@lifi/perps-sdk 0.0.0-preview-3f541402 → 0.0.0-preview-abcdac5a
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/math/position.d.ts +0 -12
- package/dist/cjs/math/position.d.ts.map +1 -1
- package/dist/cjs/math/position.js +4 -27
- package/dist/cjs/math/position.js.map +1 -1
- package/dist/cjs/types/provider.d.ts +1 -4
- package/dist/cjs/types/provider.d.ts.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/esm/math/position.d.ts +5 -28
- package/dist/esm/math/position.d.ts.map +1 -1
- package/dist/esm/math/position.js +9 -43
- package/dist/esm/math/position.js.map +1 -1
- package/dist/esm/types/provider.d.ts +7 -20
- package/dist/esm/types/provider.d.ts.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/types/math/position.d.ts +5 -28
- package/dist/types/math/position.d.ts.map +1 -1
- package/dist/types/types/provider.d.ts +7 -20
- package/dist/types/types/provider.d.ts.map +1 -1
- package/dist/types/version.d.ts +1 -1
- package/package.json +2 -2
- package/src/math/position.ts +9 -47
- package/src/types/provider.ts +6 -20
- package/src/version.ts +1 -1
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@@ -29,24 +29,12 @@ export declare function estimateLiquidationPrice(params: {
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leverage: string;
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isLong: boolean;
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maintenanceMarginRate: string;
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size?: string;
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current?: {
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size: string;
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entryPrice: string;
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margin: string;
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};
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}): string | undefined;
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export declare const safeEstimateLiquidationPrice: (params: {
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entryPrice: string;
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leverage: string;
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isLong: boolean;
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maintenanceMarginRate: string;
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size?: string;
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current?: {
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size: string;
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entryPrice: string;
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margin: string;
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};
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}) => string | undefined;
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export declare function estimateLiquidationPriceAtMarketRate(market: PerpsMarket, params: LiquidationEstimateParams): string | undefined;
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export declare const safeEstimateLiquidationPriceAtMarketRate: (market: PerpsMarket, params: LiquidationEstimateParams) => string | undefined;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAYA,OAAO,EAEL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AASrE,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAI1E;AAGD,eAAO,MAAM,0BAA0B,qDAGtC,CAAA;AASD,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAMR;AAGD,eAAO,MAAM,0BAA0B,gFAGtC,CAAA;AASD,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOhE;AAGD,eAAO,MAAM,gBAAgB,qDAAmD,CAAA;AAShF,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAOR;AAGD,eAAO,MAAM,2BAA2B,iEAGvC,CAAA;AAUD,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAST;AAGD,eAAO,MAAM,gCAAgC;sBAdzB,MAAM;kBACV,MAAM;wBAgBrB,CAAA;AASD,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAOT;AAGD,eAAO,MAAM,8BAA8B;sBAZvB,MAAM;eACb,MAAM;wBAclB,CAAA;
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{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAYA,OAAO,EAEL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AASrE,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAI1E;AAGD,eAAO,MAAM,0BAA0B,qDAGtC,CAAA;AASD,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAMR;AAGD,eAAO,MAAM,0BAA0B,gFAGtC,CAAA;AASD,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOhE;AAGD,eAAO,MAAM,gBAAgB,qDAAmD,CAAA;AAShF,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAOR;AAGD,eAAO,MAAM,2BAA2B,iEAGvC,CAAA;AAUD,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAST;AAGD,eAAO,MAAM,gCAAgC;sBAdzB,MAAM;kBACV,MAAM;wBAgBrB,CAAA;AASD,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAOT;AAGD,eAAO,MAAM,8BAA8B;sBAZvB,MAAM;eACb,MAAM;wBAclB,CAAA;AAsBD,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAC/C,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,OAAO,CAAA;IACf,qBAAqB,EAAE,MAAM,CAAA;CAC9B,GAAG,MAAM,GAAG,SAAS,CAuBrB;AAGD,eAAO,MAAM,4BAA4B;gBA9B3B,MAAM;cACR,MAAM;YACR,OAAO;2BACQ,MAAM;wBA8B9B,CAAA;AAaD,wBAAgB,oCAAoC,CAClD,MAAM,EAAE,WAAW,EACnB,MAAM,EAAE,yBAAyB,GAChC,MAAM,GAAG,SAAS,CAUpB;AAGD,eAAO,MAAM,wCAAwC,gFAGpD,CAAA;AAWD,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CASV;AAGD,eAAO,MAAM,6BAA6B;sBAftB,MAAM;kBACV,MAAM;YACZ,OAAO;yBAgBhB,CAAA;AAaD,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAeT;AAGD,eAAO,MAAM,6BAA6B;iBAtB3B,MAAM;kBACL,MAAM;aACX,MAAM;eACJ,MAAM;wBAsBlB,CAAA;AAUD,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,eAAe,EAAE,MAAM,CAAA;IACvB,aAAa,EAAE,MAAM,CAAA;IACrB,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAWT;AAGD,eAAO,MAAM,uBAAuB;qBAlBjB,MAAM;mBACR,MAAM;iBACR,MAAM;eACR,MAAM;wBAkBlB,CAAA;AAUD,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAOT;AAGD,eAAO,MAAM,yBAAyB;gBAdxB,MAAM;eACP,MAAM;UACX,MAAM;YACJ,OAAO;wBAchB,CAAA;AAUD,wBAAgB,oBAAoB,CAAC,MAAM,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAOT;AAGD,eAAO,MAAM,wBAAwB;gBAdvB,MAAM;gBACN,MAAM;eACP,MAAM;YACT,OAAO;wBAchB,CAAA;AAQD,wBAAgB,0BAA0B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAKtE;AAQD,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMrE"}
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@@ -79,35 +79,12 @@ function estimateLiquidationPrice(params) {
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if (denominator.eq(0)) {
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throw (0, invalidInput_js_1.invalidInput)('maintenanceMarginRate', `must not be ${params.isLong ? '1' : '-1'} for this side`);
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}
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if (marginFractionAvailable.lte(0)) {
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return undefined;
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}
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const marginAvailable = marginFractionAvailable.times(entryPrice);
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return (0, decimalStringToBig_js_1.bigToDecimalString)(entryPrice.minus(marginAvailable.times(side).div(denominator)));
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}
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if (params.size === undefined) {
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throw (0, invalidInput_js_1.invalidInput)('size', 'is required with `current`');
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}
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const addSize = (0, decimalStringToBig_js_1.decimalStringToBig)(params.size);
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const currentSize = (0, decimalStringToBig_js_1.decimalStringToBig)(params.current.size);
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const currentEntry = (0, decimalStringToBig_js_1.decimalStringToBig)(params.current.entryPrice);
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const currentMargin = (0, decimalStringToBig_js_1.decimalStringToBig)(params.current.margin);
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const totalSize = currentSize.plus(addSize);
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if (totalSize.lte(0)) {
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throw (0, invalidInput_js_1.invalidInput)('size + current.size', 'must be positive');
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}
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const equity = currentMargin
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.plus(currentSize.times(entryPrice.minus(currentEntry)).times(side))
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.plus(new big_js_1.DivBig(entryPrice).times(addSize).div(leverage));
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const marginAvailablePerUnit = new big_js_1.DivBig(equity)
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.minus(mmr.times(totalSize).times(entryPrice))
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.div(totalSize);
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if (marginAvailablePerUnit.lte(0)) {
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const marginFractionAvailable = new big_js_1.DivBig(1).div(leverage).minus(mmr);
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if (marginFractionAvailable.lte(0)) {
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return undefined;
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}
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const marginAvailable = marginFractionAvailable.times(entryPrice);
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return (0, decimalStringToBig_js_1.bigToDecimalString)(entryPrice.minus(marginAvailable.times(side).div(denominator)));
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}
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exports.safeEstimateLiquidationPrice = (0, createSafeFunction_js_1.createSafeFunction)('estimateLiquidationPrice', estimateLiquidationPrice);
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function estimateLiquidationPriceAtMarketRate(market, params) {
