@lifi/perps-sdk 20.1.1 → 21.1.0

package/dist/cjs/index.js

@@ -14,9 +14,9 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-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 = exports.AssetRegistry = exports.PerpsError = exports.PerpsErrorMessage = exports.requireProvider = exports.PerpsClient = exports.DEFAULT_API_URL = exports.createPerpsClient = void 0;
-exports.marginFromSize = exports.marginFromNotional = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.FillClassification = exports.classifyFill = exports.ACTIVE_ORDER_STATUSES = exports.minOf = exports.maxOf = exports.formatUsd = exports.formatSignedUsd = exports.formatSignedPercent = exports.formatPrice = exports.formatNumber = exports.formatCompactUsd = exports.classifyFillFromPosition = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG = exports.ROBINHOOD_NATIVE_GAS = exports.LIGHTER_USDC = exports.HYPERLIQUID_USDC = exports.ETHEREUM_USDC = exports.ETHEREUM_NATIVE_GAS = exports.walkOrderbook = exports.priceFromPercent = exports.percentFromPrice = exports.liquidationDistancePercent = exports.estimateFees = exports.effectiveLeverage = exports.calculateUnrealizedPnl = exports.calculateRoe = exports.calculateRequiredMargin = exports.calculateRealizedPnlPercent = exports.calculatePositionSize = exports.calculateNotionalValue = exports.calculateExpectedPnl = exports.buildQuote = exports.applySlippage = exports.paginateActivity = exports.resolveRetryPolicy = exports.LIFI_RETRY_DEFAULTS = exports.LIFI_REQUEST_KEY = void 0;
-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.validateMargin = exports.fromBaseUnitsNumber = exports.fromBaseUnits = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.scaleToInteger = exports.wouldImmediatelyLiquidate = exports.realizedPnlOnClose = exports.predictUnrealizedPnl = exports.predictNewLeverage = exports.predictAverageEntryPrice = exports.estimateIsolatedLiquidationPrice = exports.directionSign = exports.stringToFloat = exports.parseDecimal = exports.resolveCloseSize = exports.findMatchingPosition = exports.expectedRealizedPnlForTriggerOrder = exports.expectedRealizedPnlForOpenOrder = exports.sizeFromNotional = exports.sizeFromMargin = void 0;
+exports.effectiveLeverage = exports.directionSign = exports.calculateUnrealizedPnl = exports.calculateRoe = exports.calculateRequiredMargin = exports.calculateRealizedPnl = exports.calculateNotionalValue = exports.calculateLiquidationDistance = exports.calculateEffectiveLeverage = exports.walkOrderbook = exports.resolveCloseSize = exports.priceFromPercent = exports.percentFromPrice = exports.findMatchingPosition = exports.expectedRealizedPnlForTriggerOrder = exports.expectedRealizedPnlForOpenOrder = exports.estimateRealizedPnl = exports.estimateFees = exports.calculateTriggerPrice = exports.calculateTriggerPercent = exports.calculateSize = exports.calculateRealizedPnlPercent = exports.calculatePositionSize = exports.calculateExpectedPnl = exports.buildQuote = exports.applySlippage = exports.FillClassification = exports.classifyFillFromPosition = exports.classifyFill = exports.PerpsError = exports.PerpsErrorMessage = exports.stringToFloat = exports.parseDecimal = exports.formatUsd = exports.formatSignedUsd = exports.formatSignedPercent = exports.formatPrice = exports.formatNumber = exports.formatCompactUsd = exports.truncateDecimal = exports.scaleToInteger = exports.numberToDecimalString = exports.fromBaseUnitsNumber = exports.fromBaseUnits = exports.decimalToBaseUnits = exports.baseUnitsToDecimal = exports.requireProvider = exports.PerpsClient = exports.DEFAULT_API_URL = exports.createPerpsClient = void 0;
+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 = exports.AssetRegistry = exports.wouldImmediatelyLiquidate = exports.realizedPnlOnClose = exports.predictUnrealizedPnl = exports.predictNewLeverage = exports.predictAverageEntryPrice = exports.liquidationDistancePercent = exports.estimateUnrealizedPnl = exports.estimateNewLeverage = exports.estimateLiquidationPrice = exports.estimateIsolatedLiquidationPrice = exports.estimateAverageEntryPrice = void 0;
+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 = 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 = void 0;
 __exportStar(require("@lifi/perps-types"), exports);
 var createPerpsClient_js_1 = require("./client/createPerpsClient.js");
 Object.defineProperty(exports, "createPerpsClient", { enumerable: true, get: function () { return createPerpsClient_js_1.createPerpsClient; } });
@@ -25,10 +25,71 @@ var PerpsClient_js_1 = require("./client/PerpsClient.js");
 Object.defineProperty(exports, "PerpsClient", { enumerable: true, get: function () { return PerpsClient_js_1.PerpsClient; } });
 var requireProvider_js_1 = require("./client/requireProvider.js");
 Object.defineProperty(exports, "requireProvider", { enumerable: true, get: function () { return requireProvider_js_1.requireProvider; } });
+var convert_js_1 = require("./decimal/convert.js");
+Object.defineProperty(exports, "baseUnitsToDecimal", { enumerable: true, get: function () { return convert_js_1.baseUnitsToDecimal; } });
+Object.defineProperty(exports, "decimalToBaseUnits", { enumerable: true, get: function () { return convert_js_1.decimalToBaseUnits; } });
+Object.defineProperty(exports, "fromBaseUnits", { enumerable: true, get: function () { return convert_js_1.fromBaseUnits; } });
+Object.defineProperty(exports, "fromBaseUnitsNumber", { enumerable: true, get: function () { return convert_js_1.fromBaseUnitsNumber; } });
+Object.defineProperty(exports, "numberToDecimalString", { enumerable: true, get: function () { return convert_js_1.numberToDecimalString; } });
+Object.defineProperty(exports, "scaleToInteger", { enumerable: true, get: function () { return convert_js_1.scaleToInteger; } });
+Object.defineProperty(exports, "truncateDecimal", { enumerable: true, get: function () { return convert_js_1.truncateDecimal; } });
+var format_js_1 = require("./decimal/format.js");
+Object.defineProperty(exports, "formatCompactUsd", { enumerable: true, get: function () { return format_js_1.formatCompactUsd; } });
+Object.defineProperty(exports, "formatNumber", { enumerable: true, get: function () { return format_js_1.formatNumber; } });
+Object.defineProperty(exports, "formatPrice", { enumerable: true, get: function () { return format_js_1.formatPrice; } });
+Object.defineProperty(exports, "formatSignedPercent", { enumerable: true, get: function () { return format_js_1.formatSignedPercent; } });
