderType.TAKE_PROFIT_LIMIT:
|
|
127
|
+
case perps_types_1.OrderType.TAKE_PROFIT_LIMIT: {
|
|
118
128
|
return {
|
|
119
129
|
...base,
|
|
120
130
|
type,
|
|
@@ -125,6 +135,7 @@ const mapOrder = (order, market) => {
|
|
|
125
135
|
? { limitPrice: order.price }
|
|
126
136
|
: {}),
|
|
127
137
|
};
|
|
138
|
+
}
|
|
128
139
|
case perps_types_1.OrderType.MARKET:
|
|
129
140
|
case perps_types_1.OrderType.LIMIT:
|
|
130
141
|
return {
|
|
@@ -132,9 +143,7 @@ const mapOrder = (order, market) => {
|
|
|
132
143
|
type,
|
|
133
144
|
price: order.price,
|
|
134
145
|
timeInForce: mapTimeInForce(order.time_in_force),
|
|
135
|
-
...(
|
|
136
|
-
? { expiresAt: new Date(order.order_expiry).toISOString() }
|
|
137
|
-
: {}),
|
|
146
|
+
...(expiresAt === undefined ? {} : { expiresAt }),
|
|
138
147
|
};
|
|
139
148
|
}
|
|
140
149
|
};
|
|
@@ -144,8 +153,20 @@ const mapOrderUpdates = (rawOrders, resolveMarket) => {
|
|
|
144
153
|
const terminated = [];
|
|
145
154
|
for (const raw of rawOrders) {
|
|
146
155
|
const market = resolveMarket(raw.market_index);
|
|
147
|
-
|
|
148
|
-
|
|
156
|
+
let order;
|
|
157
|
+
let status;
|
|
158
|
+
try {
|
|
159
|
+
order = market === undefined ? undefined : (0, exports.mapOrder)(raw, market);
|
|
160
|
+
status = order?.status ?? mapOrderStatus(raw);
|
|
161
|
+
}
|
|
162
|
+
catch (error) {
|
|
163
|
+
if (!(error instanceof perps_sdk_1.PerpsError)) {
|
|
164
|
+
throw error;
|
|
165
|
+
}
|
|
166
|
+
perps_sdk_1.wsLog.droppedRow(constants_js_1.LIGHTER_PROVIDER_KEY, 'order', `${raw.order_index}: ${error.message}`);
|
|
167
|
+
continue;
|
|
168
|
+
}
|
|
169
|
+
if (!(0, perps_sdk_1.isActiveOrderStatus)(status)) {
|
|
149
170
|
terminated.push(String(raw.order_index));
|
|
150
171
|
}
|
|
151
172
|
if (order !== undefined) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapOrder.js","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"mapOrder.js","sourceRoot":"","sources":["../../../src/utils/mapOrder.ts"],"names":[],"mappings":";;;AAAA,+CASwB;AAExB,mDAM0B;AAC1B,kDAAsD;AAEtD,uDAAsE;AAEtE,MAAM,YAAY,GAAG,CAAC,IAAY,EAAiB,EAAE;IACnD,QAAQ,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,EAAE,CAAC;QAChC,KAAK,QAAQ,CAAC;QACd,KAAK,aAAa;YAChB,OAAO,uBAAS,CAAC,MAAM,CAAA;QACzB,KAAK,OAAO,CAAC;QACb,KAAK,UAAU;YACb,OAAO,uBAAS,CAAC,KAAK,CAAA;QACxB,KAAK,WAAW;YACd,OAAO,uBAAS,CAAC,WAAW,CAAA;QAC9B,KAAK,iBAAiB;YACpB,OAAO,uBAAS,CAAC,UAAU,CAAA;QAC7B,KAAK,aAAa;YAChB,OAAO,uBAAS,CAAC,kBAAkB,CAAA;QACrC,KAAK,mBAAmB;YACtB,OAAO,uBAAS,CAAC,iBAAiB,CAAA;QACpC,KAAK,MAAM;YACT,OAAO,uBAAS,CAAC,IAAI,CAAA;QACvB;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,+BAA+B,IAAI,EAAE,CACtC,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAED,MAAM,cAAc,GAAG,CAAC,GAAW,EAAe,EAAE;IAClD,QAAQ,GAAG,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,EAAE,CAAC;QAC/B,KAAK,gBAAgB;YACnB,OAAO,yBAAW,CAAC,GAAG,CAAA;QACxB,KAAK,qBAAqB;YACxB,OAAO,yBAAW,CAAC,GAAG,CAAA;QACxB,KAAK,WAAW;YACd,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,kCAAkC,GAAG,EAAE,CACxC,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAED,MAAM,OAAO,GAAG,CAAC,KAAc,EAAW,EAAE,CAC1C,IAAA,0CAA8B,EAAC,KAAK,CAAC,kBAAkB,EAAE,GAAG,CAAC,KAAK,IAAI,CAAA;AAExE,MAAM,cAAc,GAAG,CAAC,KAAc,EAAe,EAAE;IACrD,QAAQ,KAAK,CAAC,MAAM,EAAE,CAAC;QACrB,KAAK,aAAa;YAChB,OAAO,yBAAW,CAAC,QAAQ,CAAA;QAC7B,KAAK,SAAS;YACZ,OAAO,yBAAW,CAAC,IAAI,CAAA;QACzB,KAAK,MAAM;YACT,IAAI,KAAK,CAAC,cAAc,KAAK,cAAc,EAAE,CAAC;gBAC5C,OAAO,yBAAW,CAAC,OAAO,CAAA;YAC5B,CAAC;YACD,OAAO,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,yBAAW,CAAC,gBAAgB,CAAC,CAAC,CAAC,yBAAW,CAAC,IAAI,CAAA;QACzE,KAAK,WAAW;YACd,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B,KAAK,QAAQ;YACX,OAAO,yBAAW,CAAC,MAAM,CAAA;QAC3B,KAAK,kBAAkB;YACrB,OAAO,yBAAW,CAAC,OAAO,CAAA;QAC5B,KAAK,UAAU,CAAC;QAChB,KAAK,oBAAoB,CAAC;QAC1B,KAAK,sBAAsB,CAAC;QAC5B,KAAK,+BAA+B,CAAC;QACrC,KAAK,6BAA6B,CAAC;QACnC,KAAK,4BAA4B,CAAC;QAClC,KAAK,+BAA+B,CAAC;QACrC,KAAK,qBAAqB,CAAC;QAC3B,KAAK,cAAc,CAAC;QACpB,KAAK,gBAAgB,CAAC;QACtB,KAAK,sBAAsB,CAAC;QAC5B,KAAK,0BAA0B;YAC7B,OAAO,yBAAW,CAAC,SAAS,CAAA;QAC9B;YACE,MAAM,IAAI,sBAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,iCAAiC,KAAK,CAAC,MAAM,EAAE,CAChD,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AAED,MAAM,SAAS,GAAG,CAChB,QAAgB,EAChB,KAAa,EACb,KAAc,EACH,EAAE;IACb,IAAA,+BAAmB,EAAC,mCAAoB,EAAE,OAAO,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAA;IAC9E,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAOM,MAAM,QAAQ,GAAG,CACtB,KAAc,EACd,MAAqB,EACF,EAAE;IACrB,MAAM,IAAI,GAAG,YAAY,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