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{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";;;AAkCA,wDAIC;AAeD,wDAUC;AAeD,oCAOC;AAYD,0DAUC;AAgBD,oEAYC;AAeD,gEAUC;
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+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";;;AAkCA,wDAIC;AAeD,wDAUC;AAeD,oCAOC;AAYD,0DAUC;AAgBD,oEAYC;AAeD,gEAUC;AA4BD,4DA4BC;AAmBD,oFAaC;AAiBD,8DAaC;AAmBD,8DAoBC;AAgBD,kDAgBC;AAgBD,sDAYC;AAgBD,oDAYC;AAcD,gEAKC;AAQD,8DAMC;AA1aD,mDAK0B;AAC1B,8CAA0C;AAC1C,4EAIyC;AACzC,+DAAwD;AAExD,0EAAmE;AAQnE,SAAgB,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,OAAO,IAAA,0CAAkB,EACvB,IAAA,0CAAkB,EAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,IAAA,0CAAkB,EAAC,KAAK,CAAC,CAAC,CAChE,CAAA;AACH,CAAC;AAGY,QAAA,0BAA0B,GAAG,IAAA,0CAAkB,EAC1D,wBAAwB,EACxB,sBAAsB,CACvB,CAAA;AASD,SAAgB,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,OAAO,IAAA,0CAAkB,EACvB,IAAA,0CAAkB,EAAC,YAAY,CAAC;SAC7B,KAAK,CAAC,IAAA,0CAAkB,EAAC,UAAU,CAAC,CAAC;SACrC,KAAK,CAAC,IAAA,0CAAkB,EAAC,IAAI,CAAC,CAAC,CACnC,CAAA;AACH,CAAC;AAGY,QAAA,0BAA0B,GAAG,IAAA,0CAAkB,EAC1D,wBAAwB,EACxB,sBAAsB,CACvB,CAAA;AASD,SAAgB,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,MAAM,SAAS,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,CAAA;IAC5C,MAAM,MAAM,GAAG,IAAA,6CAAqB,EAAC,GAAG,CAAC,CAAA;IACzC,IAAI,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACpB,MAAM,IAAA,8BAAY,EAAC,QAAQ,EAAE,kBAAkB,CAAC,CAAA;IAClD,CAAC;IACD,OAAO,IAAA,0CAAkB,EAAC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAA;AAC7D,CAAC;AAGY,QAAA,gBAAgB,GAAG,IAAA,0CAAkB,EAAC,cAAc,EAAE,YAAY,CAAC,CAAA;AAShF,SAAgB,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,MAAM,WAAW,GAAG,IAAA,6CAAqB,EAAC,aAAa,CAAC,CAAA;IACxD,MAAM,WAAW,GAAG,IAAA,0CAAkB,EAAC,QAAQ,CAAC,CAAA;IAChD,IAAI,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACtB,MAAM,IAAA,8BAAY,EAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;IACpD,CAAC;IACD,OAAO,IAAA,0CAAkB,EAAC,WAAW,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAAA;AACzD,CAAC;AAGY,QAAA,2BAA2B,GAAG,IAAA,0CAAkB,EAC3D,yBAAyB,EACzB,uBAAuB,CACxB,CAAA;AAUD,SAAgB,4BAA4B,CAAC,MAG5C;IACC,MAAM,gBAAgB,GAAG,IAAA,6CAAqB,EAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACvE,MAAM,YAAY,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,YAAY,CAAC,CAAA;IAC5D,IAAI,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACvB,MAAM,IAAA,8BAAY,EAAC,cAAc,EAAE,kBAAkB,CAAC,CAAA;IACxD,CAAC;IACD,OAAO,IAAA,0CAAkB,EACvB,gBAAgB,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CACxE,CAAA;AACH,CAAC;AAGY,QAAA,gCAAgC,GAAG,IAAA,0CAAkB,EAChE,8BAA8B,EAC9B,4BAA4B,CAC7B,CAAA;AASD,SAAgB,0BAA0B,CAAC,MAG1C;IACC,MAAM,aAAa,GAAG,IAAA,6CAAqB,EAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACpE,MAAM,MAAM,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,SAAS,CAAC,CAAA;IACnD,IAAI,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACjB,MAAM,IAAA,8BAAY,EAAC,WAAW,EAAE,kBAAkB,CAAC,CAAA;IACrD,CAAC;IACD,OAAO,IAAA,0CAAkB,EAAC,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAA;AACtD,CAAC;AAGY,QAAA,8BAA8B,GAAG,IAAA,0CAAkB,EAC9D,4BAA4B,EAC5B,0BAA0B,CAC3B,CAAA;AAsBD,SAAgB,wBAAwB,CAAC,MAKxC;IACC,MAAM,UAAU,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,UAAU,CAAC,CAAA;IACxD,MAAM,QAAQ,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;IACpD,MAAM,GAAG,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,qBAAqB,CAAC,CAAA;IAC5D,MAAM,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IACnC,MAAM,WAAW,GAAG,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;IAC5C,IAAI,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACnB,MAAM,IAAA,8BAAY,EAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;IACpD,CAAC;IACD,IAAI,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACtB,MAAM,IAAA,8BAAY,EAChB,uBAAuB,EACvB,eAAe,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,gBAAgB,CAC1D,CAAA;IACH,CAAC;IACD,MAAM,uBAAuB,GAAG,IAAI,eAAM,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;IACtE,IAAI,uBAAuB,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;QACnC,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,eAAe,GAAG,uBAAuB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAA;IACjE,OAAO,IAAA,0CAAkB,EACvB,UAAU,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAC/D,CAAA;AACH,CAAC;AAGY,QAAA,4BAA4B,GAAG,IAAA,0CAAkB,EAC5D,0BAA0B,EAC1B,wBAAwB,CACzB,CAAA;AAaD,SAAgB,oCAAoC,CAClD,MAAmB,EACnB,MAAiC;IAEjC,IAAI,MAAM,CAAC,qBAAqB,KAAK,SAAS,EAAE,CAAC;QAC/C,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,OAAO,wBAAwB,CAAC;QAC9B,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,QAAQ,EAAE,MAAM,CAAC,QAAQ;QACzB,MAAM,EAAE,MAAM,CAAC,MAAM;QACrB,qBAAqB,EAAE,MAAM,CAAC,qBAAqB;KACpD,CAAC,CAAA;AACJ,CAAC;AAGY,QAAA,wCAAwC,GAAG,IAAA,0CAAkB,EACxE,sCAAsC,EACtC,oCAAoC,CACrC,CAAA;AAWD,SAAgB,yBAAyB,CAAC,MAIzC;IACC,MAAM,gBAAgB,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACpE,MAAM,YAAY,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,YAAY,CAAC,CAAA;IAC5D,IAAI,YAAY,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,gBAAgB,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;QACnD,OAAO,KAAK,CAAA;IACd,CAAC;IACD,OAAO,MAAM,CAAC,MAAM;QAClB,CAAC,CAAC,gBAAgB,CAAC,GAAG,CAAC,YAAY,CAAC;QACpC,CAAC,CAAC,gBAAgB,CAAC,GAAG,CAAC,YAAY,CAAC,CAAA;AACxC,CAAC;AAGY,QAAA,6BAA6B,GAAG,IAAA,0CAAkB,EAC7D,2BAA2B,EAC3B,yBAAyB,CAC1B,CAAA;AAaD,SAAgB,yBAAyB,CAAC,MAKzC;IACC,MAAM,WAAW,GAAG,IAAA,6CAAqB,EAAC,MAAM,CAAC,WAAW,CAAC,CAAA;IAC7D,MAAM,OAAO,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,OAAO,CAAC,CAAA;IAClD,MAAM,YAAY,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,YAAY,CAAC,CAAA;IAC5D,MAAM,SAAS,GAAG,IAAA,0CAAkB,EAAC,MAAM,CAAC,SAAS,CAAC,CAAA;IACtD,MAAM,SAAS,GAAG,WAAW,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;IAC3C,IAAI,SAAS,CAAC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|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import type { AccountConfig, AccountConfigSetting, AccountResponse, AccountSummary, ActionResult, ActionStep, ActionType, ActivitiesResponse, ActivityType, AvailableToTrade, DecimalString, FillsResponse,
|
|
1
|
+
import type { AccountConfig, AccountConfigSetting, AccountResponse, AccountSummary, ActionResult, ActionStep, ActionType, ActivitiesResponse, ActivityType, AvailableToTrade, DecimalString, FillsResponse, Market, MarketRef, MarketSettings, Order, OrderStatus, OrdersResponse, PerpsMarket, PerpsSigner, PortfolioHistoryRange, PortfolioHistoryResponse, Position, PositionsResponse, Quote, QuoteSide, SetupAction, SignedActionStep, SigningMethod, TradeType } from '@lifi/perps-types';
|
|
2
2
|
import type { Address } from 'viem';
|
|
3
3
|
import type { PerpsBaseConfig, PerpsClientSigner, SDKRequestOptions } from './config.js';
|
|
4
4
|
import type { DepositFlow } from './deposit.js';
|
|
@@ -36,9 +36,6 @@ export interface LiquidationEstimateParams {
|
|
|
36
36
|
entryPrice: string;
|
|
37
37
|
leverage: string;
|
|
38
38
|
isLong: boolean;
|
|
39
|
-
marginMode: MarginMode;
|
|
40
|
-
size?: DecimalString;
|
|
41
|
-
position?: Position;
|
|
42
39
|
}
|
|
43
40
|
export interface ProviderGetAccountParams {
|
|
44
41
|
address: Address;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"provider.d.ts","sourceRoot":"","sources":["../../../src/types/provider.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,aAAa,EACb,oBAAoB,EACpB,eAAe,EACf,cAAc,EACd,YAAY,EACZ,UAAU,EACV,UAAU,EACV,kBAAkB,EAClB,YAAY,EACZ,gBAAgB,EAChB,aAAa,EACb,aAAa,EACb,
|
|
1
|
+
{"version":3,"file":"provider.d.ts","sourceRoot":"","sources":["../../../src/types/provider.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,aAAa,EACb,oBAAoB,EACpB,eAAe,EACf,cAAc,EACd,YAAY,EACZ,UAAU,EACV,UAAU,EACV,kBAAkB,EAClB,YAAY,EACZ,gBAAgB,EAChB,aAAa,EACb,aAAa,EACb,MAAM,EACN,SAAS,EACT,cAAc,EACd,KAAK,EACL,WAAW,EACX,cAAc,EACd,WAAW,EACX,WAAW,EACX,qBAAqB,EACrB,wBAAwB,EACxB,QAAQ,EACR,iBAAiB,EACjB,KAAK,EACL,SAAS,EACT,WAAW,EACX,gBAAgB,EAChB,aAAa,EACb,SAAS,EACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AACnC,OAAO,KAAK,EACV,eAAe,EACf,iBAAiB,EACjB,iBAAiB,EAClB,MAAM,aAAa,CAAA;AACpB,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAA;AAC/C,OAAO,KAAK,EACV,2BAA2B,EAC3B,qBAAqB,EACrB,YAAY,EACb,MAAM,iBAAiB,CAAA;AASxB,MAAM,WAAW,cAAc;IAC7B,QAAQ,CAAC,MAAM,EAAE,eAAe,CAAA;IAEhC,QAAQ,CAAC,UAAU,CAAC,EAAE,iBAAiB,CAAA;IAEvC,QAAQ,CAAC,SAAS,EAAE,aAAa,EAAE,CAAA;IAEnC,WAAW,CAAC,GAAG,EAAE,MAAM,GAAG,aAAa,GAAG,SAAS,CAAA;CACpD;AAUD,MAAM,WAAW,kBAAkB;IACjC,KAAK,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;IACb,MAAM,EAAE,UAAU,CAAA;IAClB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IAEf,MAAM,EAAE,WAAW,GAAG,WAAW,CAAA;IACjC,MAAM,EAAE,MAAM,CAAA;CACf;AAcD,MAAM,WAAW,iBAAiB;IAChC,MAAM,EAAE,gBAAgB,EAAE,CAAA;IAC1B,QAAQ,EAAE,YAAY,EAAE,CAAA;CACzB;AAUD,MAAM,WAAW,kBAAkB;IAEjC,UAAU,CAAC,EAAE,iBAAiB,CAAA;IAO9B,MAAM,CAAC,EAAE,WAAW,CAAA;IAWpB,aAAa,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,OAAO,CAAC,iBAAiB,CAAC,CAAA;IAO/D,UAAU,CAAC,EAAE,CAAC,QAAQ,EAAE,kBAAkB,KAAK,IAAI,CAAA;CACpD;AAUD,MAAM,WAAW,wBAAwB;IAQvC,aAAa,CAAC,EAAE,OAAO,CAAA;IAMvB,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;CACjC;AASD,MAAM,WAAW,yBAAyB;IAExC,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAEhB,MAAM,EAAE,OAAO,CAAA;CAChB;AAQD,MAAM,WAAW,wBAAwB;IACvC,OAAO,EAAE,OAAO,CAAA;CACjB;AAOD,MAAM,WAAW,2BAA2B;IAC1C,OAAO,EAAE,OAAO,CAAA;CACjB;AAOD,MAAM,WAAW,4BAA4B;IAC3C,OAAO,EAAE,OAAO,CAAA;CACjB;AAOD,MAAM,WAAW,6BAA6B;IAC5C,OAAO,EAAE,OAAO,CAAA;CACjB;AAOD,MAAM,WAAW,qCAAqC;IACpD,OAAO,EAAE,OAAO,CAAA;CACjB;AAOD,MAAM,WAAW,gCAAgC;IAC/C,OAAO,EAAE,OAAO,CAAA;CACjB;AAOD,MAAM,WAAW,0BAA0B;IACzC,OAAO,EAAE,OAAO,CAAA;IAEhB,QAAQ,CAAC,EAAE,MAAM,CAAA;IAEjB,KAAK,CAAC,EAAE,MAAM,CAAA;IAEd,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB;AAOD,MAAM,WAAW,+BAA+B;IAC9C,OAAO,EAAE,OAAO,CAAA;IAGhB,MAAM,EAAE,SAAS,CAAA;CAClB;AAOD,MAAM,WAAW,iCAAiC;IAChD,OAAO,EAAE,OAAO,CAAA;IAEhB,QAAQ,EAAE,MAAM,CAAA;CACjB;AAOD,MAAM,WAAW,uBAAuB;IACtC,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,CAAC,EAAE,WAAW,EAAE,CAAA;IAExB,QAAQ,CAAC,EAAE,MAAM,CAAA;IAEjB,KAAK,CAAC,EAAE,MAAM,CAAA;IAEd,