@lifi/perps-sdk 19.0.0 → 20.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +15 -5
- package/dist/cjs/client/PerpsClient.d.ts +1 -1
- package/dist/cjs/client/PerpsClient.d.ts.map +1 -1
- package/dist/cjs/client/PerpsClient.js +4 -1
- package/dist/cjs/client/PerpsClient.js.map +1 -1
- package/dist/cjs/client/createPerpsClient.d.ts +1 -6
- package/dist/cjs/client/createPerpsClient.d.ts.map +1 -1
- package/dist/cjs/client/createPerpsClient.js +1 -14
- package/dist/cjs/client/createPerpsClient.js.map +1 -1
- package/dist/cjs/index.d.ts +5 -3
- package/dist/cjs/index.d.ts.map +1 -1
- package/dist/cjs/index.js +10 -3
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/services/getOhlcv.d.ts.map +1 -1
- package/dist/cjs/services/getOhlcv.js.map +1 -1
- package/dist/cjs/types/api.d.ts +3 -4
- package/dist/cjs/types/api.d.ts.map +1 -1
- package/dist/cjs/types/config.d.ts +0 -9
- package/dist/cjs/types/config.d.ts.map +1 -1
- package/dist/cjs/types/provider.d.ts +1 -1
- package/dist/cjs/types/provider.d.ts.map +1 -1
- package/dist/cjs/types/withdrawal.d.ts +4 -2
- package/dist/cjs/types/withdrawal.d.ts.map +1 -1
- package/dist/cjs/utils/calculations.d.ts.map +1 -1
- package/dist/cjs/utils/calculations.js +107 -38
- package/dist/cjs/utils/calculations.js.map +1 -1
- package/dist/cjs/utils/decimal.d.ts +4 -0
- package/dist/cjs/utils/decimal.d.ts.map +1 -0
- package/dist/cjs/utils/decimal.js +14 -0
- package/dist/cjs/utils/decimal.js.map +1 -0
- package/dist/cjs/utils/math.d.ts +4 -0
- package/dist/cjs/utils/math.d.ts.map +1 -0
- package/dist/cjs/utils/math.js +8 -0
- package/dist/cjs/utils/math.js.map +1 -0
- package/dist/cjs/utils/parse.d.ts +1 -0
- package/dist/cjs/utils/parse.d.ts.map +1 -1
- package/dist/cjs/utils/parse.js +15 -0
- package/dist/cjs/utils/parse.js.map +1 -1
- package/dist/cjs/utils/positionMath.d.ts +5 -0
- package/dist/cjs/utils/positionMath.d.ts.map +1 -1
- package/dist/cjs/utils/positionMath.js +53 -6
- package/dist/cjs/utils/positionMath.js.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/cjs/websocket/PerpsWsClient.d.ts +0 -1
- package/dist/cjs/websocket/PerpsWsClient.d.ts.map +1 -1
- package/dist/cjs/websocket/PerpsWsClient.js +0 -7
- package/dist/cjs/websocket/PerpsWsClient.js.map +1 -1
- package/dist/esm/client/PerpsClient.d.ts +8 -7
- package/dist/esm/client/PerpsClient.d.ts.map +1 -1
- package/dist/esm/client/PerpsClient.js +11 -7
- package/dist/esm/client/PerpsClient.js.map +1 -1
- package/dist/esm/client/createPerpsClient.d.ts +1 -12
- package/dist/esm/client/createPerpsClient.d.ts.map +1 -1
- package/dist/esm/client/createPerpsClient.js +1 -19
- package/dist/esm/client/createPerpsClient.js.map +1 -1
- package/dist/esm/client/requireProvider.d.ts +1 -1
- package/dist/esm/client/requireProvider.js +1 -1
- package/dist/esm/index.d.ts +5 -3
- package/dist/esm/index.d.ts.map +1 -1
- package/dist/esm/index.js +4 -2
- package/dist/esm/index.js.map +1 -1
- package/dist/esm/services/getOhlcv.d.ts +1 -0
- package/dist/esm/services/getOhlcv.d.ts.map +1 -1
- package/dist/esm/services/getOhlcv.js.map +1 -1
- package/dist/esm/types/api.d.ts +8 -22
- package/dist/esm/types/api.d.ts.map +1 -1
- package/dist/esm/types/config.d.ts +0 -27
- package/dist/esm/types/config.d.ts.map +1 -1
- package/dist/esm/types/provider.d.ts +7 -6
- package/dist/esm/types/provider.d.ts.map +1 -1
- package/dist/esm/types/withdrawal.d.ts +24 -15
- package/dist/esm/types/withdrawal.d.ts.map +1 -1
- package/dist/esm/utils/calculations.d.ts +3 -2
- package/dist/esm/utils/calculations.d.ts.map +1 -1
- package/dist/esm/utils/calculations.js +109 -39
- package/dist/esm/utils/calculations.js.map +1 -1
- package/dist/esm/utils/decimal.d.ts +9 -0
- package/dist/esm/utils/decimal.d.ts.map +1 -0
- package/dist/esm/utils/decimal.js +12 -0
- package/dist/esm/utils/decimal.js.map +1 -0
- package/dist/esm/utils/math.d.ts +6 -0
- package/dist/esm/utils/math.d.ts.map +1 -0
- package/dist/esm/utils/math.js +5 -0
- package/dist/esm/utils/math.js.map +1 -0
- package/dist/esm/utils/parse.d.ts +7 -0
- package/dist/esm/utils/parse.d.ts.map +1 -1
- package/dist/esm/utils/parse.js +20 -0
- package/dist/esm/utils/parse.js.map +1 -1
- package/dist/esm/utils/positionMath.d.ts +13 -0
- package/dist/esm/utils/positionMath.d.ts.map +1 -1
- package/dist/esm/utils/positionMath.js +60 -6
- package/dist/esm/utils/positionMath.js.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/esm/websocket/PerpsWsClient.d.ts +0 -7
- package/dist/esm/websocket/PerpsWsClient.d.ts.map +1 -1
- package/dist/esm/websocket/PerpsWsClient.js +0 -7
- package/dist/esm/websocket/PerpsWsClient.js.map +1 -1
- package/dist/types/client/PerpsClient.d.ts +8 -7
- package/dist/types/client/PerpsClient.d.ts.map +1 -1
- package/dist/types/client/createPerpsClient.d.ts +1 -12
- package/dist/types/client/createPerpsClient.d.ts.map +1 -1
- package/dist/types/client/requireProvider.d.ts +1 -1
- package/dist/types/index.d.ts +5 -3
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/services/getOhlcv.d.ts +1 -0
- package/dist/types/services/getOhlcv.d.ts.map +1 -1
- package/dist/types/types/api.d.ts +8 -22
- package/dist/types/types/api.d.ts.map +1 -1
- package/dist/types/types/config.d.ts +0 -27
- package/dist/types/types/config.d.ts.map +1 -1
- package/dist/types/types/provider.d.ts +7 -6
- package/dist/types/types/provider.d.ts.map +1 -1
- package/dist/types/types/withdrawal.d.ts +24 -15
- package/dist/types/types/withdrawal.d.ts.map +1 -1
- package/dist/types/utils/calculations.d.ts +3 -2
- package/dist/types/utils/calculations.d.ts.map +1 -1
- package/dist/types/utils/decimal.d.ts +9 -0
- package/dist/types/utils/decimal.d.ts.map +1 -0
- package/dist/types/utils/math.d.ts +6 -0
- package/dist/types/utils/math.d.ts.map +1 -0