IACrC,MAAM,SAAS,GAAG,IAAA,oDAAkC,EAAC,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,CAAA;IAC7E,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,KAAK,CAAC,UAAU,CAAC,CAAA;IAC7D,CAAC;IACD,MAAM,SAAS,GAAG,IAAA,oDAAkC,EAAC,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,CAAA;IAC7E,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO,SAAS,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,KAAK,CAAC,UAAU,CAAC,CAAA;IAC7D,CAAC;IACD,MAAM,YAAY,GAAG,OAAO,CAAC,KAAK,CAAC;QACjC,CAAC,CAAC,IAAA,mCAAuB,EACrB,KAAK,CAAC,mBAAmB,EACzB,KAAK,CAAC,kBAAkB,CACzB;QACH,CAAC,CAAC,SAAS,CAAA;IACb,MAAM,SAAS,GACb,KAAK,CAAC,YAAY,GAAG,CAAC;QACpB,CAAC,CAAC,IAAA,oCAAwB,EAAC,KAAK,CAAC,YAAY,CAAC;QAC9C,CAAC,CAAC,SAAS,CAAA;IACf,MAAM,MAAM,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IACpC,MAAM,IAAI,GAAc;QACtB,OAAO,EAAE,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC;QAClC,GAAG,CAAC,KAAK,CAAC,kBAAkB,KAAK,CAAC;YAChC,CAAC,CAAC,EAAE;YACJ,CAAC,CAAC,EAAE,aAAa,EAAE,MAAM,CAAC,KAAK,CAAC,kBAAkB,CAAC,EAAE,CAAC;QACxD,MAAM;QACN,IAAI,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,uBAAS,CAAC,IAAI,CAAC,CAAC,CAAC,uBAAS,CAAC,GAAG;QACnD,MAAM;QACN,GAAG,CAAC,MAAM,KAAK,yBAAW,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,YAAY,EAAE,KAAK,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC3E,YAAY,EAAE,KAAK,CAAC,mBAAmB;QACvC,aAAa,EAAE,KAAK,CAAC,qBAAqB;QAC1C,UAAU,EAAE,KAAK,CAAC,kBAAkB;QACpC,GAAG,CAAC,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC;QACvD,UAAU,EAAE,KAAK,CAAC,WAAW;QAC7B,GAAG,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAC1E,SAAS;QACT,SAAS;KACV,CAAA;IACD,QAAQ,IAAI,EAAE,CAAC;QACb,KAAK,uBAAS,CAAC,IAAI;YACjB,OAAO;gBACL,GAAG,IAAI;gBACP,IAAI;gBACJ,eAAe,EAAE,KAAK,CAAC,YAAY,GAAG,IAAI,GAAG,KAAK,CAAC,UAAU;gBAC7D,SAAS,EAAE,IAAI,CAAC,SAAS;aAC1B,CAAA;QACH,KAAK,uBAAS,CAAC,WAAW,CAAC;QAC3B,KAAK,uBAAS,CAAC,UAAU,CAAC;QAC1B,KAAK,uBAAS,CAAC,kBAAkB,CAAC;QAClC,KAAK,uBAAS,CAAC,iBAAiB,CAAC,CAAC,CAAC;YACjC,OAAO;gBACL,GAAG,IAAI;gBACP,IAAI;gBACJ,YAAY,EAAE,KAAK,CAAC,aAAa;gBACjC,gBAAgB,EAAE,IAAA,+BAAmB,EAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC;gBACtD,GAAG,CAAC,IAAI,KAAK,uBAAS,CAAC,UAAU;oBACjC,IAAI,KAAK,uBAAS,CAAC,iBAAiB;oBAClC,CAAC,CAAC,EAAE,UAAU,EAAE,KAAK,CAAC,KAAK,EAAE;oBAC7B,CAAC,CAAC,EAAE,CAAC;aACR,CAAA;QACH,CAAC;QACD,KAAK,uBAAS,CAAC,MAAM,CAAC;QACtB,KAAK,uBAAS,CAAC,KAAK;YAClB,OAAO;gBACL,GAAG,IAAI;gBACP,IAAI;gBACJ,KAAK,EAAE,KAAK,CAAC,KAAK;gBAClB,WAAW,EAAE,cAAc,CAAC,KAAK,CAAC,aAAa,CAAC;gBAChD,GAAG,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,SAAS,EAAE,CAAC;aAClD,CAAA;IACL,CAAC;AACH,CAAC,CAAA;AA3EY,QAAA,QAAQ,YA2EpB;AAMM,MAAM,eAAe,GAAG,CAC7B,SAAoB,EACpB,aAAiE,EACtB,EAAE;IAC7C,MAAM,MAAM,GAAY,EAAE,CAAA;IAC1B,MAAM,UAAU,GAAa,EAAE,CAAA;IAC/B,KAAK,MAAM,GAAG,IAAI,SAAS,EAAE,CAAC;QAC5B,MAAM,MAAM,GAAG,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAA;QAC9C,IAAI,KAAwB,CAAA;QAC5B,IAAI,MAAmB,CAAA;QACvB,IAAI,CAAC;YACH,KAAK,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,IAAA,gBAAQ,EAAC,GAAG,EAAE,MAAM,CAAC,CAAA;YAChE,MAAM,GAAG,KAAK,EAAE,MAAM,IAAI,cAAc,CAAC,GAAG,CAAC,CAAA;QAC/C,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,IAAI,CAAC,CAAC,KAAK,YAAY,sBAAU,CAAC,EAAE,CAAC;gBACnC,MAAM,KAAK,CAAA;YACb,CAAC;YACD,iBAAK,CAAC,UAAU,CACd,mCAAoB,EACpB,OAAO,EACP,GAAG,GAAG,CAAC,WAAW,KAAK,KAAK,CAAC,OAAO,EAAE,CACvC,CAAA;YACD,SAAQ;QACV,CAAC;QACD,IAAI,CAAC,IAAA,+BAAmB,EAAC,MAAM,CAAC,EAAE,CAAC;YACjC,UAAU,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAAA;QAC1C,CAAC;QACD,IAAI,KAAK,KAAK,SAAS,EAAE,CAAC;YACxB,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;QACpB,CAAC;IACH,CAAC;IACD,OAAO,EAAE,MAAM,EAAE,UAAU,EAAE,CAAA;AAC/B,CAAC,CAAA;AAhCY,QAAA,eAAe,mBAgC3B"}
|
|
@@ -1,5 +1,4 @@
|
|
|
1
1
|
import type { PortfolioHistoryRange, PortfolioHistoryResponse } from '@lifi/perps-types';
|
|
2
|
-
import Big from 'big.js';
|
|
3
2
|
import type { LtPnLEntry } from '../types/pnl.js';
|
|
4
|
-
export declare const mapPortfolioHistory: (range: PortfolioHistoryRange, snapshots: LtPnLEntry[], currentValue:
|
|
3
|
+
export declare const mapPortfolioHistory: (range: PortfolioHistoryRange, snapshots: LtPnLEntry[], currentValue: string) => PortfolioHistoryResponse;
|
|
5
4
|
//# sourceMappingURL=mapPortfolioHistory.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapPortfolioHistory.d.ts","sourceRoot":"","sources":["../../../src/utils/mapPortfolioHistory.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"mapPortfolioHistory.d.ts","sourceRoot":"","sources":["../../../src/utils/mapPortfolioHistory.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EACV,qBAAqB,EACrB,wBAAwB,EACzB,MAAM,mBAAmB,CAAA;AAE1B,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,iBAAiB,CAAA;AA+DjD,eAAO,MAAM,mBAAmB,GAC9B,OAAO,qBAAqB,EAC5B,WAAW,UAAU,EAAE,EACvB,cAAc,MAAM,KACnB,wBA0CF,CAAA"}
