@lifi/perps-sdk 0.0.0-preview-bc9d3c9 → 0.0.0-preview-4fa39e6
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/index.d.ts +1 -1
- package/dist/cjs/index.d.ts.map +1 -1
- package/dist/cjs/index.js +3 -4
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/math/fills.d.ts.map +1 -1
- package/dist/cjs/math/fills.js +15 -14
- package/dist/cjs/math/fills.js.map +1 -1
- package/dist/cjs/math/position.d.ts +1 -3
- package/dist/cjs/math/position.d.ts.map +1 -1
- package/dist/cjs/math/position.js +0 -12
- package/dist/cjs/math/position.js.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/esm/index.d.ts +1 -1
- package/dist/esm/index.d.ts.map +1 -1
- package/dist/esm/index.js +1 -1
- package/dist/esm/index.js.map +1 -1
- package/dist/esm/math/fills.d.ts +5 -1
- package/dist/esm/math/fills.d.ts.map +1 -1
- package/dist/esm/math/fills.js +20 -15
- package/dist/esm/math/fills.js.map +1 -1
- package/dist/esm/math/position.d.ts +1 -11
- package/dist/esm/math/position.d.ts.map +1 -1
- package/dist/esm/math/position.js +0 -19
- package/dist/esm/math/position.js.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/types/index.d.ts +1 -1
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/math/fills.d.ts +5 -1
- package/dist/types/math/fills.d.ts.map +1 -1
- package/dist/types/math/position.d.ts +1 -11
- package/dist/types/math/position.d.ts.map +1 -1
- package/dist/types/version.d.ts +1 -1
- package/package.json +1 -1
- package/src/index.ts +0 -1
- package/src/math/fills.ts +24 -15
- package/src/math/position.ts +0 -25
- package/src/version.ts +1 -1
package/dist/cjs/index.d.ts
CHANGED
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@@ -13,7 +13,7 @@ export { PerpsError } from './errors/PerpsError.js';
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export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
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export type { ExpectedPnl } from './math/order.js';
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export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
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export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice,
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export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
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export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
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export type { DefaultMarketProvider } from './registry/marketRegistry.js';
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export { DEFAULT_MARKET_ID, getDefaultMarketId, getMarketRegistry, isActiveMarket, MarketRegistry, toMarketDisplay, toPerpsMarketDisplay, } from './registry/marketRegistry.js';
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package/dist/cjs/index.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
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package/dist/cjs/index.js
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exports.wouldImmediatelyLiquidate = exports.positionSupportsMarginRemoval = exports.positionSupportsMarginAdjustment = exports.estimateUnrealizedPnl = exports.estimateNewLeverage = exports.
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exports.ETHEREUM_USDC = exports.ETHEREUM_NATIVE_GAS = exports.paginateActivity = exports.resolveRetryPolicy = exports.LIFI_RETRY_DEFAULTS = exports.LIFI_REQUEST_KEY = exports.DISABLED_RETRY = exports.isAbortError = exports.fetchWithRetry = exports.errorCodeFromStatus = exports.createMemoryStorage = exports.readValidatedRecord = exports.parseStoredRecord = exports.localStorageAdapter = exports.resolveSubscribeQuote = exports.QUOTE_THROTTLE_MS = exports.resolveQuoteMarket = exports.resolveQuote = exports.getTermsAcceptance = exports.getReferralStatus = exports.getReferralActivity = exports.getQuote = exports.getProviders = exports.getPositions = exports.getOrders = exports.getOrderbook = exports.getOrder = exports.getOhlcv = exports.getMeta = exports.getMarketsContext = exports.getMarkets = exports.getMarket = exports.LIFI_API_URL = exports.getGasRecommendation = exports.getFills = exports.getAssets = exports.getActivity = exports.getAccount = exports.executeAction = exports.createAction = exports.toPerpsMarketDisplay = exports.toMarketDisplay = exports.MarketRegistry = exports.isActiveMarket = exports.getMarketRegistry = exports.getDefaultMarketId = exports.DEFAULT_MARKET_ID = exports.toAssetDisplay = exports.getAssetRegistry =
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exports.calculateWithdrawMax = exports.calculateTransferable = exports.snapOrderSize = exports.snapOrderPrice = exports.calculateRefuelAmount = exports.calculateOrderAmounts = exports.wsLog = exports.WsProviderBase = exports.WS_CHANNEL_TEARDOWN_LINGER_MS = exports.ReconnectingWebSocket = exports.PerpsWsClient = exports.DecodeChain = exports.cachePromise = exports.version = exports.name = exports.createWarnOnce = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.ACTIVE_ORDER_STATUSES = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG = exports.ROBINHOOD_NATIVE_GAS = exports.LIGHTER_USDC =
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+
exports.AssetRegistry = exports.wouldImmediatelyLiquidate = exports.positionSupportsMarginRemoval = exports.positionSupportsMarginAdjustment = exports.estimateUnrealizedPnl = exports.estimateNewLeverage = exports.estimateLiquidationPrice = exports.estimateAverageEntryPrice = exports.calculateUnrealizedPnl = exports.calculateRoe = exports.calculateRequiredMargin = exports.calculateRealizedPnl = exports.calculateNotionalValue = exports.calculateLiquidationDistance = exports.calculateEffectiveLeverage = exports.walkOrderbook = exports.resolveCloseSize = exports.findMatchingPosition = exports.estimateRealizedPnl = exports.estimateFees = exports.calculateTriggerPrice = exports.calculateTriggerPercent = exports.calculateSize = exports.calculateRealizedPnlPercent = exports.calculateExpectedPnl = exports.buildQuote = exports.applySlippage = exports.FillClassification = exports.classifyFillFromPosition = exports.classifyFill = exports.PerpsError = exports.PerpsErrorMessage = exports.validateDecimalString = exports.parseDecimal = exports.isDecimalString = exports.formatUsd = exports.formatSignedUsd = exports.formatSignedPercent = exports.formatPrice = exports.formatNumber = exports.formatCompactUsd = exports.truncateDecimal = exports.numberToDecimalString = exports.decimalToBaseUnits = exports.baseUnitsToDecimal = exports.isDecimalStringGreaterThan = exports.requireProvider = exports.PerpsClient = exports.DEFAULT_API_URL = exports.createPerpsClient = void 0;
|
|
18
|
+
exports.HYPERLIQUID_USDC = exports.ETHEREUM_USDC = exports.ETHEREUM_NATIVE_GAS = exports.paginateActivity = exports.resolveRetryPolicy = exports.LIFI_RETRY_DEFAULTS = exports.LIFI_REQUEST_KEY = exports.DISABLED_RETRY = exports.isAbortError = exports.fetchWithRetry = exports.errorCodeFromStatus = exports.createMemoryStorage = exports.readValidatedRecord = exports.parseStoredRecord = exports.localStorageAdapter = exports.resolveSubscribeQuote = exports.QUOTE_THROTTLE_MS = exports.resolveQuoteMarket = exports.resolveQuote = exports.getTermsAcceptance = exports.getReferralStatus = exports.getReferralActivity = exports.getQuote = exports.getProviders = exports.getPositions = exports.getOrders = exports.getOrderbook = exports.getOrder = exports.getOhlcv = exports.getMeta = exports.getMarketsContext = exports.getMarkets = exports.getMarket = exports.LIFI_API_URL = exports.getGasRecommendation = exports.getFills = exports.getAssets = exports.getActivity = exports.getAccount = exports.executeAction = exports.createAction = exports.toPerpsMarketDisplay = exports.toMarketDisplay = exports.MarketRegistry = exports.isActiveMarket = exports.getMarketRegistry = exports.getDefaultMarketId = exports.DEFAULT_MARKET_ID = exports.toAssetDisplay = exports.getAssetRegistry = void 0;
|
|
19
|
+
