@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
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1
|
+
{"version":3,"file":"order.js","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,EAML,SAAS,EACT,WAAW,EACX,cAAc,EAEd,YAAY,GAMb,MAAM,mBAAmB,CAAA;AAE1B,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AACrD,OAAO,EAAE,qBAAqB,EAAE,MAAM,uBAAuB,CAAA;AAC7D,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAA;AACpD,OAAO,EACL,mBAAmB,EACnB,cAAc,EACd,cAAc,GACf,MAAM,iCAAiC,CAAA;AACxC,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AAEpD;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,aAAa,CAC3B,SAAiB,EACjB,QAAgB,EAChB,KAAa;IAEb,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QAChB,OAAO,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAA;IACvC,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,SAAS,EAAE,QAAQ,EAAE,KAAK,CAAC,EAAE,CAAC;QAC3C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,QAAQ,EAAE,CAAA;AACpE,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,YAAY,CAAC,OAAe,EAAE,OAAe;IAC3D,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,OAAO,CAAC,EAAE,CAAC;QACjC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,CAAA;AACtD,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,aAAa,CAC3B,KAAa,EACb,eAAuB,EACvB,KAAc;IAEd,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,eAAe,CAAC,EAAE,CAAC;QACvC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,UAAU,GAAG,IAAI,MAAM,CAAC,eAAe,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;IAC/D,IAAI,KAAK,EAAE,CAAC;QACV,OAAO,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,QAAQ,EAAE,CAAA;IACvD,CAAC;IACD,IAAI,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACrB,OAAO,KAAK,GAAG,UAAU,CAAC,QAAQ,EAAE,CAAA;IACtC,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,QAAQ,EAAE,CAAA;AACrD,CAAC;AAcD;;;;;;;;;;GAUG;AACH,MAAM,UAAU,oBAAoB,CAClC,YAAoB,EACpB,UAAkB,EAClB,QAAgB,EAChB,MAAe,EACf,MAAc;IAEd,IAAI,CAAC,YAAY,IAAI,UAAU,KAAK,CAAC,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACtD,OAAO,IAAI,CAAA;IACb,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,YAAY,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,CAAC,EAAE,CAAC;QAC3D,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,CAAA;IACpD,CAAC;IACD,MAAM,SAAS,GAAG,MAAM;QACtB,CAAC,CAAC,IAAI,MAAM,CAAC,YAAY,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC;QAC5C,CAAC,CAAC,IAAI,MAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,YAAY,CAAC,CAAA;IAC9C,MAAM,OAAO,GAAG,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;IACpE,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;IAC7C,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,QAAQ,EAAE,EAAE,OAAO,EAAE,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAA;AACnE,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,qBAAqB,CACnC,OAAe,EACf,UAAkB,EAClB,QAAgB,EAChB,MAAe;IAEf,IAAI,UAAU,KAAK,CAAC,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACvC,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,UAAU,EAAE,QAAQ,CAAC,EAAE,CAAC;QAC9C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,UAAU,GAAG,IAAI,MAAM,CAAC,OAAO,CAAC;SACnC,KAAK,CAAC,UAAU,CAAC;SACjB,GAAG,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAA;IACvC,MAAM,KAAK,GAAG,IAAI,MAAM,CAAC,UAAU,CAAC,CAAA;IACpC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/E,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,uBAAuB,CACrC,KAAa,EACb,UAAkB,EAClB,QAAgB,EAChB,MAAe;IAEf,IAAI,UAAU,KAAK,CAAC,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACvC,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,UAAU,EAAE,QAAQ,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,SAAS,GAAG,MAAM;QACtB,CAAC,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC;QACrC,CAAC,CAAC,IAAI,MAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACvC,OAAO,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AACxE,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,2BAA2B,CACzC,WAAmB,EACnB,IAAY,EACZ,KAAa;IAEb,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QACzC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,aAAa,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACzD,IAAI,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;QACxB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,WAAW,CAAC,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AACzE,CAAC;AAcD;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,aAAa,CAC3B,MAAwB,EACxB,OAAe;IAEf,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QAC9B,OAAO;YACL,QAAQ,EAAE,MAAM,CAAC,GAAG;YACpB,cAAc,EAAE,MAAM,CAAC,GAAG;YAC1B,IAAI,EAAE,MAAM,CAAC,GAAG;YAChB,qBAAqB,EAAE,IAAI;SAC5B,CAAA;IACH,CAAC;IACD,IAAI,SAAS,GAAG,IAAI,MAAM,CAAC,OAAO,CAAC,CAAA;IACnC,IAAI,QAAQ,GAAG,IAAI,MAAM,CAAC,CAAC,CAAC,CAAA;IAC5B,IAAI,cAAc,GAAG,IAAI,MAAM,CAAC,CAAC,CAAC,CAAA;IAClC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;QAC3B,IAAI,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;YACrB,MAAK;QACP,CAAC;QACD,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,UAAU,CAAC,KAAK,CAAC,CAAA;QACzC,MAAM,aAAa,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;QACvC,MAAM,IAAI,GAAG,SAAS,CAAC,EAAE,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,aAAa,CAAA;QACpE,IAAI,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACf,SAAQ;QACV,CAAC;QACD,cAAc,GAAG,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,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@@ -1,17 +1,13 @@
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1
1
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/**
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2
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-
* Display-tier position formulas
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3
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-
* exact decimal arithmetic happens
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2
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+
* Display-tier position formulas and margin-adjustment predicates. Every
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3
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+
* formula takes and gives `number`; exact decimal arithmetic happens
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4
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+
* internally with `DivBig`.
