@lifi/perps-sdk 21.1.0 → 22.0.0
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 +84 -16
- package/dist/cjs/client/PerpsClient.d.ts +3 -3
- package/dist/cjs/client/PerpsClient.d.ts.map +1 -1
- package/dist/cjs/client/PerpsClient.js.map +1 -1
- package/dist/cjs/decimal/convert.d.ts +1 -5
- package/dist/cjs/decimal/convert.d.ts.map +1 -1
- package/dist/cjs/decimal/convert.js +10 -28
- package/dist/cjs/decimal/convert.js.map +1 -1
- package/dist/cjs/decimal/format.d.ts +2 -1
- package/dist/cjs/decimal/format.d.ts.map +1 -1
- package/dist/cjs/decimal/format.js.map +1 -1
- package/dist/cjs/decimal/parse.d.ts +2 -4
- package/dist/cjs/decimal/parse.d.ts.map +1 -1
- package/dist/cjs/decimal/parse.js +5 -2
- package/dist/cjs/decimal/parse.js.map +1 -1
- package/dist/cjs/decimal/requireDecimal.d.ts.map +1 -0
- package/dist/cjs/{wire → decimal}/requireDecimal.js +2 -1
- package/dist/cjs/decimal/requireDecimal.js.map +1 -0
- package/dist/cjs/index.d.ts +5 -5
- package/dist/cjs/index.d.ts.map +1 -1
- package/dist/cjs/index.js +6 -20
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/math/fills.d.ts +3 -3
- package/dist/cjs/math/fills.d.ts.map +1 -1
- package/dist/cjs/math/fills.js.map +1 -1
- package/dist/cjs/math/order.d.ts +1 -8
- package/dist/cjs/math/order.d.ts.map +1 -1
- package/dist/cjs/math/order.js +6 -11
- package/dist/cjs/math/order.js.map +1 -1
- package/dist/cjs/math/position.d.ts +3 -8
- package/dist/cjs/math/position.d.ts.map +1 -1
- package/dist/cjs/math/position.js +12 -12
- package/dist/cjs/math/position.js.map +1 -1
- package/dist/cjs/services/resolveSubscribeQuote.d.ts +1 -1
- package/dist/cjs/services/resolveSubscribeQuote.d.ts.map +1 -1
- package/dist/cjs/services/resolveSubscribeQuote.js +24 -13
- package/dist/cjs/services/resolveSubscribeQuote.js.map +1 -1
- package/dist/cjs/types/api.d.ts +4 -4
- package/dist/cjs/types/api.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/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/cjs/wire/orderAmounts.d.ts +1 -2
- package/dist/cjs/wire/orderAmounts.d.ts.map +1 -1
- package/dist/cjs/wire/orderAmounts.js +19 -52
- package/dist/cjs/wire/orderAmounts.js.map +1 -1
- package/dist/cjs/wire/refuel.js +1 -1
- package/dist/cjs/wire/refuel.js.map +1 -1
- package/dist/cjs/wire/transferable.js +1 -1
- package/dist/cjs/wire/transferable.js.map +1 -1
- package/dist/cjs/wire/withdraw.d.ts.map +1 -1
- package/dist/cjs/wire/withdraw.js +1 -1
- package/dist/cjs/wire/withdraw.js.map +1 -1
- package/dist/esm/client/PerpsClient.d.ts +3 -3
- package/dist/esm/client/PerpsClient.d.ts.map +1 -1
- package/dist/esm/client/PerpsClient.js.map +1 -1
- package/dist/esm/decimal/convert.d.ts +8 -24
- package/dist/esm/decimal/convert.d.ts.map +1 -1
- package/dist/esm/decimal/convert.js +16 -42
- package/dist/esm/decimal/convert.js.map +1 -1
- package/dist/esm/decimal/format.d.ts +2 -1
- package/dist/esm/decimal/format.d.ts.map +1 -1
- package/dist/esm/decimal/format.js.map +1 -1
- package/dist/esm/decimal/parse.d.ts +7 -20
- package/dist/esm/decimal/parse.d.ts.map +1 -1
- package/dist/esm/decimal/parse.js +9 -4
- package/dist/esm/decimal/parse.js.map +1 -1
- package/dist/esm/{wire → decimal}/requireDecimal.d.ts +1 -1
- package/dist/esm/decimal/requireDecimal.d.ts.map +1 -0
- package/dist/esm/{wire → decimal}/requireDecimal.js +3 -2
- package/dist/esm/decimal/requireDecimal.js.map +1 -0
- package/dist/esm/index.d.ts +5 -5
- package/dist/esm/index.d.ts.map +1 -1
- package/dist/esm/index.js +4 -4
- package/dist/esm/index.js.map +1 -1
- package/dist/esm/math/fills.d.ts +3 -3
- package/dist/esm/math/fills.d.ts.map +1 -1
- package/dist/esm/math/fills.js +1 -1
- package/dist/esm/math/fills.js.map +1 -1
- package/dist/esm/math/order.d.ts +3 -34
- package/dist/esm/math/order.d.ts.map +1 -1
- package/dist/esm/math/order.js +8 -26
- package/dist/esm/math/order.js.map +1 -1
- package/dist/esm/math/position.d.ts +16 -34
- package/dist/esm/math/position.d.ts.map +1 -1
- package/dist/esm/math/position.js +23 -36
- package/dist/esm/math/position.js.map +1 -1
- package/dist/esm/services/resolveSubscribeQuote.d.ts +6 -1
- package/dist/esm/services/resolveSubscribeQuote.d.ts.map +1 -1
- package/dist/esm/services/resolveSubscribeQuote.js +29 -13
- package/dist/esm/services/resolveSubscribeQuote.js.map +1 -1
- package/dist/esm/types/api.d.ts +4 -4
- package/dist/esm/types/api.d.ts.map +1 -1
- package/dist/esm/types/provider.d.ts +1 -1
- package/dist/esm/types/provider.d.ts.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/esm/wire/orderAmounts.d.ts +15 -29
- package/dist/esm/wire/orderAmounts.d.ts.map +1 -1
- package/dist/esm/wire/orderAmounts.js +28 -88
- package/dist/esm/wire/orderAmounts.js.map +1 -1
- package/dist/esm/wire/refuel.js +1 -1
- package/dist/esm/wire/refuel.js.map +1 -1
- package/dist/esm/wire/transferable.js +1 -1
- package/dist/esm/wire/transferable.js.map +1 -1
- package/dist/esm/wire/withdraw.d.ts.map +1 -1
- package/dist/esm/wire/withdraw.js +1 -1
- package/dist/esm/wire/withdraw.js.map +1 -1
- package/dist/types/client/PerpsClient.d.ts +3 -3
- package/dist/types/client/PerpsClient.d.ts.map +1 -1
- package/dist/types/decimal/convert.d.ts +8 -24
- package/dist/types/decimal/convert.d.ts.map +1 -1
- package/dist/types/decimal/format.d.ts +2 -1
- package/dist/types/decimal/format.d.ts.map +1 -1
- package/dist/types/decimal/parse.d.ts +7 -20
- package/dist/types/decimal/parse.d.ts.map +1 -1
- package/dist/types/{wire → decimal}/requireDecimal.d.ts +1 -1
- package/dist/types/decimal/requireDecimal.d.ts.map +1 -0
- package/dist/types/index.d.ts +5 -5
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/math/fills.d.ts +3 -3
- package/dist/types/math/fills.d.ts.map +1 -1
- package/dist/types/math/order.d.ts +3 -34
- package/dist/types/math/order.d.ts.map +1 -1
- package/dist/types/math/position.d.ts +16 -34
- package/dist/types/math/position.d.ts.map +1 -1
- package/dist/types/services/resolveSubscribeQuote.d.ts +6 -1
- package/dist/types/services/resolveSubscribeQuote.d.ts.map +1 -1
- package/dist/types/types/api.d.ts +4 -4
- package/dist/types/types/api.d.ts.map +1 -1
- package/dist/types/types/provider.d.ts +1 -1
- package/dist/types/types/provider.d.ts.map +1 -1
- package/dist/types/version.d.ts +1 -1
- package/dist/types/wire/orderAmounts.d.ts +15 -29
- package/dist/types/wire/orderAmounts.d.ts.map +1 -1
- package/dist/types/wire/withdraw.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/client/PerpsClient.ts +3 -2
- package/src/decimal/convert.ts +27 -54
- package/src/decimal/format.ts +3 -1
- package/src/decimal/parse.ts +10 -6
- package/src/{wire → decimal}/requireDecimal.ts +3 -6
- package/src/index.ts +4 -21
- package/src/math/fills.ts +8 -4
- package/src/math/order.ts +8 -31
- package/src/math/position.ts +32 -43
- package/src/services/resolveSubscribeQuote.ts +37 -19
- package/src/types/api.ts +4 -3
- package/src/types/provider.ts +1 -1
- package/src/version.ts +1 -1
- package/src/wire/orderAmounts.ts +35 -117
- package/src/wire/refuel.ts +1 -1
- package/src/wire/transferable.ts +1 -1
- package/src/wire/withdraw.ts +1 -1
- package/dist/cjs/wire/requireDecimal.d.ts.map +0 -1
- package/dist/cjs/wire/requireDecimal.js.map +0 -1
- package/dist/esm/wire/requireDecimal.d.ts.map +0 -1
- package/dist/esm/wire/requireDecimal.js.map +0 -1
- package/dist/types/wire/requireDecimal.d.ts.map +0 -1
- /package/dist/cjs/{wire → decimal}/requireDecimal.d.ts +0 -0
package/dist/cjs/index.js
CHANGED
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@@ -14,9 +14,9 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
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for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.