- package/dist/types/utils/parse.d.ts +7 -0
- package/dist/types/utils/parse.d.ts.map +1 -1
- package/dist/types/utils/positionMath.d.ts +13 -0
- package/dist/types/utils/positionMath.d.ts.map +1 -1
- package/dist/types/version.d.ts +1 -1
- package/dist/types/websocket/PerpsWsClient.d.ts +0 -7
- package/dist/types/websocket/PerpsWsClient.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/client/PerpsClient.ts +12 -8
- package/src/client/createPerpsClient.ts +4 -32
- package/src/client/requireProvider.ts +1 -1
- package/src/index.ts +4 -4
- package/src/services/getOhlcv.ts +1 -0
- package/src/types/api.ts +8 -26
- package/src/types/config.ts +0 -30
- package/src/types/provider.ts +8 -7
- package/src/types/withdrawal.ts +24 -15
- package/src/utils/calculations.ts +114 -43
- package/src/utils/decimal.ts +13 -0
- package/src/utils/math.ts +7 -0
- package/src/utils/parse.ts +25 -0
- package/src/utils/positionMath.ts +66 -6
- package/src/version.ts +1 -1
- package/src/websocket/PerpsWsClient.ts +0 -19
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@@ -1,17 +1,19 @@
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-
import type { ActionType, Asset } from '@lifi/perps-types';
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import type { ActionType, Asset, WithdrawalRoute } from '@lifi/perps-types';
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import type { Address } from 'viem';
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export type WithdrawalRoute
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export type { WithdrawalRoute };
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export interface ProviderWithdrawableBalance {
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assetId: string;
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route: WithdrawalRoute;
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available: string;
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withdrawalFee?: string;
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isFeeDeducted?: boolean;
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}
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export interface WithdrawableBalance {
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asset: Asset;
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route: WithdrawalRoute;
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available: string;
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withdrawalFee?: string;
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isFeeDeducted?: boolean;
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}
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export interface WithdrawFlowReady {
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kind: 'ready';
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@@ -1 +1 @@
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{"version":3,"file":"withdrawal.d.ts","sourceRoot":"","sources":["../../../src/types/withdrawal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,mBAAmB,CAAA;
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{"version":3,"file":"withdrawal.d.ts","sourceRoot":"","sources":["../../../src/types/withdrawal.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAA;AAC3E,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAEnC,YAAY,EAAE,eAAe,EAAE,CAAA;AAQ/B,MAAM,WAAW,2BAA2B;IAE1C,OAAO,EAAE,MAAM,CAAA;IACf,KAAK,EAAE,eAAe,CAAA;IAEtB,SAAS,EAAE,MAAM,CAAA;IAMjB,aAAa,CAAC,EAAE,MAAM,CAAA;IAMtB,aAAa,CAAC,EAAE,OAAO,CAAA;CACxB;AASD,MAAM,WAAW,mBAAmB;IAClC,KAAK,EAAE,KAAK,CAAA;IACZ,KAAK,EAAE,eAAe,CAAA;IAEtB,SAAS,EAAE,MAAM,CAAA;IAWjB,aAAa,CAAC,EAAE,MAAM,CAAA;IAMtB,aAAa,CAAC,EAAE,OAAO,CAAA;CACxB;AAOD,MAAM,WAAW,iBAAiB;IAChC,IAAI,EAAE,OAAO,CAAA;IACb,WAAW,EAAE,OAAO,CAAA;CACrB;AASD,MAAM,WAAW,yBAAyB;IACxC,IAAI,EAAE,eAAe,CAAA;IAErB,KAAK,EAAE,UAAU,EAAE,CAAA;CACpB;AAQD,MAAM,MAAM,YAAY,GAAG,iBAAiB,GAAG,yBAAyB,CAAA"}
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{"version":3,"file":"calculations.d.ts","sourceRoot":"","sources":["../../../src/utils/calculations.ts"],"names":[],"mappings":"AAQA,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,cAAc,EAEnB,KAAK,KAAK,EACV,KAAK,SAAS,EACd,KAAK,SAAS,EACf,MAAM,mBAAmB,CAAA;
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{"version":3,"file":"calculations.d.ts","sourceRoot":"","sources":["../../../src/utils/calculations.ts"],"names":[],"mappings":"AAQA,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,cAAc,EAEnB,KAAK,KAAK,EACV,KAAK,SAAS,EACd,KAAK,SAAS,EACf,MAAM,mBAAmB,CAAA;AAkB1B,wBAAgB,qBAAqB,CACnC,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,MAAM,GACZ,MAAM,CAQR;AAUD,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;AAUD,wBAAgB,YAAY,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CAKrE;AAWD,wBAAgB,aAAa,CAC3B,KAAK,EAAE,MAAM,EACb,eAAe,EAAE,MAAM,EACvB,KAAK,EAAE,OAAO,GACb,MAAM,CAYR;AAWD,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAMT;AAYD,wBAAgB,iBAAiB,CAAC,MAAM,EAAE;IACxC,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAST;AAOD,MAAM,WAAW,WAAW;IAE1B,MAAM,EAAE,MAAM,CAAA;IAEd,OAAO,EAAE,MAAM,CAAA;CAChB;AAaD,wBAAgB,oBAAoB,CAClC,YAAY,EAAE,MAAM,EACpB,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,EACf,MAAM,EAAE,MAAM,GACb,WAAW,GAAG,IAAI,CAapB;AAWD,wBAAgB,gBAAgB,CAC9B,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAYR;AAWD,wBAAgB,gBAAgB,CAC9B,KAAK,EAAE,MAAM,EACb,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAWR;AAWD,wBAAgB,2BAA2B,CACzC,WAAW,EAAE,MAAM,EACnB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,GACZ,MAAM,CASR;AAGD,UAAU,QAAQ;IAEhB,QAAQ,EAAE,MAAM,CAAA;IAEhB,cAAc,EAAE,MAAM,CAAA;IAEtB,IAAI,EAAE,MAAM,CAAA;IAEZ,qBAAqB,EAAE,OAAO,CAAA;CAC/B;AAeD,wBAAgB,aAAa,CAC3B,MAAM,EAAE,cAAc,EAAE,EACxB,OAAO,EAAE,MAAM,GACd,QAAQ,CAgCV;AAcD,UAAU,eAAe;IACvB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,SAAS,CAAA;IACf,IAAI,EAAE,SAAS,CAAA;IACf,OAAO,EAAE,MAAM,CAAA;IACf,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,aAAa,CAAA;IACpB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IAEtB,OAAO,EAAE,OAAO,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;CAClB;AAaD,wBAAgB,UAAU,CAAC,KAAK,EAAE,eAAe,GAAG,KAAK,CA+BxD"}