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB;AAOD,MAAM,WAAW,sBAAsB;IACrC,OAAO,EAAE,OAAO,CAAA;IAEhB,EAAE,EAAE,MAAM,CAAA;CACX;AAOD,MAAM,WAAW,sBAAsB;IACrC,OAAO,EAAE,OAAO,CAAA;IAEhB,KAAK,CAAC,EAAE,MAAM,CAAA;IAEd,MAAM,CAAC,EAAE,MAAM,CAAA;IAEf,SAAS,CAAC,EAAE,MAAM,CAAA;IAElB,OAAO,CAAC,EAAE,MAAM,CAAA;CACjB;AAOD,MAAM,WAAW,yBAAyB;IACxC,OAAO,EAAE,OAAO,CAAA;IAEhB,KAAK,CAAC,EAAE,MAAM,CAAA;IAEd,MAAM,CAAC,EAAE,MAAM,CAAA;IAEf,SAAS,CAAC,EAAE,MAAM,CAAA;IAElB,OAAO,CAAC,EAAE,MAAM,CAAA;IAEhB,IAAI,CAAC,EAAE,YAAY,EAAE,CAAA;CACtB;AAOD,MAAM,WAAW,iCAAiC;IAChD,OAAO,EAAE,OAAO,CAAA;IAChB,KAAK,EAAE,qBAAqB,CAAA;CAC7B;AAQD,MAAM,WAAW,sBAAsB;IAErC,MAAM,EAAE,MAAM,CAAA;IAEd,IAAI,EAAE,SAAS,CAAA;IAEf,IAAI,EAAE,MAAM,CAAA;IAEZ,IAAI,EAAE,SAAS,CAAA;CAChB;AAQD,MAAM,MAAM,aAAa,GAAG,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;AA6BlD,MAAM,WAAW,mBAAmB;IAMlC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;IAUrB,QAAQ,CAAC,uBAAuB,CAAC,EAAE,SAAS,UAAU,EAAE,CAAA;IASxD,IAAI,CAAC,MAAM,EAAE,cAAc,GAAG,IAAI,CAAA;IAElC,UAAU,CACR,MAAM,EAAE,wBAAwB,EAChC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,eAAe,CAAC,CAAA;IAS3B,aAAa,CACX,MAAM,EAAE,2BAA2B,EACnC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,OAAO,CAAC,CAAA;IAWnB,cAAc,CAAC,CACb,MAAM,EAAE,4BAA4B,EACpC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,WAAW,CAAC,CAAA;IAUvB,eAAe,CAAC,CACd,MAAM,EAAE,6BAA6B,EACrC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,YAAY,CAAC,CAAA;IAaxB,uBAAuB,CAAC,CACtB,MAAM,EAAE,qCAAqC,EAC7C,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,2BAA2B,EAAE,CAAC,CAAA;IASzC,kBAAkB,CAAC,CACjB,MAAM,EAAE,gCAAgC,EACxC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,qBAAqB,EAAE,CAAC,CAAA;IAEnC,YAAY,CACV,MAAM,EAAE,0BAA0B,EAClC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,iBAAiB,CAAC,CAAA;IAU7B,iBAAiB,CACf,MAAM,EAAE,+BAA+B,EACvC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,cAAc,CAAC,CAAA;IAU1B,mBAAmB,CAAC,CAClB,MAAM,EAAE,iCAAiC,EACzC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,gBAAgB,GAAG,SAAS,CAAC,CAAA;IAExC,SAAS,CACP,MAAM,EAAE,uBAAuB,EAC/B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,cAAc,CAAC,CAAA;IAE1B,QAAQ,CACN,MAAM,EAAE,sBAAsB,EAC9B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,KAAK,CAAC,CAAA;IAEjB,QAAQ,CACN,MAAM,EAAE,sBAAsB,EAC9B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,aAAa,CAAC,CAAA;IAEzB,WAAW,CACT,MAAM,EAAE,yBAAyB,EACjC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,kBAAkB,CAAC,CAAA;IAM9B,mBAAmB,CAAC,CAClB,MAAM,EAAE,iCAAiC,EACzC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,wBAAwB,CAAC,CAAA;IASpC,QAAQ,CACN,MAAM,EAAE,sBAAsB,EAC9B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,KAAK,CAAC,CAAA;IAWjB,iBAAiB,CACf,OAAO,EAAE,eAAe,EACxB,SAAS,EAAE,QAAQ,EAAE,GACpB,cAAc,CAAA;IAkBjB,cAAc,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,aAAa,GAAG,aAAa,CAAA;IAenE,aAAa,CAAC,MAAM,E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|
package/dist/cjs/version.d.ts
CHANGED
package/dist/cjs/version.js
CHANGED
|
@@ -2,5 +2,5 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.version = exports.name = void 0;
|
|
4
4
|
exports.name = '@lifi/perps-sdk';
|
|
5
|
-
exports.version = '0.0.0-preview-
|
|
5
|
+
exports.version = '0.0.0-preview-abcdac5a';
|
|
6
6
|
//# sourceMappingURL=version.js.map
|
|
@@ -91,27 +91,16 @@ export declare const safeCalculateEffectiveLeverage: (params: {
|
|
|
91
91
|
* margin_available = entryPrice × (1 / leverage - mmr)
|
|
92
92
|
* liq_price = entryPrice - side × margin_available / (1 - mmr × side)
|
|
93
93
|
*
|
|
94
|
-
* With `current`, the order of `size` adds to that position on the same side.
|
|
95
|
-
* The equity of the blended position at `entryPrice` is `current.margin`, the
|
|
96
|
-
* PnL of `current` at `entryPrice`, and the margin of the order. The margin
|
|
97
|
-
* available is that equity minus the maintenance margin of the blended size,
|
|
98
|
-
* and the formula above divides it by the blended size.
|
|
99
|
-
*
|
|
100
94
|
* For existing positions, prefer `Position.liquidationPrice` from the venue.
|
|
101
95
|
*
|
|
102
96
|
* @param maintenanceMarginRate - Venue maintenance margin rate as a fraction
|
|
103
97
|
* (`'0.01'` = 1%).
|
|
104
|
-
* @
|
|
105
|
-
* `
|
|
106
|
-
*
|
|
107
|
-
* adds to. `margin` is its collateral net of unrealized PnL.
|
|
108
|
-
* @returns The estimate, or `undefined` when the margin above the
|
|
109
|
-
* maintenance requirement is not positive: the position opens at or past
|
|
110
|
-
* liquidation, so the model has no price on the correct side of entry.
|
|
98
|
+
* @returns The estimate, or `undefined` when `1 / leverage` is at or below
|
|
99
|
+
* `maintenanceMarginRate`: the position opens at or past liquidation, so
|
|
100
|
+
* the model has no price on the correct side of entry.
|
|
111
101
|
* @throws {PerpsError} `ValidationError` when an input does not match the
|
|
112
|
-
* decimal pattern, `leverage` is zero, `maintenanceMarginRate` gives a
|
|
113
|
-
* zero denominator (`1` for a long, `-1` for a short)
|
|
114
|
-
* without `size`, or `current.size + size` is not positive.
|
|
102
|
+
* decimal pattern, `leverage` is zero, or `maintenanceMarginRate` gives a
|
|
103
|
+
* zero denominator (`1` for a long, `-1` for a short).
|
|
115
104
|
* @public
|
|
116
105
|
*/
|
|
117
106
|
export declare function estimateLiquidationPrice(params: {
|
|
@@ -119,12 +108,6 @@ export declare function estimateLiquidationPrice(params: {
|
|
|
119
108
|
leverage: string;
|
|
120
109
|
isLong: boolean;
|
|
121
110
|
maintenanceMarginRate: string;
|
|
122
|
-
size?: string;
|
|
123
|
-
current?: {
|
|
124
|
-
size: string;
|
|
125
|
-
entryPrice: string;
|
|
126
|
-
margin: string;
|
|
127
|
-
};
|
|
128
111
|
}): string | undefined;
|
|
129
112
|
/** @public */
|
|
130
113
|
export declare const safeEstimateLiquidationPrice: (params: {
|
|
@@ -132,12 +115,6 @@ export declare const safeEstimateLiquidationPrice: (params: {
|
|
|
132
115
|
leverage: string;
|
|
133
116
|
isLong: boolean;
|
|
134
117
|
maintenanceMarginRate: string;
|
|
135
|
-
size?: string;
|
|
136
|
-
current?: {
|
|
137
|
-
size: string;
|
|
138
|
-
entryPrice: string;
|
|
139
|
-
margin: string;
|
|
140
|
-
};
|
|
141
118
|
}) => string | undefined;
|
|
142
119
|
/**
|
|
143
120
|
* Estimate the liquidation price of a new isolated position from the flat
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EAEL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AAGrE;;;;;GAKG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAI1E;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,qDAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAMR;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,gFAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOhE;AAED,cAAc;AACd,eAAO,MAAM,gBAAgB,qDAAmD,CAAA;AAEhF;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAOR;AAED,cAAc;AACd,eAAO,MAAM,2BAA2B,iEAGvC,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAST;AAED,cAAc;AACd,eAAO,MAAM,gCAAgC;sBAdzB,MAAM;kBACV,MAAM;wBAgBrB,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,8BAA8B;sBAZvB,MAAM;eACb,MAAM;wBAclB,CAAA;AAED
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EAEL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AAGrE;;;;;GAKG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAI1E;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,qDAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAMR;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,gFAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOhE;AAED,cAAc;AACd,eAAO,MAAM,gBAAgB,qDAAmD,CAAA;AAEhF;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAOR;AAED,cAAc;AACd,eAAO,MAAM,2BAA2B,iEAGvC,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAST;AAED,cAAc;AACd,eAAO,MAAM,gCAAgC;sBAdzB,MAAM;kBACV,MAAM;wBAgBrB,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,8BAA8B;sBAZvB,MAAM;eACb,MAAM;wBAclB,CAAA;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAC/C,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,OAAO,CAAA;IACf,qBAAqB,EAAE,MAAM,CAAA;CAC9B,GAAG,MAAM,GAAG,SAAS,CAuBrB;AAED,cAAc;AACd,eAAO,MAAM,4BAA4B;gBA9B3B,MAAM;cACR,MAAM;YACR,OAAO;2BACQ,MAAM;wBA8B9B,CAAA;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,oCAAoC,CAClD,MAAM,EAAE,WAAW,EACnB,MAAM,EAAE,yBAAyB,GAChC,MAAM,GAAG,SAAS,CAUpB;AAED,cAAc;AACd,eAAO,MAAM,wCAAwC,gFAGpD,CAAA;AAED;;;;;;;;GAQG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CASV;AAED,cAAc;AACd,eAAO,MAAM,6BAA6B;sBAftB,MAAM;kBACV,MAAM;YACZ,OAAO;yBAgBhB,CAAA;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAeT;AAED,cAAc;AACd,eAAO,MAAM,6BAA6B;iBAtB3B,MAAM;kBACL,MAAM;aACX,MAAM;eACJ,MAAM;wBAsBlB,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,eAAe,EAAE,MAAM,CAAA;IACvB,aAAa,EAAE,MAAM,CAAA;IACrB,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAWT;AAED,cAAc;AACd,eAAO,MAAM,uBAAuB;qBAlBjB,MAAM;mBACR,MAAM;iBACR,MAAM;eACR,MAAM;wBAkBlB,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,yBAAyB;gBAdxB,MAAM;eACP,MAAM;UACX,MAAM;YACJ,OAAO;wBAchB,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,wBAAwB;gBAdvB,MAAM;gBACN,MAAM;eACP,MAAM;YACT,OAAO;wBAchB,CAAA;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAKtE;AAED;;;;;GAKG;AACH,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMrE"}
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@@ -116,27 +116,16 @@ export const safeCalculateEffectiveLeverage = createSafeFunction('calculateEffec
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116
116
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* margin_available = entryPrice × (1 / leverage - mmr)
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117
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* liq_price = entryPrice - side × margin_available / (1 - mmr × side)
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*
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119
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-
* With `current`, the order of `size` adds to that position on the same side.