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exports.
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-
exports.calculateWithdrawMax = exports.calculateTransferable = exports.snapOrderSize = exports.snapOrderPrice = exports.calculateRefuelAmount = exports.calculateOrderAmounts = exports.wsLog = exports.WsProviderBase = exports.WS_CHANNEL_TEARDOWN_LINGER_MS = exports.ReconnectingWebSocket = exports.PerpsWsClient = exports.DecodeChain = exports.cachePromise = exports.version = exports.name = exports.createWarnOnce = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.ACTIVE_ORDER_STATUSES = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG =
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exports.toAssetDisplay = exports.getAssetRegistry = exports.AssetRegistry = exports.wouldImmediatelyLiquidate = exports.positionSupportsMarginRemoval = exports.positionSupportsMarginAdjustment = exports.estimateUnrealizedPnl = exports.estimateNewLeverage = exports.estimateLiquidationPrice = exports.estimateAverageEntryPrice = exports.calculateUnrealizedPnl = exports.calculateRoe = exports.calculateRequiredMargin = exports.calculateRealizedPnl = exports.calculateNotionalValue = exports.calculateLiquidationDistance = exports.calculateEffectiveLeverage = exports.walkOrderbook = exports.resolveCloseSize = exports.findMatchingPosition = exports.estimateRealizedPnl = exports.estimateFees = exports.calculateTriggerPrice = exports.calculateTriggerPercent = exports.calculateSize = exports.calculateRealizedPnlPercent = exports.calculateExpectedPnl = exports.buildQuote = exports.applySlippage = exports.FillClassification = exports.classifyFillFromPosition = exports.classifyFill = exports.PerpsError = exports.PerpsErrorMessage = exports.parseDecimal = exports.isDecimalString = exports.formatUsd = exports.formatSignedUsd = exports.formatSignedPercent = exports.formatPrice = exports.formatNumber = exports.formatCompactUsd = exports.truncateDecimal = exports.numberToDecimalString = exports.decimalToBaseUnits = exports.baseUnitsToDecimal = exports.requireProvider = exports.PerpsClient = exports.DEFAULT_API_URL = exports.createPerpsClient = void 0;
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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 = 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 = void 0;
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exports.calculateWithdrawMax = exports.calculateTransferable = exports.snapOrderSize = exports.snapOrderPrice = exports.calculateRefuelAmount = exports.calculateOrderAmounts = exports.wsLog = exports.WsProviderBase = exports.WS_CHANNEL_TEARDOWN_LINGER_MS = exports.ReconnectingWebSocket = exports.PerpsWsClient = exports.DecodeChain = exports.cachePromise = exports.version = exports.name = exports.createWarnOnce = exports.signTypedDataWithSigner = exports.signTypedData = exports.selectUserSetupActions = exports.isSetupOptionFor = exports.triggerConditionFor = exports.isTwapOrder = exports.isTriggerOrder = exports.isTpSlOrder = exports.isTakeProfitOrder = exports.isStopLossOrder = exports.isRegularOrder = exports.isActiveOrderStatus = exports.ACTIVE_ORDER_STATUSES = exports.explorerTxUrlFromBase = exports.explorerTxUrl = exports.ExplorerChainId = exports.ROBINHOOD_USDG = void 0;
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__exportStar(require("@lifi/perps-types"), exports);
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var createPerpsClient_js_1 = require("./client/createPerpsClient.js");
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Object.defineProperty(exports, "createPerpsClient", { enumerable: true, get: function () { return createPerpsClient_js_1.createPerpsClient; } });
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var convert_js_1 = require("./decimal/convert.js");
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Object.defineProperty(exports, "baseUnitsToDecimal", { enumerable: true, get: function () { return convert_js_1.baseUnitsToDecimal; } });
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Object.defineProperty(exports, "decimalToBaseUnits", { enumerable: true, get: function () { return convert_js_1.decimalToBaseUnits; } });
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Object.defineProperty(exports, "fromBaseUnits", { enumerable: true, get: function () { return convert_js_1.fromBaseUnits; } });
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Object.defineProperty(exports, "fromBaseUnitsNumber", { enumerable: true, get: function () { return convert_js_1.fromBaseUnitsNumber; } });
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Object.defineProperty(exports, "numberToDecimalString", { enumerable: true, get: function () { return convert_js_1.numberToDecimalString; } });
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Object.defineProperty(exports, "scaleToInteger", { enumerable: true, get: function () { return convert_js_1.scaleToInteger; } });
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Object.defineProperty(exports, "truncateDecimal", { enumerable: true, get: function () { return convert_js_1.truncateDecimal; } });
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var format_js_1 = require("./decimal/format.js");
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Object.defineProperty(exports, "formatCompactUsd", { enumerable: true, get: function () { return format_js_1.formatCompactUsd; } });
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Object.defineProperty(exports, "formatSignedUsd", { enumerable: true, get: function () { return format_js_1.formatSignedUsd; } });
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Object.defineProperty(exports, "formatUsd", { enumerable: true, get: function () { return format_js_1.formatUsd; } });
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var parse_js_1 = require("./decimal/parse.js");
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Object.defineProperty(exports, "isDecimalString", { enumerable: true, get: function () { return parse_js_1.isDecimalString; } });
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Object.defineProperty(exports, "parseDecimal", { enumerable: true, get: function () { return parse_js_1.parseDecimal; } });
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Object.defineProperty(exports, "stringToFloat", { enumerable: true, get: function () { return parse_js_1.stringToFloat; } });
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var constants_js_1 = require("./errors/constants.js");
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Object.defineProperty(exports, "PerpsErrorMessage", { enumerable: true, get: function () { return constants_js_1.PerpsErrorMessage; } });
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var PerpsError_js_1 = require("./errors/PerpsError.js");
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Object.defineProperty(exports, "applySlippage", { enumerable: true, get: function () { return order_js_1.applySlippage; } });
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Object.defineProperty(exports, "buildQuote", { enumerable: true, get: function () { return order_js_1.buildQuote; } });
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Object.defineProperty(exports, "calculateExpectedPnl", { enumerable: true, get: function () { return order_js_1.calculateExpectedPnl; } });
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Object.defineProperty(exports, "calculatePositionSize", { enumerable: true, get: function () { return order_js_1.calculatePositionSize; } });