exports.calculateWithdrawMax = exports.calculateTransferable = exports.snapOrderSize = exports.snapOrderPrice = exports.calculateRefuelAmount = exports.calculateOrderAmounts = exports.wsLog = exports.WsProviderBase = exports.WS_CHANNEL_TEARDOWN_LINGER_MS = exports.ReconnectingWebSocket = exports.PerpsWsClient = exports.DecodeChain = exports.cachePromise = exports.version = exports.name = exports.createWarnOnce = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.ACTIVE_ORDER_STATUSES = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG = exports.ROBINHOOD_NATIVE_GAS = exports.LIGHTER_USDC = void 0;
|
|
20
20
|
__exportStar(require("@lifi/perps-types"), exports);
|
|
21
21
|
var createPerpsClient_js_1 = require("./client/createPerpsClient.js");
|
|
22
22
|
Object.defineProperty(exports, "createPerpsClient", { enumerable: true, get: function () { return createPerpsClient_js_1.createPerpsClient; } });
|
|
@@ -74,7 +74,6 @@ Object.defineProperty(exports, "calculateRoe", { enumerable: true, get: function
|
|
|
74
74
|
Object.defineProperty(exports, "calculateUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.calculateUnrealizedPnl; } });
|
|
75
75
|
Object.defineProperty(exports, "estimateAverageEntryPrice", { enumerable: true, get: function () { return position_js_1.estimateAverageEntryPrice; } });
|
|
76
76
|
Object.defineProperty(exports, "estimateLiquidationPrice", { enumerable: true, get: function () { return position_js_1.estimateLiquidationPrice; } });
|
|
77
|
-
Object.defineProperty(exports, "estimateLiquidationPriceAtMarketRate", { enumerable: true, get: function () { return position_js_1.estimateLiquidationPriceAtMarketRate; } });
|
|
78
77
|
Object.defineProperty(exports, "estimateNewLeverage", { enumerable: true, get: function () { return position_js_1.estimateNewLeverage; } });
|
|
79
78
|
Object.defineProperty(exports, "estimateUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.estimateUnrealizedPnl; } });
|
|
80
79
|
Object.defineProperty(exports, "positionSupportsMarginAdjustment", { enumerable: true, get: function () { return position_js_1.positionSupportsMarginAdjustment; } });
|
package/dist/cjs/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;AAYA,oDAAiC;AACjC,sEAGsC;AAFpC,yHAAA,iBAAiB,OAAA;AACjB,uHAAA,eAAe,OAAA;AAEjB,0DAAqD;AAA5C,6GAAA,WAAW,OAAA;AACpB,kEAA6D;AAApD,qHAAA,eAAe,OAAA;AACxB,mDAAiE;AAAxD,wHAAA,0BAA0B,OAAA;AAEnC,mDAK6B;AAJ3B,gHAAA,kBAAkB,OAAA;AAClB,gHAAA,kBAAkB,OAAA;AAClB,mHAAA,qBAAqB,OAAA;AACrB,6GAAA,eAAe,OAAA;AAGjB,iDAO4B;AAN1B,6GAAA,gBAAgB,OAAA;AAChB,yGAAA,YAAY,OAAA;AACZ,wGAAA,WAAW,OAAA;AACX,gHAAA,mBAAmB,OAAA;AACnB,4GAAA,eAAe,OAAA;AACf,sGAAA,SAAS,OAAA;AAEX,+CAI2B;AAHzB,2GAAA,eAAe,OAAA;AACf,wGAAA,YAAY,OAAA;AACZ,iHAAA,qBAAqB,OAAA;AAEvB,sDAAyD;AAAhD,iHAAA,iBAAiB,OAAA;AAC1B,wDAAmD;AAA1C,2GAAA,UAAU,OAAA;AACnB,4CAIwB;AAHtB,wGAAA,YAAY,OAAA;AACZ,oHAAA,wBAAwB,OAAA;AACxB,8GAAA,kBAAkB,OAAA;AAGpB,4CAawB;AAZtB,yGAAA,aAAa,OAAA;AACb,sGAAA,UAAU,OAAA;AACV,gHAAA,oBAAoB,OAAA;AACpB,uHAAA,2BAA2B,OAAA;AAC3B,yGAAA,aAAa,OAAA;AACb,mHAAA,uBAAuB,OAAA;AACvB,iHAAA,qBAAqB,OAAA;AACrB,wGAAA,YAAY,OAAA;AACZ,+GAAA,mBAAmB,OAAA;AACnB,gHAAA,oBAAoB,OAAA;AACpB,4GAAA,gBAAgB,OAAA;AAChB,yGAAA,aAAa,OAAA;AAEf,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;AAYA,oDAAiC;AACjC,sEAGsC;AAFpC,yHAAA,iBAAiB,OAAA;AACjB,uHAAA,eAAe,OAAA;AAEjB,0DAAqD;AAA5C,6GAAA,WAAW,OAAA;AACpB,kEAA6D;AAApD,qHAAA,eAAe,OAAA;AACxB,mDAAiE;AAAxD,wHAAA,0BAA0B,OAAA;AAEnC,mDAK6B;AAJ3B,gHAAA,kBAAkB,OAAA;AAClB,gHAAA,kBAAkB,OAAA;AAClB,mHAAA,qBAAqB,OAAA;AACrB,6GAAA,eAAe,OAAA;AAGjB,iDAO4B;AAN1B,6GAAA,gBAAgB,OAAA;AAChB,yGAAA,YAAY,OAAA;AACZ,wGAAA,WAAW,OAAA;AACX,gHAAA,mBAAmB,OAAA;AACnB,4GAAA,eAAe,OAAA;AACf,sGAAA,SAAS,OAAA;AAEX,+CAI2B;AAHzB,2GAAA,eAAe,OAAA;AACf,wGAAA,YAAY,OAAA;AACZ,iHAAA,qBAAqB,OAAA;AAEvB,sDAAyD;AAAhD,iHAAA,iBAAiB,OAAA;AAC1B,wDAAmD;AAA1C,2GAAA,UAAU,OAAA;AACnB,4CAIwB;AAHtB,wGAAA,YAAY,OAAA;AACZ,oHAAA,wBAAwB,OAAA;AACxB,8GAAA,kBAAkB,OAAA;AAGpB,4CAawB;AAZtB,yGAAA,aAAa,OAAA;AACb,sGAAA,UAAU,OAAA;AACV,gHAAA,oBAAoB,OAAA;AACpB,uHAAA,2BAA2B,OAAA;AAC3B,yGAAA,aAAa,OAAA;AACb,mHAAA,uBAAuB,OAAA;AACvB,iHAAA,qBAAqB,OAAA;AACrB,wGAAA,YAAY,OAAA;AACZ,+GAAA,mBAAmB,OAAA;AACnB,gHAAA,oBAAoB,OAAA;AACpB,4GAAA,gBAAgB,OAAA;AAChB,yGAAA,aAAa,OAAA;AAEf,kDAe2B;AAdzB,yHAAA,0BAA0B,OAAA;AAC1B,2HAAA,4BAA4B,OAAA;AAC5B,qHAAA,sBAAsB,OAAA;AACtB,mHAAA,oBAAoB,OAAA;AACpB,sHAAA,uBAAuB,OAAA;AACvB,2GAAA,YAAY,OAAA;AACZ,qHAAA,sBAAsB,OAAA;AACtB,wHAAA,yBAAyB,OAAA;AACzB,uHAAA,wBAAwB,OAAA;AACxB,kHAAA,mBAAmB,OAAA;AACnB,oHAAA,qBAAqB,OAAA;AACrB,+HAAA,gCAAgC,OAAA;AAChC,4HAAA,6BAA6B,OAAA;AAC7B,wHAAA,yBAAyB,OAAA;AAG3B,gEAIoC;AAHlC,iHAAA,aAAa,OAAA;AACb,oHAAA,gBAAgB,OAAA;AAChB,kHAAA,cAAc,OAAA;AAGhB,kEAQqC;AAPnC,sHAAA,iBAAiB,OAAA;AACjB,uHAAA,kBAAkB,OAAA;AAClB,sHAAA,iBAAiB,OAAA;AACjB,mHAAA,cAAc,OAAA;AACd,mHAAA,cAAc,OAAA;AACd,oHAAA,eAAe,OAAA;AACf,yHAAA,oBAAoB,OAAA;AAItB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,gEAA2D;AAAlD,iHAAA,aAAa,OAAA;AAEtB,0DAAqD;AAA5C,2GAAA,UAAU,OAAA;AAEnB,4DAAuD;AAA9C,6GAAA,WAAW,OAAA;AAEpB,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,8EAG2C;AAFzC,+HAAA,oBAAoB,OAAA;AACpB,uHAAA,YAAY,OAAA;AAGd,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,0DAAqD;AAA5C,2GAAA,UAAU,OAAA;AAEnB,wEAAmE;AAA1D,yHAAA,iBAAiB,OAAA;AAC1B,oDAA+C;AAAtC,qGAAA,OAAO,OAAA;AAEhB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AACrB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,4EAAuE;AAA9D,6HAAA,mBAAmB,OAAA;AAE5B,wEAAmE;AAA1D,yHAAA,iBAAiB,OAAA;AAC1B,0EAAqE;AAA5D,2HAAA,kBAAkB,OAAA;AAC3B,8DAA6E;AAApE,+GAAA,YAAY,OAAA;AAAE,qHAAA,kBAAkB,OAAA;AACzC,gFAG4C;AAF1C,6HAAA,iBAAiB,OAAA;AACjB,iIAAA,qBAAqB,OAAA;AAEvB,qEAAmE;AAA1D,0HAAA,mBAAmB,OAAA;AAC5B,uEAGuC;AAFrC,yHAAA,iBAAiB,OAAA;AACjB,2HAAA,mBAAmB,OAAA;AAErB,mDAA0D;AAAjD,iHAAA,mBAAmB,OAAA;AAE5B,6EAAwE;AAA/D,6HAAA,mBAAmB,OAAA;AAE5B,mEAA4E;AAAnE,mHAAA,cAAc,OAAA;AAAE,iHAAA,YAAY,OAAA;AAUrC,6DAKmC;AAJjC,gHAAA,cAAc,OAAA;AACd,kHAAA,gBAAgB,OAAA;AAChB,qHAAA,mBAAmB,OAAA;AACnB,oHAAA,kBAAkB,OAAA;AAwEpB,+DAA4D;AAAnD,qHAAA,gBAAgB,OAAA;AACzB,6DAOiC;AAN/B,uHAAA,mBAAmB,OAAA;AACnB,iHAAA,aAAa,OAAA;AACb,oHAAA,gBAAgB,OAAA;AAChB,gHAAA,YAAY,OAAA;AACZ,wHAAA,oBAAoB,OAAA;AACpB,kHAAA,cAAc,OAAA;AAEhB,mDAI4B;AAH1B,8GAAA,eAAe,OAAA;AACf,4GAAA,aAAa,OAAA;AACb,oHAAA,qBAAqB,OAAA;AAEvB,yEAUuC;AATrC,+HAAA,qBAAqB,OAAA;AACrB,6HAAA,mBAAmB,OAAA;AACnB,wHAAA,cAAc,OAAA;AACd,yHAAA,eAAe,OAAA;AACf,2HAAA,iBAAiB,OAAA;AACjB,qHAAA,WAAW,OAAA;AACX,wHAAA,cAAc,OAAA;AACd,qHAAA,WAAW,OAAA;AACX,6HAAA,mBAAmB,OAAA;AAErB,2DAGgC;AAF9B,mHAAA,gBAAgB,OAAA;AAChB,yHAAA,sBAAsB,OAAA;AAExB,6DAGiC;AAF/B,iHAAA,aAAa,OAAA;AACb,2HAAA,uBAAuB,OAAA;AAEzB,mDAAoD;AAA3C,6GAAA,cAAc,OAAA;AAEvB,2CAA4C;AAAnC,kGAAA,IAAI,OAAA;AAAE,qGAAA,OAAO,OAAA;AACtB,+DAA0D;AAAjD,+GAAA,YAAY,OAAA;AAErB,6DAAwD;AAA/C,6GAAA,WAAW,OAAA;AAMpB,iEAA4D;AAAnD,iHAAA,aAAa,OAAA;AAEtB,iFAA4E;AAAnE,iIAAA,qBAAqB,OAAA;AAQ9B,mEAGsC;AAFpC,kIAAA,6BAA6B,OAAA;AAC7B,mHAAA,cAAc,OAAA;AAEhB,iDAA4C;AAAnC,iGAAA,KAAK,OAAA;AAKd,0DAA8D;AAArD,wHAAA,qBAAqB,OAAA;AAE9B,8CAAwD;AAA/C,kHAAA,qBAAqB,OAAA;AAC9B,0CAA8D;AAArD,yGAAA,cAAc,OAAA;AAAE,wGAAA,aAAa,OAAA;AACtC,0DAA8D;AAArD,wHAAA,qBAAqB,OAAA;AAC9B,kDAAyD;AAAhD,mHAAA,oBAAoB,OAAA"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,EAAE,kBAAkB,EAAE,CAAA;
|
|
1
|
+
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAc7B,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAqCpB;AAUD,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAYpB"}
|
package/dist/cjs/math/fills.js
CHANGED
|
@@ -5,41 +5,42 @@ exports.classifyFillFromPosition = classifyFillFromPosition;
|
|
|
5
5
|
exports.classifyFill = classifyFill;
|
|
6
6
|
const perps_types_1 = require("@lifi/perps-types");
|
|
7
7
|
Object.defineProperty(exports, "FillClassification", { enumerable: true, get: function () { return perps_types_1.FillClassification; } });
|
|
8
|
-
const
|
|
8
|
+
const requireDecimal_js_1 = require("../decimal/requireDecimal.js");
|
|
9
9
|
function classifyFillFromPosition(startPosition, side, sz) {
|
|
10
|
-
const start =
|
|
11
|
-
const
|
|
12
|
-
const end = start
|
|
13
|
-
if (start
|
|
14
|
-
return end
|
|
10
|
+
const start = (0, requireDecimal_js_1.requireDecimal)(startPosition, 'classifyFillFromPosition(startPosition)');
|
|
11
|
+
const size = (0, requireDecimal_js_1.requireDecimal)(sz, 'classifyFillFromPosition(sz)');
|
|
12
|
+
const end = side === 'B' ? start.plus(size) : start.minus(size);
|
|
13
|
+
if (start.eq(0)) {
|
|
14
|
+
return end.gt(0)
|
|
15
15
|
? perps_types_1.FillClassification.OPENED_LONG
|
|
16
16
|
: perps_types_1.FillClassification.OPENED_SHORT;
|
|
17
17
|
}
|
|
18
|
-
if (start
|
|
19
|
-
if (end
|
|
18
|
+
if (start.gt(0)) {
|
|
19
|
+
if (end.eq(0)) {
|
|
20
20
|