|
|
@@ -1,21 +1,36 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
-
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
-
};
|
|
5
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
3
|
exports.mapPortfolioHistory = void 0;
|
|
7
|
-
const
|
|
4
|
+
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
5
|
+
const constants_js_1 = require("../constants.js");
|
|
6
|
+
const SNAPSHOT_DECIMAL_FIELDS = [
|
|
7
|
+
'trade_pnl',
|
|
8
|
+
'trade_spot_pnl',
|
|
9
|
+
'inflow',
|
|
10
|
+
'outflow',
|
|
11
|
+
'spot_inflow',
|
|
12
|
+
'spot_outflow',
|
|
13
|
+
'volume',
|
|
14
|
+
];
|
|
15
|
+
const snapshotDecimal = (snapshot, field) => (0, perps_sdk_1.numberToDecimalString)(snapshot[field]);
|
|
16
|
+
function isValidSnapshot(snapshot) {
|
|
17
|
+
const invalid = SNAPSHOT_DECIMAL_FIELDS.find((field) => !Number.isFinite(snapshot[field]));
|
|
18
|
+
if (invalid === undefined) {
|
|
19
|
+
return true;
|
|
20
|
+
}
|
|
21
|
+
(0, perps_sdk_1.warnSkippedVenueRow)(constants_js_1.LIGHTER_PROVIDER_KEY, 'portfolio history', invalid, snapshot[invalid]);
|
|
22
|
+
return false;
|
|
23
|
+
}
|
|
8
24
|
function getCumulativePnl(snapshot) {
|
|
9
|
-
return
|
|
25
|
+
return (0, perps_sdk_1.addDecimalString)(snapshotDecimal(snapshot, 'trade_pnl'), snapshotDecimal(snapshot, 'trade_spot_pnl'));
|
|
10
26
|
}
|
|
11
27
|
function getCumulativeNetFlow(snapshot) {
|
|
12
|
-
return
|
|
13
|
-
.minus(snapshot.outflow)
|
|
14
|
-
.plus(snapshot.spot_inflow)
|
|
15
|
-
.minus(snapshot.spot_outflow);
|
|
28
|
+
return (0, perps_sdk_1.subtractDecimalString)((0, perps_sdk_1.addDecimalString)((0, perps_sdk_1.subtractDecimalString)(snapshotDecimal(snapshot, 'inflow'), snapshotDecimal(snapshot, 'outflow')), snapshotDecimal(snapshot, 'spot_inflow')), snapshotDecimal(snapshot, 'spot_outflow'));
|
|
16
29
|
}
|
|
17
30
|
const mapPortfolioHistory = (range, snapshots, currentValue) => {
|
|
18
|
-
const orderedSnapshots =
|
|
31
|
+
const orderedSnapshots = snapshots
|
|
32
|
+
.filter(isValidSnapshot)
|
|
33
|
+
.sort((a, b) => a.timestamp - b.timestamp);
|
|
19
34
|
const firstSnapshot = orderedSnapshots[0];
|
|
20
35
|
const latestSnapshot = orderedSnapshots.at(-1);
|
|
21
36
|
if (!firstSnapshot || !latestSnapshot) {
|
|
@@ -28,26 +43,19 @@ const mapPortfolioHistory = (range, snapshots, currentValue) => {
|
|
|
28
43
|
}
|
|
29
44
|
const firstPnl = getCumulativePnl(firstSnapshot);
|
|
30
45
|
const latestPnl = getCumulativePnl(latestSnapshot);
|
|
31
|
-
const accountValueOffset = currentValue
|
|
32
|
-
.minus(latestPnl)
|
|
33
|
-
.minus(getCumulativeNetFlow(latestSnapshot));
|
|
46
|
+
const accountValueOffset = (0, perps_sdk_1.subtractDecimalString)((0, perps_sdk_1.subtractDecimalString)(currentValue, latestPnl), getCumulativeNetFlow(latestSnapshot));
|
|
34
47
|
const points = orderedSnapshots.map((snapshot) => {
|
|
35
48
|
const pnl = getCumulativePnl(snapshot);
|
|
36
49
|
return {
|
|
37
50
|
timestamp: snapshot.timestamp * 1_000,
|
|
38
|
-
accountValue: accountValueOffset
|
|
39
|
-
|
|
40
|
-
.plus(getCumulativeNetFlow(snapshot))
|
|
41
|
-
.toFixed(),
|
|
42
|
-
pnl: pnl.minus(firstPnl).toFixed(),
|
|
51
|
+
accountValue: (0, perps_sdk_1.addDecimalString)((0, perps_sdk_1.addDecimalString)(accountValueOffset, pnl), getCumulativeNetFlow(snapshot)),
|
|
52
|
+
pnl: (0, perps_sdk_1.subtractDecimalString)(pnl, firstPnl),
|
|
43
53
|
};
|
|
44
54
|
});
|
|
45
55
|
return {
|
|
46
56
|
range,
|
|
47
57
|
points,
|
|
48
|
-
volume:
|
|
49
|
-
.minus(firstSnapshot.volume)
|
|
50
|
-
.toFixed(),
|
|
58
|
+
volume: (0, perps_sdk_1.subtractDecimalString)(snapshotDecimal(latestSnapshot, 'volume'), snapshotDecimal(firstSnapshot, 'volume')),
|
|
51
59
|
totalPnl: points.at(-1)?.pnl,
|
|
52
60
|
};
|
|
53
61