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Object.defineProperty(exports, "calculateRealizedPnlPercent", { enumerable: true, get: function () { return order_js_1.calculateRealizedPnlPercent; } });
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Object.defineProperty(exports, "calculateSize", { enumerable: true, get: function () { return order_js_1.calculateSize; } });
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Object.defineProperty(exports, "calculateTriggerPercent", { enumerable: true, get: function () { return order_js_1.calculateTriggerPercent; } });
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Object.defineProperty(exports, "calculateTriggerPrice", { enumerable: true, get: function () { return order_js_1.calculateTriggerPrice; } });
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Object.defineProperty(exports, "estimateFees", { enumerable: true, get: function () { return order_js_1.estimateFees; } });
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Object.defineProperty(exports, "estimateRealizedPnl", { enumerable: true, get: function () { return order_js_1.estimateRealizedPnl; } });
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Object.defineProperty(exports, "expectedRealizedPnlForOpenOrder", { enumerable: true, get: function () { return order_js_1.expectedRealizedPnlForOpenOrder; } });
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Object.defineProperty(exports, "expectedRealizedPnlForTriggerOrder", { enumerable: true, get: function () { return order_js_1.expectedRealizedPnlForTriggerOrder; } });
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Object.defineProperty(exports, "findMatchingPosition", { enumerable: true, get: function () { return order_js_1.findMatchingPosition; } });
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Object.defineProperty(exports, "percentFromPrice", { enumerable: true, get: function () { return order_js_1.percentFromPrice; } });
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Object.defineProperty(exports, "priceFromPercent", { enumerable: true, get: function () { return order_js_1.priceFromPercent; } });
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Object.defineProperty(exports, "resolveCloseSize", { enumerable: true, get: function () { return order_js_1.resolveCloseSize; } });
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Object.defineProperty(exports, "walkOrderbook", { enumerable: true, get: function () { return order_js_1.walkOrderbook; } });
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var position_js_1 = require("./math/position.js");
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Object.defineProperty(exports, "calculateRequiredMargin", { enumerable: true, get: function () { return position_js_1.calculateRequiredMargin; } });
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Object.defineProperty(exports, "calculateRoe", { enumerable: true, get: function () { return position_js_1.calculateRoe; } });
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Object.defineProperty(exports, "calculateUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.calculateUnrealizedPnl; } });
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Object.defineProperty(exports, "directionSign", { enumerable: true, get: function () { return position_js_1.directionSign; } });
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Object.defineProperty(exports, "effectiveLeverage", { enumerable: true, get: function () { return position_js_1.effectiveLeverage; } });
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Object.defineProperty(exports, "estimateAverageEntryPrice", { enumerable: true, get: function () { return position_js_1.estimateAverageEntryPrice; } });
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Object.defineProperty(exports, "estimateIsolatedLiquidationPrice", { enumerable: true, get: function () { return position_js_1.estimateIsolatedLiquidationPrice; } });
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Object.defineProperty(exports, "estimateLiquidationPrice", { enumerable: true, get: function () { return position_js_1.estimateLiquidationPrice; } });
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Object.defineProperty(exports, "estimateNewLeverage", { enumerable: true, get: function () { return position_js_1.estimateNewLeverage; } });
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Object.defineProperty(exports, "estimateUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.estimateUnrealizedPnl; } });
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Object.defineProperty(exports, "
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Object.defineProperty(exports, "
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Object.defineProperty(exports, "predictNewLeverage", { enumerable: true, get: function () { return position_js_1.predictNewLeverage; } });
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Object.defineProperty(exports, "predictUnrealizedPnl", { enumerable: true, get: function () { return position_js_1.predictUnrealizedPnl; } });
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Object.defineProperty(exports, "realizedPnlOnClose", { enumerable: true, get: function () { return position_js_1.realizedPnlOnClose; } });
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Object.defineProperty(exports, "positionSupportsMarginAdjustment", { enumerable: true, get: function () { return position_js_1.positionSupportsMarginAdjustment; } });
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Object.defineProperty(exports, "positionSupportsMarginRemoval", { enumerable: true, get: function () { return position_js_1.positionSupportsMarginRemoval; } });
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Object.defineProperty(exports, "wouldImmediatelyLiquidate", { enumerable: true, get: function () { return position_js_1.wouldImmediatelyLiquidate; } });
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var assetRegistry_js_1 = require("./registry/assetRegistry.js");
|
|
94
80
|
Object.defineProperty(exports, "AssetRegistry", { enumerable: true, get: function () { return assetRegistry_js_1.AssetRegistry; } });
|
package/dist/cjs/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;AAYA,oDAAiC;AACjC,sEAGsC;AAFpC,yHAAA,iBAAiB,OAAA;AACjB,uHAAA,eAAe,OAAA;AAEjB,0DAAqD;AAA5C,6GAAA,WAAW,OAAA;AACpB,kEAA6D;AAApD,qHAAA,eAAe,OAAA;