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120
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-
* The equity of the blended position at `entryPrice` is `current.margin`, the
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121
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-
* PnL of `current` at `entryPrice`, and the margin of the order. The margin
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122
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-
* available is that equity minus the maintenance margin of the blended size,
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123
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-
* and the formula above divides it by the blended size.
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124
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-
*
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125
119
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* For existing positions, prefer `Position.liquidationPrice` from the venue.
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126
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*
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127
121
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* @param maintenanceMarginRate - Venue maintenance margin rate as a fraction
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128
122
|
* (`'0.01'` = 1%).
|
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129
|
-
* @
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130
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-
* `
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131
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-
*
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132
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-
* adds to. `margin` is its collateral net of unrealized PnL.
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133
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-
* @returns The estimate, or `undefined` when the margin above the
|
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134
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-
* maintenance requirement is not positive: the position opens at or past
|
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135
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-
* liquidation, so the model has no price on the correct side of entry.
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123
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+
* @returns The estimate, or `undefined` when `1 / leverage` is at or below
|
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124
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+
* `maintenanceMarginRate`: the position opens at or past liquidation, so
|
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125
|
+
* the model has no price on the correct side of entry.
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|
136
126
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* @throws {PerpsError} `ValidationError` when an input does not match the
|
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137
|
-
* decimal pattern, `leverage` is zero, `maintenanceMarginRate` gives a
|
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138
|
-
* zero denominator (`1` for a long, `-1` for a short)
|
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139
|
-
* without `size`, or `current.size + size` is not positive.
|
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127
|
+
* decimal pattern, `leverage` is zero, or `maintenanceMarginRate` gives a
|
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128
|
+
* zero denominator (`1` for a long, `-1` for a short).
|
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140
129
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* @public
|
|
141
130
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*/
|
|
142
131
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export function estimateLiquidationPrice(params) {
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@@ -151,35 +140,12 @@ export function estimateLiquidationPrice(params) {
|
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|
151
140
|
if (denominator.eq(0)) {
|
|
152
141
|
throw invalidInput('maintenanceMarginRate', `must not be ${params.isLong ? '1' : '-1'} for this side`);
|
|
153
142
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}
|
|
154
|
-
|
|
155
|
-
|
|
156
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-
if (marginFractionAvailable.lte(0)) {
|
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157
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-
return undefined;
|
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158
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-
}
|
|
159
|
-
const marginAvailable = marginFractionAvailable.times(entryPrice);
|
|
160
|
-
return bigToDecimalString(entryPrice.minus(marginAvailable.times(side).div(denominator)));
|
|
161
|
-
}
|
|
162
|
-
if (params.size === undefined) {
|
|
163
|
-
throw invalidInput('size', 'is required with `current`');
|
|
164
|
-
}
|
|
165
|
-
const addSize = decimalStringToBig(params.size);
|
|
166
|
-
const currentSize = decimalStringToBig(params.current.size);
|
|
167
|
-
const currentEntry = decimalStringToBig(params.current.entryPrice);
|
|
168
|
-
const currentMargin = decimalStringToBig(params.current.margin);
|
|
169
|
-
const totalSize = currentSize.plus(addSize);
|
|
170
|
-
if (totalSize.lte(0)) {
|
|
171
|
-
throw invalidInput('size + current.size', 'must be positive');
|
|
172
|
-
}
|
|
173
|
-
const equity = currentMargin
|
|
174
|
-
.plus(currentSize.times(entryPrice.minus(currentEntry)).times(side))
|
|
175
|
-
.plus(new DivBig(entryPrice).times(addSize).div(leverage));
|
|
176
|
-
const marginAvailablePerUnit = new DivBig(equity)
|
|
177
|
-
.minus(mmr.times(totalSize).times(entryPrice))
|
|
178
|
-
.div(totalSize);
|
|
179
|
-
if (marginAvailablePerUnit.lte(0)) {
|
|
143
|
+
const marginFractionAvailable = new DivBig(1).div(leverage).minus(mmr);
|
|
144
|
+
if (marginFractionAvailable.lte(0)) {
|
|
180
145
|
return undefined;
|
|
181
146
|
}
|
|
182
|
-
|
|
147
|
+
const marginAvailable = marginFractionAvailable.times(entryPrice);
|
|
148
|
+
return bigToDecimalString(entryPrice.minus(marginAvailable.times(side).div(denominator)));
|
|
183
149
|
}
|
|
184
150
|
/** @public */
|
|
185
151
|
export const safeEstimateLiquidationPrice = createSafeFunction('estimateLiquidationPrice', estimateLiquidationPrice);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EACL,UAAU,EAGV,wBAAwB,GACzB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAC1C,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,GACtB,MAAM,kCAAkC,CAAA;AACzC,OAAO,EAAE,YAAY,EAAE,MAAM,2BAA2B,CAAA;AAExD,OAAO,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAA;AAEnE;;;;;GAKG;AACH,MAAM,UAAU,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,OAAO,kBAAkB,CACvB,kBAAkB,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAChE,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,0BAA0B,GAAG,kBAAkB,CAC1D,wBAAwB,EACxB,sBAAsB,CACvB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,UAAU,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,OAAO,kBAAkB,CACvB,kBAAkB,CAAC,YAAY,CAAC;SAC7B,KAAK,CAAC,kBAAkB,CAAC,UAAU,CAAC,CAAC;SACrC,KAAK,CAAC,kBAAkB,CAAC,IAAI,CAAC,CAAC,CACnC,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,0BAA0B,GAAG,kBAAkB,CAC1D,wBAAwB,EACxB,sBAAsB,CACvB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,UAAU,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,MAAM,SAAS,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAA;IAC5C,MAAM,MAAM,GAAG,qBAAqB,CAAC,GAAG,CAAC,CAAA;IACzC,IAAI,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACpB,MAAM,YAAY,CAAC,QAAQ,EAAE,kBAAkB,CAAC,CAAA;IAClD,CAAC;IACD,OAAO,kBAAkB,CAAC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAA;AAC7D,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,gBAAgB,GAAG,kBAAkB,CAAC,cAAc,EAAE,YAAY,CAAC,CAAA;AAEhF;;;;;;GAMG;AACH,MAAM,UAAU,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,MAAM,WAAW,GAAG,qBAAqB,CAAC,aAAa,CAAC,CAAA;IACxD,MAAM,WAAW,GAAG,kBAAkB,CAAC,QAAQ,CAAC,CAAA;IAChD,IAAI,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACtB,MAAM,YAAY,CAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;IACpD,CAAC;IACD,OAAO,kBAAkB,CAAC,WAAW,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAAA;AACzD,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,2BAA2B,GAAG,kBAAkB,CAC3D,yBAAyB,EACzB,uBAAuB,CACxB,CAAA;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,4BAA4B,CAAC,MAG5C;IACC,MAAM,gBAAgB,GAAG,qBAAqB,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACvE,MAAM,YAAY,GAAG,kBAAkB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;IAC5D,IAAI,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACvB,MAAM,YAAY,CAAC,cAAc,EAAE,kBAAkB,CAAC,CAAA;IACxD,CAAC;IACD,OAAO,kBAAkB,CACvB,gBAAgB,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CACxE,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,gCAAgC,GAAG,kBAAkB,CAChE,8BAA8B,EAC9B,4BAA4B,CAC7B,CAAA;AAED;;;;;;GAMG;AACH,MAAM,UAAU,0BAA0B,CAAC,MAG1C;IACC,MAAM,aAAa,GAAG,qBAAqB,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACpE,MAAM,MAAM,GAAG,kBAAkB,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;IACnD,IAAI,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACjB,MAAM,YAAY,CAAC,WAAW,EAAE,kBAAkB,CAAC,CAAA;IACrD,CAAC;IACD,OAAO,kBAAkB,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAA;AACtD,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,8BAA8B,GAAG,kBAAkB,CAC9D,4BAA4B,EAC5B,0BAA0B,CAC3B,CAAA;AAED
|
|
1
|