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4
5
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*
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5
6
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* Sign convention: long = +1, short = -1. Sizes passed to the `estimate*`
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6
7
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* helpers are always non-negative magnitudes; direction is carried by
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7
8
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* `isLong`.
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8
9
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*/
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9
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-
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10
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-
* Direction sign for a position.
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11
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-
*
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12
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-
* @deprecated Inline `isLong ? 1 : -1`. Removed in the next major.
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13
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-
*/
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14
|
-
export declare function directionSign(isLong: boolean): 1 | -1;
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10
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+
import { type Position } from '@lifi/perps-types';
|
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15
11
|
/**
|
|
16
12
|
* Calculate notional value of a position.
|
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17
13
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*
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@@ -62,10 +58,6 @@ export declare function calculateLiquidationDistance(params: {
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62
58
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liquidationPrice: number;
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63
59
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currentPrice: number;
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64
60
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}): number;
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65
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-
/**
|
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66
|
-
* @deprecated Use `calculateLiquidationDistance`. Removed in the next major.
|
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67
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-
*/
|
|
68
|
-
export declare const liquidationDistancePercent: typeof calculateLiquidationDistance;
|
|
69
61
|
/**
|
|
70
62
|
* Effective leverage of an open position.
|
|
71
63
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*
|
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@@ -80,10 +72,6 @@ export declare function calculateEffectiveLeverage(params: {
|
|
|
80
72
|
positionValueUsd: number;
|
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81
73
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marginUsd: number;
|
|
82
74
|
}): number;
|
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83
|
-
/**
|
|
84
|
-
* @deprecated Use `calculateEffectiveLeverage`. Removed in the next major.
|
|
85
|
-
*/
|
|
86
|
-
export declare const effectiveLeverage: typeof calculateEffectiveLeverage;
|
|
87
75
|
/**
|
|
88
76
|
* Estimated liquidation price for an isolated-margin position, parameterised
|
|
89
77
|
* by the venue's maintenance margin rate.
|
|
@@ -108,10 +96,6 @@ export declare function estimateLiquidationPrice(params: {
|
|
|
108
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export declare function positionSupportsMarginRemoval(position: Position): boolean;
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{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA
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{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EAEL,KAAK,QAAQ,EAEd,MAAM,mBAAmB,CAAA;AAG1B;;;;;;;GAOG;AACH,wBAAgB,sBAAsB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAK1E;AAED;;;;;;;;GAQG;AACH,wBAAgB,sBAAsB,CACpC,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,EACpB,IAAI,EAAE,MAAM,GACX,MAAM,CAKR;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAQhE;AAED;;;;;;;GAOG;AACH,wBAAgB,uBAAuB,CACrC,aAAa,EAAE,MAAM,EACrB,QAAQ,EAAE,MAAM,GACf,MAAM,CAQR;AAED;;;;;;;;GAQG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;CACrB,GAAG,MAAM,CAMT;AAED;;;;;;;;;GASG;AACH,wBAAgB,0BAA0B,CAAC,MAAM,EAAE;IACjD,gBAAgB,EAAE,MAAM,CAAA;IACxB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,CAST;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAC/C,UAAU,EAAE,MAAM,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,OAAO,CAAA;IACf,qBAAqB,EAAE,MAAM,CAAA;CAC9B,GAAG,MAAM,GAAG,SAAS,CAqBrB;AAED;;;;;;;GAOG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,gBAAgB,EAAE,MAAM,CAAA;IACxB,YAAY,EAAE,MAAM,CAAA;IACpB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,OAAO,CAQV;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,yBAAyB,CAAC,MAAM,EAAE;IAChD,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,GAAG,SAAS,CAiBrB;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,eAAe,EAAE,MAAM,CAAA;IACvB,aAAa,EAAE,MAAM,CAAA;IACrB,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;CAClB,GAAG,MAAM,GAAG,SAAS,CAarB;AAED;;;;;;;GAOG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE;IAC5C,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAUT;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAA;IAClB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,OAAO,CAAA;CAChB,GAAG,MAAM,CAUT;AAED;;;;;GAKG;AACH,wBAAgB,gCAAgC,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAK5E;AAED;;;;;GAKG;AACH,wBAAgB,6BAA6B,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAMzE"}
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/**
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* formula takes and gives `number`; exact decimal arithmetic happens
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* internally with `DivBig`.
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import { MarginMode, PositionMarginAdjustment, } from '@lifi/perps-types';
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import { areFinite, DivBig } from '../decimal/big.js';
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|
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return isLong ? 1 : -1;
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}
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/**
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*
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@@ -94,10 +88,6 @@ export function calculateLiquidationDistance(params) {
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}
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return Math.abs((liquidationPrice - currentPrice) / currentPrice) * 100;
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}
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/**
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* @deprecated Use `calculateLiquidationDistance`. Removed in the next major.