return perps_types_1.FillClassification.CLOSED_LONG;
|
|
21
21
|
}
|
|
22
|
-
if (end
|
|
22
|
+
if (end.lt(0)) {
|
|
23
23
|
return perps_types_1.FillClassification.SWITCHED_SHORT;
|
|
24
24
|
}
|
|
25
|
-
if (end
|
|
25
|
+
if (end.gt(start)) {
|
|
26
26
|
return perps_types_1.FillClassification.INCREASED_LONG;
|
|
27
27
|
}
|
|
28
28
|
return perps_types_1.FillClassification.REDUCED_LONG;
|
|
29
29
|
}
|
|
30
|
-
if (end
|
|
30
|
+
if (end.eq(0)) {
|
|
31
31
|
return perps_types_1.FillClassification.CLOSED_SHORT;
|
|
32
32
|
}
|
|
33
|
-
if (end
|
|
33
|
+
if (end.gt(0)) {
|
|
34
34
|
return perps_types_1.FillClassification.SWITCHED_LONG;
|
|
35
35
|
}
|
|
36
|
-
if (end
|
|
36
|
+
if (end.lt(start)) {
|
|
37
37
|
return perps_types_1.FillClassification.INCREASED_SHORT;
|
|
38
38
|
}
|
|
39
39
|
return perps_types_1.FillClassification.REDUCED_SHORT;
|
|
40
40
|
}
|
|
41
41
|
function classifyFill(side, realizedPnl) {
|
|
42
|
-
const isClose = realizedPnl != null &&
|
|
42
|
+
const isClose = realizedPnl != null &&
|
|
43
|
+
!(0, requireDecimal_js_1.requireDecimal)(realizedPnl, 'classifyFill(realizedPnl)').eq(0);
|
|
43
44
|
if (side === perps_types_1.OrderSide.BUY) {
|
|
44
45
|
return isClose
|
|
45
46
|
? perps_types_1.FillClassification.CLOSED_SHORT
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":";;;AA0BA,4DAyCC;AAUD,oCAeC;AA5FD,mDAI0B;AAQjB,mGAVP,gCAAkB,OAUO;AAP3B,oEAA6D;AAqB7D,SAAgB,wBAAwB,CACtC,aAA4B,EAC5B,IAAY,EACZ,EAAiB;IAEjB,MAAM,KAAK,GAAG,IAAA,kCAAc,EAC1B,aAAa,EACb,yCAAyC,CAC1C,CAAA;IACD,MAAM,IAAI,GAAG,IAAA,kCAAc,EAAC,EAAE,EAAE,8BAA8B,CAAC,CAAA;IAC/D,MAAM,GAAG,GAAG,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IAE/D,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAChB,OAAO,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;YACd,CAAC,CAAC,gCAAkB,CAAC,WAAW;YAChC,CAAC,CAAC,gCAAkB,CAAC,YAAY,CAAA;IACrC,CAAC;IAED,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAChB,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACd,OAAO,gCAAkB,CAAC,WAAW,CAAA;QACvC,CAAC;QACD,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACd,OAAO,gCAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,IAAI,GAAG,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC;YAClB,OAAO,gCAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,OAAO,gCAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IAED,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACd,OAAO,gCAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACd,OAAO,gCAAkB,CAAC,aAAa,CAAA;IACzC,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC;QAClB,OAAO,gCAAkB,CAAC,eAAe,CAAA;IAC3C,CAAC;IACD,OAAO,gCAAkB,CAAC,aAAa,CAAA;AACzC,CAAC;AAUD,SAAgB,YAAY,CAC1B,IAAe,EACf,WAA6C;IAE7C,MAAM,OAAO,GACX,WAAW,IAAI,IAAI;QACnB,CAAC,IAAA,kCAAc,EAAC,WAAW,EAAE,2BAA2B,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAA;IACjE,IAAI,IAAI,KAAK,uBAAS,CAAC,GAAG,EAAE,CAAC;QAC3B,OAAO,OAAO;YACZ,CAAC,CAAC,gCAAkB,CAAC,YAAY;YACjC,CAAC,CAAC,gCAAkB,CAAC,WAAW,CAAA;IACpC,CAAC;IACD,OAAO,OAAO;QACZ,CAAC,CAAC,gCAAkB,CAAC,WAAW;QAChC,CAAC,CAAC,gCAAkB,CAAC,YAAY,CAAA;AACrC,CAAC"}
|
|
@@ -1,5 +1,4 @@
|
|
|
1
|
-
import { type
|
|
2
|
-
import type { LiquidationEstimateParams } from '../types/provider.js';
|
|
1
|
+
import { type Position } from '@lifi/perps-types';
|
|
3
2
|
export declare function calculateNotionalValue(size: number, price: number): number;
|
|
4
3
|
export declare function calculateUnrealizedPnl(entryPrice: number, currentPrice: number, size: number): number;
|
|
5
4
|
export declare function calculateRoe(pnl: number, margin: number): number;
|
|
@@ -18,7 +17,6 @@ export declare function estimateLiquidationPrice(params: {
|
|
|
18
17
|
isLong: boolean;
|
|
19
18
|
maintenanceMarginRate: number;
|
|
20
19
|
}): number | undefined;
|
|
21
|
-
export declare function estimateLiquidationPriceAtMarketRate(market: PerpsMarket, params: LiquidationEstimateParams): number | undefined;
|
|
22
20
|
export declare function wouldImmediatelyLiquidate(params: {
|
|
23
21
|
liquidationPrice: number;
|
|
24
22
|
currentPrice: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAUA,OAAO,EAEL,KAAK,
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAUA,OAAO,EAEL,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAW1B,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAK1E;AAWD,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAKR;AAUD,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAQhE;AAUD,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAQR;AAWD,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAMT;AAYD,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAST;AAoBD,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,CAqBrB;AAUD,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CAQV;AAkBD,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,GAAG,SAAS,CAiBrB;AAaD,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,GAAG,SAAS,CAarB;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,CAUT;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,CAUT;AAQD,wBAAgB,gCAAgC,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAK5E;AAQD,wBAAgB,6BAA6B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMzE"}
|
|
@@ -7,7 +7,6 @@ exports.calculateRequiredMargin = calculateRequiredMargin;
|
|
|
7
7
|
exports.calculateLiquidationDistance = calculateLiquidationDistance;
|
|
8
8
|
exports.calculateEffectiveLeverage = calculateEffectiveLeverage;
|
|
9
9
|
exports.estimateLiquidationPrice = estimateLiquidationPrice;
|
|
10
|
-
exports.estimateLiquidationPriceAtMarketRate = estimateLiquidationPriceAtMarketRate;
|
|
11
10
|
exports.wouldImmediatelyLiquidate = wouldImmediatelyLiquidate;
|
|
12
11
|
exports.estimateAverageEntryPrice = estimateAverageEntryPrice;
|
|
13
12
|
exports.estimateNewLeverage = estimateNewLeverage;
|
|
@@ -86,17 +85,6 @@ function estimateLiquidationPrice(params) {
|
|
|
86
85
|
.minus(marginAvailable.times(side).div(mmr.times(-side).plus(1)))
|
|
87
86
|
.toNumber();
|
|
88
87
|
}
|
|
89
|
-
function estimateLiquidationPriceAtMarketRate(market, params) {
|
|
90
|
-
if (market.maintenanceMarginRate === undefined) {
|
|
91
|
-
return undefined;
|
|
92
|
-
}
|
|
93
|
-
return estimateLiquidationPrice({
|
|
94
|
-
entryPrice: params.entryPrice,
|
|
95
|
-
leverage: params.leverage,
|
|
96
|
-
isLong: params.isLong,
|
|
97
|
-
maintenanceMarginRate: market.maintenanceMarginRate,
|
|
98
|
-
});
|
|
99
|
-
}
|
|
100
88
|
function wouldImmediatelyLiquidate(params) {
|
|
101
89
|
const { liquidationPrice, currentPrice, isLong } = params;
|
|
102
90
|
if (currentPrice <= 0 || liquidationPrice <= 0) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";;AAyBA,wDAKC;AAWD,wDASC;AAUD,oCAQC;AAUD,0DAWC;AAWD,oEASC;AAYD,gEAYC;AAoBD,4DA0BC;AAUD,8DAYC;AAkBD,8DAsBC;AAaD,kDAkBC;AAUD,sDAeC;AAUD,oDAeC;AAQD,4EAKC;AAQD,sEAMC;AAnVD,mDAI0B;AAC1B,8CAAqD;AAUrD,SAAgB,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,IAAI,CAAC,IAAA,kBAAS,EAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,QAAQ,EAAE,CAAA;AACvD,CAAC;AAWD,SAAgB,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,YAAY,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,YAAY,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1E,CAAC;AAUD,SAAgB,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACjB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,GAAG,EAAE,MAAM,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1D,CAAC;AAUD,SAAgB,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,aAAa,GAAG,QAAQ,CAAA;IACjC,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,aAAa,EAAE,QAAQ,CAAC,EAAE,CAAC;QACxC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,aAAa,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC3D,CAAC;AAWD,SAAgB,4BAA4B,CAAC,MAG5C;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,GAAG,MAAM,CAAA;IACjD,IAAI,YAAY,KAAK,CAAC,EAAE,CAAC;QACvB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,gBAAgB,GAAG,YAAY,CAAC,GAAG,YAAY,CAAC,GAAG,GAAG,CAAA;AACzE,CAAC;AAYD,SAAgB,0BAA0B,CAAC,MAG1C;IACC,MAAM,EAAE,gBAAgB,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAC9C,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,gBAAgB,EAAE,SAAS,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,gBAAgB,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/D,CAAC;AAoBD,SAAgB,wBAAwB,CAAC,MAKxC;IACC,