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exports.buildQuote = buildQuote;
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const perps_types_1 = require("@lifi/perps-types");
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const PerpsError_js_1 = require("../errors/PerpsError.js");
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const decimal_js_1 = require("./decimal.js");
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function calculatePositionSize(marginUsd, leverage, price) {
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if (price === 0) {
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}
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}
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return new decimal_js_1.DivBig(marginUsd).times(leverage).div(price).toNumber();
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}
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function calculateNotionalValue(size, price) {
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}
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return new decimal_js_1.DivBig(size).abs().times(price).toNumber();
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function calculateUnrealizedPnl(entryPrice, currentPrice, size) {
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function calculateRoe(pnl, margin) {
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function calculateRequiredMargin(notionalValue, leverage) {
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function estimateFees(sizeUsd, feeRate) {
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}
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function applySlippage(price, slippagePercent, isBuy) {
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function liquidationDistancePercent(params) {
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+
if (!(0, decimal_js_1.areFinite)(positionValueUsd, marginUsd)) {
|
|
92
|
+
return Number.NaN;
|
|
93
|
+
}
|
|
94
|
+
return new decimal_js_1.DivBig(positionValueUsd).div(marginUsd).toNumber();
|
|
58
95
|
}
|
|
59
96
|
function calculateExpectedPnl(triggerPrice, entryPrice, leverage, isLong, margin) {
|
|
60
97
|
if (!triggerPrice || entryPrice === 0 || margin === 0) {
|
|
61
98
|
return null;
|
|
62
99
|
}
|
|
100
|
+
if (!(0, decimal_js_1.areFinite)(triggerPrice, entryPrice, leverage, margin)) {
|
|
101
|
+
return { amount: Number.NaN, percent: Number.NaN };
|
|
102
|
+
}
|
|
63
103
|
const priceDiff = isLong
|
|
64
|
-
? triggerPrice
|
|
65
|
-
: entryPrice
|
|
66
|
-
const percent = (
|
|
67
|
-
const amount = margin
|
|
68
|
-
return { amount, percent };
|
|
104
|
+
? new decimal_js_1.DivBig(triggerPrice).minus(entryPrice)
|
|
105
|
+
: new decimal_js_1.DivBig(entryPrice).minus(triggerPrice);
|
|
106
|
+
const percent = priceDiff.div(entryPrice).times(leverage).times(100);
|
|
107
|
+
const amount = percent.times(margin).div(100);
|
|
108
|
+
return { amount: amount.toNumber(), percent: percent.toNumber() };
|
|
69
109
|
}
|
|
70
110
|
function priceFromPercent(percent, entryPrice, leverage, isLong) {
|
|
71
111
|
if (entryPrice === 0 || leverage === 0) {
|
|
72
112
|
return 0;
|
|
73
113
|
}
|
|
74
|
-
|
|
75
|
-
|
|
114
|
+
if (!(0, decimal_js_1.areFinite)(percent, entryPrice, leverage)) {
|
|
115
|
+
return Number.NaN;
|
|
116
|
+
}
|
|
117
|
+
const priceDelta = new decimal_js_1.DivBig(percent)
|
|
118
|
+
.times(entryPrice)
|
|
119
|
+
.div(new decimal_js_1.DivBig(leverage).times(100));
|
|
120
|
+
const entry = new decimal_js_1.DivBig(entryPrice);
|
|
121
|
+
return (isLong ? entry.plus(priceDelta) : entry.minus(priceDelta)).toNumber();
|
|
76
122
|
}
|
|
77
123
|
function percentFromPrice(price, entryPrice, leverage, isLong) {
|
|
78
124
|
if (entryPrice === 0 || leverage === 0) {
|
|
79
125
|
return 0;
|
|
80
126
|
}
|
|
81
|
-
|
|
82
|
-
|
|
127
|
+
if (!(0, decimal_js_1.areFinite)(price, entryPrice, leverage)) {
|
|
128
|
+
return Number.NaN;
|
|
129
|
+
}
|
|
130
|
+
const priceDiff = isLong
|
|
131
|
+
? new decimal_js_1.DivBig(price).minus(entryPrice)
|
|
132
|
+
: new decimal_js_1.DivBig(entryPrice).minus(price);
|
|
133
|
+
return priceDiff.div(entryPrice).times(leverage).times(100).toNumber();
|
|
83
134
|
}
|
|
84
135
|
function calculateRealizedPnlPercent(realizedPnl, size, price) {
|
|
85
|
-
|
|
86
|
-
|
|
136
|
+
if (!(0, decimal_js_1.areFinite)(realizedPnl, size, price)) {
|
|
137
|
+
return Number.NaN;
|
|
138
|
+
}
|
|
139
|
+
const positionValue = new decimal_js_1.DivBig(size).abs().times(price);
|
|
140
|
+
if (positionValue.eq(0)) {
|
|
87
141
|
return 0;
|
|
88
142
|
}
|
|
89
|
-
return (realizedPnl
|
|
143
|
+
return new decimal_js_1.DivBig(realizedPnl).div(positionValue).times(100).toNumber();
|
|
90
144
|
}
|
|
91
145
|
function walkOrderbook(levels, sizeUsd) {
|
|
92
|
-
|
|
93
|
-
|
|
94
|
-
|
|
146
|
+
if (!Number.isFinite(sizeUsd)) {
|
|
147
|
+
return {
|
|
148
|
+
baseSize: Number.NaN,
|
|
149
|
+
filledNotional: Number.NaN,
|
|
150
|
+
vwap: Number.NaN,
|
|
151
|
+
insufficientLiquidity: true,
|
|
152
|
+
};
|
|
153
|
+
}
|
|
154
|
+
let remaining = new decimal_js_1.DivBig(sizeUsd);
|
|
155
|
+
let baseSize = new decimal_js_1.DivBig(0);
|
|
156
|
+
let filledNotional = new decimal_js_1.DivBig(0);
|
|
95
157
|
for (const level of levels) {
|
|
96
|
-
if (remaining
|