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*/
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|
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export const liquidationDistancePercent = calculateLiquidationDistance;
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/**
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*
|
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@@ -118,10 +108,6 @@ export function calculateEffectiveLeverage(params) {
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}
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return new DivBig(positionValueUsd).div(marginUsd).toNumber();
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}
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*/
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|
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export const effectiveLeverage = calculateEffectiveLeverage;
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/**
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|
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* by the venue's maintenance margin rate.
|
|
@@ -162,10 +148,6 @@ export function estimateLiquidationPrice(params) {
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.minus(marginAvailable.times(side).div(mmr.times(-side).plus(1)))
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}
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/**
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|
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* @deprecated Use `estimateLiquidationPrice`. Removed in the next major.
|
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*/
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|
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export const estimateIsolatedLiquidationPrice = estimateLiquidationPrice;
|
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|
/**
|
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152
|
* Whether an isolated position with this liquidation price is already past
|
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|
* liquidation at `currentPrice`: a long liquidates when the price falls to its
|
|
@@ -217,10 +199,6 @@ export function estimateAverageEntryPrice(params) {
|
|
|
217
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|
.div(new DivBig(currentSize).plus(addSize))
|
|
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|
.toNumber();
|
|
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|
}
|
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|
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/**
|
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|
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* @deprecated Use `estimateAverageEntryPrice`. Removed in the next major.
|
|
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|
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*/
|
|
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|
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export const predictAverageEntryPrice = estimateAverageEntryPrice;
|
|
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202
|
/**
|
|
225
203
|
* Estimated effective leverage after adding margin and notional.
|
|
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|
*
|
|
@@ -246,10 +224,6 @@ export function estimateNewLeverage(params) {
|
|
|
246
224
|
.div(new DivBig(currentMargin).plus(addMargin))
|
|
247
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|
.toNumber();
|
|
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226
|
}
|
|
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|
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/**
|
|
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|
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* @deprecated Use `estimateNewLeverage`. Removed in the next major.
|
|
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|
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*/
|
|
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|
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export const predictNewLeverage = estimateNewLeverage;
|
|
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|
/**
|
|
254
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|
* Estimated unrealised PnL at the current mark price.
|
|
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|
*
|
|
@@ -269,10 +243,6 @@ export function estimateUnrealizedPnl(params) {
|
|
|
269
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|
.times(isLong ? 1 : -1)
|
|
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|
.toNumber();
|
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|
}
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|
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/**
|
|
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|
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* @deprecated Use `estimateUnrealizedPnl`. Removed in the next major.
|
|
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|
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*/
|
|
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|
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export const predictUnrealizedPnl = estimateUnrealizedPnl;
|
|
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246
|
/**
|
|
277
247
|
* Realised PnL on the portion of a position being closed.
|
|
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248
|
*
|
|
@@ -293,7 +263,24 @@ export function calculateRealizedPnl(params) {
|
|
|
293
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|
.toNumber();
|
|
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|
}
|
|
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|
/**
|
|
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|
-
*
|
|
266
|
+
* Whether this position can take a margin adjustment at all: it holds margin of
|
|
267
|
+
* its own and its market exposes individual position margin.
|
|
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|
+
*
|
|
269
|
+
* @public
|
|
270
|
+
*/
|
|
271
|
+
export function positionSupportsMarginAdjustment(position) {
|
|
272
|
+
return (position.marginMode === MarginMode.ISOLATED &&
|
|
273
|
+
position.market.positionMarginAdjustment !== PositionMarginAdjustment.NONE);
|
|
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|
+
}
|
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|
+
/**
|
|
276
|
+
* Whether a removal is among the adjustments this position permits. An
|
|
277
|
+
* `ADD_ONLY` market takes adds and no withdrawal.
|
|
278
|
+
*
|
|
279
|
+
* @public
|
|
297
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|
*/
|
|
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|
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export
|
|
281
|
+
export function positionSupportsMarginRemoval(position) {
|
|
282
|
+
return (positionSupportsMarginAdjustment(position) &&
|
|
283
|
+
position.market.positionMarginAdjustment ===
|
|
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|
+
PositionMarginAdjustment.ADD_AND_REMOVE);
|
|
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|
+
}
|
|
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|
//# sourceMappingURL=position.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA
|
|
1
|