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,qBAAqB,EAAE,GAAG,MAAM,CAAA;IACtE,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAC5B,MAAM,WAAW,GAAG,CAAC,GAAG,qBAAqB,GAAG,IAAI,CAAA;IACpD,IAAI,WAAW,KAAK,CAAC,EAAE,CAAC;QACtB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,QAAQ,EAAE,qBAAqB,CAAC,EAAE,CAAC;QAC5D,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,qBAAqB,CAAC,CAAA;IAC7C,MAAM,eAAe,GAAG,IAAI,eAAM,CAAC,CAAC,CAAC;SAClC,GAAG,CAAC,QAAQ,CAAC;SACb,KAAK,CAAC,GAAG,CAAC;SACV,KAAK,CAAC,UAAU,CAAC,CAAA;IACpB,OAAO,IAAI,eAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;SAChE,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,yBAAyB,CAAC,MAIzC;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACzD,IAAI,YAAY,IAAI,CAAC,IAAI,gBAAgB,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,KAAK,CAAA;IACd,CAAC;IACD,OAAO,MAAM;QACX,CAAC,CAAC,gBAAgB,IAAI,YAAY;QAClC,CAAC,CAAC,gBAAgB,IAAI,YAAY,CAAA;AACtC,CAAC;AAkBD,SAAgB,yBAAyB,CAAC,MAKzC;IACC,MAAM,EAAE,WAAW,EAAE,YAAY,EAAE,OAAO,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAChE,MAAM,SAAS,GAAG,WAAW,GAAG,OAAO,CAAA;IACvC,IAAI,SAAS,IAAI,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QAClE,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,WAAW,EAAE,OAAO,CAAC,EAAE,CAAC;QACrC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,WAAW,CAAC;SAC3B,KAAK,CAAC,YAAY,CAAC;SACnB,IAAI,CAAC,IAAI,eAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;SAC1C,GAAG,CAAC,IAAI,eAAM,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SAC1C,QAAQ,EAAE,CAAA;AACf,CAAC;AAaD,SAAgB,mBAAmB,CAAC,MAKnC;IACC,MAAM,EAAE,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IACzE,MAAM,WAAW,GAAG,aAAa,GAAG,SAAS,CAAA;IAC7C,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACrB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,CAAC,EAAE,CAAC;QACvE,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,eAAe,CAAC;SAC/B,IAAI,CAAC,WAAW,CAAC;SACjB,GAAG,CAAC,IAAI,eAAM,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;SAC9C,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,qBAAqB,CAAC,MAKrC;IACC,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACtD,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,SAAS,EAAE,IAAI,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,SAAS,CAAC;SACzB,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,IAAI,CAAC;SACX,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,oBAAoB,CAAC,MAKpC;IACC,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IAC5D,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,UAAU,EAAE,SAAS,CAAC,EAAE,CAAC;QAClD,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,SAAS,CAAC;SAChB,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAQD,SAAgB,gCAAgC,CAAC,QAAkB;IACjE,OAAO,CACL,QAAQ,CAAC,UAAU,KAAK,wBAAU,CAAC,QAAQ;QAC3C,QAAQ,CAAC,MAAM,CAAC,wBAAwB,KAAK,sCAAwB,CAAC,IAAI,CAC3E,CAAA;AACH,CAAC;AAQD,SAAgB,6BAA6B,CAAC,QAAkB;IAC9D,OAAO,CACL,gCAAgC,CAAC,QAAQ,CAAC;QAC1C,QAAQ,CAAC,MAAM,CAAC,wBAAwB;YACtC,sCAAwB,CAAC,cAAc,CAC1C,CAAA;AACH,CAAC"}
|
package/dist/cjs/version.d.ts
CHANGED
package/dist/cjs/version.js
CHANGED
package/dist/esm/index.d.ts
CHANGED
|
@@ -21,7 +21,7 @@ export { PerpsError } from './errors/PerpsError.js';
|
|
|
21
21
|
export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
|
|
22
22
|
export type { ExpectedPnl } from './math/order.js';
|
|
23
23
|
export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
|
|
24
|
-
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice,
|
|
24
|
+
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
|
|
25
25
|
export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
|
|
26
26
|
export type { DefaultMarketProvider } from './registry/marketRegistry.js';
|
|
27
27
|
export { DEFAULT_MARKET_ID, getDefaultMarketId, getMarketRegistry, isActiveMarket, MarketRegistry, toMarketDisplay, toPerpsMarketDisplay, } from './registry/marketRegistry.js';
|
package/dist/esm/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAGA;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,0BAA0B,EAAE,MAAM,sBAAsB,CAAA;AACjE,YAAY,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AAC7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AACtE,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,YAAY,EACZ,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAClD,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAGA;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,0BAA0B,EAAE,MAAM,sBAAsB,CAAA;AACjE,YAAY,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AAC7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AACtE,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,YAAY,EACZ,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAClD,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,mBAAmB,EACnB,qBAAqB,EACrB,gCAAgC,EAChC,6BAA6B,EAC7B,yBAAyB,GAC1B,MAAM,oBAAoB,CAAA;AAE3B,OAAO,EACL,aAAa,EACb,gBAAgB,EAChB,cAAc,GACf,MAAM,6BAA6B,CAAA;AACpC,YAAY,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAA;AACzE,OAAO,EACL,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,cAAc,EACd,eAAe,EACf,oBAAoB,GACrB,MAAM,8BAA8B,CAAA;AAErC,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,mBAAmB,EAAE,MAAM,6BAA6B,CAAA;AACtE,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAA;AAC3D,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,iBAAiB,EAAE,MAAM,2BAA2B,CAAA;AAClE,OAAO,EAAE,WAAW,EAAE,MAAM,2BAA2B,CAAA;AACvD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,0BAA0B,EAAE,MAAM,oCAAoC,CAAA;AACpF,OAAO,EACL,oBAAoB,EACpB,YAAY,GACb,MAAM,oCAAoC,CAAA;AAC3C,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAA;AAC/C,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,yBAAyB,EAAE,MAAM,mCAAmC,CAAA;AAClF,OAAO,EAAE,mBAAmB,EAAE,MAAM,mCAAmC,CAAA;AACvE,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAA;AACrE,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AAC7E,OAAO,EACL,iBAAiB,EACjB,qBAAqB,GACtB,MAAM,qCAAqC,CAAA;AAC5C,OAAO,EAAE,mBAAmB,EAAE,MAAM,+BAA+B,CAAA;AACnE,OAAO,EACL,iBAAiB,EACjB,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAC1D,YAAY,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAA;AACxD,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAA;AACxE,YAAY,EAAE,qBAAqB,EAAE,MAAM,+BAA+B,CAAA;AAC1E,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,+BAA+B,CAAA;AAC5E,YAAY,EACV,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,oBAAoB,EACpB,WAAW,EACX,WAAW,GACZ,MAAM,4BAA4B,CAAA;AACnC,OAAO,EACL,cAAc,EACd,gBAAgB,EAChB,mBAAmB,EACnB,kBAAkB,GACnB,MAAM,4BAA4B,CAAA;AACnC,YAAY,EACV,wBAAwB,EACxB,kBAAkB,EAClB,qBAAqB,IAAI,2BAA2B,EACpD,8BAA8B,EAC9B,uBAAuB,EACvB,gBAAgB,EAChB,oBAAoB,EACpB,yBAAyB,EACzB,cAAc,EACd,6BAA6B,EAC7B,qBAAqB,EACrB,kBAAkB,EAClB,kBAAkB,EAClB,WAAW,EACX,gBAAgB,IAAI,sBAAsB,EAC1C,uBAAuB,IAAI,6BAA6B,EACxD,oBAAoB,IAAI,0BAA0B,EAClD,aAAa,EACb,qBAAqB,EACrB,kBAAkB,EAClB,sBAAsB,EACtB,cAAc,GACf,MAAM,gBAAgB,CAAA;AACvB,YAAY,EACV,eAAe,EACf,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,eAAe,GAChB,MAAM,mBAAmB,CAAA;AAC1B,YAAY,EACV,oBAAoB,EACpB,WAAW,EACX,+BAA+B,EAC/B,mBAAmB,EACnB,wBAAwB,GACzB,MAAM,oBAAoB,CAAA;AAC3B,YAAY,EACV,wBAAwB,EACxB,yBAAyB,EACzB,aAAa,EACb,mBAAmB,EACnB,cAAc,EACd,2BAA2B,EAC3B,wBAAwB,EACxB,yBAAyB,EACzB,iCAAiC,EACjC,4BAA4B,EAC5B,sBAAsB,EACtB,+BAA+B,EAC/B,sBAAsB,EACtB,uBAAuB,EACvB,iCAAiC,EACjC,0BAA0B,EAC1B,sBAAsB,EACtB,qCAAqC,EACrC,6BAA6B,EAC7B,aAAa,EACb,kBAAkB,EAClB,kBAAkB,GACnB,MAAM,qBAAqB,CAAA;AAC5B,YAAY,EACV,2BAA2B,EAC3B,mBAAmB,EACnB,eAAe,EACf,YAAY,EACZ,iBAAiB,EACjB,yBAAyB,GAC1B,MAAM,uBAAuB,CAAA;AAC9B,OAAO,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAA;AAC5D,OAAO,EACL,mBAAmB,EACnB,aAAa,EACb,gBAAgB,EAChB,YAAY,EACZ,oBAAoB,EACpB,cAAc,GACf,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,eAAe,EACf,aAAa,EACb,q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|
package/dist/esm/index.js
CHANGED
|
@@ -20,7 +20,7 @@ export { PerpsErrorMessage } from './errors/constants.js';
|
|
|
20
20
|
export { PerpsError } from './errors/PerpsError.js';
|
|
21
21
|
export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
|
|
22
22
|
export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
|
|
23
|
-
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice,
|
|
23
|
+
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
|
|
24
24
|
// Registries
|
|
25
25
|
export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
|
|
26
26
|