|
158
|
+
if (remaining.lte(0)) {
|
|
97
159
|
break;
|
|
98
160
|
}
|
|
99
|
-
const price =
|
|
100
|
-
const
|
|
101
|
-
|
|
102
|
-
|
|
161
|
+
const { price, size } = parseLevel(level);
|
|
162
|
+
const levelNotional = size.times(price);
|
|
163
|
+
const take = remaining.lt(levelNotional) ? remaining : levelNotional;
|
|
164
|
+
if (take.eq(0)) {
|
|
165
|
+
continue;
|
|
103
166
|
}
|
|
104
|
-
|
|
105
|
-
|
|
106
|
-
|
|
107
|
-
baseSize += take / price;
|
|
108
|
-
remaining -= take;
|
|
167
|
+
filledNotional = filledNotional.plus(take);
|
|
168
|
+
baseSize = baseSize.plus(take.div(price));
|
|
169
|
+
remaining = remaining.minus(take);
|
|
109
170
|
}
|
|
110
171
|
return {
|
|
111
|
-
baseSize,
|
|
112
|
-
filledNotional,
|
|
113
|
-
vwap: baseSize
|
|
114
|
-
insufficientLiquidity: remaining
|
|
172
|
+
baseSize: baseSize.toNumber(),
|
|
173
|
+
filledNotional: filledNotional.toNumber(),
|
|
174
|
+
vwap: baseSize.eq(0) ? 0 : filledNotional.div(baseSize).toNumber(),
|
|
175
|
+
insufficientLiquidity: remaining.gt(0),
|
|
115
176
|
};
|
|
116
177
|
}
|
|
178
|
+
function parseLevel(level) {
|
|
179
|
+
try {
|
|
180
|
+
return { price: new decimal_js_1.DivBig(level.price), size: new decimal_js_1.DivBig(level.size) };
|
|
181
|
+
}
|
|
182
|
+
catch {
|
|
183
|
+
throw new PerpsError_js_1.PerpsError(perps_types_1.PerpsErrorCode.ValidationError, `Malformed orderbook level: price='${level.price}', size='${level.size}'`);
|
|
184
|
+
}
|
|
185
|
+
}
|
|
117
186
|
function buildQuote(input) {
|
|
118
187
|
const { market, price, side, sizeUsd, feeTier } = input;
|
|
119
188
|
const markPrice = Number.parseFloat(price.markPrice);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"calculations.js","sourceRoot":"","sources":["../../../src/utils/calculations.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"calculations.js","sourceRoot":"","sources":["../../../src/utils/calculations.ts"],"names":[],"mappings":";;AAmCA,sDAYC;AAUD,wDAKC;AAWD,wDASC;AAUD,oCAQC;AAUD,0DAWC;AAUD,oCAKC;AAWD,sCAgBC;AAWD,gEASC;AAYD,8CAYC;AAyBD,oDAmBC;AAWD,4CAiBC;AAWD,4CAgBC;AAWD,kEAaC;AA2BD,sCAmCC;AAwCD,gCA+BC;AAvcD,mDAS0B;AAE1B,2DAAoD;AACpD,6CAAgD;AAehD,SAAgB,qBAAqB,CACnC,SAAiB,EACjB,QAAgB,EAChB,KAAa;IAEb,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QAChB,OAAO,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAA;IACvC,CAAC;IACD,IAAI,CAAC,IAAA,sBAAS,EAAC,SAAS,EAAE,QAAQ,EAAE,KAAK,CAAC,EAAE,CAAC;QAC3C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,QAAQ,EAAE,CAAA;AACpE,CAAC;AAUD,SAAgB,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,IAAI,CAAC,IAAA,sBAAS,EAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,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,sBAAS,EAAC,UAAU,EAAE,YAAY,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,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,sBAAS,EAAC,GAAG,EAAE,MAAM,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,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,sBAAS,EAAC,aAAa,EAAE,QAAQ,CAAC,EAAE,CAAC;QACxC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,aAAa,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC3D,CAAC;AAUD,SAAgB,YAAY,CAAC,OAAe,EAAE,OAAe;IAC3D,IAAI,CAAC,IAAA,sBAAS,EAAC,OAAO,EAAE,OAAO,CAAC,EAAE,CAAC;QACjC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,CAAA;AACtD,CAAC;AAWD,SAAgB,aAAa,CAC3B,KAAa,EACb,eAAuB,EACvB,KAAc;IAEd,IAAI,CAAC,IAAA,sBAAS,EAAC,KAAK,EAAE,eAAe,CAAC,EAAE,CAAC;QACvC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,UAAU,GAAG,IAAI,mBAAM,CAAC,eAAe,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;IAC/D,IAAI,KAAK,EAAE,CAAC;QACV,OAAO,IAAI,mBAAM,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,QAAQ,EAAE,CAAA;IACvD,CAAC;IACD,IAAI,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACrB,OAAO,KAAK,GAAG,UAAU,CAAC,QAAQ,EAAE,CAAA;IACtC,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,QAAQ,EAAE,CAAA;AACrD,CAAC;AAWD,SAAgB,0BAA0B,CAAC,MAG1C;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,iBAAiB,CAAC,MAGjC;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,sBAAS,EAAC,gBAAgB,EAAE,SAAS,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,gBAAgB,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/D,CAAC;AAyBD,SAAgB,oBAAoB,CAClC,YAAoB,EACpB,UAAkB,EAClB,QAAgB,EAChB,MAAe,EACf,MAAc;IAEd,IAAI,CAAC,YAAY,IAAI,UAAU,KAAK,CAAC,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACtD,OAAO,IAAI,CAAA;IACb,CAAC;IACD,IAAI,CAAC,IAAA,sBAAS,EAAC,YAAY,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,CAAC,EAAE,CAAC;QAC3D,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,CAAA;IACpD,CAAC;IACD,MAAM,SAAS,GAAG,MAAM;QACtB,CAAC,CAAC,IAAI,mBAAM,CAAC,YAAY,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC;QAC5C,CAAC,CAAC,IAAI,mBAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,YAAY,CAAC,CAAA;IAC9C,MAAM,OAAO,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;IACpE,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;IAC7C,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,QAAQ,EAAE,EAAE,OAAO,EAAE,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAA;AACnE,CAAC;AAWD,SAAgB,gBAAgB,CAC9B,OAAe,EACf,UAAkB,EAClB,QAAgB,EAChB,MAAe;IAEf,IAAI,UAAU,KAAK,CAAC,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACvC,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,IAAA,sBAAS,EAAC,OAAO,EAAE,UAAU,EAAE,QAAQ,CAAC,EAAE,CAAC;QAC9C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,UAAU,GAAG,IAAI,mBAAM,CAAC,OAAO,CAAC;SACnC,KAAK,CAAC,UAAU,CAAC;SACjB,GAAG,CAAC,IAAI,mBAAM,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAA;IACvC,MAAM,KAAK,GAAG,IAAI,mBAAM,CAAC,UAAU,CAAC,CAAA;IACpC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/E,CAAC;AAWD,SAAgB,gBAAgB,CAC9B,KAAa,EACb,UAAkB,EAClB,QAAgB,EAChB,MAAe;IAEf,IAAI,UAAU,KAAK,CAAC,