+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,EACL,UAAU,EAEV,wBAAwB,GACzB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAErD;;;;;;;GAOG;AACH,MAAM,UAAU,sBAAsB,CAAC,IAAY,EAAE,KAAa;IAChE,IAAI,CAAC,SAAS,CAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,QAAQ,EAAE,CAAA;AACvD,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,sBAAsB,CACpC,UAAkB,EAClB,YAAoB,EACpB,IAAY;IAEZ,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,YAAY,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,YAAY,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1E,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,YAAY,CAAC,GAAW,EAAE,MAAc;IACtD,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACjB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,GAAG,EAAE,MAAM,CAAC,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC1D,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,uBAAuB,CACrC,aAAqB,EACrB,QAAgB;IAEhB,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,aAAa,GAAG,QAAQ,CAAA;IACjC,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,aAAa,EAAE,QAAQ,CAAC,EAAE,CAAC;QACxC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,aAAa,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC3D,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,4BAA4B,CAAC,MAG5C;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,GAAG,MAAM,CAAA;IACjD,IAAI,YAAY,KAAK,CAAC,EAAE,CAAC;QACvB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,gBAAgB,GAAG,YAAY,CAAC,GAAG,YAAY,CAAC,GAAG,GAAG,CAAA;AACzE,CAAC;AAED;;;;;;;;;GASG;AACH,MAAM,UAAU,0BAA0B,CAAC,MAG1C;IACC,MAAM,EAAE,gBAAgB,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAC9C,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,gBAAgB,EAAE,SAAS,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,gBAAgB,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE,CAAA;AAC/D,CAAC;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAKxC;IACC,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,qBAAqB,EAAE,GAAG,MAAM,CAAA;IACtE,IAAI,QAAQ,KAAK,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IAC5B,MAAM,WAAW,GAAG,CAAC,GAAG,qBAAqB,GAAG,IAAI,CAAA;IACpD,IAAI,WAAW,KAAK,CAAC,EAAE,CAAC;QACtB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,QAAQ,EAAE,qBAAqB,CAAC,EAAE,CAAC;QAC5D,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,MAAM,CAAC,qBAAqB,CAAC,CAAA;IAC7C,MAAM,eAAe,GAAG,IAAI,MAAM,CAAC,CAAC,CAAC;SAClC,GAAG,CAAC,QAAQ,CAAC;SACb,KAAK,CAAC,GAAG,CAAC;SACV,KAAK,CAAC,UAAU,CAAC,CAAA;IACpB,OAAO,IAAI,MAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;SAChE,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,yBAAyB,CAAC,MAIzC;IACC,MAAM,EAAE,gBAAgB,EAAE,YAAY,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACzD,IAAI,YAAY,IAAI,CAAC,IAAI,gBAAgB,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,KAAK,CAAA;IACd,CAAC;IACD,OAAO,MAAM;QACX,CAAC,CAAC,gBAAgB,IAAI,YAAY;QAClC,CAAC,CAAC,gBAAgB,IAAI,YAAY,CAAA;AACtC,CAAC;AAED;;;;;;;;;;;;;;;GAeG;AACH,MAAM,UAAU,yBAAyB,CAAC,MAKzC;IACC,MAAM,EAAE,WAAW,EAAE,YAAY,EAAE,OAAO,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IAChE,MAAM,SAAS,GAAG,WAAW,GAAG,OAAO,CAAA;IACvC,IAAI,SAAS,IAAI,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;QAClE,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,OAAO,CAAC,EAAE,CAAC;QACrC,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,WAAW,CAAC;SAC3B,KAAK,CAAC,YAAY,CAAC;SACnB,IAAI,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;SAC1C,GAAG,CAAC,IAAI,MAAM,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SAC1C,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAKnC;IACC,MAAM,EAAE,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,EAAE,GAAG,MAAM,CAAA;IACzE,MAAM,WAAW,GAAG,aAAa,GAAG,SAAS,CAAA;IAC7C,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACrB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,CAAC,SAAS,CAAC,eAAe,EAAE,aAAa,EAAE,WAAW,EAAE,SAAS,CAAC,EAAE,CAAC;QACvE,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,eAAe,CAAC;SAC/B,IAAI,CAAC,WAAW,CAAC;SACjB,GAAG,CAAC,IAAI,MAAM,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;SAC9C,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,qBAAqB,CAAC,MAKrC;IACC,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IACtD,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,SAAS,EAAE,IAAI,CAAC,EAAE,CAAC;QAC5C,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,SAAS,CAAC;SACzB,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,IAAI,CAAC;SACX,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,oBAAoB,CAAC,MAKpC;IACC,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,EAAE,GAAG,MAAM,CAAA;IAC5D,IAAI,CAAC,SAAS,CAAC,UAAU,EAAE,UAAU,EAAE,SAAS,CAAC,EAAE,CAAC;QAClD,OAAO,MAAM,CAAC,GAAG,CAAA;IACnB,CAAC;IACD,OAAO,IAAI,MAAM,CAAC,UAAU,CAAC;SAC1B,KAAK,CAAC,UAAU,CAAC;SACjB,KAAK,CAAC,SAAS,CAAC;SAChB,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtB,QAAQ,EAAE,CAAA;AACf,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,gCAAgC,CAAC,QAAkB;IACjE,OAAO,CACL,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,QAAQ;QAC3C,QAAQ,CAAC,MAAM,CAAC,wBAAwB,KAAK,wBAAwB,CAAC,IAAI,CAC3E,CAAA;AACH,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,6BAA6B,CAAC,QAAkB;IAC9D,OAAO,CACL,gCAAgC,CAAC,QAAQ,CAAC;QAC1C,QAAQ,CAAC,MAAM,CAAC,wBAAwB;YACtC,wBAAwB,CAAC,cAAc,CAC1C,CAAA;AACH,CAAC"}
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@@ -1,4 +1,4 @@
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1
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-
import type
|
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1
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+
import { type FeeTier } from '@lifi/perps-types';
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2
2
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import type { PerpsSDKClient, ProviderGetQuoteParams, QuoteListener } from '../types/provider.js';
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3
3
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import type { WsProvider } from '../websocket/types.js';
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4
4
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/**
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@@ -25,6 +25,11 @@ export declare const QUOTE_THROTTLE_MS = 100;
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25
25
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* listeners once and cancels any pending trailing emission, so the wire
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26
|
* subscriptions' ref counts cannot be double-decremented.
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*
|
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+
* A throw while building or delivering a streamed quote (an unparsable mark
|
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+
* price, a throwing `onQuote`) is logged via `wsLog.listenerFailure` and the
|
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|
+
* emission is skipped, on both the immediate and the trailing-timer path.
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31
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+
*
|
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32
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+
* @throws {PerpsError} `ValidationError` when `params.size` is not finite.
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28
33
|
* @throws {PerpsError} `MarketNotFound` when no market matches symbol+type.