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;AAYA,oDAAiC;AACjC,sEAGsC;AAFpC,yHAAA,iBAAiB,OAAA;AACjB,uHAAA,eAAe,OAAA;AAEjB,0DAAqD;AAA5C,6GAAA,WAAW,OAAA;AACpB,kEAA6D;AAApD,qHAAA,eAAe,OAAA;AAExB,mDAK6B;AAJ3B,gHAAA,kBAAkB,OAAA;AAClB,gHAAA,kBAAkB,OAAA;AAClB,mHAAA,qBAAqB,OAAA;AACrB,6GAAA,eAAe,OAAA;AAGjB,iDAO4B;AAN1B,6GAAA,gBAAgB,OAAA;AAChB,yGAAA,YAAY,OAAA;AACZ,wGAAA,WAAW,OAAA;AACX,gHAAA,mBAAmB,OAAA;AACnB,4GAAA,eAAe,OAAA;AACf,sGAAA,SAAS,OAAA;AAEX,+CAAkE;AAAzD,2GAAA,eAAe,OAAA;AAAE,wGAAA,YAAY,OAAA;AACtC,sDAAyD;AAAhD,iHAAA,iBAAiB,OAAA;AAC1B,wDAAmD;AAA1C,2GAAA,UAAU,OAAA;AACnB,4CAIwB;AAHtB,wGAAA,YAAY,OAAA;AACZ,oHAAA,wBAAwB,OAAA;AACxB,8GAAA,kBAAkB,OAAA;AAGpB,4CAawB;AAZtB,yGAAA,aAAa,OAAA;AACb,sGAAA,UAAU,OAAA;AACV,gHAAA,oBAAoB,OAAA;AACpB,uHAAA,2BAA2B,OAAA;AAC3B,yGAAA,aAAa,OAAA;AACb,mHAAA,uBAAuB,OAAA;AACvB,iHAAA,qBAAqB,OAAA;AACrB,wGAAA,YAAY,OAAA;AACZ,+GAAA,mBAAmB,OAAA;AACnB,gHAAA,oBAAoB,OAAA;AACpB,4GAAA,gBAAgB,OAAA;AAChB,yGAAA,aAAa,OAAA;AAEf,kDAe2B;AAdzB,yHAAA,0BAA0B,OAAA;AAC1B,2HAAA,4BAA4B,OAAA;AAC5B,qHAAA,sBAAsB,OAAA;AACtB,mHAAA,oBAAoB,OAAA;AACpB,sHAAA,uBAAuB,OAAA;AACvB,2GAAA,YAAY,OAAA;AACZ,qHAAA,sBAAsB,OAAA;AACtB,wHAAA,yBAAyB,OAAA;AACzB,uHAAA,wBAAwB,OAAA;AACxB,kHAAA,mBAAmB,OAAA;AACnB,oHAAA,qBAAqB,OAAA;AACrB,+HAAA,gCAAgC,OAAA;AAChC,4HAAA,6BAA6B,OAAA;AAC7B,wHAAA,yBAAyB,OAAA;AAG3B,gEAIoC;AAHlC,iHAAA,aAAa,OAAA;AACb,oHAAA,gBAAgB,OAAA;AAChB,kHAAA,cAAc,OAAA;AAGhB,kEAQqC;AAPnC,sHAAA,iBAAiB,OAAA;AACjB,uHAAA,kBAAkB,OAAA;AAClB,sHAAA,iBAAiB,OAAA;AACjB,mHAAA,cAAc,OAAA;AACd,mHAAA,cAAc,OAAA;AACd,oHAAA,eAAe,OAAA;AACf,yHAAA,oBAAoB,OAAA;AAItB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,gEAA2D;AAAlD,iHAAA,aAAa,OAAA;AAEtB,0DAAqD;AAA5C,2GAAA,UAAU,OAAA;AAEnB,4DAAuD;AAA9C,6GAAA,WAAW,OAAA;AAEpB,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,8EAG2C;AAFzC,+HAAA,oBAAoB,OAAA;AACpB,uHAAA,YAAY,OAAA;AAGd,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,0DAAqD;AAA5C,2GAAA,UAAU,OAAA;AAEnB,wEAAmE;AAA1D,yHAAA,iBAAiB,OAAA;AAC1B,oDAA+C;AAAtC,qGAAA,OAAO,OAAA;AAEhB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,wDAAmD;AAA1C,yGAAA,SAAS,OAAA;AAElB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AACrB,8DAAyD;AAAhD,+GAAA,YAAY,OAAA;AAErB,sDAAiD;AAAxC,uGAAA,QAAQ,OAAA;AAEjB,4EAAuE;AAA9D,6HAAA,mBAAmB,OAAA;AAE5B,wEAAmE;AAA1D,yHAAA,iBAAiB,OAAA;AAC1B,0EAAqE;AAA5D,2HAAA,kBAAkB,OAAA;AAC3B,8DAA6E;AAApE,+GAAA,YAAY,OAAA;AAAE,qHAAA,kBAAkB,OAAA;AACzC,gFAG4C;AAF1C,6HAAA,iBAAiB,OAAA;AACjB,iIAAA,qBAAqB,OAAA;AAEvB,qEAAmE;AAA1D,0HAAA,mBAAmB,OAAA;AAC5B,uEAGuC;AAFrC,yHAAA,iBAAiB,OAAA;AACjB,2HAAA,mBAAmB,OAAA;AAErB,mDAA0D;AAAjD,iHAAA,mBAAmB,OAAA;AAE5B,6EAAwE;AAA/D,6HAAA,mBAAmB,OAAA;AAE5B,mEAA4E;AAAnE,mHAAA,cAAc,OAAA;AAAE,iHAAA,YAAY,OAAA;AAUrC,6DAKmC;AAJjC,gHAAA,cAAc,OAAA;AACd,kHAAA,gBAAgB,OAAA;AAChB,qHAAA,mBAAmB,OAAA;AACnB,oHAAA,kBAAkB,OAAA;AAwEpB,+DAA4D;AAAnD,qHAAA,gBAAgB,OAAA;AACzB,6DAOiC;AAN/B,uHAAA,mBAAmB,OAAA;AACnB,iHAAA,aAAa,OAAA;AACb,oHAAA,gBAAgB,OAAA;AAChB,gHAAA,YAAY,OAAA;AACZ,wHAAA,oBAAoB,OAAA;AACpB,kHAAA,cAAc,OAAA;AAEhB,mDAI4B;AAH1B,8GAAA,eAAe,OAAA;AACf,4GAAA,aAAa,OAAA;AACb,oHAAA,qBAAqB,OAAA;AAEvB,yEAUuC;AATrC,+HAAA,qBAAqB,OAAA;AACrB,6HAAA,mBAAmB,OAAA;AACnB,wHAAA,cAAc,OAAA;AACd,yHAAA,eAAe,OAAA;AACf,2HAAA,iBAAiB,OAAA;AACjB,qHAAA,WAAW,OAAA;AACX,wHAAA,cAAc,OAAA;AACd,qHAAA,WAAW,OAAA;AACX,6HAAA,mBAAmB,OAAA;AAErB,2DAGgC;AAF9B,mHAAA,gBAAgB,OAAA;AAChB,yHAAA,sBAAsB,OAAA;AAExB,6DAGiC;AAF/B,iHAAA,aAAa,OAAA;AACb,2HAAA,uBAAuB,OAAA;AAEzB,mDAAoD;AAA3C,6GAAA,cAAc,OAAA;AAEvB,2CAA4C;AAAnC,kGAAA,IAAI,OAAA;AAAE,qGAAA,OAAO,OAAA;AACtB,+DAA0D;AAAjD,+GAAA,YAAY,OAAA;AAErB,6DAAwD;AAA/C,6GAAA,WAAW,OAAA;AAMpB,iEAA4D;AAAnD,iHAAA,aAAa,OAAA;AAEtB,iFAA4E;AAAnE,iIAAA,qBAAqB,OAAA;AAQ9B,mEAGsC;AAFpC,kIAAA,6BAA6B,OAAA;AAC7B,mHAAA,cAAc,OAAA;AAEhB,iDAA4C;AAAnC,iGAAA,KAAK,OAAA;AAKd,0DAA8D;AAArD,wHAAA,qBAAqB,OAAA;AAE9B,8CAAwD;AAA/C,kHAAA,qBAAqB,OAAA;AAC9B,0CAA8D;AAArD,yGAAA,cAAc,OAAA;AAAE,wGAAA,aAAa,OAAA;AACtC,0DAA8D;AAArD,wHAAA,qBAAqB,OAAA;AAC9B,kDAAyD;AAAhD,mHAAA,oBAAoB,OAAA"}
|
package/dist/cjs/math/fills.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { FillClassification, OrderSide } from '@lifi/perps-types';
|
|
1
|
+
import { type DecimalString, FillClassification, OrderSide } from '@lifi/perps-types';
|
|
2
2
|
export { FillClassification };
|
|
3
|
-
export declare function classifyFillFromPosition(startPosition:
|
|
4
|
-
export declare function classifyFill(side: OrderSide, realizedPnl:
|
|
3
|
+
export declare function classifyFillFromPosition(startPosition: DecimalString, side: string, sz: DecimalString): FillClassification;
|
|
4
|
+
export declare function classifyFill(side: OrderSide, realizedPnl: DecimalString | null | undefined): FillClassification;
|
|
5
5
|
//# sourceMappingURL=fills.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAQ1B,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAY7B,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAkCpB;AAQD,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAUpB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":";;;AAwBA,4DAsCC;AAQD,oCAaC;AAnFD,mDAI0B;AAQjB,mGAVP,gCAAkB,OAUO;AAP3B,kDAAkD;AAmBlD,SAAgB,wBAAwB,CACtC,aAA4B,EAC5B,IAAY,EACZ,EAAiB;IAEjB,MAAM,KAAK,GAAG,UAAU,CAAC,aAAa,CAAC,CAAA;IACvC,MAAM,KAAK,GAAG,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,EAAE,CAAC,CAAA;IAC7D,MAAM,GAAG,GAAG,KAAK,GAAG,KAAK,CAAA;IAEzB,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QAChB,OAAO,GAAG,GAAG,CAAC;YACZ,CAAC,CAAC,gCAAkB,CAAC,WAAW;YAChC,CAAC,CAAC,gCAAkB,CAAC,YAAY,CAAA;IACrC,CAAC;IAED,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;QACd,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;YACd,OAAO,gCAAkB,CAAC,WAAW,CAAA;QACvC,CAAC;QACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;YACZ,OAAO,gCAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,IAAI,GAAG,GAAG,KAAK,EAAE,CAAC;YAChB,OAAO,gCAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,OAAO,gCAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IAED,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;QACd,OAAO,gCAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;QACZ,OAAO,gCAAkB,CAAC,aAAa,CAAA;IACzC,CAAC;IACD,IAAI,GAAG,GAAG,KAAK,EAAE,CAAC;QAChB,OAAO,gCAAkB,CAAC,eAAe,CAAA;IAC3C,CAAC;IACD,OAAO,gCAAkB,CAAC,aAAa,CAAA;AACzC,CAAC;AAQD,SAAgB,YAAY,CAC1B,IAAe,EACf,WAA6C;IAE7C,MAAM,OAAO,GAAG,WAAW,IAAI,IAAI,IAAI,IAAA,uBAAY,EAAC,WAAW,CAAC,KAAK,CAAC,CAAA;IACtE,IAAI,IAAI,KAAK,uBAAS,CAAC,GAAG,EAAE,CAAC;QAC3B,OAAO,OAAO;YACZ,CAAC,CAAC,gCAAkB,CAAC,YAAY;YACjC,CAAC,CAAC,gCAAkB,CAAC,WAAW,CAAA;IACpC,CAAC;IACD,OAAO,OAAO;QACZ,CAAC,CAAC,gCAAkB,CAAC,WAAW;QAChC,CAAC,CAAC,gCAAkB,CAAC,YAAY,CAAA;AACrC,CAAC"}
|
package/dist/cjs/math/order.d.ts
CHANGED
|
@@ -1,6 +1,5 @@
|
|
|
1
|
-
import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type
|
|
1
|
+
import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type TradeType } from '@lifi/perps-types';
|
|
2
2
|
export declare function calculateSize(marginUsd: number, leverage: number, price: number): number;
|
|
3
|
-
export declare const calculatePositionSize: typeof calculateSize;
|
|
4
3
|
export declare function estimateFees(sizeUsd: number, feeRate: number): number;
|
|
5
4
|
export declare function applySlippage(price: number, slippagePercent: number, isBuy: boolean): number;
|
|
6
5
|
export interface ExpectedPnl {
|
|
@@ -9,9 +8,7 @@ export interface ExpectedPnl {
|
|
|
9
8
|
}
|
|
10
9
|
export declare function calculateExpectedPnl(triggerPrice: number, entryPrice: number, leverage: number, isLong: boolean, margin: number): ExpectedPnl | null;
|
|
11
10
|
export declare function calculateTriggerPrice(percent: number, entryPrice: number, leverage: number, isLong: boolean): number;
|
|
12
|
-
export declare const priceFromPercent: typeof calculateTriggerPrice;
|
|
13
11
|
export declare function calculateTriggerPercent(price: number, entryPrice: number, leverage: number, isLong: boolean): number;
|
|
14
|
-
export declare const percentFromPrice: typeof calculateTriggerPercent;
|
|
15
12
|
export declare function calculateRealizedPnlPercent(realizedPnl: number, size: number, price: number): number;
|
|
16
13
|
interface BookWalk {
|
|
17
14
|
baseSize: number;
|
|
@@ -36,10 +33,6 @@ interface BuildQuoteInput {
|
|
|
36
33
|
export declare function buildQuote(input: BuildQuoteInput): Quote;
|
|
37
34
|
export declare function findMatchingPosition(marketId: string, positions: readonly Position[]): Position | undefined;
|
|
38
35
|
export declare function resolveCloseSize(orderSize: number, positionSize: number): number;
|
|
39
|
-
declare function regularOrderRealizedPnl(order: RegularOrder, position: Position | undefined): number | null;
|
|