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACvC,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,IAAA,sBAAS,EAAC,KAAK,EAAE,UAAU,EAAE,QAAQ,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,SAAS,GAAG,MAAM;QACtB,CAAC,CAAC,IAAI,mBAAM,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC;QACrC,CAAC,CAAC,IAAI,mBAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACvC,OAAO,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AACxE,CAAC;AAWD,SAAgB,2BAA2B,CACzC,WAAmB,EACnB,IAAY,EACZ,KAAa;IAEb,IAAI,CAAC,IAAA,sBAAS,EAAC,WAAW,EAAE,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QACzC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,aAAa,GAAG,IAAI,mBAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACzD,IAAI,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACxB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,WAAW,CAAC,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AACzE,CAAC;AA2BD,SAAgB,aAAa,CAC3B,MAAwB,EACxB,OAAe;IAEf,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QAC9B,OAAO;YACL,QAAQ,EAAE,MAAM,CAAC,GAAG;YACpB,cAAc,EAAE,MAAM,CAAC,GAAG;YAC1B,IAAI,EAAE,MAAM,CAAC,GAAG;YAChB,qBAAqB,EAAE,IAAI;SAC5B,CAAA;IACH,CAAC;IACD,IAAI,SAAS,GAAG,IAAI,mBAAM,CAAC,OAAO,CAAC,CAAA;IACnC,IAAI,QAAQ,GAAG,IAAI,mBAAM,CAAC,CAAC,CAAC,CAAA;IAC5B,IAAI,cAAc,GAAG,IAAI,mBAAM,CAAC,CAAC,CAAC,CAAA;IAClC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;QAC3B,IAAI,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;YACrB,MAAK;QACP,CAAC;QACD,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,UAAU,CAAC,KAAK,CAAC,CAAA;QACzC,MAAM,aAAa,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;QACvC,MAAM,IAAI,GAAG,SAAS,CAAC,EAAE,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,aAAa,CAAA;QACpE,IAAI,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACf,SAAQ;QACV,CAAC;QACD,cAAc,GAAG,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;QAC1C,QAAQ,GAAG,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAA;QACzC,SAAS,GAAG,SAAS,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IACnC,CAAC;IACD,OAAO;QACL,QAAQ,EAAE,QAAQ,CAAC,QAAQ,EAAE;QAC7B,cAAc,EAAE,cAAc,CAAC,QAAQ,EAAE;QACzC,IAAI,EAAE,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,cAAc,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE;QAClE,qBAAqB,EAAE,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC;KACvC,CAAA;AACH,CAAC;AAED,SAAS,UAAU,CAAC,KAAqB;IACvC,IAAI,CAAC;QACH,OAAO,EAAE,KAAK,EAAE,IAAI,mBAAM,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,IAAI,EAAE,IAAI,mBAAM,CAAC,KAAK,CAAC,IAAI,CAAC,EAAE,CAAA;IACzE,CAAC;IAAC,MAAM,CAAC;QACP,MAAM,IAAI,0BAAU,CAClB,4BAAc,CAAC,eAAe,EAC9B,qCAAqC,KAAK,CAAC,KAAK,YAAY,KAAK,CAAC,IAAI,GAAG,CAC1E,CAAA;IACH,CAAC;AACH,CAAC;AA6BD,SAAgB,UAAU,CAAC,KAAsB;IAC/C,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,KAAK,CAAA;IACvD,MAAM,SAAS,GAAG,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,SAAS,CAAC,CAAA;IACpD,MAAM,MAAM,GAAG,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAA;IACvD,MAAM,IAAI,GAAG,aAAa,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IAC3C,MAAM,cAAc,GAClB,SAAS,KAAK,CAAC,IAAI,IAAI,CAAC,IAAI,KAAK,CAAC;QAChC,CAAC,CAAC,CAAC;QACH,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,IAAI,GAAG,SAAS,CAAC,GAAG,SAAS,CAAC,GAAG,MAAM,CAAA;IAC5D,MAAM,MAAM,GAAG,YAAY,CACzB,IAAI,CAAC,cAAc,EACnB,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,KAAK,CAAC,CACjC,CAAA;IACD,OAAO;QACL,QAAQ,EAAE,KAAK,CAAC,QAAQ;QACxB,MAAM,EAAE,KAAK,CAAC,MAAM;QACpB,QAAQ,EAAE,MAAM,CAAC,EAAE;QACnB,IAAI,EAAE,KAAK,CAAC,IAAI;QAChB,IAAI;QACJ,OAAO,EAAE,OAAO,CAAC,QAAQ,EAAE;QAC3B,QAAQ,EAAE,IAAI,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAClC,SAAS,EAAE,KAAK,CAAC,SAAS;QAC1B,iBAAiB,EAAE,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE;QACvC,cAAc,EAAE,cAAc,CAAC,QAAQ,EAAE;QACzC,OAAO;QACP,gBAAgB,EAAE,IAAI;QACtB,MAAM,EAAE,MAAM,CAAC,QAAQ,EAAE;QACzB,OAAO,EAAE,KAAK,CAAC,OAAO,IAAI,IAAI;QAC9B,qBAAqB,EAAE,IAAI,CAAC,qBAAqB;QACjD,SAAS,EAAE,KAAK,CAAC,SAAS;KAC3B,CAAA;AACH,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"decimal.d.ts","sourceRoot":"","sources":["../../../src/utils/decimal.ts"],"names":[],"mappings":"AAAA,OAAO,GAAG,MAAM,QAAQ,CAAA;AAMxB,eAAO,MAAM,MAAM,oBAAQ,CAAA;AAI3B,wBAAgB,SAAS,CAAC,GAAG,MAAM,EAAE,MAAM,EAAE,GAAG,OAAO,CAEtD"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
exports.DivBig = void 0;
|
|
7
|
+
exports.areFinite = areFinite;
|
|
8
|
+
const big_js_1 = __importDefault(require("big.js"));
|
|
9
|
+
exports.DivBig = (0, big_js_1.default)();
|
|
10
|
+
exports.DivBig.DP = 40;
|
|
11
|
+
function areFinite(...values) {
|
|
12
|
+
return values.every(Number.isFinite);
|
|
13
|
+
}
|
|
14
|
+
//# sourceMappingURL=decimal.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"decimal.js","sourceRoot":"","sources":["../../../src/utils/decimal.ts"],"names":[],"mappings":";;;;;;AAUA,8BAEC;AAZD,oDAAwB;AAMX,QAAA,MAAM,GAAG,IAAA,gBAAG,GAAE,CAAA;AAC3B,cAAM,CAAC,EAAE,GAAG,EAAE,CAAA;AAGd,SAAgB,SAAS,CAAC,GAAG,MAAgB;IAC3C,OAAO,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;AACtC,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"math.d.ts","sourceRoot":"","sources":["../../../src/utils/math.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,GAAG,MAAM,QAAQ,CAAA;AAG7B,eAAO,MAAM,KAAK,GAAI,GAAG,GAAG,EAAE,GAAG,GAAG,KAAG,GAAwB,CAAA;AAG/D,eAAO,MAAM,KAAK,GAAI,GAAG,GAAG,EAAE,GAAG,GAAG,KAAG,GAAwB,CAAA"}
|
|
@@ -0,0 +1,8 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.minOf = exports.maxOf = void 0;
|
|
4
|
+
const maxOf = (a, b) => (a.gt(b) ? a : b);
|
|
5
|
+
exports.maxOf = maxOf;
|
|
6
|
+
const minOf = (a, b) => (a.lt(b) ? a : b);
|
|
7
|
+
exports.minOf = minOf;
|
|
8
|
+