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29
34
|
* @internal
|
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30
35
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*/
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"resolveSubscribeQuote.d.ts","sourceRoot":"","sources":["../../../src/services/resolveSubscribeQuote.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,
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1
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+
{"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;AAIvD;;;;;;GAMG;AACH,eAAO,MAAM,iBAAiB,MAAM,CAAA;AAEpC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,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"}
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@@ -1,4 +1,7 @@
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1
|
+
import { PerpsErrorCode, } from '@lifi/perps-types';
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|
2
|
+
import { PerpsError } from '../errors/PerpsError.js';
|
|
1
3
|
import { buildQuote } from '../math/order.js';
|
|
4
|
+
import { wsLog } from '../websocket/wsLog.js';
|
|
2
5
|
import { resolveQuoteMarket, resolveQuotePrice } from './resolveQuote.js';
|
|
3
6
|
/**
|
|
4
7
|
* Minimum gap between successive streamed {@link Quote} emissions — the same
|
|
@@ -24,10 +27,18 @@ export const QUOTE_THROTTLE_MS = 100;
|
|
|
24
27
|
* listeners once and cancels any pending trailing emission, so the wire
|
|
25
28
|
* subscriptions' ref counts cannot be double-decremented.
|
|
26
29
|
*
|
|
30
|
+
* A throw while building or delivering a streamed quote (an unparsable mark
|
|
31
|
+
* price, a throwing `onQuote`) is logged via `wsLog.listenerFailure` and the
|
|
32
|
+
* emission is skipped, on both the immediate and the trailing-timer path.
|
|
33
|
+
*
|
|
34
|
+
* @throws {PerpsError} `ValidationError` when `params.size` is not finite.
|
|
27
35
|
* @throws {PerpsError} `MarketNotFound` when no market matches symbol+type.
|
|
28
36
|
* @internal
|
|
29
37
|
*/
|
|
30
38
|
export async function resolveSubscribeQuote(client, provider, ws, params, feeTier, onQuote) {
|
|
39
|
+
if (!Number.isFinite(params.size)) {
|
|
40
|
+
throw new PerpsError(PerpsErrorCode.ValidationError, `Quote size must be a finite number, got ${params.size}`);
|
|
41
|
+
}
|
|
31
42
|
const market = await resolveQuoteMarket(client, provider, params);
|
|
32
43
|
// REST snapshot seeds the context; the marketContext subscription below
|
|
33
44
|
// keeps it live so streamed impact/funding track the moving market.
|
|
@@ -40,19 +51,24 @@ export async function resolveSubscribeQuote(client, provider, ws, params, feeTie
|
|
|
40
51
|
return;
|
|
41
52
|
}
|
|
42
53
|
lastEmitAt = Date.now();
|
|
43
|
-
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
54
|
+
try {
|
|
55
|
+
onQuote(buildQuote({
|
|
56
|
+
provider,
|
|
57
|
+
symbol: params.symbol,
|
|
58
|
+
type: params.type,
|
|
59
|
+
side: params.side,
|
|
60
|
+
sizeUsd: params.size,
|
|
61
|
+
market,
|
|
62
|
+
price: latestContext,
|
|
63
|
+
bids: latestBook.bids,
|
|
64
|
+
asks: latestBook.asks,
|
|
65
|
+
feeTier,
|
|
66
|
+
timestamp: Date.now(),
|
|
67
|
+
}));
|
|
68
|
+
}
|
|
69
|
+
catch (error) {
|
|
70
|
+
wsLog.listenerFailure(provider, 'quote', error);
|
|
71
|
+
}
|
|
56
72
|
};
|
|
57
73
|
const unsubscribeContext = await ws.subscribe({ channel: 'marketContext', dex: provider, marketId: market.id }, (event) => {
|
|
58
74
|
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":"AAAA,OAAO,EAIL,cAAc,GACf,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAA;AACpD,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAA;AAO7C,OAAO,EAAE,KAAK,EAAE,MAAM,uBAAuB,CAAA;AAC7C,OAAO,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAA;AAEzE;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG,GAAG,CAAA;AAEpC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,MAAM,CAAC,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,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,2CAA2C,MAAM,CAAC,IAAI,EAAE,CACzD,CAAA;IACH,CAAC;IACD,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAA;IACjE,wEAAwE;IACxE,oEAAoE;IACpE,IAAI,aAAa,GAAkB,MAAM,iBAAiB,CACxD,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,UAAU,CAAC;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,KAAK,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,iBAAiB,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/esm/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';
