@lifi/perps-sdk 8.0.0 → 9.0.0
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/dist/cjs/utils/orderMath.d.ts.map +1 -1
- package/dist/cjs/utils/orderMath.js +4 -1
- package/dist/cjs/utils/orderMath.js.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/esm/utils/orderMath.d.ts +3 -0
- package/dist/esm/utils/orderMath.d.ts.map +1 -1
- package/dist/esm/utils/orderMath.js +10 -1
- package/dist/esm/utils/orderMath.js.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/types/utils/orderMath.d.ts +3 -0
- package/dist/types/utils/orderMath.d.ts.map +1 -1
- package/dist/types/version.d.ts +1 -1
- package/package.json +2 -2
- package/src/utils/orderMath.ts +11 -1
- package/src/version.ts +1 -1
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"orderMath.d.ts","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,SAAS,EAEd,KAAK,QAAQ,EAEb,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAU1B,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;
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+
{"version":3,"file":"orderMath.d.ts","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,SAAS,EAEd,KAAK,QAAQ,EAEb,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAU1B,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;AAeD,wBAAgB,+BAA+B,CAC7C,KAAK,EAAE,SAAS,EAChB,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAyCf;AAaD,wBAAgB,kCAAkC,CAChD,KAAK,EAAE,YAAY,EACnB,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CA2Bf"}
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@@ -27,7 +27,7 @@ function expectedRealizedPnlForOpenOrder(order, position) {
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}
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const limitPrice = Number.parseFloat(order.price);
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const entryPrice = Number.parseFloat(position.entryPrice);
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const orderSize = Math.abs(Number.parseFloat(order.
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const orderSize = Math.abs(Number.parseFloat(order.remainingSize));
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const positionSize = Math.abs(Number.parseFloat(position.size));
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if (!Number.isFinite(limitPrice) ||
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!Number.isFinite(entryPrice) ||
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@@ -36,6 +36,9 @@ function expectedRealizedPnlForOpenOrder(order, position) {
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positionSize <= 0) {
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return null;
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}
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if (orderSize === 0) {
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return null;
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}
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const closeSize = resolveCloseSize(orderSize, positionSize);
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return (0, positionMath_js_1.realizedPnlOnClose)({
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entryPrice,
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@@ -1 +1 @@
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-
{"version":3,"file":"orderMath.js","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":";;AAgBA,oDAKC;AAYD,4CAQC;
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+
{"version":3,"file":"orderMath.js","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":";;AAgBA,oDAKC;AAYD,4CAQC;AAeD,0EA4CC;AAaD,gFA8BC;AA/ID,mDAM0B;AAC1B,uDAAsD;AAStD,SAAgB,oBAAoB,CAClC,QAAgB,EAChB,SAA8B;IAE9B,OAAO,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,KAAK,QAAQ,CAAC,CAAA;AACxD,CAAC;AAYD,SAAgB,gBAAgB,CAC9B,SAAiB,EACjB,YAAoB;IAEpB,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,YAAY,CAAA;IACrB,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;AAC1C,CAAC;AAeD,SAAgB,+BAA+B,CAC7C,KAAgB,EAChB,QAA8B;IAE9B,IAAI,CAAC,QAAQ,EAAE,CAAC;QACd,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,MAAM,GAAG,QAAQ,CAAC,IAAI,KAAK,0BAAY,CAAC,IAAI,CAAA;IAClD,MAAM,eAAe,GACnB,CAAC,MAAM,IAAI,KAAK,CAAC,IAAI,KAAK,uBAAS,CAAC,IAAI,CAAC;QACzC,CAAC,CAAC,MAAM,IAAI,KAAK,CAAC,IAAI,KAAK,uBAAS,CAAC,GAAG,CAAC,CAAA;IAC3C,IAAI,CAAC,eAAe,EAAE,CAAC;QACrB,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACjD,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAA;IACzD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,CAAA;IAClE,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAA;IAC/D,IACE,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAC5B,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAC5B,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAC3B,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;QAC9B,YAAY,IAAI,CAAC,EACjB,CAAC;QACD,OAAO,IAAI,CAAA;IACb,CAAC;IAKD,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,SAAS,GAAG,gBAAgB,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;IAC3D,OAAO,IAAA,oCAAkB,EAAC;QACxB,UAAU;QACV,UAAU,EAAE,UAAU;QACtB,SAAS;QACT,MAAM;KACP,CAAC,CAAA;AACJ,CAAC;AAaD,SAAgB,kCAAkC,CAChD,KAAmB,EACnB,QAA8B;IAE9B,IAAI,CAAC,QAAQ,EAAE,CAAC;QACd,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,MAAM,GAAG,QAAQ,CAAC,IAAI,KAAK,0BAAY,CAAC,IAAI,CAAA;IAClD,MAAM,YAAY,GAAG,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,YAAY,CAAC,CAAA;IAC1D,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAA;IACzD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA;IACzD,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAA;IAC/D,IACE,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;QAC9B,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAC5B,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAC3B,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;QAC9B,YAAY,IAAI,CAAC,EACjB,CAAC;QACD,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,SAAS,GAAG,gBAAgB,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;IAC3D,OAAO,IAAA,oCAAkB,EAAC;QACxB,UAAU;QACV,UAAU,EAAE,YAAY;QACxB,SAAS;QACT,MAAM;KACP,CAAC,CAAA;AACJ,CAAC"}