//# sourceMappingURL=math.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"math.js","sourceRoot":"","sources":["../../../src/utils/math.ts"],"names":[],"mappings":";;;AAGO,MAAM,KAAK,GAAG,CAAC,CAAM,EAAE,CAAM,EAAO,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;AAAlD,QAAA,KAAK,SAA6C;AAGxD,MAAM,KAAK,GAAG,CAAC,CAAM,EAAE,CAAM,EAAO,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;AAAlD,QAAA,KAAK,SAA6C"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"parse.d.ts","sourceRoot":"","sources":["../../../src/utils/parse.ts"],"names":[],"mappings":"AAmBA,wBAAgB,aAAa,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CASnD"}
|
|
1
|
+
{"version":3,"file":"parse.d.ts","sourceRoot":"","sources":["../../../src/utils/parse.ts"],"names":[],"mappings":"AAmBA,wBAAgB,aAAa,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CASnD;AAWD,wBAAgB,YAAY,CAC1B,KAAK,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,GAC/B,MAAM,GAAG,SAAS,CAYpB"}
|
package/dist/cjs/utils/parse.js
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.stringToFloat = stringToFloat;
|
|
4
|
+
exports.parseDecimal = parseDecimal;
|
|
4
5
|
function stringToFloat(value) {
|
|
5
6
|
if (!value) {
|
|
6
7
|
return 0;
|
|
@@ -11,4 +12,18 @@ function stringToFloat(value) {
|
|
|
11
12
|
}
|
|
12
13
|
return parseFloat(cleaned);
|
|
13
14
|
}
|
|
15
|
+
const FORMATTED_NUMBER = /^(?:[+-]\s*)?(?:\$\s*)?(?:(?:\d{1,3}(?:,\d{3})+|\d+)(?:\.\d*)?|\.\d+)(?:[eE][+-]?\d+)?(?:\s*(?:%|USD))?$/i;
|
|
16
|
+
function parseDecimal(value) {
|
|
17
|
+
if (value == null) {
|
|
18
|
+
return undefined;
|
|
19
|
+
}
|
|
20
|
+
if (value.trim() === '') {
|
|
21
|
+
return stringToFloat(value);
|
|
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|
+
}
|
|
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|
+
if (!FORMATTED_NUMBER.test(value.trim())) {
|
|
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+
return undefined;
|
|
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|
+
}
|
|
26
|
+
const parsed = stringToFloat(value);
|
|
27
|
+
return Number.isFinite(parsed) ? parsed : undefined;
|
|
28
|
+
}
|
|
14
29
|
//# sourceMappingURL=parse.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"parse.js","sourceRoot":"","sources":["../../../src/utils/parse.ts"],"names":[],"mappings":";;AAmBA,sCASC;
|
|
1
|
+
{"version":3,"file":"parse.js","sourceRoot":"","sources":["../../../src/utils/parse.ts"],"names":[],"mappings":";;AAmBA,sCASC;AAWD,oCAcC;AAlCD,SAAgB,aAAa,CAAC,KAAa;IACzC,IAAI,CAAC,KAAK,EAAE,CAAC;QACX,OAAO,CAAC,CAAA;IACV,CAAC;IACD,MAAM,OAAO,GAAG,KAAK,CAAC,IAAI,EAAE,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,EAAE,CAAA;IAC1E,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,UAAU,CAAC,OAAO,CAAC,CAAA;AAC5B,CAAC;AAED,MAAM,gBAAgB,GACpB,2GAA2G,CAAA;AAQ7G,SAAgB,YAAY,CAC1B,KAAgC;IAEhC,IAAI,KAAK,IAAI,IAAI,EAAE,CAAC;QAClB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,KAAK,CAAC,IAAI,EAAE,KAAK,EAAE,EAAE,CAAC;QACxB,OAAO,aAAa,CAAC,KAAK,CAAC,CAAA;IAC7B,CAAC;IACD,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC;QACzC,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,MAAM,GAAG,aAAa,CAAC,KAAK,CAAC,CAAA;IACnC,OAAO,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAA;AACrD,CAAC"}
|
|
@@ -5,6 +5,11 @@ export declare function estimateIsolatedLiquidationPrice(params: {
|
|
|
5
5
|
isLong: boolean;
|
|
6
6
|
maintenanceMarginRate: number;
|
|
7
7
|
}): number | undefined;
|
|
8
|
+
export declare function wouldImmediatelyLiquidate(params: {
|
|
9
|
+
liquidationPrice: number;
|
|
10
|
+
currentPrice: number;
|
|
11
|
+
isLong: boolean;
|
|
12
|
+
}): boolean;
|
|
8
13
|
export declare function predictAverageEntryPrice(params: {
|
|
9
14
|
currentSize: number;
|
|
10
15
|
currentEntry: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"positionMath.d.ts","sourceRoot":"","sources":["../../../src/utils/positionMath.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"positionMath.d.ts","sourceRoot":"","sources":["../../../src/utils/positionMath.ts"],"names":[],"mappings":"AAiBA,wBAAgB,aAAa,CAAC,MAAM,EAAE,OAAO,GAAG,CAAC,GAAG,CAAC,CAAC,CAErD;AAoBD,wBAAgB,gCAAgC,CAAC,MAAM,EAAE;IACvD,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,wBAAwB,CAAC,MAAM,EAAE;IAC/C,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,kBAAkB,CAAC,MAAM,EAAE;IACzC,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,oBAAoB,CAAC,MAAM,EAAE;IAC3C,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,kBAAkB,CAAC,MAAM,EAAE;IACzC,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAUT"}
|
|
@@ -2,10 +2,12 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.directionSign = directionSign;
|
|
4
4
|
exports.estimateIsolatedLiquidationPrice = estimateIsolatedLiquidationPrice;
|
|
5
|
+
exports.wouldImmediatelyLiquidate = wouldImmediatelyLiquidate;
|
|
5
6
|
exports.predictAverageEntryPrice = predictAverageEntryPrice;
|
|
6
7
|
exports.predictNewLeverage = predictNewLeverage;
|
|
7
8
|
exports.predictUnrealizedPnl = predictUnrealizedPnl;
|
|
8
9
|
exports.realizedPnlOnClose = realizedPnlOnClose;
|
|
10
|
+
const decimal_js_1 = require("./decimal.js");
|
|
9
11
|
function directionSign(isLong) {
|
|
10
12
|
return isLong ? 1 : -1;
|
|
11
13
|
}
|
|
@@ -19,8 +21,26 @@ function estimateIsolatedLiquidationPrice(params) {
|
|
|
19
21
|
if (denominator === 0) {
|
|
20
22
|
return undefined;
|
|
21
23
|
}
|
|
22
|
-
|
|
23
|
-
|
|
24
|
+
if (!(0, decimal_js_1.areFinite)(entryPrice, leverage, maintenanceMarginRate)) {
|
|
25
|
+
return Number.NaN;
|
|
26
|
+
}
|
|
27
|
+
const mmr = new decimal_js_1.DivBig(maintenanceMarginRate);
|
|
28
|
+
const marginAvailable = new decimal_js_1.DivBig(1)
|
|
29
|
+
.div(leverage)
|
|
30
|
+
.minus(mmr)
|
|
31
|
+
.times(entryPrice);
|
|
32
|
+
return new decimal_js_1.DivBig(entryPrice)
|
|
33
|
+
.minus(marginAvailable.times(side).div(mmr.times(-side).plus(1)))
|
|
34
|
+
.toNumber();
|
|
35
|
+
}
|
|
36
|
+
function wouldImmediatelyLiquidate(params) {
|
|
37
|
+