+Object.defineProperty(exports, "formatSignedUsd", { enumerable: true, get: function () { return format_js_1.formatSignedUsd; } });
+Object.defineProperty(exports, "formatUsd", { enumerable: true, get: function () { return format_js_1.formatUsd; } });
+var parse_js_1 = require("./decimal/parse.js");
+Object.defineProperty(exports, "parseDecimal", { enumerable: true, get: function () { return parse_js_1.parseDecimal; } });
+Object.defineProperty(exports, "stringToFloat", { enumerable: true, get: function () { return parse_js_1.stringToFloat; } });
 var constants_js_1 = require("./errors/constants.js");
 Object.defineProperty(exports, "PerpsErrorMessage", { enumerable: true, get: function () { return constants_js_1.PerpsErrorMessage; } });
 var PerpsError_js_1 = require("./errors/PerpsError.js");
 Object.defineProperty(exports, "PerpsError", { enumerable: true, get: function () { return PerpsError_js_1.PerpsError; } });
+var fills_js_1 = require("./math/fills.js");
+Object.defineProperty(exports, "classifyFill", { enumerable: true, get: function () { return fills_js_1.classifyFill; } });
+Object.defineProperty(exports, "classifyFillFromPosition", { enumerable: true, get: function () { return fills_js_1.classifyFillFromPosition; } });
+Object.defineProperty(exports, "FillClassification", { enumerable: true, get: function () { return fills_js_1.FillClassification; } });
+var order_js_1 = require("./math/order.js");
+Object.defineProperty(exports, "applySlippage", { enumerable: true, get: function () { return order_js_1.applySlippage; } });
+Object.defineProperty(exports, "buildQuote", { enumerable: true, get: function () { return order_js_1.buildQuote; } });
+Object.defineProperty(exports, "calculateExpectedPnl", { enumerable: true, get: function () { return order_js_1.calculateExpectedPnl; } });
+Object.defineProperty(exports, "calculatePositionSize", { enumerable: true, get: function () { return order_js_1.calculatePositionSize; } });
+Object.defineProperty(exports, "calculateRealizedPnlPercent", { enumerable: true, get: function () { return order_js_1.calculateRealizedPnlPercent; } });
+Object.defineProperty(exports, "calculateSize", { enumerable: true, get: function () { return order_js_1.calculateSize; } });
+Object.defineProperty(exports, "calculateTriggerPercent", { enumerable: true, get: function () { return order_js_1.calculateTriggerPercent; } });
+Object.defineProperty(exports, "calculateTriggerPrice", { enumerable: true, get: function () { return order_js_1.calculateTriggerPrice; } });
+Object.defineProperty(exports, "estimateFees", { enumerable: true, get: function () { return order_js_1.estimateFees; } });
+Object.defineProperty(exports, "estimateRealizedPnl", { enumerable: true, get: function () { return order_js_1.estimateRealizedPnl; } });
+Object.defineProperty(exports, "expectedRealizedPnlForOpenOrder", { enumerable: true, get: function () { return order_js_1.expectedRealizedPnlForOpenOrder; } });
+Object.defineProperty(exports, "expectedRealizedPnlForTriggerOrder", { enumerable: true, get: function () { return order_js_1.expectedRealizedPnlForTriggerOrder; } });
+Object.defineProperty(exports, "findMatchingPosition", { enumerable: true, get: function () { return order_js_1.findMatchingPosition; } });
+Object.defineProperty(exports, "percentFromPrice", { enumerable: true, get: function () { return order_js_1.percentFromPrice; } });
+Object.defineProperty(exports, "priceFromPercent", { enumerable: true, get: function () { return order_js_1.priceFromPercent; } });
+Object.defineProperty(exports, "resolveCloseSize", { enumerable: true, get: function () { return order_js_1.resolveCloseSize; } });
+Object.defineProperty(exports, "walkOrderbook", { enumerable: true, get: function () { return order_js_1.walkOrderbook; } });
+var position_js_1 = require("./math/position.js");
+Object.defineProperty(exports, "calculateEffectiveLeverage", { enumerable: true, get: function () { return position_js_1.calculateEffectiveLeverage; } });
+Object.defineProperty(exports, "calculateLiquidationDistance", { enumerable: true, get: function () { return position_js_1.calculateLiquidationDistance; } });
+Object.defineProperty(exports, "calculateNotionalValue", { enumerable: true, get: function () { return position_js_1.calculateNotionalValue; } });
+Object.defineProperty(exports, "calculateRealizedPnl", { enumerable: true, get: function () { return position_js_1.calculateRealizedPnl; } });
+Object.defineProperty(exports, "calculateRequiredMargin", { enumerable: true, get: function () { return position_js_1.calculateRequiredMargin; } });
+Object.defineProperty(exports, "calculateRoe", { enumerable: true, get: function () { return position_js_1.calculateRoe; } });
+Object.defineProperty(exports, "calculateUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.calculateUnrealizedPnl; } });
+Object.defineProperty(exports, "directionSign", { enumerable: true, get: function () { return position_js_1.directionSign; } });
+Object.defineProperty(exports, "effectiveLeverage", { enumerable: true, get: function () { return position_js_1.effectiveLeverage; } });
+Object.defineProperty(exports, "estimateAverageEntryPrice", { enumerable: true, get: function () { return position_js_1.estimateAverageEntryPrice; } });
+Object.defineProperty(exports, "estimateIsolatedLiquidationPrice", { enumerable: true, get: function () { return position_js_1.estimateIsolatedLiquidationPrice; } });
+Object.defineProperty(exports, "estimateLiquidationPrice", { enumerable: true, get: function () { return position_js_1.estimateLiquidationPrice; } });
+Object.defineProperty(exports, "estimateNewLeverage", { enumerable: true, get: function () { return position_js_1.estimateNewLeverage; } });
+Object.defineProperty(exports, "estimateUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.estimateUnrealizedPnl; } });
+Object.defineProperty(exports, "liquidationDistancePercent", { enumerable: true, get: function () { return position_js_1.liquidationDistancePercent; } });
+Object.defineProperty(exports, "predictAverageEntryPrice", { enumerable: true, get: function () { return position_js_1.predictAverageEntryPrice; } });
+Object.defineProperty(exports, "predictNewLeverage", { enumerable: true, get: function () { return position_js_1.predictNewLeverage; } });
+Object.defineProperty(exports, "predictUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.predictUnrealizedPnl; } });