+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EACL,UAAU,EAGV,wBAAwB,GACzB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAC1C,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,GACtB,MAAM,kCAAkC,CAAA;AACzC,OAAO,EAAE,YAAY,EAAE,MAAM,2BAA2B,CAAA;AAExD,OAAO,EAAE,kBAAkB,EAAE,MAAM,gCAAgC,CAAA;AAEnE;;;;;GAKG;AACH,MAAM,UAAU,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,OAAO,kBAAkB,CACvB,kBAAkB,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAChE,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,0BAA0B,GAAG,kBAAkB,CAC1D,wBAAwB,EACxB,sBAAsB,CACvB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,UAAU,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,OAAO,kBAAkB,CACvB,kBAAkB,CAAC,YAAY,CAAC;SAC7B,KAAK,CAAC,kBAAkB,CAAC,UAAU,CAAC,CAAC;SACrC,KAAK,CAAC,kBAAkB,CAAC,IAAI,CAAC,CAAC,CACnC,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,0BAA0B,GAAG,kBAAkB,CAC1D,wBAAwB,EACxB,sBAAsB,CACvB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,UAAU,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,MAAM,SAAS,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAA;IAC5C,MAAM,MAAM,GAAG,qBAAqB,CAAC,GAAG,CAAC,CAAA;IACzC,IAAI,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACpB,MAAM,YAAY,CAAC,QAAQ,EAAE,kBAAkB,CAAC,CAAA;IAClD,CAAC;IACD,OAAO,kBAAkB,CAAC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAA;AAC7D,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,gBAAgB,GAAG,kBAAkB,CAAC,cAAc,EAAE,YAAY,CAAC,CAAA;AAEhF;;;;;;GAMG;AACH,MAAM,UAAU,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,MAAM,WAAW,GAAG,qBAAqB,CAAC,aAAa,CAAC,CAAA;IACxD,MAAM,WAAW,GAAG,kBAAkB,CAAC,QAAQ,CAAC,CAAA;IAChD,IAAI,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACtB,MAAM,YAAY,CAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;IACpD,CAAC;IACD,OAAO,kBAAkB,CAAC,WAAW,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAAA;AACzD,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,2BAA2B,GAAG,kBAAkB,CAC3D,yBAAyB,EACzB,uBAAuB,CACxB,CAAA;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,4BAA4B,CAAC,MAG5C;IACC,MAAM,gBAAgB,GAAG,qBAAqB,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACvE,MAAM,YAAY,GAAG,kBAAkB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;IAC5D,IAAI,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACvB,MAAM,YAAY,CAAC,cAAc,EAAE,kBAAkB,CAAC,CAAA;IACxD,CAAC;IACD,OAAO,kBAAkB,CACvB,gBAAgB,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CACxE,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,gCAAgC,GAAG,kBAAkB,CAChE,8BAA8B,EAC9B,4BAA4B,CAC7B,CAAA;AAED;;;;;;GAMG;AACH,MAAM,UAAU,0BAA0B,CAAC,MAG1C;IACC,MAAM,aAAa,GAAG,qBAAqB,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACpE,MAAM,MAAM,GAAG,kBAAkB,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;IACnD,IAAI,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACjB,MAAM,YAAY,CAAC,WAAW,EAAE,kBAAkB,CAAC,CAAA;IACrD,CAAC;IACD,OAAO,kBAAkB,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAA;AACtD,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,8BAA8B,GAAG,kBAAkB,CAC9D,4BAA4B,EAC5B,0BAA0B,CAC3B,CAAA;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAKxC;IACC,MAAM,UAAU,GAAG,kBAAkB,CAAC,MAAM,CAAC,UAAU,CAAC,CAAA;IACxD,MAAM,QAAQ,GAAG,kBAAkB,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;IACpD,MAAM,GAAG,GAAG,kBAAkB,CAAC,MAAM,CAAC,qBAAqB,CAAC,CAAA;IAC5D,MAAM,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IACnC,MAAM,WAAW,GAAG,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;IAC5C,IAAI,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACnB,MAAM,YAAY,CAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;IACpD,CAAC;IACD,IAAI,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACtB,MAAM,YAAY,CAChB,uBAAuB,EACvB,eAAe,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,gBAAgB,CAC1D,CAAA;IACH,CAAC;IACD,MAAM,uBAAuB,GAAG,IAAI,MAAM,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;IACtE,IAAI,uBAAuB,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;QACnC,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,eAAe,GAAG,uBAAuB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAA;IACjE,OAAO,kBAAkB,CACvB,UAAU,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,CAC/D,CAAA;AACH,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,4BAA4B,GAAG,kBAAkB,CAC5D,0BAA0B,EAC1B,wBAAwB,CACzB,CAAA;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,oCAAoC,CAClD,MAAmB,EACnB,MAAiC;IAEjC,IAAI,MAAM,CAAC,qBAAqB,KAAK,SAAS,EAAE,CAAC;QAC/C,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,OAAO,wBAAwB,CAAC;QAC9B,UAAU,EAAE,MAAM,CAAC,UAAU;QAC7B,QAAQ,EAAE,MAAM,CAAC,QAAQ;QACzB,MAAM,EAAE,MAAM,CAAC,MAAM;QACrB,qBAAqB,EAAE,MAAM,CAAC,qBAAqB;KACpD,CAAC,CAAA;AACJ,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,wCAAwC,GAAG,kBAAkB,CACxE,sCAAsC,EACtC,oCAAoC,CACrC,CAAA;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,yBAAyB,CAAC,MAIzC;IACC,MAAM,gBAAgB,GAAG,kBAAkB,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAA;IACpE,MAAM,YAAY,GAAG,kBAAkB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;IAC5D,IAAI,YAAY,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,gBAAgB,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;QACnD,OAAO,KAAK,CAAA;IACd,CAAC;IACD,OAAO,MAAM,CAAC,MAAM;QAClB,CAAC,CAAC,gBAAgB,CAAC,GAAG,CAAC,YAAY,CAAC;QACpC,CAAC,CAAC,gBAAgB,CAAC,GAAG,CAAC,YAAY,CAAC,CAAA;AACxC,CAAC;AAED,cAAc;AACd,MAAM,CAAC,MAAM,6BAA6B,GAAG,kBAAkB,CAC7D,2BAA2B,EAC3B,yBAAyB,CAC1B,CAAA;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,yBAAyB,CAAC,MAKzC;IACC,MAAM,WAAW,GAAG,qBAAqB,CAAC,MAAM,CAAC,WAAW,CAAC,CAAA;IAC7D,MAAM,OAAO,GAAG,kBAAkB,CAAC,MAAM,CAAC,OAAO,CAA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@@ -1,4 +1,4 @@
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1
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-
import type { AccountConfig, AccountConfigSetting, AccountResponse, AccountSummary, ActionResult, ActionStep, ActionType, ActivitiesResponse, ActivityType, AvailableToTrade, DecimalString, FillsResponse,
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1
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+
import type { AccountConfig, AccountConfigSetting, AccountResponse, AccountSummary, ActionResult, ActionStep, ActionType, ActivitiesResponse, ActivityType, AvailableToTrade, DecimalString, FillsResponse, Market, MarketRef, MarketSettings, Order, OrderStatus, OrdersResponse, PerpsMarket, PerpsSigner, PortfolioHistoryRange, PortfolioHistoryResponse, Position, PositionsResponse, Quote, QuoteSide, SetupAction, SignedActionStep, SigningMethod, TradeType } from '@lifi/perps-types';
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2
2
|
import type { Address } from 'viem';
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3
3
|
import type { PerpsBaseConfig, PerpsClientSigner, SDKRequestOptions } from './config.js';
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4
4
|
import type { DepositFlow } from './deposit.js';
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@@ -115,8 +115,7 @@ export interface ActionSignerContribution {
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|
115
115
|
params?: Record<string, unknown>;
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116
116
|
}
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|
117
117
|
/**
|
|
118
|
-
* Inputs for {@link PerpsProviderPlugin.estimateLiquidationPrice}:
|
|
119
|
-
* and, when the order adds to one, the open position on the market.
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|
118
|
+
* Inputs for {@link PerpsProviderPlugin.estimateLiquidationPrice}:
|
|
120
119
|
* `leverage` is the user-selected leverage for the new position, `isLong`
|
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121
120
|
* carries direction.
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122
121
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*
|
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@@ -128,14 +127,6 @@ export interface LiquidationEstimateParams {
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128
127
|
leverage: string;
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|
129
128
|
/** `true` for long, `false` for short. */
|
|
130
129
|
isLong: boolean;
|
|
131
|
-
marginMode: MarginMode;
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|
132
|
-
/**
|
|
133
|
-
* Order size in base-asset units. The estimate reads it only with
|
|
134
|
-
* `position`, to blend the order into that position.
|
|
135
|
-
*/
|
|
136
|
-
size?: DecimalString;
|
|
137
|
-
/** Open position on the market that the order joins. */
|
|
138
|
-
position?: Position;
|
|
139
130
|
}
|
|
140
131
|
/**
|
|
141
132
|
* Read-side params for {@link PerpsProvider.getAccount}. The `provider`
|
|
@@ -510,20 +501,16 @@ export interface PerpsProviderPlugin {
|
|
|
510
501
|
};
|
|
511
502
|
};
|
|
512
503
|
/**
|
|
513
|
-
* Estimate the liquidation price of
|
|
514
|
-
*
|
|
515
|
-
* the order into `params.position`. A preview helper — for existing
|
|
504
|
+
* Estimate the liquidation price of a new isolated position on `market`
|
|
505
|
+
* using the venue's margin model. A preview helper — for existing
|
|
516
506
|
* positions, prefer `Position.liquidationPrice` from the venue. Pure —
|
|
517
507
|
* does no I/O.
|
|
518
508
|
*
|
|
519
509
|
* @returns The estimated liquidation price, or `undefined` when `market`
|
|
520
|
-
* lacks the margin metadata the model needs
|
|
521
|
-
* margin above the maintenance requirement
|
|
522
|
-
* give a correct price for the margin mode and position, such as a cross
|
|
523
|
-
* position whose liquidation depends on the whole account.
|
|
510
|
+
* lacks the margin metadata the model needs or `leverage` leaves no
|
|
511
|
+
* margin above the maintenance requirement.
|
|
524
512
|
* @throws {PerpsError} `ValidationError` when an input does not match the
|
|
525
|
-
* decimal pattern or is degenerate, such as a zero leverage
|
|
526
|
-
* `position` without a `size`.
|
|
513
|
+
* decimal pattern or is degenerate, such as a zero leverage.