|
|
@@ -110,9 +110,9 @@ export interface PlaceOrderParams {
|
|
|
110
110
|
side: OrderSide;
|
|
111
111
|
type: Exclude<OrderType, OrderType.TWAP>;
|
|
112
112
|
/** Base-asset size as a decimal wire string. */
|
|
113
|
-
size:
|
|
113
|
+
size: DecimalString;
|
|
114
114
|
/** Limit price as a decimal wire string; required by limit-style orders. */
|
|
115
|
-
price:
|
|
115
|
+
price: DecimalString;
|
|
116
116
|
/** Optional leverage multiplier; provider defaults apply when omitted. */
|
|
117
117
|
leverage?: number;
|
|
118
118
|
/**
|
|
@@ -191,7 +191,7 @@ export interface SendAssetActionParams {
|
|
|
191
191
|
/** Destination DEX/account identifier understood by the provider. */
|
|
192
192
|
destinationDex: string;
|
|
193
193
|
/** Transfer amount as a provider-compatible decimal wire string. */
|
|
194
|
-
amount:
|
|
194
|
+
amount: DecimalString;
|
|
195
195
|
}
|
|
196
196
|
/**
|
|
197
197
|
* Parameters for canceling orders.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"api.d.ts","sourceRoot":"","sources":["../../../src/types/api.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,oBAAoB,EACpB,eAAe,EACf,qBAAqB,IAAI,2BAA2B,EACpD,wBAAwB,IAAI,8BAA8B,EAC1D,eAAe,EACf,oBAAoB,IAAI,0BAA0B,EAClD,UAAU,EACV,qBAAqB,EACrB,UAAU,EACV,SAAS,EACT,cAAc,EACd,gBAAgB,EAChB,aAAa,EACb,SAAS,EACT,SAAS,EACT,qBAAqB,EACrB,WAAW,EACX,WAAW,EACX,gBAAgB,EAChB,WAAW,EACX,iBAAiB,EACjB,gBAAgB,EACjB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,MAAM,MAAM,CAAA;AAC1D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,6BAA6B,CAAA;AAC9D,OAAO,KAAK,EAAE,kBAAkB,EAAE,eAAe,EAAE,MAAM,aAAa,CAAA;AACtE,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAA;AAExD;;;;GAIG;AACH,MAAM,WAAW,WAAW;IAC1B;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB;;;;;OAKG;IACH,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,+DAA+D;IAC/D,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,kEAAkE;IAClE,kBAAkB,CAAC,EAAE,kBAAkB,CAAA;IACvC;;;;;OAKG;IACH,SAAS,CAAC,EAAE,mBAAmB,EAAE,CAAA;IACjC;;;;;;OAMG;IACH,UAAU,CAAC,EAAE,YAAY,CAAC,GAAG,EAAE,GAAG,EAAE,OAAO,CAAC,CAAA;IAC5C;;;;;;;OAOG;IACH,KAAK,CAAC,EAAE,WAAW,CAAA;IACnB;;;;OAIG;IACH,KAAK,CAAC,EAAE,OAAO,KAAK,CAAA;CACrB;AAED;;;;GAIG;AACH,MAAM,WAAW,kBAAkB;IACjC;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB;;;;;OAKG;IACH,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,+DAA+D;IAC/D,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,2DAA2D;IAC3D,SAAS,CAAC,EAAE,mBAAmB,EAAE,CAAA;IACjC;;;;OAIG;IACH,WAAW,CAAC,EAAE,eAAe,CAAA;CAC9B;AAED;;;;;GAKG;AACH,MAAM,WAAW,wBAAwB;IACvC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,gBAAgB;IAC/B,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,wCAAwC;IACxC,MAAM,EAAE,SAAS,CAAA;IACjB,IAAI,EAAE,SAAS,CAAA;IACf,IAAI,EAAE,OAAO,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,CAAC,CAAA;IACxC,gDAAgD;IAChD,IAAI,EAAE,
|
|
1
|
+
{"version":3,"file":"api.d.ts","sourceRoot":"","sources":["../../../src/types/api.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,oBAAoB,EACpB,eAAe,EACf,qBAAqB,IAAI,2BAA2B,EACpD,wBAAwB,IAAI,8BAA8B,EAC1D,eAAe,EACf,oBAAoB,IAAI,0BAA0B,EAClD,UAAU,EACV,aAAa,EACb,qBAAqB,EACrB,UAAU,EACV,SAAS,EACT,cAAc,EACd,gBAAgB,EAChB,aAAa,EACb,SAAS,EACT,SAAS,EACT,qBAAqB,EACrB,WAAW,EACX,WAAW,EACX,gBAAgB,EAChB,WAAW,EACX,iBAAiB,EACjB,gBAAgB,EACjB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,MAAM,MAAM,CAAA;AAC1D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,6BAA6B,CAAA;AAC9D,OAAO,KAAK,EAAE,kBAAkB,EAAE,eAAe,EAAE,MAAM,aAAa,CAAA;AACtE,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,eAAe,CAAA;AAExD;;;;GAIG;AACH,MAAM,WAAW,WAAW;IAC1B;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB;;;;;OAKG;IACH,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,+DAA+D;IAC/D,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