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package/dist/cjs/version.d.ts
CHANGED
package/dist/cjs/version.js
CHANGED
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@@ -23,6 +23,9 @@ export declare function resolveCloseSize(orderSize: number, positionSize: number
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*
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* Reducing requires opposite sides (long position + SELL, short position +
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* BUY). Same-side orders add to the position and have no rPnL → `null`.
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* Projects `remainingSize`, because an already-filled quantity has realised
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* its PnL at the fill price rather than at this order's limit price. A
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* `remainingSize` of zero leaves nothing to project.
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*
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* @returns Realised PnL if the order would reduce the position, otherwise
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* `null`.
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"orderMath.d.ts","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,SAAS,EAEd,KAAK,QAAQ,EAEb,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAG1B;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAED;;;;;;;;;GASG;AACH,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAED
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{"version":3,"file":"orderMath.d.ts","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,SAAS,EAEd,KAAK,QAAQ,EAEb,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAG1B;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAED;;;;;;;;;GASG;AACH,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,+BAA+B,CAC7C,KAAK,EAAE,SAAS,EAChB,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAyCf;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,kCAAkC,CAChD,KAAK,EAAE,YAAY,EACnB,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CA2Bf"}
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@@ -31,6 +31,9 @@ export function resolveCloseSize(orderSize, positionSize) {
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*
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* Reducing requires opposite sides (long position + SELL, short position +
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* BUY). Same-side orders add to the position and have no rPnL → `null`.
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* Projects `remainingSize`, because an already-filled quantity has realised
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* its PnL at the fill price rather than at this order's limit price. A
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* `remainingSize` of zero leaves nothing to project.
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*
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* @returns Realised PnL if the order would reduce the position, otherwise
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* `null`.
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@@ -48,7 +51,7 @@ export function expectedRealizedPnlForOpenOrder(order, position) {
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}
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const limitPrice = Number.parseFloat(order.price);
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const entryPrice = Number.parseFloat(position.entryPrice);
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const orderSize = Math.abs(Number.parseFloat(order.
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const orderSize = Math.abs(Number.parseFloat(order.remainingSize));
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const positionSize = Math.abs(Number.parseFloat(position.size));
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if (!Number.isFinite(limitPrice) ||
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positionSize <= 0) {
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return null;
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}
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// `resolveCloseSize` reads a zero size as "close the whole position", a
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// convention that belongs to an order's submitted size. `remainingSize` is
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// the unfilled quantity, so zero means nothing is left to fill.