+Object.defineProperty(exports, "realizedPnlOnClose", { enumerable: true, get: function () { return position_js_1.realizedPnlOnClose; } });
+Object.defineProperty(exports, "wouldImmediatelyLiquidate", { enumerable: true, get: function () { return position_js_1.wouldImmediatelyLiquidate; } });
 var assetRegistry_js_1 = require("./registry/assetRegistry.js");
 Object.defineProperty(exports, "AssetRegistry", { enumerable: true, get: function () { return assetRegistry_js_1.AssetRegistry; } });
 Object.defineProperty(exports, "getAssetRegistry", { enumerable: true, get: function () { return assetRegistry_js_1.getAssetRegistry; } });
@@ -109,22 +170,6 @@ Object.defineProperty(exports, "LIFI_RETRY_DEFAULTS", { enumerable: true, get: f
 Object.defineProperty(exports, "resolveRetryPolicy", { enumerable: true, get: function () { return retryPolicy_js_1.resolveRetryPolicy; } });
 var activityPaging_js_1 = require("./utils/activityPaging.js");
 Object.defineProperty(exports, "paginateActivity", { enumerable: true, get: function () { return activityPaging_js_1.paginateActivity; } });
-var calculations_js_1 = require("./utils/calculations.js");
-Object.defineProperty(exports, "applySlippage", { enumerable: true, get: function () { return calculations_js_1.applySlippage; } });
-Object.defineProperty(exports, "buildQuote", { enumerable: true, get: function () { return calculations_js_1.buildQuote; } });
-Object.defineProperty(exports, "calculateExpectedPnl", { enumerable: true, get: function () { return calculations_js_1.calculateExpectedPnl; } });
-Object.defineProperty(exports, "calculateNotionalValue", { enumerable: true, get: function () { return calculations_js_1.calculateNotionalValue; } });
-Object.defineProperty(exports, "calculatePositionSize", { enumerable: true, get: function () { return calculations_js_1.calculatePositionSize; } });
-Object.defineProperty(exports, "calculateRealizedPnlPercent", { enumerable: true, get: function () { return calculations_js_1.calculateRealizedPnlPercent; } });
-Object.defineProperty(exports, "calculateRequiredMargin", { enumerable: true, get: function () { return calculations_js_1.calculateRequiredMargin; } });
-Object.defineProperty(exports, "calculateRoe", { enumerable: true, get: function () { return calculations_js_1.calculateRoe; } });
-Object.defineProperty(exports, "calculateUnrealizedPnl", { enumerable: true, get: function () { return calculations_js_1.calculateUnrealizedPnl; } });
-Object.defineProperty(exports, "effectiveLeverage", { enumerable: true, get: function () { return calculations_js_1.effectiveLeverage; } });
-Object.defineProperty(exports, "estimateFees", { enumerable: true, get: function () { return calculations_js_1.estimateFees; } });
-Object.defineProperty(exports, "liquidationDistancePercent", { enumerable: true, get: function () { return calculations_js_1.liquidationDistancePercent; } });
-Object.defineProperty(exports, "percentFromPrice", { enumerable: true, get: function () { return calculations_js_1.percentFromPrice; } });
-Object.defineProperty(exports, "priceFromPercent", { enumerable: true, get: function () { return calculations_js_1.priceFromPercent; } });
-Object.defineProperty(exports, "walkOrderbook", { enumerable: true, get: function () { return calculations_js_1.walkOrderbook; } });
 var depositAssets_js_1 = require("./utils/depositAssets.js");
 Object.defineProperty(exports, "ETHEREUM_NATIVE_GAS", { enumerable: true, get: function () { return depositAssets_js_1.ETHEREUM_NATIVE_GAS; } });
 Object.defineProperty(exports, "ETHEREUM_USDC", { enumerable: true, get: function () { return depositAssets_js_1.ETHEREUM_USDC; } });
@@ -136,22 +181,8 @@ var explorer_js_1 = require("./utils/explorer.js");
 Object.defineProperty(exports, "ExplorerChainId", { enumerable: true, get: function () { return explorer_js_1.ExplorerChainId; } });
 Object.defineProperty(exports, "explorerTxUrl", { enumerable: true, get: function () { return explorer_js_1.explorerTxUrl; } });
 Object.defineProperty(exports, "explorerTxUrlFromBase", { enumerable: true, get: function () { return explorer_js_1.explorerTxUrlFromBase; } });
-var fillClassification_js_1 = require("./utils/fillClassification.js");
-Object.defineProperty(exports, "classifyFillFromPosition", { enumerable: true, get: function () { return fillClassification_js_1.classifyFillFromPosition; } });
-var format_js_1 = require("./utils/format.js");
-Object.defineProperty(exports, "formatCompactUsd", { enumerable: true, get: function () { return format_js_1.formatCompactUsd; } });
-Object.defineProperty(exports, "formatNumber", { enumerable: true, get: function () { return format_js_1.formatNumber; } });
-Object.defineProperty(exports, "formatPrice", { enumerable: true, get: function () { return format_js_1.formatPrice; } });
-Object.defineProperty(exports, "formatSignedPercent", { enumerable: true, get: function () { return format_js_1.formatSignedPercent; } });
-Object.defineProperty(exports, "formatSignedUsd", { enumerable: true, get: function () { return format_js_1.formatSignedUsd; } });
-Object.defineProperty(exports, "formatUsd", { enumerable: true, get: function () { return format_js_1.formatUsd; } });
-var math_js_1 = require("./utils/math.js");
-Object.defineProperty(exports, "maxOf", { enumerable: true, get: function () { return math_js_1.maxOf; } });
-Object.defineProperty(exports, "minOf", { enumerable: true, get: function () { return math_js_1.minOf; } });
 var orderClassification_js_1 = require("./utils/orderClassification.js");
 Object.defineProperty(exports, "ACTIVE_ORDER_STATUSES", { enumerable: true, get: function () { return orderClassification_js_1.ACTIVE_ORDER_STATUSES; } });
-Object.defineProperty(exports, "classifyFill", { enumerable: true, get: function () { return orderClassification_js_1.classifyFill; } });
-Object.defineProperty(exports, "FillClassification", { enumerable: true, get: function () { return orderClassification_js_1.FillClassification; } });
 Object.defineProperty(exports, "isActiveOrderStatus", { enumerable: true, get: function () { return orderClassification_js_1.isActiveOrderStatus; } });
 Object.defineProperty(exports, "isRegularOrder", { enumerable: true, get: function () { return orderClassification_js_1.isRegularOrder; } });
 Object.defineProperty(exports, "isStopLossOrder", { enumerable: true, get: function () { return orderClassification_js_1.isStopLossOrder; } });