|
|
527
514
|
*/
|
|
528
515
|
estimateLiquidationPrice(market: PerpsMarket, params: LiquidationEstimateParams): string | undefined;
|
|
529
516
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"provider.d.ts","sourceRoot":"","sources":["../../../src/types/provider.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,aAAa,EACb,oBAAoB,EACpB,eAAe,EACf,cAAc,EACd,YAAY,EACZ,UAAU,EACV,UAAU,EACV,kBAAkB,EAClB,YAAY,EACZ,gBAAgB,EAChB,aAAa,EACb,aAAa,EACb,
|
|
1
|
+
{"version":3,"file":"provider.d.ts","sourceRoot":"","sources":["../../../src/types/provider.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,aAAa,EACb,oBAAoB,EACpB,eAAe,EACf,cAAc,EACd,YAAY,EACZ,UAAU,EACV,UAAU,EACV,kBAAkB,EAClB,YAAY,EACZ,gBAAgB,EAChB,aAAa,EACb,aAAa,EACb,MAAM,EACN,SAAS,EACT,cAAc,EACd,KAAK,EACL,WAAW,EACX,cAAc,EACd,WAAW,EACX,WAAW,EACX,qBAAqB,EACrB,wBAAwB,EACxB,QAAQ,EACR,iBAAiB,EACjB,KAAK,EACL,SAAS,EACT,WAAW,EACX,gBAAgB,EAChB,aAAa,EACb,SAAS,EACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AACnC,OAAO,KAAK,EACV,eAAe,EACf,iBAAiB,EACjB,iBAAiB,EAClB,MAAM,aAAa,CAAA;AACpB,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAA;AAC/C,OAAO,KAAK,EACV,2BAA2B,EAC3B,qBAAqB,EACrB,YAAY,EACb,MAAM,iBAAiB,CAAA;AAExB;;;;;;GAMG;AACH,MAAM,WAAW,cAAc;IAC7B,QAAQ,CAAC,MAAM,EAAE,eAAe,CAAA;IAChC,6EAA6E;IAC7E,QAAQ,CAAC,UAAU,CAAC,EAAE,iBAAiB,CAAA;IACvC,6DAA6D;IAC7D,QAAQ,CAAC,SAAS,EAAE,aAAa,EAAE,CAAA;IACnC,uDAAuD;IACvD,WAAW,CAAC,GAAG,EAAE,MAAM,GAAG,aAAa,GAAG,SAAS,CAAA;CACpD;AAED;;;;;;;GAOG;AACH,MAAM,WAAW,kBAAkB;IACjC,KAAK,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;IACb,MAAM,EAAE,UAAU,CAAA;IAClB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,sEAAsE;IACtE,MAAM,EAAE,WAAW,GAAG,WAAW,CAAA;IACjC,MAAM,EAAE,MAAM,CAAA;CACf;AAED;;;;;;;;;;;GAWG;AACH,MAAM,WAAW,iBAAiB;IAChC,MAAM,EAAE,gBAAgB,EAAE,CAAA;IAC1B,QAAQ,EAAE,YAAY,EAAE,CAAA;CACzB;AAED;;;;;;;GAOG;AACH,MAAM,WAAW,kBAAkB;IACjC,oEAAoE;IACpE,UAAU,CAAC,EAAE,iBAAiB,CAAA;IAC9B;;;;;OAKG;IACH,MAAM,CAAC,EAAE,WAAW,CAAA;IACpB;;;;;;;;;OASG;IACH,aAAa,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,OAAO,CAAC,iBAAiB,CAAC,CAAA;IAC/D;;;;;OAKG;IACH,UAAU,CAAC,EAAE,CAAC,QAAQ,EAAE,kBAAkB,KAAK,IAAI,CAAA;CACpD;AAED;;;;;;;GAOG;AACH,MAAM,WAAW,wBAAwB;IACvC;;;;;;OAMG;IACH,aAAa,CAAC,EAAE,OAAO,CAAA;IACvB;;;;OAIG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;CACjC;AAED;;;;;;GAMG;AACH,MAAM,WAAW,yBAAyB;IACxC,mDAAmD;IACnD,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,0CAA0C;IAC1C,MAAM,EAAE,OAAO,CAAA;CAChB;AAED;;;;;GAKG;AACH,MAAM,WAAW,wBAAwB;IACvC,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,2BAA2B;IAC1C,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,4BAA4B;IAC3C,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,6BAA6B;IAC5C,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,qCAAqC;IACpD,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,gCAAgC;IAC/C,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,0BAA0B;IACzC,OAAO,EAAE,OAAO,CAAA;IAChB,iEAAiE;IACjE,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,gEAAgE;IAChE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,2DAA2D;IAC3D,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB;AAED;;;;GAIG;AACH,MAAM,WAAW,+BAA+B;IAC9C,OAAO,EAAE,OAAO,CAAA;IAChB;uDACmD;IACnD,MAAM,EAAE,SAAS,CAAA;CAClB;AAED;;;;GAIG;AACH,MAAM,WAAW,iCAAiC;IAChD,OAAO,EAAE,OAAO,CAAA;IAChB,8DAA8D;IAC9D,QAAQ,EAAE,MAAM,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,uBAAuB;IACtC,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,CAAC,EAAE,WAAW,EAAE,CAAA;IACxB,iEAAiE;IACjE,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,gEAAgE;IAChE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,2DAA2D;IAC3D,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB;AAED;;;;GAIG;AACH,MAAM,WAAW,sBAAsB;IACrC,OAAO,EAAE,OAAO,CAAA;IAChB,yCAAyC;IACzC,EAAE,EAAE,MAAM,CAAA;CACX;AAED;;;;GAIG;AACH,MAAM,WAAW,sBAAsB;IACrC,OAAO,EAAE,OAAO,CAAA;IAChB,gEAAgE;IAChE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,2DAA2D;IAC3D,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,qEAAqE;IACrE,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,sEAAsE;IACtE,OAAO,CAAC,EAAE,MAAM,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,yBAAyB;IACxC,OAAO,EAAE,OAAO,CAAA;IAChB,gEAAgE;IAChE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,2DAA2D;IAC3D,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,wEAAwE;IACxE,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,yEAAyE;IACzE,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,0CAA0C;IAC1C,IAAI,CAAC,EAAE,YAAY,EAAE,CAAA;CACtB;AAED;;;;GAIG;AACH,MAAM,WAAW,iCAAiC;IAChD,OAAO,EAAE,OAAO,CAAA;IAChB,KAAK,EAAE,qBAAqB,CAAA;CAC7B;AAED;;;;;GAKG;AACH,MAAM,WAAW,sBAAsB;IACrC,wEAAwE;IACxE,MAAM,EAAE,MAAM,CAAA;IACd,sEAAsE;IACtE,IAAI,EAAE,SAAS,CAAA;IACf,4BAA4B;IAC5B,IAAI,EAAE,MAAM,CAAA;IACZ,sEAAsE;IACtE,IAAI,EAAE,SAAS,CAAA;CAChB;AAED;;;;;GAKG;AACH,MAAM,MAAM,aAAa,GAAG,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;AAElD;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,MAAM,WAAW,mBAAmB;IAClC;;;;OAIG;IACH,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;IAErB;;;;;;;OAOG;IACH,QAAQ,CAAC,uBAAuB,CAAC,EAAE,SAAS,UAAU,EAAE,CAAA;IAExD;;;;;;OAMG;IACH,IAAI,CAAC,MAAM,EAAE,cAAc,GAAG,IAAI,CAAA;IAElC,UAAU,CACR,MAAM,EAAE,wBAAwB,EAChC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,eAAe,CAAC,CAAA;IAE3B;;;;;;OAMG;IACH,aAAa,CACX,MAAM,EAAE,2BAA2B,EACnC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,OAAO,CAAC,CAAA;IAEnB;;;;;;;;OAQG;IACH,cAAc,CAAC,CACb,MAAM,EAAE,4BAA4B,EACpC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,WAAW,CAAC,CAAA;IAEvB;;;;;;;OAOG;IACH,eAAe,CAAC,CACd,MAAM,EAAE,6BAA6B,EACrC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,YAAY,CAAC,CAAA;IAExB;;;;;;;;;;OAUG;IACH,uBAAuB,CAAC,CACtB,MAAM,EAAE,qCAAqC,EAC7C,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,2BAA2B,EAAE,CAAC,CAAA;IAEzC;;;;;;OAMG;IACH,kBAAkB,CAAC,CACjB,MAAM,EAAE,gCAAgC,EACxC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,qBAAqB,EAAE,CAAC,CAAA;IAEnC,YAAY,CACV,MAAM,EAAE,0BAA0B,EAClC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,iBAAiB,CAAC,CAAA;IAE7B;;;;;;;O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|
package/dist/esm/version.d.ts
CHANGED
package/dist/esm/version.js
CHANGED
|
@@ -91,27 +91,16 @@ export declare const safeCalculateEffectiveLeverage: (params: {
|
|
|
91
91
|
* margin_available = entryPrice × (1 / leverage - mmr)
|
|
92
92
|
* liq_price = entryPrice - side × margin_available / (1 - mmr × side)
|
|
93
93
|
*
|
|
94
|
-
* With `current`, the order of `size` adds to that position on the same side.
|
|
95
|
-
* The equity of the blended position at `entryPrice` is `current.margin`, the
|
|
96
|
-
* PnL of `current` at `entryPrice`, and the margin of the order. The margin
|
|
97
|
-
* available is that equity minus the maintenance margin of the blended size,
|
|
98
|
-
* and the formula above divides it by the blended size.
|
|
99
|
-
*
|
|
100
94
|
* For existing positions, prefer `Position.liquidationPrice` from the venue.
|
|
101
95
|
*
|
|
102
96
|
* @param maintenanceMarginRate - Venue maintenance margin rate as a fraction
|
|
103
97
|
* (`'0.01'` = 1%).
|
|
104
|
-
* @
|
|
105
|
-
* `
|
|
106
|
-
*
|
|
107
|
-
* adds to. `margin` is its collateral net of unrealized PnL.
|
|
108
|
-
* @returns The estimate, or `undefined` when the margin above the
|
|
109
|
-
* maintenance requirement is not positive: the position opens at or past
|
|
110
|
-
* liquidation, so the model has no price on the correct side of entry.
|
|
98
|
+
* @returns The estimate, or `undefined` when `1 / leverage` is at or below
|
|
99
|
+
* `maintenanceMarginRate`: the position opens at or past liquidation, so
|
|
100
|
+
* the model has no price on the correct side of entry.
|
|
111
101
|
* @throws {PerpsError} `ValidationError` when an input does not match the
|
|
112
|
-
* decimal pattern, `leverage` is zero, `maintenanceMarginRate` gives a
|
|
113
|
-
* zero denominator (`1` for a long, `-1` for a short)
|
|
114
|
-
* without `size`, or `current.size + size` is not positive.
|
|
102
|
+
* decimal pattern, `leverage` is zero, or `maintenanceMarginRate` gives a
|
|
103
|
+
* zero denominator (`1` for a long, `-1` for a short).