const { liquidationPrice, currentPrice, isLong } = params;
|
|
38
|
+
if (currentPrice <= 0 || liquidationPrice <= 0) {
|
|
39
|
+
return false;
|
|
40
|
+
}
|
|
41
|
+
return isLong
|
|
42
|
+
? liquidationPrice >= currentPrice
|
|
43
|
+
: liquidationPrice <= currentPrice;
|
|
24
44
|
}
|
|
25
45
|
function predictAverageEntryPrice(params) {
|
|
26
46
|
const { currentSize, currentEntry, addSize, fillPrice } = params;
|
|
@@ -31,7 +51,14 @@ function predictAverageEntryPrice(params) {
|
|
|
31
51
|
if (!Number.isFinite(currentEntry) || !Number.isFinite(fillPrice)) {
|
|
32
52
|
return undefined;
|
|
33
53
|
}
|
|
34
|
-
|
|
54
|
+
if (!(0, decimal_js_1.areFinite)(currentSize, addSize)) {
|
|
55
|
+
return Number.NaN;
|
|
56
|
+
}
|
|
57
|
+
return new decimal_js_1.DivBig(currentSize)
|
|
58
|
+
.times(currentEntry)
|
|
59
|
+
.plus(new decimal_js_1.DivBig(addSize).times(fillPrice))
|
|
60
|
+
.div(new decimal_js_1.DivBig(currentSize).plus(addSize))
|
|
61
|
+
.toNumber();
|
|
35
62
|
}
|
|
36
63
|
function predictNewLeverage(params) {
|
|
37
64
|
const { currentNotional, currentMargin, addNotional, addMargin } = params;
|
|
@@ -39,14 +66,34 @@ function predictNewLeverage(params) {
|
|
|
39
66
|
if (totalMargin <= 0) {
|
|
40
67
|
return undefined;
|
|
41
68
|
}
|
|
42
|
-
|
|
69
|
+
if (!(0, decimal_js_1.areFinite)(currentNotional, currentMargin, addNotional, addMargin)) {
|
|
70
|
+
return Number.NaN;
|
|
71
|
+
}
|
|
72
|
+
return new decimal_js_1.DivBig(currentNotional)
|
|
73
|
+
.plus(addNotional)
|
|
74
|
+
.div(new decimal_js_1.DivBig(currentMargin).plus(addMargin))
|
|
75
|
+
.toNumber();
|
|
43
76
|
}
|
|
44
77
|
function predictUnrealizedPnl(params) {
|
|
45
78
|
const { entryPrice, markPrice, size, isLong } = params;
|
|
46
|
-
|
|
79
|
+
if (!(0, decimal_js_1.areFinite)(entryPrice, markPrice, size)) {
|
|
80
|
+
return Number.NaN;
|
|
81
|
+
}
|
|
82
|
+
return new decimal_js_1.DivBig(markPrice)
|
|
83
|
+
.minus(entryPrice)
|
|
84
|
+
.times(size)
|
|
85
|
+
.times(directionSign(isLong))
|
|
86
|
+
.toNumber();
|
|
47
87
|
}
|
|
48
88
|
function realizedPnlOnClose(params) {
|
|
49
89
|
const { entryPrice, closePrice, closeSize, isLong } = params;
|
|
50
|
-
|
|
90
|
+
if (!(0, decimal_js_1.areFinite)(entryPrice, closePrice, closeSize)) {
|
|
91
|
+
return Number.NaN;
|
|
92
|
+
}
|
|
93
|
+
return new decimal_js_1.DivBig(closePrice)
|
|
94
|
+
.minus(entryPrice)
|
|
95
|
+
.times(closeSize)
|
|
96
|
+
.times(directionSign(isLong))
|
|
97
|
+
.toNumber();
|
|
51
98
|
}
|
|
52
99
|
//# sourceMappingURL=positionMath.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"positionMath.js","sourceRoot":"","sources":["../../../src/utils/positionMath.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"positionMath.js","sourceRoot":"","sources":["../../../src/utils/positionMath.ts"],"names":[],"mappings":";;AAiBA,sCAEC;AAoBD,4EA0BC;AAUD,8DAYC;AAkBD,4DAsBC;AAaD,gDAkBC;AAUD,oDAeC;AAUD,gDAeC;AAxMD,6CAAgD;AAShD,SAAgB,aAAa,CAAC,MAAe;IAC3C,OAAO,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;AACxB,CAAC;AAoBD,SAAgB,gCAAgC,CAAC,MAKhD;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,aAAa,CAAC,MAAM,CAAC,CAAA;IAClC,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,sBAAS,EAAC,UAAU,EAAE,QAAQ,EAAE,qBAAqB,CAAC,EAAE,CAAC;QAC5D,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,mBAAM,CAAC,qBAAqB,CAAC,CAAA;IAC7C,MAAM,eAAe,GAAG,IAAI,mBAAM,CAAC,CAAC,CAAC;SAClC,GAAG,CAAC,QAAQ,CAAC;SACb,KAAK,CAAC,GAAG,CAAC;SACV,KAAK,CAAC,UAAU,CAAC,CAAA;IACpB,OAAO,IAAI,mBAAM,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,wBAAwB,CAAC,MAKxC;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,sBAAS,EAAC,WAAW,EAAE,OAAO,CAAC,EAAE,CAAC;QACrC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,WAAW,CAAC;SAC3B,KAAK,CAAC,YAAY,CAAC;SACnB,IAAI,CAAC,IAAI,mBAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;SAC1C,GAAG,CAAC,IAAI,mBAAM,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SAC1C,QAAQ,EAAE,CAAA;AACf,CAAC;AAaD,SAAgB,kBAAkB,CAAC,MAKlC;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,sBAAS,EAAC,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,CAAC,EAAE,CAAC;QACvE,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,eAAe,CAAC;SAC/B,IAAI,CAAC,WAAW,CAAC;SACjB,GAAG,CAAC,IAAI,mBAAM,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;SAC9C,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,oBAAoB,CAAC,MAKpC;IACC,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACtD,IAAI,CAAC,IAAA,sBAAS,EAAC,UAAU,EAAE,SAAS,EAAE,IAAI,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,SAAS,CAAC;SACzB,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,IAAI,CAAC;SACX,KAAK,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC;SAC5B,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,kBAAkB,CAAC,MAKlC;IACC,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IAC5D,IAAI,CAAC,IAAA,sBAAS,EAAC,UAAU,EAAE,UAAU,EAAE,SAAS,CAAC,EAAE,CAAC;QAClD,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,mBAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,SAAS,CAAC;SAChB,KAAK,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC;SAC5B,QAAQ,EAAE,CAAA;AACf,CAAC"}
|
package/dist/cjs/version.d.ts
CHANGED
package/dist/cjs/version.js
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"PerpsWsClient.d.ts","sourceRoot":"","sources":["../../../src/websocket/PerpsWsClient.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkB,KAAK,YAAY,EAAE,MAAM,mBAAmB,CAAA;AAGrE,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,yBAAyB,CAAA;AAC7D,OAAO,KAAK,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAA;AAEzE,OAAO,KAAK,EACV,oBAAoB,EAEpB,UAAU,EACV,gBAAgB,EACjB,MAAM,YAAY,CAAA;AAOnB,MAAM,WAAW,uBAAuB;IACtC,QAAQ,EAAE,MAAM,CAAA;IAEhB,KAAK,EAAE,MAAM,CAAA;
|
|
1
|
+