@@ -160,40 +191,12 @@ Object.defineProperty(exports, "isTpSlOrder", { enumerable: true, get: function
 Object.defineProperty(exports, "isTriggerOrder", { enumerable: true, get: function () { return orderClassification_js_1.isTriggerOrder; } });
 Object.defineProperty(exports, "isTwapOrder", { enumerable: true, get: function () { return orderClassification_js_1.isTwapOrder; } });
 Object.defineProperty(exports, "triggerConditionFor", { enumerable: true, get: function () { return orderClassification_js_1.triggerConditionFor; } });
-var orderEntry_js_1 = require("./utils/orderEntry.js");
-Object.defineProperty(exports, "marginFromNotional", { enumerable: true, get: function () { return orderEntry_js_1.marginFromNotional; } });
-Object.defineProperty(exports, "marginFromSize", { enumerable: true, get: function () { return orderEntry_js_1.marginFromSize; } });
-Object.defineProperty(exports, "sizeFromMargin", { enumerable: true, get: function () { return orderEntry_js_1.sizeFromMargin; } });
-Object.defineProperty(exports, "sizeFromNotional", { enumerable: true, get: function () { return orderEntry_js_1.sizeFromNotional; } });
-var orderMath_js_1 = require("./utils/orderMath.js");
-Object.defineProperty(exports, "expectedRealizedPnlForOpenOrder", { enumerable: true, get: function () { return orderMath_js_1.expectedRealizedPnlForOpenOrder; } });
-Object.defineProperty(exports, "expectedRealizedPnlForTriggerOrder", { enumerable: true, get: function () { return orderMath_js_1.expectedRealizedPnlForTriggerOrder; } });
-Object.defineProperty(exports, "findMatchingPosition", { enumerable: true, get: function () { return orderMath_js_1.findMatchingPosition; } });
-Object.defineProperty(exports, "resolveCloseSize", { enumerable: true, get: function () { return orderMath_js_1.resolveCloseSize; } });
-var parse_js_1 = require("./utils/parse.js");
-Object.defineProperty(exports, "parseDecimal", { enumerable: true, get: function () { return parse_js_1.parseDecimal; } });
-Object.defineProperty(exports, "stringToFloat", { enumerable: true, get: function () { return parse_js_1.stringToFloat; } });
-var positionMath_js_1 = require("./utils/positionMath.js");
-Object.defineProperty(exports, "directionSign", { enumerable: true, get: function () { return positionMath_js_1.directionSign; } });
-Object.defineProperty(exports, "estimateIsolatedLiquidationPrice", { enumerable: true, get: function () { return positionMath_js_1.estimateIsolatedLiquidationPrice; } });
-Object.defineProperty(exports, "predictAverageEntryPrice", { enumerable: true, get: function () { return positionMath_js_1.predictAverageEntryPrice; } });
-Object.defineProperty(exports, "predictNewLeverage", { enumerable: true, get: function () { return positionMath_js_1.predictNewLeverage; } });
-Object.defineProperty(exports, "predictUnrealizedPnl", { enumerable: true, get: function () { return positionMath_js_1.predictUnrealizedPnl; } });
-Object.defineProperty(exports, "realizedPnlOnClose", { enumerable: true, get: function () { return positionMath_js_1.realizedPnlOnClose; } });
-Object.defineProperty(exports, "wouldImmediatelyLiquidate", { enumerable: true, get: function () { return positionMath_js_1.wouldImmediatelyLiquidate; } });
-var scaleToInteger_js_1 = require("./utils/scaleToInteger.js");
-Object.defineProperty(exports, "scaleToInteger", { enumerable: true, get: function () { return scaleToInteger_js_1.scaleToInteger; } });
 var setupActions_js_1 = require("./utils/setupActions.js");
 Object.defineProperty(exports, "isSetupOptionFor", { enumerable: true, get: function () { return setupActions_js_1.isSetupOptionFor; } });
 Object.defineProperty(exports, "selectUserSetupActions", { enumerable: true, get: function () { return setupActions_js_1.selectUserSetupActions; } });
 var signTypedData_js_1 = require("./utils/signTypedData.js");
 Object.defineProperty(exports, "signTypedData", { enumerable: true, get: function () { return signTypedData_js_1.signTypedData; } });
 Object.defineProperty(exports, "signTypedDataWithSigner", { enumerable: true, get: function () { return signTypedData_js_1.signTypedDataWithSigner; } });
-var units_js_1 = require("./utils/units.js");
-Object.defineProperty(exports, "fromBaseUnits", { enumerable: true, get: function () { return units_js_1.fromBaseUnits; } });
-Object.defineProperty(exports, "fromBaseUnitsNumber", { enumerable: true, get: function () { return units_js_1.fromBaseUnitsNumber; } });
-var validation_js_1 = require("./utils/validation.js");
-Object.defineProperty(exports, "validateMargin", { enumerable: true, get: function () { return validation_js_1.validateMargin; } });
 var warnOnce_js_1 = require("./utils/warnOnce.js");
 Object.defineProperty(exports, "createWarnOnce", { enumerable: true, get: function () { return warnOnce_js_1.createWarnOnce; } });
 var version_js_1 = require("./version.js");
@@ -212,4 +215,15 @@ Object.defineProperty(exports, "WS_CHANNEL_TEARDOWN_LINGER_MS", { enumerable: tr
 Object.defineProperty(exports, "WsProviderBase", { enumerable: true, get: function () { return WsProviderBase_js_1.WsProviderBase; } });
 var wsLog_js_1 = require("./websocket/wsLog.js");
 Object.defineProperty(exports, "wsLog", { enumerable: true, get: function () { return wsLog_js_1.wsLog; } });
+var orderAmounts_js_1 = require("./wire/orderAmounts.js");
+Object.defineProperty(exports, "calculateOrderAmounts", { enumerable: true, get: function () { return orderAmounts_js_1.calculateOrderAmounts; } });
+var refuel_js_1 = require("./wire/refuel.js");
+Object.defineProperty(exports, "calculateRefuelAmount", { enumerable: true, get: function () { return refuel_js_1.calculateRefuelAmount; } });
+var snap_js_1 = require("./wire/snap.js");
+Object.defineProperty(exports, "snapOrderPrice", { enumerable: true, get: function () { return snap_js_1.snapOrderPrice; } });
+Object.defineProperty(exports, "snapOrderSize", { enumerable: true, get: function () { return snap_js_1.snapOrderSize; } });
+var transferable_js_1 = require("./wire/transferable.js");
+Object.defineProperty(exports, "calculateTransferable", { enumerable: true, get: function () { return transferable_js_1.calculateTransferable; } });
+var withdraw_js_1 = require("./wire/withdraw.js");
+Object.defineProperty(exports, "calculateWithdrawMax", { enumerable: true, get: function () { return withdraw_js_1.calculateWithdrawMax; } });
 //# sourceMappingURL=index.js.map