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapPortfolioHistory.js","sourceRoot":"","sources":["../../../src/utils/mapPortfolioHistory.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"mapPortfolioHistory.js","sourceRoot":"","sources":["../../../src/utils/mapPortfolioHistory.ts"],"names":[],"mappings":";;;AAAA,+CAKwB;AAKxB,kDAAsD;AAGtD,MAAM,uBAAuB,GAAG;IAC9B,WAAW;IACX,gBAAgB;IAChB,QAAQ;IACR,SAAS;IACT,aAAa;IACb,cAAc;IACd,QAAQ;CACA,CAAA;AAIV,MAAM,eAAe,GAAG,CACtB,QAAoB,EACpB,KAA2B,EACnB,EAAE,CAAC,IAAA,iCAAqB,EAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAA;AAEnD,SAAS,eAAe,CAAC,QAAoB;IAC3C,MAAM,OAAO,GAAG,uBAAuB,CAAC,IAAI,CAC1C,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAC7C,CAAA;IACD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,IAAI,CAAA;IACb,CAAC;IACD,IAAA,+BAAmB,EACjB,mCAAoB,EACpB,mBAAmB,EACnB,OAAO,EACP,QAAQ,CAAC,OAAO,CAAC,CAClB,CAAA;IACD,OAAO,KAAK,CAAA;AACd,CAAC;AAED,SAAS,gBAAgB,CAAC,QAAoB;IAC5C,OAAO,IAAA,4BAAgB,EACrB,eAAe,CAAC,QAAQ,EAAE,WAAW,CAAC,EACtC,eAAe,CAAC,QAAQ,EAAE,gBAAgB,CAAC,CAC5C,CAAA;AACH,CAAC;AAED,SAAS,oBAAoB,CAAC,QAAoB;IAChD,OAAO,IAAA,iCAAqB,EAC1B,IAAA,4BAAgB,EACd,IAAA,iCAAqB,EACnB,eAAe,CAAC,QAAQ,EAAE,QAAQ,CAAC,EACnC,eAAe,CAAC,QAAQ,EAAE,SAAS,CAAC,CACrC,EACD,eAAe,CAAC,QAAQ,EAAE,aAAa,CAAC,CACzC,EACD,eAAe,CAAC,QAAQ,EAAE,cAAc,CAAC,CAC1C,CAAA;AACH,CAAC;AAUM,MAAM,mBAAmB,GAAG,CACjC,KAA4B,EAC5B,SAAuB,EACvB,YAAoB,EACM,EAAE;IAC5B,MAAM,gBAAgB,GAAG,SAAS;SAC/B,MAAM,CAAC,eAAe,CAAC;SACvB,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,GAAG,CAAC,CAAC,SAAS,CAAC,CAAA;IAC5C,MAAM,aAAa,GAAG,gBAAgB,CAAC,CAAC,CAAC,CAAA;IACzC,MAAM,cAAc,GAAG,gBAAgB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9C,IAAI,CAAC,aAAa,IAAI,CAAC,cAAc,EAAE,CAAC;QACtC,OAAO;YACL,KAAK;YACL,MAAM,EAAE,EAAE;YACV,MAAM,EAAE,GAAG;YACX,QAAQ,EAAE,SAAS;SACpB,CAAA;IACH,CAAC;IAED,MAAM,QAAQ,GAAG,gBAAgB,CAAC,aAAa,CAAC,CAAA;IAChD,MAAM,SAAS,GAAG,gBAAgB,CAAC,cAAc,CAAC,CAAA;IAClD,MAAM,kBAAkB,GAAG,IAAA,iCAAqB,EAC9C,IAAA,iCAAqB,EAAC,YAAY,EAAE,SAAS,CAAC,EAC9C,oBAAoB,CAAC,cAAc,CAAC,CACrC,CAAA;IACD,MAAM,MAAM,GAAG,gBAAgB,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;QAC/C,MAAM,GAAG,GAAG,gBAAgB,CAAC,QAAQ,CAAC,CAAA;QACtC,OAAO;YACL,SAAS,EAAE,QAAQ,CAAC,SAAS,GAAG,KAAK;YACrC,YAAY,EAAE,IAAA,4BAAgB,EAC5B,IAAA,4BAAgB,EAAC,kBAAkB,EAAE,GAAG,CAAC,EACzC,oBAAoB,CAAC,QAAQ,CAAC,CAC/B;YACD,GAAG,EAAE,IAAA,iCAAqB,EAAC,GAAG,EAAE,QAAQ,CAAC;SAC1C,CAAA;IACH,CAAC,CAAC,CAAA;IAEF,OAAO;QACL,KAAK;QACL,MAAM;QACN,MAAM,EAAE,IAAA,iCAAqB,EAC3B,eAAe,CAAC,cAAc,EAAE,QAAQ,CAAC,EACzC,eAAe,CAAC,aAAa,EAAE,QAAQ,CAAC,CACzC;QACD,QAAQ,EAAE,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG;KAC7B,CAAA;AACH,CAAC,CAAA;AA9CY,QAAA,mBAAmB,uBA8C/B"}
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
import type { PerpsMarketDisplay, Position } from '@lifi/perps-types';
|
|
2
2
|
import type { LtAccountPosition } from '../types/index.js';
|
|
3
|
-
export declare const leverageFromImf: (imf: string) =>
|
|
4
|
-
export declare const leverageFromScaledImf: (imf: number) =>
|
|
5
|
-
export declare const mapPosition: (pos: LtAccountPosition, market: PerpsMarketDisplay) => Position;
|
|
3
|
+
export declare const leverageFromImf: (imf: string) => string | undefined;
|
|
4
|
+
export declare const leverageFromScaledImf: (imf: number) => string | undefined;
|
|
5
|
+
export declare const mapPosition: (pos: LtAccountPosition, market: PerpsMarketDisplay) => Position | undefined;
|
|
6
6
|
//# sourceMappingURL=mapPosition.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapPosition.d.ts","sourceRoot":"","sources":["../../../src/utils/mapPosition.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"mapPosition.d.ts","sourceRoot":"","sources":["../../../src/utils/mapPosition.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,kBAAkB,EAAE,QAAQ,EAAE,MAAM,mBAAmB,CAAA;AAOrE,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAA;AAW1D,eAAO,MAAM,eAAe,GAAI,KAAK,MAAM,KAAG,MAAM,GAAG,SAQtD,CAAA;AAQD,eAAO,MAAM,qBAAqB,GAAI,KAAK,MAAM,KAAG,MAAM,GAAG,SAO5D,CAAA;AA+BD,eAAO,MAAM,WAAW,GACtB,KAAK,iBAAiB,EACtB,QAAQ,kBAAkB,KACzB,QAAQ,GAAG,SA+Cb,CAAA"}
|
|
@@ -1,65 +1,80 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
-
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
-
};
|
|
5
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
3
|
exports.mapPosition = exports.leverageFromScaledImf = exports.leverageFromImf = void 0;
|
|
4
|
+
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
7
5
|
const perps_types_1 = require("@lifi/perps-types");
|
|
8
|
-
const big_js_1 = __importDefault(require("big.js"));
|
|
9
6
|
const constants_js_1 = require("../constants.js");
|
|
10
7
|
const index_js_1 = require("../types/index.js");
|
|
11
|
-
const decimal_js_1 = require("./decimal.js");
|
|
12
8
|
const leverageFromImf = (imf) => {
|
|
13
|
-
|
|
14
|
-
try {
|
|
15
|
-
parsed = new big_js_1.default(imf);
|
|
16
|
-
}
|
|
17
|
-
catch {
|
|
18
|
-
return undefined;
|
|
19
|
-
}
|
|
20
|
-
if (parsed.lte(0)) {
|
|
9
|
+
if ((0, perps_sdk_1.safeIsDecimalStringGreaterThan)(imf, '0') !== true) {
|
|
21
10
|
return undefined;
|
|
22
11
|
}
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
.