export { DEFAULT_MARKET_ID, getDefaultMarketId, getMarketRegistry, isActiveMarket, MarketRegistry, toMarketDisplay, toPerpsMarketDisplay, } from './registry/marketRegistry.js';
|
package/dist/esm/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,8EAA8E;AAC9E,+EAA+E;AAE/E;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,0BAA0B,EAAE,MAAM,sBAAsB,CAAA;AAEjE,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAE7B,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,YAAY,EACZ,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AAExB,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,8EAA8E;AAC9E,+EAA+E;AAE/E;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,0BAA0B,EAAE,MAAM,sBAAsB,CAAA;AAEjE,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAE7B,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,YAAY,EACZ,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AAExB,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,mBAAmB,EACnB,qBAAqB,EACrB,gCAAgC,EAChC,6BAA6B,EAC7B,yBAAyB,GAC1B,MAAM,oBAAoB,CAAA;AAC3B,aAAa;AACb,OAAO,EACL,aAAa,EACb,gBAAgB,EAChB,cAAc,GACf,MAAM,6BAA6B,CAAA;AAEpC,OAAO,EACL,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,cAAc,EACd,eAAe,EACf,oBAAoB,GACrB,MAAM,8BAA8B,CAAA;AAGrC,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AAEzD,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAA;AAE3D,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AAErD,OAAO,EAAE,WAAW,EAAE,MAAM,2BAA2B,CAAA;AAEvD,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AAEnD,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EACL,oBAAoB,EACpB,YAAY,GACb,MAAM,oCAAoC,CAAA;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AAEnD,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AAErD,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAA;AAE/C,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AAEzD,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AAEnD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AAEzD,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EAAE,mBAAmB,EAAE,MAAM,mCAAmC,CAAA;AAEvE,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAA;AACrE,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AAC7E,OAAO,EACL,iBAAiB,EACjB,qBAAqB,GACtB,MAAM,qCAAqC,CAAA;AAC5C,OAAO,EAAE,mBAAmB,EAAE,MAAM,+BAA+B,CAAA;AACnE,OAAO,EACL,iBAAiB,EACjB,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAE1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAA;AAExE,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,+BAA+B,CAAA;AAU5E,OAAO,EACL,cAAc,EACd,gBAAgB,EAChB,mBAAmB,EACnB,kBAAkB,GACnB,MAAM,4BAA4B,CAAA;AAuEnC,OAAO,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAA;AAC5D,OAAO,EACL,mBAAmB,EACnB,aAAa,EACb,gBAAgB,EAChB,YAAY,EACZ,oBAAoB,EACpB,cAAc,GACf,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,eAAe,EACf,aAAa,EACb,qBAAqB,GACtB,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,qBAAqB,EACrB,mBAAmB,EACnB,cAAc,EACd,eAAe,EACf,iBAAiB,EACjB,WAAW,EACX,cAAc,EACd,WAAW,EACX,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EACL,gBAAgB,EAChB,sBAAsB,GACvB,MAAM,yBAAyB,CAAA;AAChC,OAAO,EACL,aAAa,EACb,uBAAuB,GACxB,MAAM,0BAA0B,CAAA;AACjC,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AACpD,UAAU;AACV,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,cAAc,CAAA;AAC5C,OAAO,EAAE,YAAY,EAAE,MAAM,6BAA6B,CAAA;AAE1D,OAAO,EAAE,WAAW,EAAE,MAAM,4BAA4B,CAAA;AAMxD,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAA;AAE5D,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAA;AAQ5E,OAAO,EACL,6BAA6B,EAC7B,cAAc,GACf,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,KAAK,EAAE,MAAM,sBAAsB,CAAA;AAK5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAA;AAE9D,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAA;AACxD,OAAO,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAA;AAC9D,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,oBAAoB,CAAA"}
|
package/dist/esm/math/fills.d.ts
CHANGED
|
@@ -12,7 +12,9 @@ export { FillClassification };
|
|
|
12
12
|
* @param startPosition Signed position held BEFORE this fill (`> 0` long,
|
|
13
13
|
* `< 0` short, `0` flat).
|
|
14
14
|
* @param side Hyperliquid-style: `'B'` for buy, anything else for sell.
|
|
15
|
-
* @param sz Unsigned fill size
|
|
15
|
+
* @param sz Unsigned fill size.
|
|
16
|
+
* @throws {PerpsError} `ValidationError` when `startPosition` or `sz` is not a
|
|
17
|
+
* decimal string.
|
|
16
18
|
* @public
|
|
17
19
|
*/
|
|
18
20
|
export declare function classifyFillFromPosition(startPosition: DecimalString, side: string, sz: DecimalString): FillClassification;
|
|
@@ -20,6 +22,8 @@ export declare function classifyFillFromPosition(startPosition: DecimalString, s
|
|
|
20
22
|
* Classify a fill as open or close based on realizedPnl.
|
|
21
23
|
* @deprecated Use `Fill.classification` instead — it uses startPosition
|
|
22
24
|
* for accurate open/increase/reduce/close/reverse classification.
|
|
25
|
+
* @throws {PerpsError} `ValidationError` when `realizedPnl` is a string that
|
|
26
|
+
* is not a decimal string.
|
|
23
27
|
* @public
|
|
24
28
|
*/
|
|
25
29
|
export declare function classifyFill(side: OrderSide, realizedPnl: DecimalString | null | undefined): FillClassification;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAG1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B
|
|
1
|
+
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAG1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;;;GAWG;AACH,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAqCpB;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAYpB"}
|
package/dist/esm/math/fills.js
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { FillClassification, OrderSide, } from '@lifi/perps-types';
|
|
2
|
-
import {
|
|
2
|
+
import { requireDecimal } from '../decimal/requireDecimal.js';
|
|
3
3
|
/**
|
|
4
4
|
* Re-exported fill taxonomy used by {@link classifyFillFromPosition}.
|
|
5
5
|
*
|
|
@@ -13,37 +13,39 @@ export { FillClassification };
|
|
|
13
13
|
* @param startPosition Signed position held BEFORE this fill (`> 0` long,
|
|
14
14
|
* `< 0` short, `0` flat).
|
|
15
15
|
* @param side Hyperliquid-style: `'B'` for buy, anything else for sell.
|
|
16
|
-
* @param sz Unsigned fill size
|
|
16
|
+
* @param sz Unsigned fill size.
|
|
17
|
+
* @throws {PerpsError} `ValidationError` when `startPosition` or `sz` is not a
|
|
18
|
+
* decimal string.
|
|
17
19
|
* @public
|
|
18
20
|
*/
|
|
19
21
|
export function classifyFillFromPosition(startPosition, side, sz) {
|
|
20
|
-
const start =
|
|
21
|
-
const
|
|
22
|
-
const end = start
|
|
23
|
-
if (start
|
|
24
|
-
return end
|
|
22
|
+
const start = requireDecimal(startPosition, 'classifyFillFromPosition(startPosition)');
|
|
23
|
+
const size = requireDecimal(sz, 'classifyFillFromPosition(sz)');
|
|
24
|
+
const end = side === 'B' ? start.plus(size) : start.minus(size);
|
|
25
|
+
if (start.eq(0)) {
|
|
26
|
+
return end.gt(0)
|
|
25
27
|
? FillClassification.OPENED_LONG
|
|
26
28
|
: FillClassification.OPENED_SHORT;
|
|
27
29
|
}
|
|
28
|
-
if (start
|
|
29
|
-
if (end
|
|
30
|
+
if (start.gt(0)) {
|
|
31
|
+
if (end.eq(0)) {
|
|
30
32
|
return FillClassification.CLOSED_LONG;
|
|
31
33
|
}
|
|
32
|
-
if (end
|
|
34
|
+
if (end.lt(0)) {
|
|
33
35
|
return FillClassification.SWITCHED_SHORT;
|
|
34
36
|
}
|
|
35
|
-
if (end
|
|
37
|
+
if (end.gt(start)) {
|
|
36
38
|
return FillClassification.INCREASED_LONG;
|
|
37
39
|
}
|
|
38
40
|
return FillClassification.REDUCED_LONG;
|
|
39
41
|
}
|
|
40
|
-
if (end
|
|
42
|
+
if (end.eq(0)) {
|
|
41
43
|
return FillClassification.CLOSED_SHORT;
|
|
42
44
|
}
|
|
43
|
-
if (end
|
|
45
|
+
if (end.gt(0)) {
|
|
44
46
|
return FillClassification.SWITCHED_LONG;
|
|
45
47
|
}
|
|
46
|
-
if (end
|
|
48
|
+
if (end.lt(start)) {
|
|
47
49
|
return FillClassification.INCREASED_SHORT;
|
|
48
50
|
}
|
|
49
51
|
return FillClassification.REDUCED_SHORT;
|
|
@@ -52,10 +54,13 @@ export function classifyFillFromPosition(startPosition, side, sz) {
|
|
|
52
54
|
* Classify a fill as open or close based on realizedPnl.
|
|
53
55
|
* @deprecated Use `Fill.classification` instead — it uses startPosition
|
|
54
56
|
* for accurate open/increase/reduce/close/reverse classification.
|
|
57
|
+
* @throws {PerpsError} `ValidationError` when `realizedPnl` is a string that
|
|
58
|
+
* is not a decimal string.