package/dist/cjs/index.js.map

@@ -1 +1 @@
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+{"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;AAKxB,mDAQ6B;AAP3B,gHAAA,kBAAkB,OAAA;AAClB,gHAAA,kBAAkB,OAAA;AAClB,2GAAA,aAAa,OAAA;AACb,iHAAA,mBAAmB,OAAA;AACnB,mHAAA,qBAAqB,OAAA;AACrB,4GAAA,cAAc,OAAA;AACd,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,+CAAgE;AAAvD,wGAAA,YAAY,OAAA;AAAE,yGAAA,aAAa,OAAA;AACpC,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,4CAkBwB;AAjBtB,yGAAA,aAAa,OAAA;AACb,sGAAA,UAAU,OAAA;AACV,gHAAA,oBAAoB,OAAA;AACpB,iHAAA,qBAAqB,OAAA;AACrB,uHAAA,2BAA2B,OAAA;AAC3B,yGAAA,aAAa,OAAA;AACb,mHAAA,uBAAuB,OAAA;AACvB,iHAAA,qBAAqB,OAAA;AACrB,wGAAA,YAAY,OAAA;AACZ,+GAAA,mBAAmB,OAAA;AACnB,2HAAA,+BAA+B,OAAA;AAC/B,8HAAA,kCAAkC,OAAA;AAClC,gHAAA,oBAAoB,OAAA;AACpB,4GAAA,gBAAgB,OAAA;AAChB,4GAAA,gBAAgB,OAAA;AAChB,4GAAA,gBAAgB,OAAA;AAChB,yGAAA,aAAa,OAAA;AAEf,kDAqB2B;AApBzB,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,4GAAA,aAAa,OAAA;AACb,gHAAA,iBAAiB,OAAA;AACjB,wHAAA,yBAAyB,OAAA;AACzB,+HAAA,gCAAgC,OAAA;AAChC,uHAAA,wBAAwB,OAAA;AACxB,kHAAA,mBAAmB,OAAA;AACnB,oHAAA,qBAAqB,OAAA;AACrB,yHAAA,0BAA0B,OAAA;AAC1B,uHAAA,wBAAwB,OAAA;AACxB,iHAAA,kBAAkB,OAAA;AAClB,mHAAA,oBAAoB,OAAA;AACpB,iHAAA,kBAAkB,OAAA;AAClB,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"}