{"version":3,"file":"PerpsWsClient.d.ts","sourceRoot":"","sources":["../../../src/websocket/PerpsWsClient.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkB,KAAK,YAAY,EAAE,MAAM,mBAAmB,CAAA;AAGrE,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,yBAAyB,CAAA;AAC7D,OAAO,KAAK,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAA;AAEzE,OAAO,KAAK,EACV,oBAAoB,EAEpB,UAAU,EACV,gBAAgB,EACjB,MAAM,YAAY,CAAA;AAOnB,MAAM,WAAW,uBAAuB;IACtC,QAAQ,EAAE,MAAM,CAAA;IAEhB,KAAK,EAAE,MAAM,CAAA;IAMb,MAAM,EAAE,cAAc,CAAA;CACvB;AAQD,MAAM,WAAW,iBAAiB;IAChC,CAAC,MAAM,EAAE,uBAAuB,GAAG,UAAU,CAAA;IAE7C,QAAQ,CAAC,cAAc,EAAE,OAAO,CAAA;IAEhC,QAAQ,CAAC,uBAAuB,EAAE,OAAO,CAAA;CAC1C;AAOD,MAAM,WAAW,oBAAoB;IASnC,WAAW,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,iBAAiB,CAAC,CAAA;CAChD;AAQD,qBAAa,aAAa;IACxB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAgB;IACvC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAsB;IAC9C,OAAO,CAAC,SAAS,CAAgC;IACjD,OAAO,CAAC,YAAY,CAAyC;IAC7D,OAAO,CAAC,MAAM,CAAQ;gBAEV,MAAM,EAAE,cAAc,EAAE,OAAO,GAAE,oBAAyB;IAatE,cAAc,CAAC,QAAQ,EAAE,MAAM,GAAG,OAAO;IAWzC,uBAAuB,CAAC,QAAQ,EAAE,MAAM,GAAG,OAAO;IAmB5C,SAAS,CAAC,CAAC,SAAS,YAAY,EACpC,GAAG,EAAE,CAAC,EACN,QAAQ,EAAE,CAAC,KAAK,EAAE,oBAAoB,CAAC,CAAC,CAAC,KAAK,IAAI,EAClD,QAAQ,CAAC,EAAE,gBAAgB,GAC1B,OAAO,CAAC,MAAM,IAAI,CAAC;IAkBhB,cAAc,CAClB,MAAM,EAAE,cAAc,EACtB,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;IAqBtB,KAAK;IAeL,SAAS,CAAC,QAAQ,EAAE,MAAM,GAAG,IAAI;IAIjC,OAAO,CAAC,UAAU;YASJ,mBAAmB;YAqBnB,YAAY;CA0B3B"}
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|
@@ -79,16 +79,9 @@ class PerpsWsClient {
|
|
|
79
79
|
if (!providerInfo?.wsUrl) {
|
|
80
80
|
throw new Error(`No WebSocket URL found for provider: ${provider}`);
|
|
81
81
|
}
|
|
82
|
-
const allMarkets = (providerInfo.categories ?? []);
|
|
83
|
-
const providerConfig = this.client.config.providers?.[provider];
|
|
84
|
-
const configuredMarkets = providerConfig?.markets;
|
|
85
|
-
const markets = (configuredMarkets
|
|
86
|
-
? allMarkets.filter((m) => configuredMarkets.includes(m.id))
|
|
87
|
-
: allMarkets).map((m) => m.id);
|
|
88
82
|
const wsProvider = factory({
|
|
89
83
|
provider,
|
|
90
84
|
wsUrl: providerInfo.wsUrl,
|
|
91
|
-
markets,
|
|
92
85
|
client: this.client,
|
|
93
86
|
});
|
|
94
87
|
this.providers.set(provider, wsProvider);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"PerpsWsClient.js","sourceRoot":"","sources":["../../../src/websocket/PerpsWsClient.ts"],"names":[],"mappings":";;;AAAA,mDAAqE;AACrE,2DAAoD;AACpD,iEAA0D;AAG1D,uDAAgD;
|
|
1
|
+
{"version":3,"file":"PerpsWsClient.js","sourceRoot":"","sources":["../../../src/websocket/PerpsWsClient.ts"],"names":[],"mappings":";;;AAAA,mDAAqE;AACrE,2DAAoD;AACpD,iEAA0D;AAG1D,uDAAgD;AA8DhD,MAAa,aAAa;IACP,MAAM,CAAgB;IACtB,OAAO,CAAsB;IACtC,SAAS,GAAG,IAAI,GAAG,EAAsB,CAAA;IACzC,YAAY,GAAG,IAAI,GAAG,EAA+B,CAAA;IACrD,MAAM,GAAG,KAAK,CAAA;IAEtB,YAAY,MAAsB,EAAE,UAAgC,EAAE;QACpE,IAAI,CAAC,MAAM,GAAG,MAAM,CAAA;QACpB,IAAI,CAAC,OAAO,GAAG,OAAO,CAAA;IACxB,CAAC;IAUD,cAAc,CAAC,QAAgB;QAC7B,OAAO,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,EAAE,cAAc,IAAI,KAAK,CAAA;IACtE,CAAC;IASD,uBAAuB,CAAC,QAAgB;QACtC,OAAO,CACL,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,EAAE,uBAAuB,IAAI,KAAK,CACvE,CAAA;IACH,CAAC;IAeD,KAAK,CAAC,SAAS,CACb,GAAM,EACN,QAAkD,EAClD,QAA2B;QAE3B,MAAM,WAAW,GAAG,GAAG,CAAC,GAAG,CAAA;QAC3B,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,mBAAmB,CAAC,WAAW,CAAC,CAAA;QAC5D,QAAQ,CAAC,SAAS,EAAE,CAAA;QACpB,OAAO,QAAQ,CAAC,SAAS,CAAC,GAAG,EAAE,QAAgC,EAAE,QAAQ,CAAC,CAAA;IAC5E,CAAC;IAaD,KAAK,CAAC,cAAc,CAClB,MAAsB,EACtB,OAAsB;QAEtB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,mBAAmB,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;QAChE,OAAO,QAAQ,CAAC,cAAc,CAC5B;YACE,MAAM,EAAE,MAAM,CAAC,MAAM;YACrB,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,IAAI,EAAE,MAAM,CAAC,IAAI;SAClB,EACD,OAAO,CACR,CAAA;IACH,CAAC;IAUD,KAAK;QACH,IAAI,CAAC,MAAM,GAAG,IAAI,CAAA;QAClB,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE,EAAE,CAAC;YACxC,CAAC,CAAC,KAAK,EAAE,CAAA;QACX,CAAC;QACD,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAA;QACtB,IAAI,CAAC,YAAY,CAAC,KAAK,EAAE,CAAA;IAC3B,CAAC;IAQD,SAAS,CAAC,QAAgB;QACxB,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,SAAS,EAAE,CAAA;IAC3C,CAAC;IAEO,UAAU;QAChB,IAAI,IAAI,CAAC,MAAM,EAAE,CAAC;YAChB,MAAM,IAAI,0BAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,oEAAoE,CACrE,CAAA;QACH,CAAC;IACH,CAAC;IAEO,KAAK,CAAC,mBAAmB,CAAC,QAAgB;QAChD,IAAI,CAAC,UAAU,EAAE,CAAA;QAEjB,MAAM,QAAQ,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAA;QAC7C,IAAI,QAAQ,EAAE,CAAC;YACb,OAAO,QAAQ,CAAA;QACjB,CAAC;QAED,OAAO,IAAA,8BAAY,EACjB,GAAG,EAAE,CAAC,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,QAAQ,CAAC,EACrC,CAAC,CAAC,EAAE,EAAE;YACJ,IAAI,CAAC,EAAE,CAAC;gBACN,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAA;YACpC,CAAC;iBAAM,CAAC;gBACN,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;YACpC,CAAC;QACH,CAAC,EACD,GAAG,EAAE,CAAC,IAAI,CAAC,YAAY,CAAC,QAAQ,CAAC,CAClC,CAAA;IACH,CAAC;IAEO,KAAK,CAAC,YAAY,CAAC,QAAgB;QACzC,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,CAAA;QACpD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,MAAM,IAAI,0BAAU,CAClB,4BAAc,CAAC,QAAQ,EACvB,0CAA0C,QAAQ,kBAAkB;gBAClE,iEAAiE,CACpE,CAAA;QACH,CAAC;QAED,MAAM,EAAE,SAAS,EAAE,GAAG,MAAM,IAAA,8BAAY,EAAC,IAAI,CAAC,MAAM,CAAC,CAAA;QACrD,IAAI,CAAC,UAAU,EAAE,CAAA;QAEjB,MAAM,YAAY,GAAG,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,KAAK,QAAQ,CAAC,CAAA;QAC9D,IAAI,CAAC,YAAY,EAAE,KAAK,EAAE,CAAC;YACzB,MAAM,IAAI,KAAK,CAAC,wCAAwC,QAAQ,EAAE,CAAC,CAAA;QACrE,CAAC;QAED,MAAM,UAAU,GAAG,OAAO,CAAC;YACzB,QAAQ;YACR,KAAK,EAAE,YAAY,CAAC,KAAK;YACzB,MAAM,EAAE,IAAI,CAAC,MAAM;SACpB,CAAC,CAAA;QACF,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAA;QACxC,OAAO,UAAU,CAAA;IACnB,CAAC;CACF;AA3KD,sCA2KC"}
|