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if (orderSize === 0) {
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return null;
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}
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const closeSize = resolveCloseSize(orderSize, positionSize);
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return realizedPnlOnClose({
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{"version":3,"file":"orderMath.js","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,SAAS,EAET,YAAY,GAEb,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAA;AAEtD;;;;;;GAMG;AACH,MAAM,UAAU,oBAAoB,CAClC,QAAgB,EAChB,SAA8B;IAE9B,OAAO,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,KAAK,QAAQ,CAAC,CAAA;AACxD,CAAC;AAED;;;;;;;;;GASG;AACH,MAAM,UAAU,gBAAgB,CAC9B,SAAiB,EACjB,YAAoB;IAEpB,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,YAAY,CAAA;IACrB,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;AAC1C,CAAC;AAED
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{"version":3,"file":"orderMath.js","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,SAAS,EAET,YAAY,GAEb,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAA;AAEtD;;;;;;GAMG;AACH,MAAM,UAAU,oBAAoB,CAClC,QAAgB,EAChB,SAA8B;IAE9B,OAAO,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,KAAK,QAAQ,CAAC,CAAA;AACxD,CAAC;AAED;;;;;;;;;GASG;AACH,MAAM,UAAU,gBAAgB,CAC9B,SAAiB,EACjB,YAAoB;IAEpB,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,YAAY,CAAA;IACrB,CAAC;IACD,OAAO,IAAI,CAAC,GAAG,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;AAC1C,CAAC;AAED;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,+BAA+B,CAC7C,KAAgB,EAChB,QAA8B;IAE9B,IAAI,CAAC,QAAQ,EAAE,CAAC;QACd,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,MAAM,GAAG,QAAQ,CAAC,IAAI,KAAK,YAAY,CAAC,IAAI,CAAA;IAClD,MAAM,eAAe,GACnB,CAAC,MAAM,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,CAAC,IAAI,CAAC;QACzC,CAAC,CAAC,MAAM,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAA;IAC3C,IAAI,CAAC,eAAe,EAAE,CAAC;QACrB,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACjD,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAA;IACzD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,CAAA;IAClE,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAA;IAC/D,IACE,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAC5B,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAC5B,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAC3B,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;QAC9B,YAAY,IAAI,CAAC,EACjB,CAAC;QACD,OAAO,IAAI,CAAA;IACb,CAAC;IAED,wEAAwE;IACxE,2EAA2E;IAC3E,gEAAgE;IAChE,IAAI,SAAS,KAAK,CAAC,EAAE,CAAC;QACpB,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,SAAS,GAAG,gBAAgB,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;IAC3D,OAAO,kBAAkB,CAAC;QACxB,UAAU;QACV,UAAU,EAAE,UAAU;QACtB,SAAS;QACT,MAAM;KACP,CAAC,CAAA;AACJ,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,kCAAkC,CAChD,KAAmB,EACnB,QAA8B;IAE9B,IAAI,CAAC,QAAQ,EAAE,CAAC;QACd,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,MAAM,GAAG,QAAQ,CAAC,IAAI,KAAK,YAAY,CAAC,IAAI,CAAA;IAClD,MAAM,YAAY,GAAG,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,YAAY,CAAC,CAAA;IAC1D,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAA;IACzD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA;IACzD,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAA;IAC/D,IACE,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;QAC9B,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAC5B,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAC3B,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;QAC9B,YAAY,IAAI,CAAC,EACjB,CAAC;QACD,OAAO,IAAI,CAAA;IACb,CAAC;IAED,MAAM,SAAS,GAAG,gBAAgB,CAAC,SAAS,EAAE,YAAY,CAAC,CAAA;IAC3D,OAAO,kBAAkB,CAAC;QACxB,UAAU;QACV,UAAU,EAAE,YAAY;QACxB,SAAS;QACT,MAAM;KACP,CAAC,CAAA;AACJ,CAAC"}
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package/dist/esm/version.d.ts
CHANGED
package/dist/esm/version.js
CHANGED
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@@ -23,6 +23,9 @@ export declare function resolveCloseSize(orderSize: number, positionSize: number
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*
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* Reducing requires opposite sides (long position + SELL, short position +
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* BUY). Same-side orders add to the position and have no rPnL → `null`.