package/dist/cjs/math/fills.d.ts

@@ -0,0 +1,5 @@
+import { FillClassification, OrderSide } from '@lifi/perps-types';
+export { FillClassification };
+export declare function classifyFillFromPosition(startPosition: string, side: string, sz: string): FillClassification;
+export declare function classifyFill(side: OrderSide, realizedPnl: string | null | undefined): FillClassification;
+//# sourceMappingURL=fills.d.ts.map

package/dist/cjs/math/fills.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,SAAS,EAAE,MAAM,mBAAmB,CAAA;AAQjE,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAY7B,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,MAAM,EACrB,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,GACT,kBAAkB,CAkCpB;AAQD,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,GACrC,kBAAkB,CAUpB"}

package/dist/cjs/{utils/fillClassification.js → math/fills.js}

@@ -1,7 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.FillClassification = void 0;
 exports.classifyFillFromPosition = classifyFillFromPosition;
+exports.classifyFill = classifyFill;
 const perps_types_1 = require("@lifi/perps-types");
+Object.defineProperty(exports, "FillClassification", { enumerable: true, get: function () { return perps_types_1.FillClassification; } });
+const parse_js_1 = require("../decimal/parse.js");
 function classifyFillFromPosition(startPosition, side, sz) {
     const start = parseFloat(startPosition);
     const delta = side === 'B' ? parseFloat(sz) : -parseFloat(sz);
@@ -34,4 +38,15 @@ function classifyFillFromPosition(startPosition, side, sz) {
     }
     return perps_types_1.FillClassification.REDUCED_SHORT;
 }
-//# sourceMappingURL=fillClassification.js.map
+function classifyFill(side, realizedPnl) {
+    const isClose = realizedPnl != null && (0, parse_js_1.parseDecimal)(realizedPnl) !== 0;
+    if (side === perps_types_1.OrderSide.BUY) {
+        return isClose
+            ? perps_types_1.FillClassification.CLOSED_SHORT
+            : perps_types_1.FillClassification.OPENED_LONG;
+    }
+    return isClose
+        ? perps_types_1.FillClassification.CLOSED_LONG
+        : perps_types_1.FillClassification.OPENED_SHORT;
+}
+//# sourceMappingURL=fills.js.map

package/dist/cjs/math/fills.js.map

@@ -0,0 +1 @@
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package/dist/cjs/math/order.d.ts

@@ -0,0 +1,45 @@
+import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type RegularOrder, type TradeType, type TriggerOrder } from '@lifi/perps-types';
+export declare function calculateSize(marginUsd: number, leverage: number, price: number): number;
+export declare const calculatePositionSize: typeof calculateSize;
+export declare function estimateFees(sizeUsd: number, feeRate: number): number;
+export declare function applySlippage(price: number, slippagePercent: number, isBuy: boolean): number;
+export interface ExpectedPnl {
+    amount: number;
+    percent: number;
+}
+export declare function calculateExpectedPnl(triggerPrice: number, entryPrice: number, leverage: number, isLong: boolean, margin: number): ExpectedPnl | null;
+export declare function calculateTriggerPrice(percent: number, entryPrice: number, leverage: number, isLong: boolean): number;
+export declare const priceFromPercent: typeof calculateTriggerPrice;
+export declare function calculateTriggerPercent(price: number, entryPrice: number, leverage: number, isLong: boolean): number;
+export declare const percentFromPrice: typeof calculateTriggerPercent;
+export declare function calculateRealizedPnlPercent(realizedPnl: number, size: number, price: number): number;
+interface BookWalk {
+    baseSize: number;
+    filledNotional: number;
+    vwap: number;
+    insufficientLiquidity: boolean;
+}
+export declare function walkOrderbook(levels: OrderbookLevel[], sizeUsd: number): BookWalk;
+interface BuildQuoteInput {
+    provider: string;
+    symbol: string;
+    type: TradeType;
+    side: QuoteSide;
+    sizeUsd: number;
+    market: Market;
+    price: MarketContext;
+    bids: OrderbookLevel[];
+    asks: OrderbookLevel[];
+    feeTier: FeeTier;
+    timestamp: number;
+}
+export declare function buildQuote(input: BuildQuoteInput): Quote;
+export declare function findMatchingPosition(marketId: string, positions: readonly Position[]): Position | undefined;
+export declare function resolveCloseSize(orderSize: number, positionSize: number): number;
+declare function regularOrderRealizedPnl(order: RegularOrder, position: Position | undefined): number | null;
+declare function triggerOrderRealizedPnl(order: TriggerOrder, position: Position | undefined): number | null;
+export declare function estimateRealizedPnl(order: Order, position: Position | undefined): number | null;
+export declare const expectedRealizedPnlForOpenOrder: typeof regularOrderRealizedPnl;
+export declare const expectedRealizedPnlForTriggerOrder: typeof triggerOrderRealizedPnl;
+export {};
+//# sourceMappingURL=order.d.ts.map

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package/dist/cjs/math/order.js