,kEAAkE;IAClE,kBAAkB,CAAC,EAAE,kBAAkB,CAAA;IACvC;;;;;OAKG;IACH,SAAS,CAAC,EAAE,mBAAmB,EAAE,CAAA;IACjC;;;;;;OAMG;IACH,UAAU,CAAC,EAAE,YAAY,CAAC,GAAG,EAAE,GAAG,EAAE,OAAO,CAAC,CAAA;IAC5C;;;;;;;OAOG;IACH,KAAK,CAAC,EAAE,WAAW,CAAA;IACnB;;;;OAIG;IACH,KAAK,CAAC,EAAE,OAAO,KAAK,CAAA;CACrB;AAED;;;;GAIG;AACH,MAAM,WAAW,kBAAkB;IACjC;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB;;;;;OAKG;IACH,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,+DAA+D;IAC/D,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,2DAA2D;IAC3D,SAAS,CAAC,EAAE,mBAAmB,EAAE,CAAA;IACjC;;;;OAIG;IACH,WAAW,CAAC,EAAE,eAAe,CAAA;CAC9B;AAED;;;;;GAKG;AACH,MAAM,WAAW,wBAAwB;IACvC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,gBAAgB;IAC/B,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,wCAAwC;IACxC,MAAM,EAAE,SAAS,CAAA;IACjB,IAAI,EAAE,SAAS,CAAA;IACf,IAAI,EAAE,OAAO,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,CAAC,CAAA;IACxC,gDAAgD;IAChD,IAAI,EAAE,aAAa,CAAA;IACnB,4EAA4E;IAC5E,KAAK,EAAE,aAAa,CAAA;IACpB,0EAA0E;IAC1E,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB;;;;OAIG;IACH,UAAU,CAAC,EAAE,UAAU,CAAA;IACvB,8DAA8D;IAC9D,UAAU,CAAC,EAAE,OAAO,CAAA;IACpB,kEAAkE;IAClE,WAAW,CAAC,EAAE,WAAW,CAAA;IACzB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,UAAU,CAAC,EAAE,iBAAiB,CAAA;IAC9B,QAAQ,CAAC,EAAE,iBAAiB,CAAA;CAC7B;AAED;;;;;GAKG;AACH,MAAM,WAAW,uBAAuB;IACtC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,wCAAwC;IACxC,MAAM,EAAE,SAAS,CAAA;IACjB,IAAI,EAAE,SAAS,CAAA;IACf,UAAU,CAAC,EAAE,iBAAiB,CAAA;IAC9B,QAAQ,CAAC,EAAE,iBAAiB,CAAA;CAC7B;AAED;;;;GAIG;AACH,MAAM,WAAW,oBAAqB,SAAQ,0BAA0B;IACtE,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,qBAAsB,SAAQ,2BAA2B;IACxE,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,cAAc;IAC7B,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,0EAA0E;IAC1E,UAAU,EAAE,gBAAgB,CAAA;CAC7B;AAED;;;;;;GAMG;AACH,MAAM,WAAW,qBAAqB;IACpC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,wGAAwG;IACxG,UAAU,EAAE,MAAM,CAAA;IAClB,gEAAgE;IAChE,SAAS,EAAE,MAAM,CAAA;IACjB,qEAAqE;IACrE,cAAc,EAAE,MAAM,CAAA;IACtB,oEAAoE;IACpE,MAAM,EAAE,aAAa,CAAA;CACtB;AAED;;;;GAIG;AACH,MAAM,WAAW,kBAAkB;IACjC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,oGAAoG;IACpG,GAAG,EAAE,MAAM,EAAE,CAAA;IACb,mFAAmF;IACnF,OAAO,CAAC,EAAE,MAAM,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,kBAAkB;IACjC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,6CAA6C;IAC7C,aAAa,EAAE,gBAAgB,EAAE,CAAA;CAClC;AAED;;;;GAIG;AACH,MAAM,WAAW,cAAc;IAC7B,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,oBAAoB;IACnC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,qBAAqB;IACpC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,6BAA6B;IAC5C,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,yBAAyB;IACxC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,KAAK,EAAE,qBAAqB,CAAA;CAC7B;AAED;;;;;GAKG;AACH,MAAM,WAAW,kBAAkB;IACjC,qDAAqD;IACrD,UAAU,EAAE,WAAW,CAAA;IACvB,8DAA8D;IAC9D,SAAS,EAAE,OAAO,CAAA;IAClB;;;OAGG;IACH,QAAQ,EAAE,WAAW,GAAG,IAAI,CAAA;IAC5B;;;;;OAKG;IACH,YAAY,EAAE,MAAM,GAAG,IAAI,CAAA;CAC5B;AAED;;;;;;;;;;;;;;GAcG;AACH,MAAM,WAAW,aAAa;IAC5B;;;;;OAKG;IACH,aAAa,EAAE,OAAO,CAAA;IACtB,iEAAiE;IACjE,KAAK,EAAE,UAAU,EAAE,CAAA;IACnB;;;OAGG;IACH,OAAO,EAAE,OAAO,CAAA;IAChB;;;;;;;OAOG;IACH,SAAS,EAAE,kBAAkB,EAAE,CAAA;CAChC;AAED;;GAEG;AACH,MAAM,WAAW,0BAA0B;IACzC,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,OAAO,CAAA;IAChB,oDAAoD;IACpD,KAAK,EAAE,UAAU,EAAE,CAAA;IACnB,wDAAwD;IACxD,aAAa,EAAE,gBAAgB,EAAE,CAAA;CAClC;AAED;;GAEG;AACH,MAAM,WAAW,0BAA0B;IACzC,OAAO,EAAE,qBAAqB,CAAA;CAC/B;AAED;;;;;;;;;;GAUG;AACH,MAAM,WAAW,gBAAiB,SAAQ,eAAe;IACvD,wEAAwE;IACxE,QAAQ,EAAE,oBAAoB,EAAE,CAAA;CACjC;AAED;;;;GAIG;AACH,MAAM,WAAW,sBAAuB,SAAQ,aAAa;IAC3D,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,8BACf,SAAQ,8BAA8B;IACtC,OAAO,EAAE,OAAO,CAAA;CACjB;AAED;;;;GAIG;AACH,MAAM,WAAW,uBAAuB,CAAC,CAAC,SAAS,cAAc;IAC/D,OAAO,EAAE,OAAO,CAAA;IAChB,MAAM,EAAE,CAAC,CAAA;IACT,MAAM,EAAE,eAAe,CAAC,CAAC,CAAC,CAAA;CAC3B"}
|
|
@@ -472,7 +472,7 @@ export interface PerpsProviderPlugin {
|
|
|
472
472
|
* @throws {PerpsError} `ValidationError` when a `Position` decimal that the
|
|
473
473
|
* venue formula reads is malformed.