|
|
12
|
+
const leverage = (0, perps_sdk_1.safeDivideDecimalString)('100', imf);
|
|
13
|
+
return leverage === undefined
|
|
14
|
+
? undefined
|
|
15
|
+
: (0, perps_sdk_1.safeRoundDecimalString)(leverage, constants_js_1.LIGHTER_LEVERAGE_PRECISION, 'round');
|
|
27
16
|
};
|
|
28
17
|
exports.leverageFromImf = leverageFromImf;
|
|
29
18
|
const leverageFromScaledImf = (imf) => {
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
return undefined;
|
|
36
|
-
}
|
|
37
|
-
return (0, exports.leverageFromImf)(percent);
|
|
19
|
+
const scaled = (0, perps_sdk_1.safeNumberToDecimalString)(imf);
|
|
20
|
+
const percent = scaled === undefined
|
|
21
|
+
? undefined
|
|
22
|
+
: (0, perps_sdk_1.safeDivideDecimalString)(scaled, String(constants_js_1.LIGHTER_IMF_PERCENT_SCALE));
|
|
23
|
+
return percent === undefined ? undefined : (0, exports.leverageFromImf)(percent);
|
|
38
24
|
};
|
|
39
25
|
exports.leverageFromScaledImf = leverageFromScaledImf;
|
|
26
|
+
const skipPosition = (marketId, field, value) => {
|
|
27
|
+
(0, perps_sdk_1.warnSkippedVenueRow)(constants_js_1.LIGHTER_PROVIDER_KEY, 'position', field, value, {
|
|
28
|
+
marketId,
|
|
29
|
+
});
|
|
30
|
+
return undefined;
|
|
31
|
+
};
|
|
32
|
+
const warnUnreadableFieldOnce = (0, perps_sdk_1.createWarnOnce)();
|
|
33
|
+
const warnUnreadableField = (field, value) => {
|
|
34
|
+
warnUnreadableFieldOnce(`${constants_js_1.LIGHTER_PROVIDER_KEY}|position.${field}`, `[${constants_js_1.LIGHTER_PROVIDER_KEY}] position \`${field}\` is not readable, so the derived fields are absent: '${String(value).slice(0, 64)}'`);
|
|
35
|
+
};
|
|
40
36
|
const mapPosition = (pos, market) => {
|
|
41
|
-
|
|
37
|
+
if (!(0, perps_sdk_1.isDecimalString)(pos.position)) {
|
|
38
|
+
return skipPosition(market.id, 'position', pos.position);
|
|
39
|
+
}
|
|
42
40
|
const isIsolated = pos.margin_mode === index_js_1.LT_MARGIN_MODE_ISOLATED;
|
|
43
|
-
const
|
|
44
|
-
const
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
41
|
+
const size = (0, perps_sdk_1.absDecimalString)(pos.position);
|
|
42
|
+
const positionValue = (0, perps_sdk_1.isDecimalString)(pos.position_value)
|
|
43
|
+
? (0, perps_sdk_1.absDecimalString)(pos.position_value)
|
|
44
|
+
: undefined;
|
|
45
|
+
if (positionValue === undefined) {
|
|
46
|
+
warnUnreadableField('position_value', pos.position_value);
|
|
47
|
+
}
|
|
48
|
+
const imf = pos.initial_margin_fraction;
|
|
49
|
+
const leverage = (0, perps_sdk_1.isDecimalString)(imf) ? (0, exports.leverageFromImf)(imf) : undefined;
|
|
50
|
+
if (leverage === undefined) {
|
|
51
|
+
warnUnreadableField('initial_margin_fraction', imf);
|
|
52
|
+
}
|
|
53
|
+
const initialMarginRequirement = positionValue === undefined || leverage === undefined
|
|
54
|
+
? undefined
|
|
55
|
+
: (0, perps_sdk_1.divideDecimalString)((0, perps_sdk_1.multiplyDecimalString)(positionValue, imf), '100');
|
|
49
56
|
return {
|
|
50
57
|
market,
|
|
51
58
|
side: pos.sign >= 0 ? perps_types_1.PositionSide.LONG : perps_types_1.PositionSide.SHORT,
|
|
52
|
-
size
|
|
59
|
+
size,
|
|
53
60
|
entryPrice: pos.avg_entry_price,
|
|
54
|
-
|
|
55
|
-
?
|
|
56
|
-
:
|
|
61
|
+
...(positionValue === undefined
|
|
62
|
+
? {}
|
|
63
|
+
: {
|
|
64
|
+
markPrice: (0, perps_sdk_1.isDecimalStringZero)(positionValue) || (0, perps_sdk_1.isDecimalStringZero)(size)
|
|
65
|
+
? '0'
|
|
66
|
+
: (0, perps_sdk_1.divideDecimalString)(positionValue, size),
|
|
67
|
+
}),
|
|
57
68
|
liquidationPrice: pos.liquidation_price,
|
|
58
69
|
unrealizedPnl: pos.unrealized_pnl,
|
|
59
70
|
accruedFunding: pos.total_funding_paid_out ?? '0',
|
|
60
|
-
leverage:
|
|
61
|
-
marginUsed
|
|
62
|
-
|
|
71
|
+
...(leverage === undefined ? {} : { leverage }),
|
|
72
|
+
marginUsed: isIsolated
|
|
73
|
+
? pos.allocated_margin
|
|
74
|
+
: (initialMarginRequirement ?? '0'),
|
|
75
|
+
...(initialMarginRequirement === undefined
|
|
76
|
+
? {}
|
|
77
|
+
: { initialMarginRequirement }),
|
|
63
78
|
marginMode: isIsolated ? perps_types_1.MarginMode.ISOLATED : perps_types_1.MarginMode.CROSS,
|
|
64
79
|
};
|
|
65
80
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapPosition.js","sourceRoot":"","sources":["../../../src/utils/mapPosition.