40
|
-
declare function triggerOrderRealizedPnl(order: TriggerOrder, position: Position | undefined): number | null;
|
|
41
36
|
export declare function estimateRealizedPnl(order: Order, position: Position | undefined): number | null;
|
|
42
|
-
export declare const expectedRealizedPnlForOpenOrder: typeof regularOrderRealizedPnl;
|
|
43
|
-
export declare const expectedRealizedPnlForTriggerOrder: typeof triggerOrderRealizedPnl;
|
|
44
37
|
export {};
|
|
45
38
|
//# sourceMappingURL=order.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAKA,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,KAAK,EACV,KAAK,cAAc,EAInB,KAAK,QAAQ,EAEb,KAAK,KAAK,EACV,KAAK,SAAS,
|
|
1
|
+
{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAKA,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,KAAK,EACV,KAAK,cAAc,EAInB,KAAK,QAAQ,EAEb,KAAK,KAAK,EACV,KAAK,SAAS,EAEd,KAAK,SAAS,EAEf,MAAM,mBAAmB,CAAA;AAyB1B,wBAAgB,aAAa,CAC3B,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,MAAM,GACZ,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;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,qBAAqB,CACnC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAYR;AAWD,wBAAgB,uBAAuB,CACrC,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;AAcD,wBAAgB,UAAU,CAAC,KAAK,EAAE,eAAe,GAAG,KAAK,CA+BxD;AASD,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAYD,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAoHD,wBAAgB,mBAAmB,CACjC,KAAK,EAAE,KAAK,EACZ,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAQf"}
|
package/dist/cjs/math/order.js
CHANGED
|
@@ -1,6 +1,5 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.expectedRealizedPnlForTriggerOrder = exports.expectedRealizedPnlForOpenOrder = exports.percentFromPrice = exports.priceFromPercent = exports.calculatePositionSize = void 0;
|
|
4
3
|
exports.calculateSize = calculateSize;
|
|
5
4
|
exports.estimateFees = estimateFees;
|
|
6
5
|
exports.applySlippage = applySlippage;
|
|
@@ -15,6 +14,7 @@ exports.resolveCloseSize = resolveCloseSize;
|
|
|
15
14
|
exports.estimateRealizedPnl = estimateRealizedPnl;
|
|
16
15
|
const perps_types_1 = require("@lifi/perps-types");
|
|
17
16
|
const big_js_1 = require("../decimal/big.js");
|
|
17
|
+
const convert_js_1 = require("../decimal/convert.js");
|
|
18
18
|
const PerpsError_js_1 = require("../errors/PerpsError.js");
|
|
19
19
|
const orderClassification_js_1 = require("../utils/orderClassification.js");
|
|
20
20
|
const position_js_1 = require("./position.js");
|
|
@@ -27,7 +27,6 @@ function calculateSize(marginUsd, leverage, price) {
|
|
|
27
27
|
}
|
|
28
28
|
return new big_js_1.DivBig(marginUsd).times(leverage).div(price).toNumber();
|
|
29
29
|
}
|
|
30
|
-
exports.calculatePositionSize = calculateSize;
|
|
31
30
|
function estimateFees(sizeUsd, feeRate) {
|
|
32
31
|
if (!(0, big_js_1.areFinite)(sizeUsd, feeRate)) {
|
|
33
32
|
return Number.NaN;
|
|
@@ -74,7 +73,6 @@ function calculateTriggerPrice(percent, entryPrice, leverage, isLong) {
|
|
|
74
73
|
const entry = new big_js_1.DivBig(entryPrice);
|
|
75
74
|
return (isLong ? entry.plus(priceDelta) : entry.minus(priceDelta)).toNumber();
|
|
76
75
|
}
|
|
77
|
-
exports.priceFromPercent = calculateTriggerPrice;
|
|
78
76
|
function calculateTriggerPercent(price, entryPrice, leverage, isLong) {
|
|
79
77
|
if (entryPrice === 0 || leverage === 0) {
|
|
80
78
|
return 0;
|
|
@@ -87,7 +85,6 @@ function calculateTriggerPercent(price, entryPrice, leverage, isLong) {
|
|
|
87
85
|
: new big_js_1.DivBig(entryPrice).minus(price);
|
|
88
86
|
return priceDiff.div(entryPrice).times(leverage).times(100).toNumber();
|
|
89
87
|
}
|
|
90
|
-
exports.percentFromPrice = calculateTriggerPercent;
|
|
91
88
|
function calculateRealizedPnlPercent(realizedPnl, size, price) {
|
|
92
89
|
if (!(0, big_js_1.areFinite)(realizedPnl, size, price)) {
|
|
93
90
|
return Number.NaN;
|
|
@@ -154,14 +151,14 @@ function buildQuote(input) {
|
|
|
154
151
|
marketId: market.id,
|
|
155
152
|
type: input.type,
|
|
156
153
|
side,
|
|
157
|
-
sizeUsd:
|
|
158
|
-
baseSize: walk.baseSize
|
|
154
|
+
sizeUsd: (0, convert_js_1.numberToDecimalString)(sizeUsd),
|
|
155
|
+
baseSize: (0, convert_js_1.numberToDecimalString)(walk.baseSize),
|
|
159
156
|
markPrice: price.markPrice,
|
|
160
|
-
expectedFillPrice: walk.vwap
|
|
161
|
-
priceImpactBps:
|
|
157
|
+
expectedFillPrice: (0, convert_js_1.numberToDecimalString)(walk.vwap),
|
|
158
|
+
priceImpactBps: (0, convert_js_1.numberToDecimalString)(priceImpactBps),
|
|
162
159
|
feeTier,
|
|
163
160
|
isDefaultFeeTier: true,
|
|
164
|
-
feeUsd:
|
|
161
|
+
feeUsd: (0, convert_js_1.numberToDecimalString)(feeUsd),
|
|
165
162
|
funding: price.funding ?? null,
|
|
166
163
|
insufficientLiquidity: walk.insufficientLiquidity,
|
|
167
164
|
timestamp: input.timestamp,
|
|
@@ -251,6 +248,4 @@ function estimateRealizedPnl(order, position) {
|
|
|
251
248
|
}
|
|
252
249
|
return null;
|
|
253
250
|
}
|
|
254
|
-
exports.expectedRealizedPnlForOpenOrder = regularOrderRealizedPnl;
|
|
255
|
-
exports.expectedRealizedPnlForTriggerOrder = triggerOrderRealizedPnl;
|
|
256
251
|
//# sourceMappingURL=order.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order.js","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"
|
|
1
|
+
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@@ -1,4 +1,4 @@
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1
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-
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1
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+
import { type Position } from '@lifi/perps-types';
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2
2
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export declare function calculateNotionalValue(size: number, price: number): number;
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3
3
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export declare function calculateUnrealizedPnl(entryPrice: number, currentPrice: number, size: number): number;
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4
4
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export declare function calculateRoe(pnl: number, margin: number): number;
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@@ -7,19 +7,16 @@ export declare function calculateLiquidationDistance(params: {
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7
7
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liquidationPrice: number;
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8
8
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currentPrice: number;
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9
9
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}): number;
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10
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-
export declare const liquidationDistancePercent: typeof calculateLiquidationDistance;
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11
10
|
export declare function calculateEffectiveLeverage(params: {
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12
11
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positionValueUsd: number;
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13
12
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marginUsd: number;
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14
13
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}): number;
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15