|
|
55
59
|
* @public
|
|
56
60
|
*/
|
|
57
61
|
export function classifyFill(side, realizedPnl) {
|
|
58
|
-
const isClose = realizedPnl != null &&
|
|
62
|
+
const isClose = realizedPnl != null &&
|
|
63
|
+
!requireDecimal(realizedPnl, 'classifyFill(realizedPnl)').eq(0);
|
|
59
64
|
if (side === OrderSide.BUY) {
|
|
60
65
|
return isClose
|
|
61
66
|
? FillClassification.CLOSED_SHORT
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,kBAAkB,EAClB,SAAS,GACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,
|
|
1
|
+
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,kBAAkB,EAClB,SAAS,GACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAA;AAE7D;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;;;GAWG;AACH,MAAM,UAAU,wBAAwB,CACtC,aAA4B,EAC5B,IAAY,EACZ,EAAiB;IAEjB,MAAM,KAAK,GAAG,cAAc,CAC1B,aAAa,EACb,yCAAyC,CAC1C,CAAA;IACD,MAAM,IAAI,GAAG,cAAc,CAAC,EAAE,EAAE,8BAA8B,CAAC,CAAA;IAC/D,MAAM,GAAG,GAAG,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IAE/D,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAChB,OAAO,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;YACd,CAAC,CAAC,kBAAkB,CAAC,WAAW;YAChC,CAAC,CAAC,kBAAkB,CAAC,YAAY,CAAA;IACrC,CAAC;IAED,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QAChB,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACd,OAAO,kBAAkB,CAAC,WAAW,CAAA;QACvC,CAAC;QACD,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACd,OAAO,kBAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,IAAI,GAAG,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC;YAClB,OAAO,kBAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,OAAO,kBAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IAED,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACd,OAAO,kBAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACd,OAAO,kBAAkB,CAAC,aAAa,CAAA;IACzC,CAAC;IACD,IAAI,GAAG,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC;QAClB,OAAO,kBAAkB,CAAC,eAAe,CAAA;IAC3C,CAAC;IACD,OAAO,kBAAkB,CAAC,aAAa,CAAA;AACzC,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,YAAY,CAC1B,IAAe,EACf,WAA6C;IAE7C,MAAM,OAAO,GACX,WAAW,IAAI,IAAI;QACnB,CAAC,cAAc,CAAC,WAAW,EAAE,2BAA2B,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAA;IACjE,IAAI,IAAI,KAAK,SAAS,CAAC,GAAG,EAAE,CAAC;QAC3B,OAAO,OAAO;YACZ,CAAC,CAAC,kBAAkB,CAAC,YAAY;YACjC,CAAC,CAAC,kBAAkB,CAAC,WAAW,CAAA;IACpC,CAAC;IACD,OAAO,OAAO;QACZ,CAAC,CAAC,kBAAkB,CAAC,WAAW;QAChC,CAAC,CAAC,kBAAkB,CAAC,YAAY,CAAA;AACrC,CAAC"}
|
|
@@ -7,8 +7,7 @@
|
|
|
7
7
|
* helpers are always non-negative magnitudes; direction is carried by
|
|
8
8
|
* `isLong`.
|
|
9
9
|
*/
|
|
10
|
-
import { type
|
|
11
|
-
import type { LiquidationEstimateParams } from '../types/provider.js';
|
|
10
|
+
import { type Position } from '@lifi/perps-types';
|
|
12
11
|
/**
|
|
13
12
|
* Calculate notional value of a position.
|
|
14
13
|
*
|
|
@@ -97,15 +96,6 @@ export declare function estimateLiquidationPrice(params: {
|
|
|
97
96
|
isLong: boolean;
|
|
98
97
|
maintenanceMarginRate: number;
|
|
99
98
|
}): number | undefined;
|
|
100
|
-
/**
|
|
101
|
-
* Estimate the liquidation price of a new isolated position from the flat
|
|
102
|
-
* `market.maintenanceMarginRate`.
|
|
103
|
-
*
|
|
104
|
-
* @returns The estimate, or `undefined` when the market carries no
|
|
105
|
-
* `maintenanceMarginRate` or `estimateLiquidationPrice` cannot produce one.
|
|
106
|
-
* @public
|
|
107
|
-
*/
|
|
108
|
-
export declare function estimateLiquidationPriceAtMarketRate(market: PerpsMarket, params: LiquidationEstimateParams): number | undefined;
|
|
109
99
|
/**
|
|
110
100
|
* Whether an isolated position with this liquidation price is already past
|
|
111
101
|
* liquidation at `currentPrice`: a long liquidates when the price falls to its
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EAEL,KAAK,
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EAEL,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAG1B;;;;;;;GAOG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAK1E;AAED;;;;;;;;GAQG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAKR;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAQhE;AAED;;;;;;;GAOG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAQR;AAED;;;;;;;;GAQG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAMT;AAED;;;;;;;;;GASG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAST;AAED;;;;;;;;;;;;;;;;;GAiBG;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,CAqBrB;AAED;;;;;;;GAOG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CAQV;AAED;;;;;;;;;;;;;;;GAeG;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,GAAG,SAAS,CAiBrB;AAED;;;;;;;;;;GAUG;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,GAAG,SAAS,CAarB;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,CAUT;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,CAUT;AAED;;;;;GAKG;AACH,wBAAgB,gCAAgC,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAK5E;AAED;;;;;GAKG;AACH,wBAAgB,6BAA6B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMzE"}
|
|
@@ -148,25 +148,6 @@ export function estimateLiquidationPrice(params) {
|
|
|
148
148
|
.minus(marginAvailable.times(side).div(mmr.times(-side).plus(1)))
|
|
149
149
|
.toNumber();
|
|
150
150
|
}
|
|
151
|
-
/**
|
|
152
|
-
* Estimate the liquidation price of a new isolated position from the flat
|
|
153
|
-
* `market.maintenanceMarginRate`.
|
|
154
|
-
*
|
|
155
|
-
* @returns The estimate, or `undefined` when the market carries no
|
|
156
|
-
* `maintenanceMarginRate` or `estimateLiquidationPrice` cannot produce one.
|
|
157
|
-
* @public
|
|
158
|
-
*/
|
|
159
|
-
export function estimateLiquidationPriceAtMarketRate(market, params) {
|
|
160
|
-
if (market.maintenanceMarginRate === undefined) {
|
|
161
|
-
return undefined;
|
|
162
|
-
}
|
|
163
|
-
return estimateLiquidationPrice({
|
|
164
|
-
entryPrice: params.entryPrice,
|
|
165
|
-
leverage: params.leverage,
|
|
166
|
-
isLong: params.isLong,
|
|
167
|
-
maintenanceMarginRate: market.maintenanceMarginRate,
|
|
168
|
-
});
|
|
169
|
-
}
|
|
170
151
|
/**
|
|
171
152
|
* Whether an isolated position with this liquidation price is already past
|
|
172
153
|
* liquidation at `currentPrice`: a long liquidates when the price falls to its
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EACL,UAAU,
|
|
1
|
+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EACL,UAAU,EAEV,wBAAwB,GACzB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAErD;;;;;;;GAOG;AACH,MAAM,UAAU,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,IAAI,CAAC,SAAS,CAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,QAAQ,EAAE,CAAA;AACvD,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,YAAY,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,YAAY,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1E,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACjB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,GAAG,EAAE,MAAM,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1D,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,aAAa,GAAG,QAAQ,CAAA;IACjC,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,aAAa,EAAE,QAAQ,CAAC,EAAE,CAAC;QACxC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,aAAa,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC3D,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,4BAA4B,CAAC,MAG5C;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,GAAG,MAAM,CAAA;IACjD,IAAI,YAAY,KAAK,CAAC,EAAE,CAAC;QACvB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,gBAAgB,GAAG,YAAY,CAAC,GAAG,YAAY,CAAC,GAAG,GAAG,CAAA;AACzE,CAAC;AAED;;;;;;;;;GASG;AACH,MAAM,UAAU,0BAA0B,CAAC,MAG1C;IACC,MAAM,EAAE,gBAAgB,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAC9C,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,gBAAgB,EAAE,SAAS,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,gBAAgB,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/D,CAAC;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAKxC;IACC,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,qBAAqB,EAAE,GAAG,MAAM,CAAA;IACtE,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAC5B,MAAM,WAAW,GAAG,CAAC,GAAG,qBAAqB,GAAG,IAAI,CAAA;IACpD,IAAI,WAAW,KAAK,CAAC,EAAE,CAAC;QACtB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,QAAQ,EAAE,qBAAqB,CAAC,EAAE,CAAC;QAC5D,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,MAAM,CAAC,qBAAqB,CAAC,CAAA;IAC7C,MAAM,eAAe,GAAG,IAAI,MAAM,CAAC,CAAC,CAAC;SAClC,GAAG,CAAC,QAAQ,CAAC;SACb,KAAK,CAAC,GAAG,CAAC;SACV,KAAK,CAAC,UAAU,CAAC,CAAA;IACpB,OAAO,IAAI,MAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;SAChE,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,yBAAyB,CAAC,MAIzC;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACzD,IAAI,YAAY,IAAI,CAAC,IAAI,gBAAgB,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,KAAK,CAAA;IACd,CAAC;IACD,OAAO,MAAM;QACX,CAAC,CAAC,gBAAgB,IAAI,YAAY;QAClC,CAAC,CAAC,gBAAgB,IAAI,YAAY,CAAA;AACtC,CAAC;AAED;;;;;;;;;;;;;;;GAeG;AACH,MAAM,UAAU,yBAAyB,CAAC,MAKzC;IACC,MAAM,EAAE,WAAW,EAAE,YAAY,EAAE,OAAO,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAChE,MAAM,SAAS,GAAG,WAAW,GAAG,OAAO,CAAA;IACvC,IAAI,SAAS,IAAI,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QAClE,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,OAAO,CAAC,EAAE,CAAC;QACrC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,WAAW,CAAC;SAC3B,KAAK,CAAC,YAAY,CAAC;SACnB,IAAI,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;SAC1C,GAAG,CAAC,IAAI,MAAM,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SAC1C,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAKnC;IACC,MAAM,EAAE,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IACzE,MAAM,WAAW,GAAG,aAAa,GAAG,SAAS,CAAA;IAC7C,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACrB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,CAAC,EAAE,CAAC;QACvE,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,eAAe,CAAC;SAC/B,IAAI,CAAC,WAAW,CAAC;SACjB,GAAG,CAAC,IAAI,MAAM,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;SAC9C,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,qBAAqB,CAAC,MAKrC;IACC,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACtD,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,SAAS,EAAE,IAAI,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,SAAS,CAAC;SACzB,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,IAAI,CAAC;SACX,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,oBAAoB,CAAC,MAKpC;IACC,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IAC5D,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,UAAU,EAAE,SAAS,CAAC,EAAE,CAAC;QAClD,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,SAAS,CAAC;SAChB,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,gCAAgC,CAAC,QAAkB;IACjE,OAAO,CACL,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,QAAQ;QAC3C,QAAQ,CAAC,MAAM,CAAC,wBAAwB,KAAK,wBAAwB,CAAC,IAAI,CAC3E,CAAA;AACH,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,6BAA6B,CAAC,QAAkB;IAC9D,OAAO,CACL,gCAAgC,CAAC,QAAQ,CAAC;QAC1C,QAAQ,CAAC,MAAM,CAAC,wBAAwB;YACtC,wBAAwB,CAAC,cAAc,CAC1C,CAAA;AACH,CAAC"}
|
package/dist/esm/version.d.ts
CHANGED
package/dist/esm/version.js
CHANGED
package/dist/types/index.d.ts
CHANGED
|
@@ -21,7 +21,7 @@ export { PerpsError } from './errors/PerpsError.js';
|
|
|
21
21
|
export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
|
|
22
22
|
export type { ExpectedPnl } from './math/order.js';
|
|
23
23
|
export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
|
|
24
|
-
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice,
|
|
24
|
+
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
|
|
25
25
|
export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
|
|
26
26
|
export type { DefaultMarketProvider } from './registry/marketRegistry.js';
|
|
27
27
|
export { DEFAULT_MARKET_ID, getDefaultMarketId, getMarketRegistry, isActiveMarket, MarketRegistry, toMarketDisplay, toPerpsMarketDisplay, } from './registry/marketRegistry.js';
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAGA;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,0BAA0B,EAAE,MAAM,sBAAsB,CAAA;AACjE,YAAY,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AAC7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AACtE,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,YAAY,EACZ,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAClD,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAGA;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,OAAO,EAAE,0BAA0B,EAAE,MAAM,sBAAsB,CAAA;AACjE,YAAY,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AAC7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AACtE,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,eAAe,EACf,YAAY,EACZ,qBAAqB,GACtB,MAAM,oBAAoB,CAAA;AAC3B,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAClD,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,mBAAmB,EACnB,qBAAqB,EACrB,gCAAgC,EAChC,6BAA6B,EAC7B,yBAAyB,GAC1B,MAAM,oBAAoB,CAAA;AAE3B,OAAO,EACL,aAAa,EACb,gBAAgB,EAChB,cAAc,GACf,MAAM,6BAA6B,CAAA;AACpC,YAAY,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAA;AACzE,OAAO,EACL,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,cAAc,EACd,eAAe,EACf,oBAAoB,GACrB,MAAM,8BAA8B,CAAA;AAErC,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,mBAAmB,EAAE,MAAM,6BAA6B,CAAA;AACtE,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAA;AAC3D,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,iBAAiB,EAAE,MAAM,2BAA2B,CAAA;AAClE,OAAO,EAAE,WAAW,EAAE,MAAM,2BAA2B,CAAA;AACvD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,0BAA0B,EAAE,MAAM,oCAAoC,CAAA;AACpF,OAAO,EACL,oBAAoB,EACpB,YAAY,GACb,MAAM,oCAAoC,CAAA;AAC3C,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAA;AAC/C,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,yBAAyB,EAAE,MAAM,mCAAmC,CAAA;AAClF,OAAO,EAAE,mBAAmB,EAAE,MAAM,mCAAmC,CAAA;AACvE,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAA;AACrE,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AAC7E,OAAO,EACL,iBAAiB,EACjB,qBAAqB,GACtB,MAAM,qCAAqC,CAAA;AAC5C,OAAO,EAAE,mBAAmB,EAAE,MAAM,+BAA+B,CAAA;AACnE,OAAO,EACL,iBAAiB,EACjB,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAC1D,YAAY,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAA;AACxD,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAA;AACxE,YAAY,EAAE,qBAAqB,EAAE,MAAM,+BAA+B,CAAA;AAC1E,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,+BAA+B,CAAA;AAC5E,YAAY,EACV,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,oBAAoB,EACpB,WAAW,EACX,WAAW,GACZ,MAAM,4BAA4B,CAAA;AACnC,OAAO,EACL,cAAc,EACd,gBAAgB,EAChB,mBAAmB,EACnB,kBAAkB,GACnB,MAAM,4BAA4B,CAAA;AACnC,YAAY,EACV,wBAAwB,EACxB,kBAAkB,EAClB,qBAAqB,IAAI,2BAA2B,EACpD,8BAA8B,EAC9B,uBAAuB,EACvB,gBAAgB,EAChB,oBAAoB,EACpB,yBAAyB,EACzB,cAAc,EACd,6BAA6B,EAC7B,qBAAqB,EACrB,kBAAkB,EAClB,kBAAkB,EAClB,WAAW,EACX,gBAAgB,IAAI,sBAAsB,EAC1C,uBAAuB,IAAI,6BAA6B,EACxD,oBAAoB,IAAI,0BAA0B,EAClD,aAAa,EACb,qBAAqB,EACrB,kBAAkB,EAClB,sBAAsB,EACtB,cAAc,GACf,MAAM,gBAAgB,CAAA;AACvB,YAAY,EACV,eAAe,EACf,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,eAAe,GAChB,MAAM,mBAAmB,CAAA;AAC1B,YAAY,EACV,oBAAoB,EACpB,WAAW,EACX,+BAA+B,EAC/B,mBAAmB,EACnB,wBAAwB,GACzB,MAAM,oBAAoB,CAAA;AAC3B,YAAY,EACV,wBAAwB,EACxB,yBAAyB,EACzB,aAAa,EACb,mBAAmB,EACnB,cAAc,EACd,2BAA2B,EAC3B,wBAAwB,EACxB,yBAAyB,EACzB,iCAAiC,EACjC,4BAA4B,EAC5B,sBAAsB,EACtB,+BAA+B,EAC/B,sBAAsB,EACtB,uBAAuB,EACvB,iCAAiC,EACjC,0BAA0B,EAC1B,sBAAsB,EACtB,qCAAqC,EACrC,6BAA6B,EAC7B,aAAa,EACb,kBAAkB,EAClB,kBAAkB,GACnB,MAAM,qBAAqB,CAAA;AAC5B,YAAY,EACV,2BAA2B,EAC3B,mBAAmB,EACnB,eAAe,EACf,YAAY,EACZ,iBAAiB,EACjB,yBAAyB,GAC1B,MAAM,uBAAuB,CAAA;AAC9B,OAAO,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAA;AAC5D,OAAO,EACL,mBAAmB,EACnB,aAAa,EACb,gBAAgB,EAChB,YAAY,EACZ,oBAAoB,EACpB,cAAc,GACf,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,eAAe,EACf,aAAa,EACb,qBAAqB,GACtB,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,qBAAqB,EACrB,mBAAmB,EACnB,cAAc,EACd,eAAe,EACf,iBAAiB,EACjB,WAAW,EACX,cAAc,EACd,WAAW,EACX,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EACL,gBAAgB,EAChB,sBAAsB,GACvB,MAAM,yBAAyB,CAAA;AAChC,OAAO,EACL,aAAa,EACb,uBAAuB,GACxB,MAAM,0BAA0B,CAAA;AACjC,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AAEpD,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,cAAc,CAAA;AAC5C,OAAO,EAAE,YAAY,EAAE,MAAM,6BAA6B,CAAA;AAC1D,YAAY,EAAE,eAAe,EAAE,MAAM,4BAA4B,CAAA;AACjE,OAAO,EAAE,WAAW,EAAE,MAAM,4BAA4B,CAAA;AACxD,YAAY,EACV,oBAAoB,EACpB,iBAAiB,EACjB,uBAAuB,GACxB,MAAM,8BAA8B,CAAA;AACrC,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAA;AAC5D,YAAY,EAAE,4BAA4B,EAAE,MAAM,sCAAsC,CAAA;AACxF,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAA;AAC5E,YAAY,EACV,oBAAoB,EACpB,oBAAoB,EACpB,kBAAkB,EAClB,UAAU,EACV,gBAAgB,GACjB,MAAM,sBAAsB,CAAA;AAC7B,OAAO,EACL,6BAA6B,EAC7B,cAAc,GACf,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,KAAK,EAAE,MAAM,sBAAsB,CAAA;AAC5C,YAAY,EACV,YAAY,EACZ,iBAAiB,GAClB,MAAM,wBAAwB,CAAA;AAC/B,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAA;AAC9D,YAAY,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAA;AACzD,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAA;AACxD,OAAO,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAA;AAC9D,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,oBAAoB,CAAA"}
|
|
@@ -12,7 +12,9 @@ export { FillClassification };
|
|
|
12
12
|
* @param startPosition Signed position held BEFORE this fill (`> 0` long,
|
|
13
13
|
* `< 0` short, `0` flat).
|
|
14
14
|
* @param side Hyperliquid-style: `'B'` for buy, anything else for sell.
|
|
15
|
-
* @param sz Unsigned fill size
|
|
15
|
+
* @param sz Unsigned fill size.
|
|
16
|
+
* @throws {PerpsError} `ValidationError` when `startPosition` or `sz` is not a
|
|
17
|
+
* decimal string.
|
|
16
18
|
* @public
|
|
17
19
|
*/
|
|
18
20
|
export declare function classifyFillFromPosition(startPosition: DecimalString, side: string, sz: DecimalString): FillClassification;
|
|
@@ -20,6 +22,8 @@ export declare function classifyFillFromPosition(startPosition: DecimalString, s
|
|
|
20
22
|
* Classify a fill as open or close based on realizedPnl.
|
|
21
23
|
* @deprecated Use `Fill.classification` instead — it uses startPosition
|
|
22
24
|
* for accurate open/increase/reduce/close/reverse classification.