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"mapPosition.js","sourceRoot":"","sources":["../../../src/utils/mapPosition.ts"],"names":[],"mappings":";;;AAAA,+CAYwB;AAExB,mDAA4D;AAC5D,kDAIwB;AAExB,gDAA2D;AAUpD,MAAM,eAAe,GAAG,CAAC,GAAW,EAAsB,EAAE;IACjE,IAAI,IAAA,0CAA8B,EAAC,GAAG,EAAE,GAAG,CAAC,KAAK,IAAI,EAAE,CAAC;QACtD,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,QAAQ,GAAG,IAAA,mCAAuB,EAAC,KAAK,EAAE,GAAG,CAAC,CAAA;IACpD,OAAO,QAAQ,KAAK,SAAS;QAC3B,CAAC,CAAC,SAAS;QACX,CAAC,CAAC,IAAA,kCAAsB,EAAC,QAAQ,EAAE,yCAA0B,EAAE,OAAO,CAAC,CAAA;AAC3E,CAAC,CAAA;AARY,QAAA,eAAe,mBAQ3B;AAQM,MAAM,qBAAqB,GAAG,CAAC,GAAW,EAAsB,EAAE;IACvE,MAAM,MAAM,GAAG,IAAA,qCAAyB,EAAC,GAAG,CAAC,CAAA;IAC7C,MAAM,OAAO,GACX,MAAM,KAAK,SAAS;QAClB,CAAC,CAAC,SAAS;QACX,CAAC,CAAC,IAAA,mCAAuB,EAAC,MAAM,EAAE,MAAM,CAAC,wCAAyB,CAAC,CAAC,CAAA;IACxE,OAAO,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,OAAO,CAAC,CAAA;AACrE,CAAC,CAAA;AAPY,QAAA,qBAAqB,yBAOjC;AAED,MAAM,YAAY,GAAG,CACnB,QAAgB,EAChB,KAAa,EACb,KAAc,EACH,EAAE;IACb,IAAA,+BAAmB,EAAC,mCAAoB,EAAE,UAAU,EAAE,KAAK,EAAE,KAAK,EAAE;QAClE,QAAQ;KACT,CAAC,CAAA;IACF,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,MAAM,uBAAuB,GAAG,IAAA,0BAAc,GAAE,CAAA;AAEhD,MAAM,mBAAmB,GAAG,CAAC,KAAa,EAAE,KAAc,EAAQ,EAAE;IAClE,uBAAuB,CACrB,GAAG,mCAAoB,aAAa,KAAK,EAAE,EAC3C,IAAI,mCAAoB,gBAAgB,KAAK,0DAA0D,MAAM,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,CACrI,CAAA;AACH,CAAC,CAAA;AAWM,MAAM,WAAW,GAAG,CACzB,GAAsB,EACtB,MAA0B,EACJ,EAAE;IACxB,IAAI,CAAC,IAAA,2BAAe,EAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC;QACnC,OAAO,YAAY,CAAC,MAAM,CAAC,EAAE,EAAE,UAAU,EAAE,GAAG,CAAC,QAAQ,CAAC,CAAA;IAC1D,CAAC;IACD,MAAM,UAAU,GAAG,GAAG,CAAC,WAAW,KAAK,kCAAuB,CAAA;IAC9D,MAAM,IAAI,GAAG,IAAA,4BAAgB,EAAC,GAAG,CAAC,QAAQ,CAAC,CAAA;IAC3C,MAAM,aAAa,GAAG,IAAA,2BAAe,EAAC,GAAG,CAAC,cAAc,CAAC;QACvD,CAAC,CAAC,IAAA,4BAAgB,EAAC,GAAG,CAAC,cAAc,CAAC;QACtC,CAAC,CAAC,SAAS,CAAA;IACb,IAAI,aAAa,KAAK,SAAS,EAAE,CAAC;QAChC,mBAAmB,CAAC,gBAAgB,EAAE,GAAG,CAAC,cAAc,CAAC,CAAA;IAC3D,CAAC;IACD,MAAM,GAAG,GAAG,GAAG,CAAC,uBAAuB,CAAA;IACvC,MAAM,QAAQ,GAAG,IAAA,2BAAe,EAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;IACxE,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;QAC3B,mBAAmB,CAAC,yBAAyB,EAAE,GAAG,CAAC,CAAA;IACrD,CAAC;IACD,MAAM,wBAAwB,GAC5B,aAAa,KAAK,SAAS,IAAI,QAAQ,KAAK,SAAS;QACnD,CAAC,CAAC,SAAS;QACX,CAAC,CAAC,IAAA,+BAAmB,EAAC,IAAA,iCAAqB,EAAC,aAAa,EAAE,GAAG,CAAC,EAAE,KAAK,CAAC,CAAA;IAE3E,OAAO;QACL,MAAM;QACN,IAAI,EAAE,GAAG,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,0BAAY,CAAC,IAAI,CAAC,CAAC,CAAC,0BAAY,CAAC,KAAK;QAC5D,IAAI;QACJ,UAAU,EAAE,GAAG,CAAC,eAAe;QAC/B,GAAG,CAAC,aAAa,KAAK,SAAS;YAC7B,CAAC,CAAC,EAAE;YACJ,CAAC,CAAC;gBACE,SAAS,EACP,IAAA,+BAAmB,EAAC,aAAa,CAAC,IAAI,IAAA,+BAAmB,EAAC,IAAI,CAAC;oBAC7D,CAAC,CAAC,GAAG;oBACL,CAAC,CAAC,IAAA,+BAAmB,EAAC,aAAa,EAAE,IAAI,CAAC;aAC/C,CAAC;QACN,gBAAgB,EAAE,GAAG,CAAC,iBAAiB;QACvC,aAAa,EAAE,GAAG,CAAC,cAAc;QACjC,cAAc,EAAE,GAAG,CAAC,sBAAsB,IAAI,GAAG;QACjD,GAAG,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,CAAC;QAC/C,UAAU,EAAE,UAAU;YACpB,CAAC,CAAC,GAAG,CAAC,gBAAgB;YACtB,CAAC,CAAC,CAAC,wBAAwB,IAAI,GAAG,CAAC;QACrC,GAAG,CAAC,wBAAwB,KAAK,SAAS;YACxC,CAAC,CAAC,EAAE;YACJ,CAAC,CAAC,EAAE,wBAAwB,EAAE,CAAC;QACjC,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,wBAAU,CAAC,QAAQ,CAAC,CAAC,CAAC,wBAAU,CAAC,KAAK;KAChE,CAAA;AACH,CAAC,CAAA;AAlDY,QAAA,WAAW,eAkDvB"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rowTimestamp.d.ts","sourceRoot":"","sources":["../../../src/utils/rowTimestamp.ts"],"names":[],"mappings":"AAMA,eAAO,MAAM,kCAAkC,GAC7C,OAAO,MAAM,GAAG,MAAM,KACrB,MAAM,GAAG,SAMX,CAAA"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.rowTimestampToIsoStringOrUndefined = void 0;
|
|
4
|
+
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
5
|
+
const rowTimestampToIsoStringOrUndefined = (value) => {
|
|
6
|
+
try {
|
|
7
|
+
return (0, perps_sdk_1.timestampToIsoString)(value);
|
|
8
|
+
}
|
|
9
|
+
catch {
|
|
10
|
+
return undefined;
|
|
11
|
+
}
|
|
12
|
+
};
|
|
13
|
+
exports.rowTimestampToIsoStringOrUndefined = rowTimestampToIsoStringOrUndefined;
|
|
14
|
+
//# sourceMappingURL=rowTimestamp.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rowTimestamp.js","sourceRoot":"","sources":["../../../src/utils/rowTimestamp.ts"],"names":[],"mappings":";;;AAAA,+CAAsD;AAM/C,MAAM,kCAAkC,GAAG,CAChD,KAAsB,EACF,EAAE;IACtB,IAAI,CAAC;QACH,OAAO,IAAA,gCAAoB,EAAC,KAAK,CAAC,CAAA;IACpC,CAAC;IAAC,MAAM,CAAC;QACP,OAAO,SAAS,CAAA;IAClB,CAAC;AACH,CAAC,CAAA;AARY,QAAA,kCAAkC,sCAQ9C"}
|
|
@@ -1,6 +1,5 @@
|
|
|
1
|
-
import type Big from 'big.js';
|
|
2
1
|
import type { LtAccountAsset } from '../types/account.js';
|
|
3
|
-
export declare const pooledSettlementUnits: (asset: LtAccountAsset) =>
|
|
4
|
-
export declare const pooledSettlementSpendable: (asset: LtAccountAsset, availableBalance:
|
|
2
|
+
export declare const pooledSettlementUnits: (asset: LtAccountAsset) => string;
|
|
3
|
+
export declare const pooledSettlementSpendable: (asset: LtAccountAsset, availableBalance: string) => string;
|
|
5
4
|
export declare const collateralSpotBalance: (assets: readonly LtAccountAsset[], settlementAssetIndex: number) => string;
|
|
6
5
|
//# sourceMappingURL=settlementPool.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"settlementPool.d.ts","sourceRoot":"","sources":["../../../src/utils/settlementPool.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"settlementPool.d.ts","sourceRoot":"","sources":["../../../src/utils/settlementPool.ts"],"names":[],"mappings":"AAOA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AAGzD,eAAO,MAAM,qBAAqB,GAAI,OAAO,cAAc,KAAG,MAQ3D,CAAA;AAQH,eAAO,MAAM,yBAAyB,GACpC,OAAO,cAAc,EACrB,kBAAkB,MAAM,KACvB,MAmBF,CAAA;AAGD,eAAO,MAAM,qBAAqB,GAChC,QAAQ,SAAS,cAAc,EAAE,EACjC,sBAAsB,MAAM,KAC3B,MAKF,CAAA"}