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-
export declare const effectiveLeverage: typeof calculateEffectiveLeverage;
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16
14
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export declare function estimateLiquidationPrice(params: {
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17
15
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entryPrice: number;
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18
16
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leverage: number;
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19
17
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isLong: boolean;
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20
18
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maintenanceMarginRate: number;
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21
19
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}): number | undefined;
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22
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-
export declare const estimateIsolatedLiquidationPrice: typeof estimateLiquidationPrice;
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23
20
|
export declare function wouldImmediatelyLiquidate(params: {
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24
21
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liquidationPrice: number;
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25
22
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currentPrice: number;
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@@ -31,26 +28,24 @@ export declare function estimateAverageEntryPrice(params: {
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31
28
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addSize: number;
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32
29
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fillPrice: number;
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33
30
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}): number | undefined;
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34
|
-
export declare const predictAverageEntryPrice: typeof estimateAverageEntryPrice;
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35
31
|
export declare function estimateNewLeverage(params: {
|
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36
32
|
currentNotional: number;
|
|
37
33
|
currentMargin: number;
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38
34
|
addNotional: number;
|
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39
35
|
addMargin: number;
|
|
40
36
|
}): number | undefined;
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41
|
-
export declare const predictNewLeverage: typeof estimateNewLeverage;
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|
42
37
|
export declare function estimateUnrealizedPnl(params: {
|
|
43
38
|
entryPrice: number;
|
|
44
39
|
markPrice: number;
|
|
45
40
|
size: number;
|
|
46
41
|
isLong: boolean;
|
|
47
42
|
}): number;
|
|
48
|
-
export declare const predictUnrealizedPnl: typeof estimateUnrealizedPnl;
|
|
49
43
|
export declare function calculateRealizedPnl(params: {
|
|
50
44
|
entryPrice: number;
|
|
51
45
|
closePrice: number;
|
|
52
46
|
closeSize: number;
|
|
53
47
|
isLong: boolean;
|
|
54
48
|
}): number;
|
|
55
|
-
export declare
|
|
49
|
+
export declare function positionSupportsMarginAdjustment(position: Position): boolean;
|
|
50
|
+
export declare function positionSupportsMarginRemoval(position: Position): boolean;
|
|
56
51
|
//# sourceMappingURL=position.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAUA,OAAO,EAEL,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAW1B,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAK1E;AAWD,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAKR;AAUD,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAQhE;AAUD,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAQR;AAWD,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAMT;AAYD,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAST;AAoBD,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAC/C,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,OAAO,CAAA;IACf,qBAAqB,EAAE,MAAM,CAAA;CAC9B,GAAG,MAAM,GAAG,SAAS,CAqBrB;AAUD,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CAQV;AAkBD,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,GAAG,SAAS,CAiBrB;AAaD,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,eAAe,EAAE,MAAM,CAAA;IACvB,aAAa,EAAE,MAAM,CAAA;IACrB,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,GAAG,SAAS,CAarB;AAUD,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAUT;AAUD,wBAAgB,oBAAoB,CAAC,MAAM,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAUT;AAQD,wBAAgB,gCAAgC,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAK5E;AAQD,wBAAgB,6BAA6B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMzE"}
|
|
@@ -1,7 +1,5 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.realizedPnlOnClose = exports.predictUnrealizedPnl = exports.predictNewLeverage = exports.predictAverageEntryPrice = exports.estimateIsolatedLiquidationPrice = exports.effectiveLeverage = exports.liquidationDistancePercent = void 0;
|
|
4
|
-
exports.directionSign = directionSign;
|
|
5
3
|
exports.calculateNotionalValue = calculateNotionalValue;
|
|
6
4
|
exports.calculateUnrealizedPnl = calculateUnrealizedPnl;
|
|
7
5
|
exports.calculateRoe = calculateRoe;
|
|
@@ -14,10 +12,10 @@ exports.estimateAverageEntryPrice = estimateAverageEntryPrice;
|
|
|
14
12
|
exports.estimateNewLeverage = estimateNewLeverage;
|
|
15
13
|
exports.estimateUnrealizedPnl = estimateUnrealizedPnl;
|
|
16
14
|
exports.calculateRealizedPnl = calculateRealizedPnl;
|
|
15
|
+
exports.positionSupportsMarginAdjustment = positionSupportsMarginAdjustment;
|
|
16
|
+
exports.positionSupportsMarginRemoval = positionSupportsMarginRemoval;
|
|
17
|
+
const perps_types_1 = require("@lifi/perps-types");
|
|
17
18
|
const big_js_1 = require("../decimal/big.js");
|
|
18
|
-
function directionSign(isLong) {
|
|
19
|
-
return isLong ? 1 : -1;
|
|
20
|
-
}
|
|
21
19
|
function calculateNotionalValue(size, price) {
|
|
22
20
|
if (!(0, big_js_1.areFinite)(size, price)) {
|
|
23
21
|
return Number.NaN;
|
|
@@ -55,7 +53,6 @@ function calculateLiquidationDistance(params) {
|
|
|
55
53
|
}
|
|
56
54
|
return Math.abs((liquidationPrice - currentPrice) / currentPrice) * 100;
|
|
57
55
|
}
|
|
58
|
-
exports.liquidationDistancePercent = calculateLiquidationDistance;
|
|
59
56
|
function calculateEffectiveLeverage(params) {
|
|
60
57
|
const { positionValueUsd, marginUsd } = params;
|
|
61
58
|
if (marginUsd === 0) {
|
|
@@ -66,7 +63,6 @@ function calculateEffectiveLeverage(params) {
|
|
|
66
63
|
}
|
|
67
64
|
return new big_js_1.DivBig(positionValueUsd).div(marginUsd).toNumber();
|
|
68
65
|
}
|
|
69
|
-
exports.effectiveLeverage = calculateEffectiveLeverage;
|
|
70
66
|
function estimateLiquidationPrice(params) {
|
|
71
67
|
const { entryPrice, leverage, isLong, maintenanceMarginRate } = params;
|
|
72
68
|
if (leverage === 0) {
|
|
@@ -89,7 +85,6 @@ function estimateLiquidationPrice(params) {
|
|
|
89
85
|
.minus(marginAvailable.times(side).div(mmr.times(-side).plus(1)))
|
|
90
86
|
.toNumber();
|
|
91
87
|
}
|
|
92
|
-
exports.estimateIsolatedLiquidationPrice = estimateLiquidationPrice;
|
|
93
88
|
function wouldImmediatelyLiquidate(params) {
|
|
94
89
|
const { liquidationPrice, currentPrice, isLong } = params;
|
|
95
90
|