|
|
115
104
|
* @public
|
|
116
105
|
*/
|
|
117
106
|
export declare function estimateLiquidationPrice(params: {
|
|
@@ -119,12 +108,6 @@ export declare function estimateLiquidationPrice(params: {
|
|
|
119
108
|
leverage: string;
|
|
120
109
|
isLong: boolean;
|
|
121
110
|
maintenanceMarginRate: string;
|
|
122
|
-
size?: string;
|
|
123
|
-
current?: {
|
|
124
|
-
size: string;
|
|
125
|
-
entryPrice: string;
|
|
126
|
-
margin: string;
|
|
127
|
-
};
|
|
128
111
|
}): string | undefined;
|
|
129
112
|
/** @public */
|
|
130
113
|
export declare const safeEstimateLiquidationPrice: (params: {
|
|
@@ -132,12 +115,6 @@ export declare const safeEstimateLiquidationPrice: (params: {
|
|
|
132
115
|
leverage: string;
|
|
133
116
|
isLong: boolean;
|
|
134
117
|
maintenanceMarginRate: string;
|
|
135
|
-
size?: string;
|
|
136
|
-
current?: {
|
|
137
|
-
size: string;
|
|
138
|
-
entryPrice: string;
|
|
139
|
-
margin: string;
|
|
140
|
-
};
|
|
141
118
|
}) => string | undefined;
|
|
142
119
|
/**
|
|
143
120
|
* Estimate the liquidation price of a new isolated position from the flat
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EAEL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AAGrE;;;;;GAKG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAI1E;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,qDAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAMR;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,gFAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOhE;AAED,cAAc;AACd,eAAO,MAAM,gBAAgB,qDAAmD,CAAA;AAEhF;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAOR;AAED,cAAc;AACd,eAAO,MAAM,2BAA2B,iEAGvC,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAST;AAED,cAAc;AACd,eAAO,MAAM,gCAAgC;sBAdzB,MAAM;kBACV,MAAM;wBAgBrB,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,8BAA8B;sBAZvB,MAAM;eACb,MAAM;wBAclB,CAAA;AAED
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EAEL,KAAK,WAAW,EAChB,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AAGrE;;;;;GAKG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAI1E;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,qDAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAMR;AAED,cAAc;AACd,eAAO,MAAM,0BAA0B,gFAGtC,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOhE;AAED,cAAc;AACd,eAAO,MAAM,gBAAgB,qDAAmD,CAAA;AAEhF;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAOR;AAED,cAAc;AACd,eAAO,MAAM,2BAA2B,iEAGvC,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAST;AAED,cAAc;AACd,eAAO,MAAM,gCAAgC;sBAdzB,MAAM;kBACV,MAAM;wBAgBrB,CAAA;AAED;;;;;;GAMG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,8BAA8B;sBAZvB,MAAM;eACb,MAAM;wBAclB,CAAA;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAC/C,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,OAAO,CAAA;IACf,qBAAqB,EAAE,MAAM,CAAA;CAC9B,GAAG,MAAM,GAAG,SAAS,CAuBrB;AAED,cAAc;AACd,eAAO,MAAM,4BAA4B;gBA9B3B,MAAM;cACR,MAAM;YACR,OAAO;2BACQ,MAAM;wBA8B9B,CAAA;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,oCAAoC,CAClD,MAAM,EAAE,WAAW,EACnB,MAAM,EAAE,yBAAyB,GAChC,MAAM,GAAG,SAAS,CAUpB;AAED,cAAc;AACd,eAAO,MAAM,wCAAwC,gFAGpD,CAAA;AAED;;;;;;;;GAQG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CASV;AAED,cAAc;AACd,eAAO,MAAM,6BAA6B;sBAftB,MAAM;kBACV,MAAM;YACZ,OAAO;yBAgBhB,CAAA;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAeT;AAED,cAAc;AACd,eAAO,MAAM,6BAA6B;iBAtB3B,MAAM;kBACL,MAAM;aACX,MAAM;eACJ,MAAM;wBAsBlB,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,eAAe,EAAE,MAAM,CAAA;IACvB,aAAa,EAAE,MAAM,CAAA;IACrB,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAWT;AAED,cAAc;AACd,eAAO,MAAM,uBAAuB;qBAlBjB,MAAM;mBACR,MAAM;iBACR,MAAM;eACR,MAAM;wBAkBlB,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,yBAAyB;gBAdxB,MAAM;eACP,MAAM;UACX,MAAM;YACJ,OAAO;wBAchB,CAAA;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAOT;AAED,cAAc;AACd,eAAO,MAAM,wBAAwB;gBAdvB,MAAM;gBACN,MAAM;eACP,MAAM;YACT,OAAO;wBAchB,CAAA;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAKtE;AAED;;;;;GAKG;AACH,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMrE"}
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@@ -1,4 +1,4 @@
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1
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-
import type { AccountConfig, AccountConfigSetting, AccountResponse, AccountSummary, ActionResult, ActionStep, ActionType, ActivitiesResponse, ActivityType, AvailableToTrade, DecimalString, FillsResponse,
|
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1
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+
import type { AccountConfig, AccountConfigSetting, AccountResponse, AccountSummary, ActionResult, ActionStep, ActionType, ActivitiesResponse, ActivityType, AvailableToTrade, DecimalString, FillsResponse, Market, MarketRef, MarketSettings, Order, OrderStatus, OrdersResponse, PerpsMarket, PerpsSigner, PortfolioHistoryRange, PortfolioHistoryResponse, Position, PositionsResponse, Quote, QuoteSide, SetupAction, SignedActionStep, SigningMethod, TradeType } from '@lifi/perps-types';
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|
2
2
|
import type { Address } from 'viem';
|
|
3
3
|
import type { PerpsBaseConfig, PerpsClientSigner, SDKRequestOptions } from './config.js';
|
|
4
4
|
import type { DepositFlow } from './deposit.js';
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@@ -115,8 +115,7 @@ export interface ActionSignerContribution {
|
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|
115
115
|
params?: Record<string, unknown>;
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116
116
|
}
|
|
117
117
|
/**
|
|
118
|
-
* Inputs for {@link PerpsProviderPlugin.estimateLiquidationPrice}:
|
|
119
|
-
* and, when the order adds to one, the open position on the market.
|
|
118
|
+
* Inputs for {@link PerpsProviderPlugin.estimateLiquidationPrice}:
|
|
120
119
|
* `leverage` is the user-selected leverage for the new position, `isLong`
|
|
121
120
|
* carries direction.
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|
122
121
|
*
|
|
@@ -128,14 +127,6 @@ export interface LiquidationEstimateParams {
|
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|
128
127
|
leverage: string;
|
|
129
128
|
/** `true` for long, `false` for short. */
|
|
130
129
|
isLong: boolean;
|
|
131
|
-
marginMode: MarginMode;
|
|
132
|
-
/**
|
|
133
|
-
* Order size in base-asset units. The estimate reads it only with
|
|
134
|
-
* `position`, to blend the order into that position.
|
|
135
|
-
*/
|
|
136
|
-
size?: DecimalString;
|
|
137
|
-
/** Open position on the market that the order joins. */
|
|
138
|
-
position?: Position;
|
|
139
130
|
}
|
|
140
131
|
/**
|
|
141
132
|
* Read-side params for {@link PerpsProvider.getAccount}. The `provider`
|
|
@@ -510,20 +501,16 @@ export interface PerpsProviderPlugin {
|
|
|
510
501
|
};
|
|
511
502
|
};
|
|
512
503
|
/**
|
|
513
|
-
* Estimate the liquidation price of
|
|
514
|
-
*
|
|
515
|
-
* the order into `params.position`. A preview helper — for existing
|
|
504
|
+
* Estimate the liquidation price of a new isolated position on `market`
|
|
505
|
+
* using the venue's margin model. A preview helper — for existing
|
|
516
506
|
* positions, prefer `Position.liquidationPrice` from the venue. Pure —
|
|
517
507
|
* does no I/O.
|
|
518
508
|
*
|
|
519
509
|
* @returns The estimated liquidation price, or `undefined` when `market`
|
|
520
|
-
* lacks the margin metadata the model needs
|
|
521
|
-
* margin above the maintenance requirement
|
|
522
|
-
* give a correct price for the margin mode and position, such as a cross
|
|
523
|
-
* position whose liquidation depends on the whole account.
|
|
510
|
+
* lacks the margin metadata the model needs or `leverage` leaves no
|
|
511
|
+
* margin above the maintenance requirement.
|
|
524
512
|
* @throws {PerpsError} `ValidationError` when an input does not match the
|
|
525
|
-
* decimal pattern or is degenerate, such as a zero leverage
|
|
526
|
-
* `position` without a `size`.
|
|
513
|
+
* decimal pattern or is degenerate, such as a zero leverage.
|
|
527
514
|
*/
|
|
528
515
|
estimateLiquidationPrice(market: PerpsMarket, params: LiquidationEstimateParams): string | undefined;
|
|
529
516
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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AOG;IACH,iBAAiB,CACf,MAAM,EAAE,+BAA+B,EACvC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,cAAc,CAAC,CAAA;IAE1B;;;;;;;OAOG;IACH,mBAAmB,CAAC,CAClB,MAAM,EAAE,iCAAiC,EACzC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,gBAAgB,GAAG,SAAS,CAAC,CAAA;IAExC,SAAS,CACP,MAAM,EAAE,uBAAuB,EAC/B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,cAAc,CAAC,CAAA;IAE1B,QAAQ,CACN,MAAM,EAAE,sBAAsB,EAC9B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,KAAK,CAAC,CAAA;IAEjB,QAAQ,CACN,MAAM,EAAE,sBAAsB,EAC9B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,aAAa,CAAC,CAAA;IAEzB,WAAW,CACT,MAAM,EAAE,yBAAyB,EACjC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,kBAAkB,CAAC,CAAA;IAE9B;;;OAGG;IACH,mBAAmB,CAAC,CAClB,MAAM,EAAE,iCAAiC,EACzC,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,wBAAwB,CAAC,CAAA;IAEpC;;;;;;OAMG;IACH,QAAQ,CACN,MAAM,EAAE,sBAAsB,EAC9B,OAAO,CAAC,EAAE,iBAAiB,GAC1B,OAAO,CAAC,KAAK,CAAC,CAAA;IAEjB;;;;;;;;OAQG;IACH,iBAAiB,CACf,OAAO,EAAE,eAAe,EACxB,SAAS,EAAE,QAAQ,EAAE,GACpB,cAAc,CAAA;IAEjB;;;;;;;;;;;;;;;OAeG;IACH,cAAc,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,aAAa,GAAG,aAAa,CAAA;IAEnE;;;;;;;;;;;;OAYG;IACH,aAAa,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,aAAa,GAAG,aAAa,CAAA;IAEjE;;;;;;;;;;;OAWG;IACH,aAAa,CAAC,EAAE;QACd,mBAAmB,EAAE,OAAO,CAAA;QAC5B,cAAc,CAAC,EAAE;YACf,GAAG,EAAE,aAAa,CAAA;YAClB,GAAG,EAAE,aAAa,CAAA;YAClB,IAAI,EAAE,aAAa,CAAA;YACnB,OAAO,EAAE,aAAa,CAAA;SACvB,CAAA;KACF,CAAA;IAED;;;;;;;;;;;OAWG;IACH,wBAAwB,CACtB,MAAM,EAAE,WAAW,EACnB,MAAM,EAAE,yBAAyB,GAChC,MAAM,GAAG,SAAS,CAAA;IAErB;;;;;;;;;;OAUG;IACH,uBAAuB,CAAC,QAAQ,EAAE,QAAQ,GAAG,aAAa,GAAG,SAAS,CAAA;IAEtE;;;;;;;;;;;;OAYG;IACH,aAAa,CACX,MAAM,EAAE,aAAa,EACrB,KAAK,EAAE,WAAW,EAAE,GACnB,oBAAoB,EAAE,CAAA;IAEzB;;;;;;;;OAQG;IACH,kBAAkB,CAAC,CACjB,MAAM,EAAE,UAAU,EAClB,OAAO,EAAE,OAAO,GACf,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC,CAAA;IAEnC;;;;;;;;;;;;;;;OAeG;IACH,oBAAoB,CAAC,CACnB,MAAM,EAAE,UAAU,EAClB,OAAO,EAAE,OAAO,EAChB,MAAM,EAAE,WAAW,GAClB,OAAO,CAAC,wBAAwB,CAAC,CAAA;IAEpC;;;;;;;;;;;;;;;;OAgBG;IACH,WAAW,CAAC,CACV,MAAM,EAAE,aAAa,EACrB,KAAK,EAAE,UAAU,EAAE,EACnB,OAAO,EAAE,OAAO,EAChB,GAAG,CAAC,EAAE,kBAAkB,GACvB,OAAO,CAAC,iBAAiB,CAAC,CAAA;IAE7B;;;;;OAKG;IACH,gBAAgB,CAAC,CAAC,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,CAAA;IAE3E;;;;;;;;OAQG;IACH,mBAAmB,CAAC,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAA;CACzD;AAED;;;;;;;;;GASG;AACH,MAAM,MAAM,aAAa,GAAG,IAAI,CAAC,mBAAmB,EAAE,MAAM,CAAC,CAAA"}
|
package/dist/types/version.d.ts
CHANGED
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@lifi/perps-sdk",
|
|
3
|
-
"version": "0.0.0-preview-
|
|
3
|
+
"version": "0.0.0-preview-abcdac5a",
|
|
4
4
|
"description": "LI.FI Perps SDK for perpetuals trading",
|
|
5
5
|
"homepage": "https://github.com/lifinance/perps-sdk",
|
|
6
6
|
"bugs": {
|
|
@@ -46,7 +46,7 @@
|
|
|
46
46
|
"big.js": "^7.0.1",
|
|
47
47
|
"partysocket": "^1.1.19",
|
|
48
48
|
"viem": "^2.55.18",
|
|
49
|
-
"@lifi/perps-types": "^0.0.0-preview-
|
|
49
|
+
"@lifi/perps-types": "^0.0.0-preview-abcdac5a"
|
|
50
50
|
},
|
|
51
51
|
"publishConfig": {
|
|
52
52
|
"access": "public"
|
package/src/math/position.ts
CHANGED
|
@@ -174,27 +174,16 @@ export const safeCalculateEffectiveLeverage = createSafeFunction(
|
|
|
174
174
|
* margin_available = entryPrice × (1 / leverage - mmr)
|
|
175
175
|
* liq_price = entryPrice - side × margin_available / (1 - mmr × side)
|
|
176
176
|
*
|
|
177
|
-
* With `current`, the order of `size` adds to that position on the same side.