|
|
@@ -1,21 +1,22 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.collateralSpotBalance = exports.pooledSettlementSpendable = exports.pooledSettlementUnits = void 0;
|
|
4
|
-
const
|
|
5
|
-
const
|
|
4
|
+
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
5
|
+
const constants_js_1 = require("../constants.js");
|
|
6
|
+
const pooledSettlementUnits = (asset) => (0, perps_sdk_1.addDecimalString)((0, perps_sdk_1.unknownToDecimalString)(asset.balance, 'balance', constants_js_1.LIGHTER_PROVIDER_KEY), (0, perps_sdk_1.unknownToDecimalString)(asset.margin_balance, 'margin_balance', constants_js_1.LIGHTER_PROVIDER_KEY));
|
|
6
7
|
exports.pooledSettlementUnits = pooledSettlementUnits;
|
|
7
8
|
const pooledSettlementSpendable = (asset, availableBalance) => {
|
|
8
|
-
const marginBalance = (0,
|
|
9
|
-
return (0,
|
|
10
|
-
|
|
11
|
-
|
|
9
|
+
const marginBalance = (0, perps_sdk_1.unknownToDecimalString)(asset.margin_balance, 'margin_balance', constants_js_1.LIGHTER_PROVIDER_KEY);
|
|
10
|
+
return (0, perps_sdk_1.addDecimalString)((0, perps_sdk_1.subtractDecimalString)((0, perps_sdk_1.unknownToDecimalString)(asset.balance, 'balance', constants_js_1.LIGHTER_PROVIDER_KEY), (0, perps_sdk_1.unknownToDecimalString)(asset.locked_balance, 'locked_balance', constants_js_1.LIGHTER_PROVIDER_KEY)), (0, perps_sdk_1.isDecimalStringGreaterThan)(marginBalance, availableBalance)
|
|
11
|
+
? availableBalance
|
|
12
|
+
: marginBalance);
|
|
12
13
|
};
|
|
13
14
|
exports.pooledSettlementSpendable = pooledSettlementSpendable;
|
|
14
15
|
const collateralSpotBalance = (assets, settlementAssetIndex) => {
|
|
15
16
|
const asset = assets.find((a) => a.asset_id === settlementAssetIndex);
|
|
16
17
|
return asset === undefined
|
|
17
18
|
? '0'
|
|
18
|
-
: (0,
|
|
19
|
+
: (0, perps_sdk_1.unknownToDecimalString)(asset.balance, 'balance', constants_js_1.LIGHTER_PROVIDER_KEY);
|
|
19
20
|
};
|
|
20
21
|
exports.collateralSpotBalance = collateralSpotBalance;
|
|
21
22
|
//# sourceMappingURL=settlementPool.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"settlementPool.js","sourceRoot":"","sources":["../../../src/utils/settlementPool.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"settlementPool.js","sourceRoot":"","sources":["../../../src/utils/settlementPool.ts"],"names":[],"mappings":";;;AAAA,+CAKwB;AACxB,kDAAsD;AAI/C,MAAM,qBAAqB,GAAG,CAAC,KAAqB,EAAU,EAAE,CACrE,IAAA,4BAAgB,EACd,IAAA,kCAAsB,EAAC,KAAK,CAAC,OAAO,EAAE,SAAS,EAAE,mCAAoB,CAAC,EACtE,IAAA,kCAAsB,EACpB,KAAK,CAAC,cAAc,EACpB,gBAAgB,EAChB,mCAAoB,CACrB,CACF,CAAA;AARU,QAAA,qBAAqB,yBAQ/B;AAQI,MAAM,yBAAyB,GAAG,CACvC,KAAqB,EACrB,gBAAwB,EAChB,EAAE;IACV,MAAM,aAAa,GAAG,IAAA,kCAAsB,EAC1C,KAAK,CAAC,cAAc,EACpB,gBAAgB,EAChB,mCAAoB,CACrB,CAAA;IACD,OAAO,IAAA,4BAAgB,EACrB,IAAA,iCAAqB,EACnB,IAAA,kCAAsB,EAAC,KAAK,CAAC,OAAO,EAAE,SAAS,EAAE,mCAAoB,CAAC,EACtE,IAAA,kCAAsB,EACpB,KAAK,CAAC,cAAc,EACpB,gBAAgB,EAChB,mCAAoB,CACrB,CACF,EACD,IAAA,sCAA0B,EAAC,aAAa,EAAE,gBAAgB,CAAC;QACzD,CAAC,CAAC,gBAAgB;QAClB,CAAC,CAAC,aAAa,CAClB,CAAA;AACH,CAAC,CAAA;AAtBY,QAAA,yBAAyB,6BAsBrC;AAGM,MAAM,qBAAqB,GAAG,CACnC,MAAiC,EACjC,oBAA4B,EACpB,EAAE;IACV,MAAM,KAAK,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,KAAK,oBAAoB,CAAC,CAAA;IACrE,OAAO,KAAK,KAAK,SAAS;QACxB,CAAC,CAAC,GAAG;QACL,CAAC,CAAC,IAAA,kCAAsB,EAAC,KAAK,CAAC,OAAO,EAAE,SAAS,EAAE,mCAAoB,CAAC,CAAA;AAC5E,CAAC,CAAA;AARY,QAAA,qBAAqB,yBAQjC"}
|
|
@@ -1,8 +1,7 @@
|
|
|
1
1
|
import type { Market, MarketContext } from '@lifi/perps-types';
|
|
2
|
-
|
|
3
|
-
export declare const
|
|
4
|
-
export declare const spotValuation: (assetId: number, units: string, settlementAssetIndex: number, spotPrices: ReadonlyMap<string, Big>) => {
|
|
2
|
+
export declare const spotPriceByAssetId: (markets: readonly Market[], spotCategoryId: string, contexts: readonly MarketContext[], assetIds: ReadonlySet<string>) => Map<string, string>;
|
|
3
|
+
export declare const spotValuation: (assetId: number, units: string, settlementAssetIndex: number, spotPrices: ReadonlyMap<string, string>) => {
|
|
5
4
|
valueUsd: string;
|
|
6
|
-
price?:
|
|
5
|
+
price?: string;
|
|
7
6
|
};
|
|
8
7
|
//# sourceMappingURL=spotPrice.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"spotPrice.d.ts","sourceRoot":"","sources":["../../../src/utils/spotPrice.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"spotPrice.d.ts","sourceRoot":"","sources":["../../../src/utils/spotPrice.ts"],"names":[],"mappings":"AAKA,OAAO,KAAK,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAa9D,eAAO,MAAM,kBAAkB,GAC7B,SAAS,SAAS,MAAM,EAAE,EAC1B,gBAAgB,MAAM,EACtB,UAAU,SAAS,aAAa,EAAE,EAClC,UAAU,WAAW,CAAC,MAAM,CAAC,KAC5B,GAAG,CAAC,MAAM,EAAE,MAAM,CAuBpB,CAAA;AAOD,eAAO,MAAM,aAAa,GACxB,SAAS,MAAM,EACf,OAAO,MAAM,EACb,sBAAsB,MAAM,EAC5B,YAAY,WAAW,CAAC,MAAM,EAAE,MAAM,CAAC,KACtC;IAAE,QAAQ,EAAE,MAAM,CAAC;IAAC,KAAK,CAAC,EAAE,MAAM,CAAA;CAMpC,CAAA"}