if (currentPrice <= 0 || liquidationPrice <= 0) {
|
|
@@ -117,7 +112,6 @@ function estimateAverageEntryPrice(params) {
|
|
|
117
112
|
.div(new big_js_1.DivBig(currentSize).plus(addSize))
|
|
118
113
|
.toNumber();
|
|
119
114
|
}
|
|
120
|
-
exports.predictAverageEntryPrice = estimateAverageEntryPrice;
|
|
121
115
|
function estimateNewLeverage(params) {
|
|
122
116
|
const { currentNotional, currentMargin, addNotional, addMargin } = params;
|
|
123
117
|
const totalMargin = currentMargin + addMargin;
|
|
@@ -132,7 +126,6 @@ function estimateNewLeverage(params) {
|
|
|
132
126
|
.div(new big_js_1.DivBig(currentMargin).plus(addMargin))
|
|
133
127
|
.toNumber();
|
|
134
128
|
}
|
|
135
|
-
exports.predictNewLeverage = estimateNewLeverage;
|
|
136
129
|
function estimateUnrealizedPnl(params) {
|
|
137
130
|
const { entryPrice, markPrice, size, isLong } = params;
|
|
138
131
|
if (!(0, big_js_1.areFinite)(entryPrice, markPrice, size)) {
|
|
@@ -144,7 +137,6 @@ function estimateUnrealizedPnl(params) {
|
|
|
144
137
|
.times(isLong ? 1 : -1)
|
|
145
138
|
.toNumber();
|
|
146
139
|
}
|
|
147
|
-
exports.predictUnrealizedPnl = estimateUnrealizedPnl;
|
|
148
140
|
function calculateRealizedPnl(params) {
|
|
149
141
|
const { entryPrice, closePrice, closeSize, isLong } = params;
|
|
150
142
|
if (!(0, big_js_1.areFinite)(entryPrice, closePrice, closeSize)) {
|
|
@@ -156,5 +148,13 @@ function calculateRealizedPnl(params) {
|
|
|
156
148
|
.times(isLong ? 1 : -1)
|
|
157
149
|
.toNumber();
|
|
158
150
|
}
|
|
159
|
-
|
|
151
|
+
function positionSupportsMarginAdjustment(position) {
|
|
152
|
+
return (position.marginMode === perps_types_1.MarginMode.ISOLATED &&
|
|
153
|
+
position.market.positionMarginAdjustment !== perps_types_1.PositionMarginAdjustment.NONE);
|
|
154
|
+
}
|
|
155
|
+
function positionSupportsMarginRemoval(position) {
|
|
156
|
+
return (positionSupportsMarginAdjustment(position) &&
|
|
157
|
+
position.market.positionMarginAdjustment ===
|
|
158
|
+
perps_types_1.PositionMarginAdjustment.ADD_AND_REMOVE);
|
|
159
|
+
}
|
|
160
160
|
//# sourceMappingURL=position.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";;AAyBA,wDAKC;AAWD,wDASC;AAUD,oCAQC;AAUD,0DAWC;AAWD,oEASC;AAYD,gEAYC;AAoBD,4DA0BC;AAUD,8DAYC;AAkBD,8DAsBC;AAaD,kDAkBC;AAUD,sDAeC;AAUD,oDAeC;AAQD,4EAKC;AAQD,sEAMC;AAnVD,mDAI0B;AAC1B,8CAAqD;AAUrD,SAAgB,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,IAAI,CAAC,IAAA,kBAAS,EAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,QAAQ,EAAE,CAAA;AACvD,CAAC;AAWD,SAAgB,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,YAAY,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,YAAY,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1E,CAAC;AAUD,SAAgB,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACjB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,GAAG,EAAE,MAAM,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1D,CAAC;AAUD,SAAgB,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,aAAa,GAAG,QAAQ,CAAA;IACjC,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,aAAa,EAAE,QAAQ,CAAC,EAAE,CAAC;QACxC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,aAAa,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC3D,CAAC;AAWD,SAAgB,4BAA4B,CAAC,MAG5C;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,GAAG,MAAM,CAAA;IACjD,IAAI,YAAY,KAAK,CAAC,EAAE,CAAC;QACvB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,gBAAgB,GAAG,YAAY,CAAC,GAAG,YAAY,CAAC,GAAG,GAAG,CAAA;AACzE,CAAC;AAYD,SAAgB,0BAA0B,CAAC,MAG1C;IACC,MAAM,EAAE,gBAAgB,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAC9C,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,gBAAgB,EAAE,SAAS,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,gBAAgB,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/D,CAAC;AAoBD,SAAgB,wBAAwB,CAAC,MAKxC;IACC,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,qBAAqB,EAAE,GAAG,MAAM,CAAA;IACtE,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAC5B,MAAM,WAAW,GAAG,CAAC,GAAG,qBAAqB,GAAG,IAAI,CAAA;IACpD,IAAI,WAAW,KAAK,CAAC,EAAE,CAAC;QACtB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,QAAQ,EAAE,qBAAqB,CAAC,EAAE,CAAC;QAC5D,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,qBAAqB,CAAC,CAAA;IAC7C,MAAM,eAAe,GAAG,IAAI,eAAM,CAAC,CAAC,CAAC;SAClC,GAAG,CAAC,QAAQ,CAAC;SACb,KAAK,CAAC,GAAG,CAAC;SACV,KAAK,CAAC,UAAU,CAAC,CAAA;IACpB,OAAO,IAAI,eAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;SAChE,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,yBAAyB,CAAC,MAIzC;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACzD,IAAI,YAAY,IAAI,CAAC,IAAI,gBAAgB,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,KAAK,CAAA;IACd,CAAC;IACD,OAAO,MAAM;QACX,CAAC,CAAC,gBAAgB,IAAI,YAAY;QAClC,CAAC,CAAC,gBAAgB,IAAI,YAAY,CAAA;AACtC,CAAC;AAkBD,SAAgB,yBAAyB,CAAC,MAKzC;IACC,MAAM,EAAE,WAAW,EAAE,YAAY,EAAE,OAAO,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAChE,MAAM,SAAS,GAAG,WAAW,GAAG,OAAO,CAAA;IACvC,IAAI,SAAS,IAAI,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QAClE,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,WAAW,EAAE,OAAO,CAAC,EAAE,CAAC;QACrC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,WAAW,CAAC;SAC3B,KAAK,CAAC,YAAY,CAAC;SACnB,IAAI,CAAC,IAAI,eAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;SAC1C,GAAG,CAAC,IAAI,eAAM,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SAC1C,QAAQ,EAAE,CAAA;AACf,CAAC;AAaD,SAAgB,mBAAmB,CAAC,MAKnC;IACC,MAAM,EAAE,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IACzE,MAAM,WAAW,GAAG,aAAa,GAAG,SAAS,CAAA;IAC7C,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACrB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,IAAA,kBAAS,EAAC,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,CAAC,EAAE,CAAC;QACvE,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,eAAe,CAAC;SAC/B,IAAI,CAAC,WAAW,CAAC;SACjB,GAAG,CAAC,IAAI,eAAM,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;SAC9C,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,qBAAqB,CAAC,MAKrC;IACC,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACtD,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,SAAS,EAAE,IAAI,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,SAAS,CAAC;SACzB,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,IAAI,CAAC;SACX,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAUD,SAAgB,oBAAoB,CAAC,MAKpC;IACC,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IAC5D,IAAI,CAAC,IAAA,kBAAS,EAAC,UAAU,EAAE,UAAU,EAAE,SAAS,CAAC,EAAE,CAAC;QAClD,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,eAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,SAAS,CAAC;SAChB,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAQD,SAAgB,gCAAgC,CAAC,QAAkB;IACjE,OAAO,CACL,QAAQ,CAAC,UAAU,KAAK,wBAAU,CAAC,QAAQ;QAC3C,QAAQ,CAAC,MAAM,CAAC,wBAAwB,KAAK,sCAAwB,CAAC,IAAI,CAC3E,CAAA;AACH,CAAC;AAQD,SAAgB,6BAA6B,CAAC,QAAkB;IAC9D,OAAO,CACL,gCAAgC,CAAC,QAAQ,CAAC;QAC1C,QAAQ,CAAC,MAAM,CAAC,wBAAwB;YACtC,sCAAwB,CAAC,cAAc,CAC1C,CAAA;AACH,CAAC"}
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import type
|
|
1
|
+
import { type FeeTier } from '@lifi/perps-types';
|
|
2
2
|
import type { PerpsSDKClient, ProviderGetQuoteParams, QuoteListener } from '../types/provider.js';
|
|
3
3
|
import type { WsProvider } from '../websocket/types.js';
|
|
4
4
|
export declare const QUOTE_THROTTLE_MS = 100;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"resolveSubscribeQuote.d.ts","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,
|
|
1
|
+