|
|
25
|
+
* @throws {PerpsError} `ValidationError` when `realizedPnl` is a string that
|
|
26
|
+
* is not a decimal string.
|
|
23
27
|
* @public
|
|
24
28
|
*/
|
|
25
29
|
export declare function classifyFill(side: OrderSide, realizedPnl: DecimalString | null | undefined): FillClassification;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAG1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B
|
|
1
|
+
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAG1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;;;GAWG;AACH,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAqCpB;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAYpB"}
|
|
@@ -7,8 +7,7 @@
|
|
|
7
7
|
* helpers are always non-negative magnitudes; direction is carried by
|
|
8
8
|
* `isLong`.
|
|
9
9
|
*/
|
|
10
|
-
import { type
|
|
11
|
-
import type { LiquidationEstimateParams } from '../types/provider.js';
|
|
10
|
+
import { type Position } from '@lifi/perps-types';
|
|
12
11
|
/**
|
|
13
12
|
* Calculate notional value of a position.
|
|
14
13
|
*
|
|
@@ -97,15 +96,6 @@ export declare function estimateLiquidationPrice(params: {
|
|
|
97
96
|
isLong: boolean;
|
|
98
97
|
maintenanceMarginRate: number;
|
|
99
98
|
}): number | undefined;
|
|
100
|
-
/**
|
|
101
|
-
* Estimate the liquidation price of a new isolated position from the flat
|
|
102
|
-
* `market.maintenanceMarginRate`.
|
|
103
|
-
*
|
|
104
|
-
* @returns The estimate, or `undefined` when the market carries no
|
|
105
|
-
* `maintenanceMarginRate` or `estimateLiquidationPrice` cannot produce one.
|
|
106
|
-
* @public
|
|
107
|
-
*/
|
|
108
|
-
export declare function estimateLiquidationPriceAtMarketRate(market: PerpsMarket, params: LiquidationEstimateParams): number | undefined;
|
|
109
99
|
/**
|
|
110
100
|
* Whether an isolated position with this liquidation price is already past
|
|
111
101
|
* liquidation at `currentPrice`: a long liquidates when the price falls to its
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EAEL,KAAK,
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EAEL,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAG1B;;;;;;;GAOG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAK1E;AAED;;;;;;;;GAQG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAKR;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAQhE;AAED;;;;;;;GAOG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAQR;AAED;;;;;;;;GAQG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAMT;AAED;;;;;;;;;GASG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAST;AAED;;;;;;;;;;;;;;;;;GAiBG;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,CAqBrB;AAED;;;;;;;GAOG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CAQV;AAED;;;;;;;;;;;;;;;GAeG;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,GAAG,SAAS,CAiBrB;AAED;;;;;;;;;;GAUG;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,GAAG,SAAS,CAarB;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,CAUT;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,CAUT;AAED;;;;;GAKG;AACH,wBAAgB,gCAAgC,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAK5E;AAED;;;;;GAKG;AACH,wBAAgB,6BAA6B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMzE"}
|
package/dist/types/version.d.ts
CHANGED
package/package.json
CHANGED
package/src/index.ts
CHANGED
package/src/math/fills.ts
CHANGED
|
@@ -3,7 +3,7 @@ import {
|
|
|
3
3
|
FillClassification,
|
|
4
4
|
OrderSide,
|
|
5
5
|
} from '@lifi/perps-types'
|
|
6
|
-
import {
|
|
6
|
+
import { requireDecimal } from '../decimal/requireDecimal.js'
|
|
7
7
|
|
|
8
8
|
/**
|
|
9
9
|
* Re-exported fill taxonomy used by {@link classifyFillFromPosition}.
|
|
@@ -19,7 +19,9 @@ export { FillClassification }
|
|
|
19
19
|
* @param startPosition Signed position held BEFORE this fill (`> 0` long,
|
|
20
20
|
* `< 0` short, `0` flat).
|
|
21
21
|
* @param side Hyperliquid-style: `'B'` for buy, anything else for sell.
|
|
22
|
-
* @param sz Unsigned fill size
|
|
22
|
+
* @param sz Unsigned fill size.
|
|
23
|
+
* @throws {PerpsError} `ValidationError` when `startPosition` or `sz` is not a
|
|
24
|
+
* decimal string.
|
|
23
25
|
* @public
|
|
24
26
|
*/
|
|
25
27
|
export function classifyFillFromPosition(
|
|
@@ -27,36 +29,39 @@ export function classifyFillFromPosition(
|
|
|
27
29
|
side: string,
|
|
28
30
|
sz: DecimalString
|
|
29
31
|
): FillClassification {
|
|
30
|
-
const start =
|
|
31
|
-
|
|
32
|
-
|
|
32
|
+
const start = requireDecimal(
|
|
33
|
+
startPosition,
|
|
34
|
+
'classifyFillFromPosition(startPosition)'
|
|
35
|
+
)
|
|
36
|
+
const size = requireDecimal(sz, 'classifyFillFromPosition(sz)')
|
|
37
|
+
const end = side === 'B' ? start.plus(size) : start.minus(size)
|
|
33
38
|
|
|
34
|
-
if (start
|
|
35
|
-
return end
|
|
39
|
+
if (start.eq(0)) {
|
|
40
|
+
return end.gt(0)
|
|
36
41
|
? FillClassification.OPENED_LONG
|
|
37
42
|
: FillClassification.OPENED_SHORT
|
|
38
43
|
}
|
|
39
44
|
|
|
40
|
-
if (start
|
|
41
|
-
if (end
|
|
45
|
+
if (start.gt(0)) {
|
|
46
|
+
if (end.eq(0)) {
|
|
42
47
|
return FillClassification.CLOSED_LONG
|
|
43
48
|
}
|
|
44
|
-
if (end
|
|
49
|
+
if (end.lt(0)) {
|
|
45
50
|
return FillClassification.SWITCHED_SHORT
|
|
46
51
|
}
|
|
47
|
-
if (end
|
|
52
|
+
if (end.gt(start)) {
|
|
48
53
|
return FillClassification.INCREASED_LONG
|
|
49
54
|
}
|
|
50
55
|
return FillClassification.REDUCED_LONG
|
|
51
56
|
}
|
|
52
57
|
|
|
53
|
-
if (end
|
|
58
|
+
if (end.eq(0)) {
|
|
54
59
|
return FillClassification.CLOSED_SHORT
|
|
55
60
|
}
|
|
56
|
-
if (end
|
|
61
|
+
if (end.gt(0)) {
|
|
57
62
|
return FillClassification.SWITCHED_LONG
|
|
58
63
|
}
|
|
59
|
-
if (end
|
|
64
|
+
if (end.lt(start)) {
|
|
60
65
|
return FillClassification.INCREASED_SHORT
|
|
61
66
|
}
|
|
62
67
|
return FillClassification.REDUCED_SHORT
|
|
@@ -66,13 +71,17 @@ export function classifyFillFromPosition(
|
|
|
66
71
|
* Classify a fill as open or close based on realizedPnl.
|
|
67
72
|
* @deprecated Use `Fill.classification` instead — it uses startPosition
|
|
68
73
|
* for accurate open/increase/reduce/close/reverse classification.
|
|
74
|
+
* @throws {PerpsError} `ValidationError` when `realizedPnl` is a string that
|
|
75
|
+
* is not a decimal string.
|
|
69
76
|
* @public
|
|
70
77
|
*/
|
|
71
78
|
export function classifyFill(
|
|
72
79
|
side: OrderSide,
|
|
73
80
|
realizedPnl: DecimalString | null | undefined
|
|
74
81
|
): FillClassification {
|
|
75
|
-
const isClose =
|
|
82
|
+
const isClose =
|
|
83
|
+
realizedPnl != null &&
|
|
84
|
+
!requireDecimal(realizedPnl, 'classifyFill(realizedPnl)').eq(0)
|
|
76
85
|
if (side === OrderSide.BUY) {
|
|
77
86
|
return isClose
|
|
78
87
|
? FillClassification.CLOSED_SHORT
|
package/src/math/position.ts
CHANGED
|
@@ -10,12 +10,10 @@
|
|
|
10
10
|
|
|
11
11
|
import {
|
|
12
12
|
MarginMode,
|
|
13
|
-
type PerpsMarket,
|
|
14
13
|
type Position,
|
|
15
14
|
PositionMarginAdjustment,
|
|
16
15
|
} from '@lifi/perps-types'
|
|
17
16
|
import { areFinite, DivBig } from '../decimal/big.js'
|
|
18
|
-
import type { LiquidationEstimateParams } from '../types/provider.js'
|
|
19
17
|
|
|
20
18
|
/**
|
|
21
19
|
* Calculate notional value of a position.
|
|
@@ -181,29 +179,6 @@ export function estimateLiquidationPrice(params: {
|
|
|
181
179
|
.toNumber()
|
|
182
180
|
}
|
|
183
181
|
|
|
184
|
-
/**
|
|
185
|
-
* Estimate the liquidation price of a new isolated position from the flat
|
|
186
|
-
* `market.maintenanceMarginRate`.
|
|
187
|
-
*
|
|
188
|
-
* @returns The estimate, or `undefined` when the market carries no
|
|
189
|
-
* `maintenanceMarginRate` or `estimateLiquidationPrice` cannot produce one.
|
|
190
|
-
* @public
|
|
191
|
-
*/
|
|
192
|
-
export function estimateLiquidationPriceAtMarketRate(
|
|
193
|
-
market: PerpsMarket,
|
|
194
|
-
params: LiquidationEstimateParams
|
|
195
|
-
): number | undefined {
|
|
196
|
-
if (market.maintenanceMarginRate === undefined) {
|
|
197
|
-
return undefined
|
|
198
|
-
}
|
|
199
|
-
return estimateLiquidationPrice({
|
|
200
|
-
entryPrice: params.entryPrice,
|
|
201
|
-
leverage: params.leverage,
|
|
202
|
-
isLong: params.isLong,
|
|
203
|
-
maintenanceMarginRate: market.maintenanceMarginRate,
|
|
204
|
-
})
|
|
205
|
-
}
|
|
206
|
-
|
|
207
182
|
/**
|
|
208
183
|
* Whether an isolated position with this liquidation price is already past
|
|
209
184
|
* liquidation at `currentPrice`: a long liquidates when the price falls to its
|
package/src/version.ts
CHANGED