|
|
@@ -1,11 +1,8 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
-
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
-
};
|
|
5
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
3
|
exports.spotValuation = exports.spotPriceByAssetId = void 0;
|
|
7
|
-
const
|
|
8
|
-
const
|
|
4
|
+
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
5
|
+
const constants_js_1 = require("../constants.js");
|
|
9
6
|
const spotPriceByAssetId = (markets, spotCategoryId, contexts, assetIds) => {
|
|
10
7
|
const markByMarketId = new Map(contexts.map((c) => [c.marketId, c.markPrice]));
|
|
11
8
|
const priceByAssetId = new Map();
|
|
@@ -17,8 +14,8 @@ const spotPriceByAssetId = (markets, spotCategoryId, contexts, assetIds) => {
|
|
|
17
14
|
priceByAssetId.has(market.baseAsset.id)) {
|
|
18
15
|
continue;
|
|
19
16
|
}
|
|
20
|
-
const price = (0,
|
|
21
|
-
if (
|
|
17
|
+
const price = (0, perps_sdk_1.unknownToDecimalString)(mark, 'markPrice', constants_js_1.LIGHTER_PROVIDER_KEY);
|
|
18
|
+
if ((0, perps_sdk_1.isDecimalStringGreaterThan)(price, '0')) {
|
|
22
19
|
priceByAssetId.set(market.baseAsset.id, price);
|
|
23
20
|
}
|
|
24
21
|
}
|
|
@@ -26,12 +23,10 @@ const spotPriceByAssetId = (markets, spotCategoryId, contexts, assetIds) => {
|
|
|
26
23
|
};
|
|
27
24
|
exports.spotPriceByAssetId = spotPriceByAssetId;
|
|
28
25
|
const spotValuation = (assetId, units, settlementAssetIndex, spotPrices) => {
|
|
29
|
-
const price = assetId === settlementAssetIndex
|
|
30
|
-
? new big_js_1.default(1)
|
|
31
|
-
: spotPrices.get(String(assetId));
|
|
26
|
+
const price = assetId === settlementAssetIndex ? '1' : spotPrices.get(String(assetId));
|
|
32
27
|
return price === undefined
|
|
33
28
|
? { valueUsd: '0' }
|
|
34
|
-
: { valueUsd:
|
|
29
|
+
: { valueUsd: (0, perps_sdk_1.multiplyDecimalString)(units, price), price };
|
|
35
30
|
};
|
|
36
31
|
exports.spotValuation = spotValuation;
|
|
37
32
|
//# sourceMappingURL=spotPrice.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"spotPrice.js","sourceRoot":"","sources":["../../../src/utils/spotPrice.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"spotPrice.js","sourceRoot":"","sources":["../../../src/utils/spotPrice.ts"],"names":[],"mappings":";;;AAAA,+CAIwB;AAExB,kDAAsD;AAY/C,MAAM,kBAAkB,GAAG,CAChC,OAA0B,EAC1B,cAAsB,EACtB,QAAkC,EAClC,QAA6B,EACR,EAAE;IACvB,MAAM,cAAc,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAA;IAC9E,MAAM,cAAc,GAAG,IAAI,GAAG,EAAkB,CAAA;IAChD,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,MAAM,IAAI,GAAG,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE,CAAC,CAAA;QAC1C,IACE,MAAM,CAAC,UAAU,KAAK,cAAc;YACpC,IAAI,KAAK,SAAS;YAClB,CAAC,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,EAAE,CAAC;YAClC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,EAAE,CAAC,EACvC,CAAC;YACD,SAAQ;QACV,CAAC;QACD,MAAM,KAAK,GAAG,IAAA,kCAAsB,EAClC,IAAI,EACJ,WAAW,EACX,mCAAoB,CACrB,CAAA;QACD,IAAI,IAAA,sCAA0B,EAAC,KAAK,EAAE,GAAG,CAAC,EAAE,CAAC;YAC3C,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,EAAE,EAAE,KAAK,CAAC,CAAA;QAChD,CAAC;IACH,CAAC;IACD,OAAO,cAAc,CAAA;AACvB,CAAC,CAAA;AA5BY,QAAA,kBAAkB,sBA4B9B;AAOM,MAAM,aAAa,GAAG,CAC3B,OAAe,EACf,KAAa,EACb,oBAA4B,EAC5B,UAAuC,EACD,EAAE;IACxC,MAAM,KAAK,GACT,OAAO,KAAK,oBAAoB,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,CAAA;IAC1E,OAAO,KAAK,KAAK,SAAS;QACxB,CAAC,CAAC,EAAE,QAAQ,EAAE,GAAG,EAAE;QACnB,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,iCAAqB,EAAC,KAAK,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,CAAA;AAC9D,CAAC,CAAA;AAXY,QAAA,aAAa,iBAWzB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"time.d.ts","sourceRoot":"","sources":["../../../src/utils/time.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"time.d.ts","sourceRoot":"","sources":["../../../src/utils/time.ts"],"names":[],"mappings":"AAOA,eAAO,MAAM,gBAAgB,GAAI,SAAS,MAAM,KAAG,MACb,CAAA;AAOtC,eAAO,MAAM,WAAW,GAAI,IAAI,MAAM,KAAG,MAAkC,CAAA"}
|
package/dist/cjs/utils/time.js
CHANGED
|
@@ -1,8 +1,9 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.toIsoFromMs = exports.toIsoFromSeconds = void 0;
|
|
4
|
-
const
|
|
4
|
+
const perps_sdk_1 = require("@lifi/perps-sdk");
|
|
5
|
+
const toIsoFromSeconds = (seconds) => (0, perps_sdk_1.timestampToIsoString)(seconds * 1000);
|
|
5
6
|
exports.toIsoFromSeconds = toIsoFromSeconds;
|
|
6
|
-
const toIsoFromMs = (ms) =>
|
|
7
|
+
const toIsoFromMs = (ms) => (0, perps_sdk_1.timestampToIsoString)(ms);
|
|
7
8
|
exports.toIsoFromMs = toIsoFromMs;
|
|
8
9
|
//# sourceMappingURL=time.js.map
|