@@ -0,0 +1,256 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.expectedRealizedPnlForTriggerOrder = exports.expectedRealizedPnlForOpenOrder = exports.percentFromPrice = exports.priceFromPercent = exports.calculatePositionSize = void 0;
+exports.calculateSize = calculateSize;
+exports.estimateFees = estimateFees;
+exports.applySlippage = applySlippage;
+exports.calculateExpectedPnl = calculateExpectedPnl;
+exports.calculateTriggerPrice = calculateTriggerPrice;
+exports.calculateTriggerPercent = calculateTriggerPercent;
+exports.calculateRealizedPnlPercent = calculateRealizedPnlPercent;
+exports.walkOrderbook = walkOrderbook;
+exports.buildQuote = buildQuote;
+exports.findMatchingPosition = findMatchingPosition;
+exports.resolveCloseSize = resolveCloseSize;
+exports.estimateRealizedPnl = estimateRealizedPnl;
+const perps_types_1 = require("@lifi/perps-types");
+const big_js_1 = require("../decimal/big.js");
+const PerpsError_js_1 = require("../errors/PerpsError.js");
+const orderClassification_js_1 = require("../utils/orderClassification.js");
+const position_js_1 = require("./position.js");
+function calculateSize(marginUsd, leverage, price) {
+    if (price === 0) {
+        return (marginUsd * leverage) / price;
+    }
+    if (!(0, big_js_1.areFinite)(marginUsd, leverage, price)) {
+        return Number.NaN;
+    }
+    return new big_js_1.DivBig(marginUsd).times(leverage).div(price).toNumber();
+}
+exports.calculatePositionSize = calculateSize;
+function estimateFees(sizeUsd, feeRate) {
+    if (!(0, big_js_1.areFinite)(sizeUsd, feeRate)) {
+        return Number.NaN;
+    }
+    return new big_js_1.DivBig(sizeUsd).times(feeRate).toNumber();
+}
+function applySlippage(price, slippagePercent, isBuy) {
+    if (!(0, big_js_1.areFinite)(price, slippagePercent)) {
+        return Number.NaN;
+    }
+    const multiplier = new big_js_1.DivBig(slippagePercent).div(100).plus(1);
+    if (isBuy) {
+        return new big_js_1.DivBig(price).times(multiplier).toNumber();
+    }
+    if (multiplier.eq(0)) {
+        return price / multiplier.toNumber();
+    }
+    return new big_js_1.DivBig(price).div(multiplier).toNumber();
+}
+function calculateExpectedPnl(triggerPrice, entryPrice, leverage, isLong, margin) {
+    if (!triggerPrice || entryPrice === 0 || margin === 0) {
+        return null;
+    }
+    if (!(0, big_js_1.areFinite)(triggerPrice, entryPrice, leverage, margin)) {
+        return { amount: Number.NaN, percent: Number.NaN };
+    }
+    const priceDiff = isLong
+        ? new big_js_1.DivBig(triggerPrice).minus(entryPrice)
+        : new big_js_1.DivBig(entryPrice).minus(triggerPrice);
+    const percent = priceDiff.div(entryPrice).times(leverage).times(100);
+    const amount = percent.times(margin).div(100);
+    return { amount: amount.toNumber(), percent: percent.toNumber() };
+}
+function calculateTriggerPrice(percent, entryPrice, leverage, isLong) {
+    if (entryPrice === 0 || leverage === 0) {
+        return 0;
+    }
+    if (!(0, big_js_1.areFinite)(percent, entryPrice, leverage)) {
+        return Number.NaN;
+    }
+    const priceDelta = new big_js_1.DivBig(percent)
+        .times(entryPrice)
+        .div(new big_js_1.DivBig(leverage).times(100));
+    const entry = new big_js_1.DivBig(entryPrice);
+    return (isLong ? entry.plus(priceDelta) : entry.minus(priceDelta)).toNumber();
+}
+exports.priceFromPercent = calculateTriggerPrice;
+function calculateTriggerPercent(price, entryPrice, leverage, isLong) {
+    if (entryPrice === 0 || leverage === 0) {
+        return 0;
+    }
+    if (!(0, big_js_1.areFinite)(price, entryPrice, leverage)) {
+        return Number.NaN;
+    }
+    const priceDiff = isLong
+        ? new big_js_1.DivBig(price).minus(entryPrice)
+        : new big_js_1.DivBig(entryPrice).minus(price);
+    return priceDiff.div(entryPrice).times(leverage).times(100).toNumber();
+}
+exports.percentFromPrice = calculateTriggerPercent;
+function calculateRealizedPnlPercent(realizedPnl, size, price) {
+    if (!(0, big_js_1.areFinite)(realizedPnl, size, price)) {
+        return Number.NaN;
+    }
+    const positionValue = new big_js_1.DivBig(size).abs().times(price);
+    if (positionValue.eq(0)) {
+        return 0;
+    }
+    return new big_js_1.DivBig(realizedPnl).div(positionValue).times(100).toNumber();
+}
+function walkOrderbook(levels, sizeUsd) {
+    if (!Number.isFinite(sizeUsd)) {
+        return {
+            baseSize: Number.NaN,
+            filledNotional: Number.NaN,
+            vwap: Number.NaN,
+            insufficientLiquidity: true,
+        };
+    }
+    let remaining = new big_js_1.DivBig(sizeUsd);
+    let baseSize = new big_js_1.DivBig(0);
+    let filledNotional = new big_js_1.DivBig(0);
+    for (const level of levels) {
+        if (remaining.lte(0)) {
+            break;
+        }
+        const { price, size } = parseLevel(level);
+        const levelNotional = size.times(price);
+        const take = remaining.lt(levelNotional) ? remaining : levelNotional;
+        if (take.eq(0)) {
+            continue;
+        }
+        filledNotional = filledNotional.plus(take);
+        baseSize = baseSize.plus(take.div(price));