|
|
178
|
-
* The equity of the blended position at `entryPrice` is `current.margin`, the
|
|
179
|
-
* PnL of `current` at `entryPrice`, and the margin of the order. The margin
|
|
180
|
-
* available is that equity minus the maintenance margin of the blended size,
|
|
181
|
-
* and the formula above divides it by the blended size.
|
|
182
|
-
*
|
|
183
177
|
* For existing positions, prefer `Position.liquidationPrice` from the venue.
|
|
184
178
|
*
|
|
185
179
|
* @param maintenanceMarginRate - Venue maintenance margin rate as a fraction
|
|
186
180
|
* (`'0.01'` = 1%).
|
|
187
|
-
* @
|
|
188
|
-
* `
|
|
189
|
-
*
|
|
190
|
-
* adds to. `margin` is its collateral net of unrealized PnL.
|
|
191
|
-
* @returns The estimate, or `undefined` when the margin above the
|
|
192
|
-
* maintenance requirement is not positive: the position opens at or past
|
|
193
|
-
* liquidation, so the model has no price on the correct side of entry.
|
|
181
|
+
* @returns The estimate, or `undefined` when `1 / leverage` is at or below
|
|
182
|
+
* `maintenanceMarginRate`: the position opens at or past liquidation, so
|
|
183
|
+
* the model has no price on the correct side of entry.
|
|
194
184
|
* @throws {PerpsError} `ValidationError` when an input does not match the
|
|
195
|
-
* decimal pattern, `leverage` is zero, `maintenanceMarginRate` gives a
|
|
196
|
-
* zero denominator (`1` for a long, `-1` for a short)
|
|
197
|
-
* without `size`, or `current.size + size` is not positive.
|
|
185
|
+
* decimal pattern, `leverage` is zero, or `maintenanceMarginRate` gives a
|
|
186
|
+
* zero denominator (`1` for a long, `-1` for a short).
|
|
198
187
|
* @public
|
|
199
188
|
*/
|
|
200
189
|
export function estimateLiquidationPrice(params: {
|
|
@@ -202,8 +191,6 @@ export function estimateLiquidationPrice(params: {
|
|
|
202
191
|
leverage: string
|
|
203
192
|
isLong: boolean
|
|
204
193
|
maintenanceMarginRate: string
|
|
205
|
-
size?: string
|
|
206
|
-
current?: { size: string; entryPrice: string; margin: string }
|
|
207
194
|
}): string | undefined {
|
|
208
195
|
const entryPrice = decimalStringToBig(params.entryPrice)
|
|
209
196
|
const leverage = decimalStringToBig(params.leverage)
|
|
@@ -219,38 +206,13 @@ export function estimateLiquidationPrice(params: {
|
|
|
219
206
|
`must not be ${params.isLong ? '1' : '-1'} for this side`
|
|
220
207
|
)
|
|
221
208
|
}
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
if (marginFractionAvailable.lte(0)) {
|
|
225
|
-
return undefined
|
|
226
|
-
}
|
|
227
|
-
const marginAvailable = marginFractionAvailable.times(entryPrice)
|
|
228
|
-
return bigToDecimalString(
|
|
229
|
-
entryPrice.minus(marginAvailable.times(side).div(denominator))
|
|
230
|
-
)
|
|
231
|
-
}
|
|
232
|
-
if (params.size === undefined) {
|
|
233
|
-
throw invalidInput('size', 'is required with `current`')
|
|
234
|
-
}
|
|
235
|
-
const addSize = decimalStringToBig(params.size)
|
|
236
|
-
const currentSize = decimalStringToBig(params.current.size)
|
|
237
|
-
const currentEntry = decimalStringToBig(params.current.entryPrice)
|
|
238
|
-
const currentMargin = decimalStringToBig(params.current.margin)
|
|
239
|
-
const totalSize = currentSize.plus(addSize)
|
|
240
|
-
if (totalSize.lte(0)) {
|
|
241
|
-
throw invalidInput('size + current.size', 'must be positive')
|
|
242
|
-
}
|
|
243
|
-
const equity = currentMargin
|
|
244
|
-
.plus(currentSize.times(entryPrice.minus(currentEntry)).times(side))
|
|
245
|
-
.plus(new DivBig(entryPrice).times(addSize).div(leverage))
|
|
246
|
-
const marginAvailablePerUnit = new DivBig(equity)
|
|
247
|
-
.minus(mmr.times(totalSize).times(entryPrice))
|
|
248
|
-
.div(totalSize)
|
|
249
|
-
if (marginAvailablePerUnit.lte(0)) {
|
|
209
|
+
const marginFractionAvailable = new DivBig(1).div(leverage).minus(mmr)
|
|
210
|
+
if (marginFractionAvailable.lte(0)) {
|
|
250
211
|
return undefined
|
|
251
212
|
}
|
|
213
|
+
const marginAvailable = marginFractionAvailable.times(entryPrice)
|
|
252
214
|
return bigToDecimalString(
|
|
253
|
-
entryPrice.minus(
|
|
215
|
+
entryPrice.minus(marginAvailable.times(side).div(denominator))
|
|
254
216
|
)
|
|
255
217
|
}
|
|
256
218
|
|
package/src/types/provider.ts
CHANGED
|
@@ -11,7 +11,6 @@ import type {
|
|
|
11
11
|
AvailableToTrade,
|
|
12
12
|
DecimalString,
|
|
13
13
|
FillsResponse,
|
|
14
|
-
MarginMode,
|
|
15
14
|
Market,
|
|
16
15
|
MarketRef,
|
|
17
16
|
MarketSettings,
|
|
@@ -161,8 +160,7 @@ export interface ActionSignerContribution {
|
|
|
161
160
|
}
|
|
162
161
|
|
|
163
162
|
/**
|
|
164
|
-
* Inputs for {@link PerpsProviderPlugin.estimateLiquidationPrice}:
|
|
165
|
-
* and, when the order adds to one, the open position on the market.
|
|
163
|
+
* Inputs for {@link PerpsProviderPlugin.estimateLiquidationPrice}:
|
|
166
164
|
* `leverage` is the user-selected leverage for the new position, `isLong`
|
|
167
165
|
* carries direction.
|
|
168
166
|
*
|
|
@@ -174,14 +172,6 @@ export interface LiquidationEstimateParams {
|
|
|
174
172
|
leverage: string
|
|
175
173
|
/** `true` for long, `false` for short. */
|
|
176
174
|
isLong: boolean
|
|
177
|
-
marginMode: MarginMode
|
|
178
|
-
/**
|
|
179
|
-
* Order size in base-asset units. The estimate reads it only with
|
|
180
|
-
* `position`, to blend the order into that position.
|
|
181
|
-
*/
|
|
182
|
-
size?: DecimalString
|
|
183
|
-
/** Open position on the market that the order joins. */
|
|
184
|
-
position?: Position
|
|
185
175
|
}
|
|
186
176
|
|
|
187
177
|
/**
|
|
@@ -643,20 +633,16 @@ export interface PerpsProviderPlugin {
|
|
|
643
633
|
}
|
|
644
634
|
|
|
645
635
|
/**
|
|
646
|
-
* Estimate the liquidation price of
|
|
647
|
-
*
|
|
648
|
-
* the order into `params.position`. A preview helper — for existing
|
|
636
|
+
* Estimate the liquidation price of a new isolated position on `market`
|
|
637
|
+
* using the venue's margin model. A preview helper — for existing
|
|
649
638
|
* positions, prefer `Position.liquidationPrice` from the venue. Pure —
|
|
650
639
|
* does no I/O.
|
|
651
640
|
*
|
|
652
641
|
* @returns The estimated liquidation price, or `undefined` when `market`
|
|
653
|
-
* lacks the margin metadata the model needs
|
|
654
|
-
* margin above the maintenance requirement
|
|
655
|
-
* give a correct price for the margin mode and position, such as a cross
|
|
656
|
-
* position whose liquidation depends on the whole account.
|
|
642
|
+
* lacks the margin metadata the model needs or `leverage` leaves no
|
|
643
|
+
* margin above the maintenance requirement.
|
|
657
644
|
* @throws {PerpsError} `ValidationError` when an input does not match the
|
|
658
|
-
* decimal pattern or is degenerate, such as a zero leverage
|
|
659
|
-
* `position` without a `size`.
|
|
645
|
+
* decimal pattern or is degenerate, such as a zero leverage.
|
|
660
646
|
*/
|
|
661
647
|
estimateLiquidationPrice(
|
|
662
648
|
market: PerpsMarket,
|
package/src/version.ts
CHANGED