|
|
474
474
|
*/
|
|
475
|
-
positionRemovableMargin(position: Position):
|
|
475
|
+
positionRemovableMargin(position: Position): DecimalString | undefined;
|
|
476
476
|
/**
|
|
477
477
|
* Project a typed {@link AccountConfig} against the provider's `setup`
|
|
478
478
|
* descriptors into `AccountConfigSetting[]`. Used by
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
package/dist/esm/version.d.ts
CHANGED
package/dist/esm/version.js
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import type { DecimalString, Market } from '@lifi/perps-types';
|
|
2
2
|
import type { PerpsSDKClient } from '../types/provider.js';
|
|
3
3
|
/** @public */
|
|
4
4
|
export interface OrderAmountsInput {
|
|
@@ -9,46 +9,32 @@ export interface OrderAmountsInput {
|
|
|
9
9
|
amount: DecimalString;
|
|
10
10
|
leverage: number;
|
|
11
11
|
price: DecimalString;
|
|
12
|
-
/** Decimals for the quote-asset amounts (margin, notional). Default 2. */
|
|
13
|
-
quoteDecimals?: number;
|
|
14
12
|
}
|
|
15
13
|
/** @public */
|
|
16
14
|
export interface OrderAmounts {
|
|
17
15
|
/**
|
|
18
|
-
*
|
|
19
|
-
*
|
|
16
|
+
* The held `amount`, byte-identical, when the user holds the margin;
|
|
17
|
+
* otherwise `notional ÷ leverage`, a display and comparison value that
|
|
18
|
+
* never reaches a venue.
|
|
20
19
|
*/
|
|
21
20
|
margin: DecimalString;
|
|
22
|
-
/** Snapped onto the venue lot grid. */
|
|
21
|
+
/** Snapped onto the venue lot grid; the one amount an order sends. */
|
|
23
22
|
size: DecimalString;
|
|
24
|
-
/**
|
|
23
|
+
/** Exactly `size × price`, from the snapped size. */
|
|
25
24
|
notional: DecimalString;
|
|
26
25
|
}
|
|
27
26
|
/**
|
|
28
27
|
* The three order-entry amounts, derived from whichever one the user typed.
|
|
28
|
+
* Only `size` snaps, onto the market's venue lot grid, because an order sends
|
|
29
|
+
* size alone; no quote amount has a grid. A held margin returns byte-identical,
|
|
30
|
+
* `notional` is the snapped size × price, and a derived margin is
|
|
31
|
+
* `notional ÷ leverage` in `DivBig` (40 places, half-up).
|
|
29
32
|
*
|
|
30
|
-
*
|
|
31
|
-
*
|
|
32
|
-
*
|
|
33
|
-
*
|
|
34
|
-
*
|
|
35
|
-
* Rounding is directional, so the result always funds itself:
|
|
36
|
-
* `size × price ≤ margin × leverage`. A derived size truncates onto the lot
|
|
37
|
-
* grid and a derived notional truncates onto the quote grid, but a derived
|
|
38
|
-
* margin rounds **up** onto the quote grid, because it is the one amount that
|
|
39
|
-
* has to cover the others rather than cap them.
|
|
40
|
-
*
|
|
41
|
-
* Formulas: `size = margin × leverage ÷ price`,
|
|
42
|
-
* `margin = size × price ÷ leverage`, `notional = size × price`
|
|
43
|
-
* (or `margin × leverage` when the margin is held).
|
|
44
|
-
*
|
|
45
|
-
* @returns `null` when `amount` or `price` is not a positive decimal string,
|
|
46
|
-
* when `leverage` is not a positive finite number, or when the venue and
|
|
47
|
-
* quote grids snap the result to a non-positive amount — a sub-lot size or
|
|
48
|
-
* a sub-cent quote amount describes no order a venue can take.
|
|
49
|
-
* @throws {PerpsError} `ValidationError` when `quoteDecimals` is not a
|
|
50
|
-
* non-negative integer, or `SDKError` when `market.providerId` names no
|
|
51
|
-
* registered provider plugin.
|
|
33
|
+
* @returns `null` when `amount` or `price` is not a positive
|
|
34
|
+
* {@link DecimalString}, when `leverage` is not a positive finite number, or
|
|
35
|
+
* when the snapped size is zero (below one lot).
|
|
36
|
+
* @throws {PerpsError} `SDKError` when `market.providerId` names no registered
|
|
37
|
+
* provider plugin.
|
|
52
38
|
* @public
|
|
53
39
|
*/
|
|
54
40
|
export declare function calculateOrderAmounts(input: OrderAmountsInput): OrderAmounts | null;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orderAmounts.d.ts","sourceRoot":"","sources":["../../../src/wire/orderAmounts.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"orderAmounts.d.ts","sourceRoot":"","sources":["../../../src/wire/orderAmounts.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAA;AAI9D,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAA;AAG1D,cAAc;AACd,MAAM,WAAW,iBAAiB;IAChC,GAAG,EAAE,cAAc,CAAA;IACnB,MAAM,EAAE,MAAM,CAAA;IACd,sEAAsE;IACtE,IAAI,EAAE,QAAQ,GAAG,MAAM,GAAG,UAAU,CAAA;IACpC,MAAM,EAAE,aAAa,CAAA;IACrB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,aAAa,CAAA;CACrB;AAED,cAAc;AACd,MAAM,WAAW,YAAY;IAC3B;;;;OAIG;IACH,MAAM,EAAE,aAAa,CAAA;IACrB,sEAAsE;IACtE,IAAI,EAAE,aAAa,CAAA;IACnB,qDAAqD;IACrD,QAAQ,EAAE,aAAa,CAAA;CACxB;AAUD;;;;;;;;;;;;;GAaG;AACH,wBAAgB,qBAAqB,CACnC,KAAK,EAAE,iBAAiB,GACvB,YAAY,GAAG,IAAI,CAiCrB"}
|