+        remaining = remaining.minus(take);
+    }
+    return {
+        baseSize: baseSize.toNumber(),
+        filledNotional: filledNotional.toNumber(),
+        vwap: baseSize.eq(0) ? 0 : filledNotional.div(baseSize).toNumber(),
+        insufficientLiquidity: remaining.gt(0),
+    };
+}
+function parseLevel(level) {
+    try {
+        return { price: new big_js_1.DivBig(level.price), size: new big_js_1.DivBig(level.size) };
+    }
+    catch {
+        throw new PerpsError_js_1.PerpsError(perps_types_1.PerpsErrorCode.ValidationError, `Malformed orderbook level: price='${level.price}', size='${level.size}'`);
+    }
+}
+function buildQuote(input) {
+    const { market, price, side, sizeUsd, feeTier } = input;
+    const markPrice = Number.parseFloat(price.markPrice);
+    const levels = side === 'buy' ? input.asks : input.bids;
+    const walk = walkOrderbook(levels, sizeUsd);
+    const priceImpactBps = markPrice === 0 || walk.vwap === 0
+        ? 0
+        : Math.abs((walk.vwap - markPrice) / markPrice) * 10_000;
+    const feeUsd = estimateFees(walk.filledNotional, Number.parseFloat(feeTier.taker));
+    return {
+        provider: input.provider,
+        symbol: input.symbol,
+        marketId: market.id,
+        type: input.type,
+        side,
+        sizeUsd: sizeUsd.toString(),
+        baseSize: walk.baseSize.toString(),
+        markPrice: price.markPrice,
+        expectedFillPrice: walk.vwap.toString(),
+        priceImpactBps: priceImpactBps.toString(),
+        feeTier,
+        isDefaultFeeTier: true,
+        feeUsd: feeUsd.toString(),
+        funding: price.funding ?? null,
+        insufficientLiquidity: walk.insufficientLiquidity,
+        timestamp: input.timestamp,
+    };
+}
+function findMatchingPosition(marketId, positions) {
+    return positions.find((p) => p.market.id === marketId);
+}
+function resolveCloseSize(orderSize, positionSize) {
+    if (orderSize === 0) {
+        return positionSize;
+    }
+    return Math.min(orderSize, positionSize);
+}
+function regularOrderRealizedPnl(order, position) {
+    if (!position || !(0, orderClassification_js_1.isActiveOrderStatus)(order.status)) {
+        return null;
+    }
+    const isLong = position.side === perps_types_1.PositionSide.LONG;
+    const reducesPosition = (isLong && order.side === perps_types_1.OrderSide.SELL) ||
+        (!isLong && order.side === perps_types_1.OrderSide.BUY);
+    if (!reducesPosition) {
+        return null;
+    }
+    const limitPrice = Number.parseFloat(order.price ?? '');
+    const entryPrice = Number.parseFloat(position.entryPrice);
+    const orderSize = Math.abs(Number.parseFloat(order.remainingSize));
+    const positionSize = Math.abs(Number.parseFloat(position.size));
+    if (!Number.isFinite(limitPrice) ||
+        !Number.isFinite(entryPrice) ||
+        !Number.isFinite(orderSize) ||
+        !Number.isFinite(positionSize) ||
+        positionSize <= 0) {
+        return null;
+    }
+    if (orderSize === 0) {
+        return null;
+    }
+    const closeSize = resolveCloseSize(orderSize, positionSize);
+    return (0, position_js_1.calculateRealizedPnl)({
+        entryPrice,
+        closePrice: limitPrice,
+        closeSize,
+        isLong,
+    });
+}
+function triggerOrderRealizedPnl(order, position) {
+    if (!position ||
+        !(0, orderClassification_js_1.isActiveOrderStatus)(order.status) ||
+        order.status === perps_types_1.OrderStatus.PENDING) {
+        return null;
+    }
+    const isLong = position.side === perps_types_1.PositionSide.LONG;
+    if ((isLong && order.side !== perps_types_1.OrderSide.SELL) ||
+        (!isLong && order.side !== perps_types_1.OrderSide.BUY)) {
+        return null;
+    }
+    const triggerPrice = Number.parseFloat(order.triggerPrice);
+    const entryPrice = Number.parseFloat(position.entryPrice);
+    const orderSize = Math.abs(Number.parseFloat(order.remainingSize));
+    const positionSize = Math.abs(Number.parseFloat(position.size));
+    if (!Number.isFinite(triggerPrice) ||
+        !Number.isFinite(entryPrice) ||
+        !Number.isFinite(orderSize) ||
+        !Number.isFinite(positionSize) ||
+        positionSize <= 0) {
+        return null;
+    }
+    if (orderSize === 0 &&
+        (Number.parseFloat(order.originalSize) !== 0 || !order.reduceOnly)) {
+        return null;
+    }
+    const closeSize = resolveCloseSize(orderSize, positionSize);
+    return (0, position_js_1.calculateRealizedPnl)({
+        entryPrice,
+        closePrice: triggerPrice,
+        closeSize,
+        isLong,
+    });
+}
+function estimateRealizedPnl(order, position) {
+    if ((0, orderClassification_js_1.isTriggerOrder)(order)) {
+        return triggerOrderRealizedPnl(order, position);
+    }
+    if ((0, orderClassification_js_1.isRegularOrder)(order)) {
+        return regularOrderRealizedPnl(order, position);
+    }
+    return null;
+}
+exports.expectedRealizedPnlForOpenOrder = regularOrderRealizedPnl;
+exports.expectedRealizedPnlForTriggerOrder = triggerOrderRealizedPnl;
+//# sourceMappingURL=order.js.map

package/dist/cjs/math/order.js.map

@@ -0,0 +1 @@
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