{"version":3,"file":"resolveSubscribeQuote.d.ts","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,OAAO,EAIb,MAAM,mBAAmB,CAAA;AAG1B,OAAO,KAAK,EACV,cAAc,EACd,sBAAsB,EACtB,aAAa,EACd,MAAM,sBAAsB,CAAA;AAC7B,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,uBAAuB,CAAA;AAWvD,eAAO,MAAM,iBAAiB,MAAM,CAAA;AA0BpC,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,cAAc,EACtB,QAAQ,EAAE,MAAM,EAChB,EAAE,EAAE,IAAI,CAAC,UAAU,EAAE,WAAW,CAAC,EACjC,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,OAAO,EAChB,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC,CAiGrB"}
|
|
@@ -2,10 +2,16 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.QUOTE_THROTTLE_MS = void 0;
|
|
4
4
|
exports.resolveSubscribeQuote = resolveSubscribeQuote;
|
|
5
|
+
const perps_types_1 = require("@lifi/perps-types");
|
|
6
|
+
const PerpsError_js_1 = require("../errors/PerpsError.js");
|
|
5
7
|
const order_js_1 = require("../math/order.js");
|
|
8
|
+
const wsLog_js_1 = require("../websocket/wsLog.js");
|
|
6
9
|
const resolveQuote_js_1 = require("./resolveQuote.js");
|
|
7
10
|
exports.QUOTE_THROTTLE_MS = 100;
|
|
8
11
|
async function resolveSubscribeQuote(client, provider, ws, params, feeTier, onQuote) {
|
|
12
|
+
if (!Number.isFinite(params.size)) {
|
|
13
|
+
throw new PerpsError_js_1.PerpsError(perps_types_1.PerpsErrorCode.ValidationError, `Quote size must be a finite number, got ${params.size}`);
|
|
14
|
+
}
|
|
9
15
|
const market = await (0, resolveQuote_js_1.resolveQuoteMarket)(client, provider, params);
|
|
10
16
|
let latestContext = await (0, resolveQuote_js_1.resolveQuotePrice)(client, provider, market.id);
|
|
11
17
|
let latestBook;
|
|
@@ -16,19 +22,24 @@ async function resolveSubscribeQuote(client, provider, ws, params, feeTier, onQu
|
|
|
16
22
|
return;
|
|
17
23
|
}
|
|
18
24
|
lastEmitAt = Date.now();
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
25
|
+
try {
|
|
26
|
+
onQuote((0, order_js_1.buildQuote)({
|
|
27
|
+
provider,
|
|
28
|
+
symbol: params.symbol,
|
|
29
|
+
type: params.type,
|
|
30
|
+
side: params.side,
|
|
31
|
+
sizeUsd: params.size,
|
|
32
|
+
market,
|
|
33
|
+
price: latestContext,
|
|
34
|
+
bids: latestBook.bids,
|
|
35
|
+
asks: latestBook.asks,
|
|
36
|
+
feeTier,
|
|
37
|
+
timestamp: Date.now(),
|
|
38
|
+
}));
|
|
39
|
+
}
|
|
40
|
+
catch (error) {
|
|
41
|
+
wsLog_js_1.wsLog.listenerFailure(provider, 'quote', error);
|
|
42
|
+
}
|
|
32
43
|
};
|
|
33
44
|
const unsubscribeContext = await ws.subscribe({ channel: 'marketContext', dex: provider, marketId: market.id }, (event) => {
|
|
34
45
|
if (event.channel !== 'marketContext') {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"resolveSubscribeQuote.js","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"resolveSubscribeQuote.js","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":";;;AAkDA,sDAwGC;AA1JD,mDAK0B;AAC1B,2DAAoD;AACpD,+CAA6C;AAO7C,oDAA6C;AAC7C,uDAAyE;AAS5D,QAAA,iBAAiB,GAAG,GAAG,CAAA;AA0B7B,KAAK,UAAU,qBAAqB,CACzC,MAAsB,EACtB,QAAgB,EAChB,EAAiC,EACjC,MAA8B,EAC9B,OAAgB,EAChB,OAAsB;IAEtB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC;QAClC,MAAM,IAAI,0BAAU,CAClB,4BAAc,CAAC,eAAe,EAC9B,2CAA2C,MAAM,CAAC,IAAI,EAAE,CACzD,CAAA;IACH,CAAC;IACD,MAAM,MAAM,GAAG,MAAM,IAAA,oCAAkB,EAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAA;IAGjE,IAAI,aAAa,GAAkB,MAAM,IAAA,mCAAiB,EACxD,MAAM,EACN,QAAQ,EACR,MAAM,CAAC,EAAE,CACV,CAAA;IAED,IAAI,UAAyC,CAAA;IAC7C,IAAI,UAAU,GAAG,MAAM,CAAC,iBAAiB,CAAA;IACzC,IAAI,QAAmD,CAAA;IAEvD,MAAM,IAAI,GAAG,GAAG,EAAE;QAChB,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;YAC7B,OAAM;QACR,CAAC;QACD,UAAU,GAAG,IAAI,CAAC,GAAG,EAAE,CAAA;QACvB,IAAI,CAAC;YACH,OAAO,CACL,IAAA,qBAAU,EAAC;gBACT,QAAQ;gBACR,MAAM,EAAE,MAAM,CAAC,MAAM;gBACrB,IAAI,EAAE,MAAM,CAAC,IAAI;gBACjB,IAAI,EAAE,MAAM,CAAC,IAAI;gBACjB,OAAO,EAAE,MAAM,CAAC,IAAI;gBACpB,MAAM;gBACN,KAAK,EAAE,aAAa;gBACpB,IAAI,EAAE,UAAU,CAAC,IAAI;gBACrB,IAAI,EAAE,UAAU,CAAC,IAAI;gBACrB,OAAO;gBACP,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;aACtB,CAAC,CACH,CAAA;QACH,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,gBAAK,CAAC,eAAe,CAAC,QAAQ,EAAE,OAAO,EAAE,KAAK,CAAC,CAAA;QACjD,CAAC;IACH,CAAC,CAAA;IAED,MAAM,kBAAkB,GAAG,MAAM,EAAE,CAAC,SAAS,CAC3C,EAAE,OAAO,EAAE,eAAe,EAAE,GAAG,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,CAAC,EAAE,EAAE,EAChE,CAAC,KAAK,EAAE,EAAE;QACR,IAAI,KAAK,CAAC,OAAO,KAAK,eAAe,EAAE,CAAC;YACtC,OAAM;QACR,CAAC;QACD,aAAa,GAAG,KAAK,CAAC,IAAI,CAAA;IAC5B,CAAC,CACF,CAAA;IAED,IAAI,eAA2B,CAAA;IAC/B,IAAI,CAAC;QACH,eAAe,GAAG,MAAM,EAAE,CAAC,SAAS,CAClC,EAAE,OAAO,EAAE,WAAW,EAAE,GAAG,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,CAAC,EAAE,EAAE,EAC5D,CAAC,KAAK,EAAE,EAAE;YACR,IAAI,KAAK,CAAC,OAAO,KAAK,WAAW,EAAE,CAAC;gBAClC,OAAM;YACR,CAAC;YACD,UAAU,GAAG,KAAK,CAAC,IAAI,CAAA;YACvB,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;gBAC3B,OAAM;YACR,CAAC;YACD,MAAM,IAAI,GAAG,yBAAiB,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,UAAU,CAAC,CAAA;YAC1D,IAAI,IAAI,IAAI,CAAC,EAAE,CAAC;gBACd,IAAI,EAAE,CAAA;YACR,CAAC;iBAAM,CAAC;gBACN,QAAQ,GAAG,UAAU,CAAC,GAAG,EAAE;oBACzB,QAAQ,GAAG,SAAS,CAAA;oBACpB,IAAI,EAAE,CAAA;gBACR,CAAC,EAAE,IAAI,CAAC,CAAA;YACV,CAAC;QACH,CAAC,CACF,CAAA;IACH,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,kBAAkB,EAAE,CAAA;QACpB,MAAM,KAAK,CAAA;IACb,CAAC;IAED,IAAI,QAAQ,GAAG,KAAK,CAAA;IACpB,OAAO,GAAG,EAAE;QACV,IAAI,QAAQ,EAAE,CAAC;YACb,OAAM;QACR,CAAC;QACD,QAAQ,GAAG,IAAI,CAAA;QACf,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;YAC3B,YAAY,CAAC,QAAQ,CAAC,CAAA;YACtB,QAAQ,GAAG,SAAS,CAAA;QACtB,CAAC;QACD,kBAAkB,EAAE,CAAA;QACpB,eAAe,EAAE,CAAA;IACnB,CAAC,CAAA;AACH,CAAC"}
|
package/dist/cjs/types/api.d.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import type { AccountConfigSetting, AccountResponse, CancelTwapOrderParams as ActionCancelTwapOrderParams, CreateReferralCodeParams as ActionCreateReferralCodeParams, ActionParamsMap, PlaceTwapOrderParams as ActionPlaceTwapOrderParams, ActionStep, ExecuteActionResponse, MarginMode, MarketRef, MetaActionType, ModifyOrderInput, OnboardParams, OrderSide, OrderType, PortfolioHistoryRange, SetupAction, SetupOption, SignedActionStep, TimeInForce, TriggerOrderInput, WithdrawalParams } from '@lifi/perps-types';
|
|
1
|
+
import type { AccountConfigSetting, AccountResponse, CancelTwapOrderParams as ActionCancelTwapOrderParams, CreateReferralCodeParams as ActionCreateReferralCodeParams, ActionParamsMap, PlaceTwapOrderParams as ActionPlaceTwapOrderParams, ActionStep, DecimalString, ExecuteActionResponse, MarginMode, MarketRef, MetaActionType, ModifyOrderInput, OnboardParams, OrderSide, OrderType, PortfolioHistoryRange, SetupAction, SetupOption, SignedActionStep, TimeInForce, TriggerOrderInput, WithdrawalParams } from '@lifi/perps-types';
|
|
2
2
|
import type { Account, Address, WalletClient } from 'viem';
|
|
3
3
|
import type { RetryConfig } from '../transport/retryPolicy.js';
|
|
4
4
|
import type { RequestInterceptor, SwitchChainHook } from './config.js';
|
|
@@ -30,8 +30,8 @@ export interface PlaceOrderParams {
|
|
|
30
30
|
market: MarketRef;
|
|
31
31
|
side: OrderSide;
|
|
32
32
|
type: Exclude<OrderType, OrderType.TWAP>;
|
|
33
|
-
size:
|
|
34
|
-
price:
|
|
33
|
+
size: DecimalString;
|
|
34
|
+
price: DecimalString;
|
|
35
35
|
leverage?: number;
|
|
36
36
|
marginMode?: MarginMode;
|
|
37
37
|
reduceOnly?: boolean;
|
|
@@ -67,7 +67,7 @@ export interface SendAssetActionParams {
|
|
|
67
67
|
collateral: string;
|
|
68
68
|
sourceDex: string;
|
|
69
69
|
destinationDex: string;
|
|
70
|
-
amount:
|
|
70
|
+
amount: DecimalString;
|
|
71
71
|
}
|
|
72
72
|
export interface CancelOrdersParams {
|
|
73
73
|
provider: string;
|