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* Projects `remainingSize`, because an already-filled quantity has realised
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* its PnL at the fill price rather than at this order's limit price. A
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* `remainingSize` of zero leaves nothing to project.
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*
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* @returns Realised PnL if the order would reduce the position, otherwise
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@@ -1 +1 @@
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-
{"version":3,"file":"orderMath.d.ts","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,SAAS,EAEd,KAAK,QAAQ,EAEb,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAG1B;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAED;;;;;;;;;GASG;AACH,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAED
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+
{"version":3,"file":"orderMath.d.ts","sourceRoot":"","sources":["../../../src/utils/orderMath.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,SAAS,EAEd,KAAK,QAAQ,EAEb,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAG1B;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAED;;;;;;;;;GASG;AACH,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,+BAA+B,CAC7C,KAAK,EAAE,SAAS,EAChB,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAyCf;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,kCAAkC,CAChD,KAAK,EAAE,YAAY,EACnB,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CA2Bf"}
|
package/dist/types/version.d.ts
CHANGED
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@lifi/perps-sdk",
|
|
3
|
-
"version": "
|
|
3
|
+
"version": "9.0.0",
|
|
4
4
|
"description": "LI.FI Perps SDK for perpetuals trading",
|
|
5
5
|
"homepage": "https://github.com/lifinance/perps-sdk",
|
|
6
6
|
"bugs": {
|
|
@@ -46,7 +46,7 @@
|
|
|
46
46
|
"big.js": "^7.0.1",
|
|
47
47
|
"partysocket": "^1.1.19",
|
|
48
48
|
"viem": "^2.55.18",
|
|
49
|
-
"@lifi/perps-types": "^
|
|
49
|
+
"@lifi/perps-types": "^10.0.0"
|
|
50
50
|
},
|
|
51
51
|
"publishConfig": {
|
|
52
52
|
"access": "public"
|
package/src/utils/orderMath.ts
CHANGED
|
@@ -46,6 +46,9 @@ export function resolveCloseSize(
|
|
|
46
46
|
*
|
|
47
47
|
* Reducing requires opposite sides (long position + SELL, short position +
|
|
48
48
|
* BUY). Same-side orders add to the position and have no rPnL → `null`.
|
|
49
|
+
* Projects `remainingSize`, because an already-filled quantity has realised
|
|
50
|
+
* its PnL at the fill price rather than at this order's limit price. A
|
|
51
|
+
* `remainingSize` of zero leaves nothing to project.
|
|
49
52
|
*
|
|
50
53
|
* @returns Realised PnL if the order would reduce the position, otherwise
|
|
51
54
|
* `null`.
|
|
@@ -69,7 +72,7 @@ export function expectedRealizedPnlForOpenOrder(
|
|
|
69
72
|
|
|
70
73
|
const limitPrice = Number.parseFloat(order.price)
|
|
71
74
|
const entryPrice = Number.parseFloat(position.entryPrice)
|
|
72
|
-
const orderSize = Math.abs(Number.parseFloat(order.
|
|
75
|
+
const orderSize = Math.abs(Number.parseFloat(order.remainingSize))
|
|
73
76
|
const positionSize = Math.abs(Number.parseFloat(position.size))
|
|
74
77
|
if (
|
|
75
78
|
!Number.isFinite(limitPrice) ||
|
|
@@ -81,6 +84,13 @@ export function expectedRealizedPnlForOpenOrder(
|
|
|
81
84
|
return null
|
|
82
85
|
}
|
|
83
86
|
|
|
87
|
+
// `resolveCloseSize` reads a zero size as "close the whole position", a
|
|
88
|
+
// convention that belongs to an order's submitted size. `remainingSize` is
|
|
89
|
+
// the unfilled quantity, so zero means nothing is left to fill.
|
|
90
|
+
if (orderSize === 0) {
|
|
91
|
+
return null
|
|
92
|
+
}
|
|
93
|
+
|
|
84
94
|
const closeSize = resolveCloseSize(orderSize, positionSize)
|
|
85
95
|
return realizedPnlOnClose({
|
|
86
96
|
entryPrice,
|
package/src/version.ts
CHANGED