@neutral-trade/sdk 0.1.15 → 0.1.17

package/dist/index.d.mts

@@ -5014,6 +5014,9 @@ interface VaultBalanceData {
   /** Total profit share fee paid by the user */
   feesPaid?: number;
   pendingProfitShareFee?: number;
+  /** Unpaid / accrued fees in deposit token; null if not applicable. Bundle: mgmt+perf estimate; Drift: pending profit share. */
+  pendingFee: number | null;
+  pendingFeeUsd: number | null;
   spotPrice: number;
   /** User's vault shares (raw number, not divided by decimals) */
   vaultShares?: number;
@@ -5066,6 +5069,8 @@ declare function createBundlePrograms(connection: Connection): {
  * These are auto-generated from the vault registry
  */
 declare enum VaultId {
+  /** Volatility Alpha */
+  volatility_alpha_74 = 74,
   /** Great Debasement */
   great_debasement_73 = 73,
   /** CTA-Adaptive Alpha - Atlas Research */
@@ -5227,7 +5232,7 @@ declare function getBundleProgramId(vault: VaultRegistryEntry): BundleProgramId
  * Uses registry value if present, otherwise defaults to VAULT_PROGRAM_ID
  */
 declare function getDriftProgramId(vault: VaultRegistryEntry): string | undefined;
-declare const vaults: VaultRegistry;
+declare const vaults$1: VaultRegistry;
 declare function isValidVaultAddress(address: string): boolean;
 declare function getVaultByAddress(address: string): VaultRegistryEntry | undefined;
 declare function getVaultById(vaultId: number): VaultRegistryEntry | undefined;
@@ -5274,6 +5279,24 @@ declare class NeutralTrade {
   }): Promise<UserBalanceResult>;
 }
 //#endregion
+//#region src/utils/bundle.d.ts
+/**
+ * Estimated unpaid bundle fees in deposit token (mgmt + performance), matching on-chain `charge_user_fees`.
+ */
+declare function estimatePendingBundleFeeToken({
+  oracleData,
+  bundleData,
+  userBundle,
+  assetDecimals,
+  nowUnixSeconds
+}: {
+  oracleData: OracleData;
+  bundleData: BundleAccount;
+  userBundle: UserBundleAccount;
+  assetDecimals: number;
+  nowUnixSeconds?: number;
+}): number;
+//#endregion
 //#region src/utils/pda.d.ts
 /**
  * Derive Oracle PDA for Bundle vault
@@ -5289,4 +5312,4 @@ declare function deriveUserPDA(userKey: PublicKey, bundlePDA: PublicKey, program
  */
 declare function getVaultDepositorAddressSync(programId: PublicKey, vault: PublicKey, authority: PublicKey): PublicKey;
 //#endregion
-export { type BundleAccount, BundleProgramId, NeutralTrade, type NeutralTradeConfig, type OracleData, type PointsVaultEntry, SupportedChain, SupportedToken, type Token, type UserBalanceResult, type UserBundleAccount, type UserBundleTempData, type VaultBalanceData, VaultCategory, type VaultRegistryEntry as VaultConfig, type VaultRegistry as VaultConfigRecord, VaultId, VaultType, createBundleProgramV1, createBundleProgramV2, createBundlePrograms, deriveOraclePDA, deriveUserPDA, getBundleProgramId, getDriftProgramId, getPointsVaults, getVaultByAddress, getVaultById, getVaultDepositorAddressSync, isValidVaultAddress, tokens, vaults };
+export { type BundleAccount, BundleProgramId, NeutralTrade, type NeutralTradeConfig, type OracleData, type PointsVaultEntry, SupportedChain, SupportedToken, type Token, type UserBalanceResult, type UserBundleAccount, type UserBundleTempData, type VaultBalanceData, VaultCategory, type VaultRegistryEntry as VaultConfig, type VaultRegistry as VaultConfigRecord, VaultId, VaultType, createBundleProgramV1, createBundleProgramV2, createBundlePrograms, deriveOraclePDA, deriveUserPDA, estimatePendingBundleFeeToken, getBundleProgramId, getDriftProgramId, getPointsVaults, getVaultByAddress, getVaultById, getVaultDepositorAddressSync, isValidVaultAddress, tokens, vaults$1 as vaults };

package/dist/index.mjs

@@ -8148,6 +8148,8 @@ function createBundlePrograms(connection) {
 * These are auto-generated from the vault registry
 */
 let VaultId = /* @__PURE__ */ function(VaultId$1) {
+	/** Volatility Alpha */
+	VaultId$1[VaultId$1["volatility_alpha_74"] = 74] = "volatility_alpha_74";
 	/** Great Debasement */
 	VaultId$1[VaultId$1["great_debasement_73"] = 73] = "great_debasement_73";
 	/** CTA-Adaptive Alpha - Atlas Research */
@@ -8302,6 +8304,16 @@ let VaultId = /* @__PURE__ */ function(VaultId$1) {
 //#endregion
 //#region src/registry/vaults.json
 var vaults_default = [
+	{
+		"vaultId": 74,
+		"name": "Volatility Alpha",
+		"type": "Bundle",
+		"category": "Market Neutral",
+		"vaultAddress": "4QBTzqUbn1crLg2PDUGt8abJfqHjeuZkjNLjCCit69ui",
+		"depositToken": "USDC",
+		"pointsMultiplier": 1,
+		"pointsEnabled": true
+	},
 	{
 		"vaultId": 73,
 		"name": "Great Debasement",
@@ -9344,6 +9356,43 @@ function getVaultDepositorAddressSync(programId, vault, authority) {
 
 //#endregion
 //#region src/utils/bundle.ts
+const SECONDS_PER_YEAR = 365n * 24n * 60n * 60n;
+function bnToBigInt(v) {
+	if (v == null) return 0n;
+	return BigInt(v.toString());
+}
+/**
+* Estimated unpaid bundle fees in deposit token (mgmt + performance), matching on-chain `charge_user_fees`.
+*/
+function estimatePendingBundleFeeToken({ oracleData, bundleData, userBundle, assetDecimals, nowUnixSeconds = Math.floor(Date.now() / 1e3) }) {
+	const userShares = bnToBigInt(userBundle.shares);
+	if (userShares <= 0n) return 0;
+	const totalShares = bnToBigInt(bundleData.totalShares);
+	const totalAssets = bnToBigInt(oracleData.averageExternalEquity) + bnToBigInt(bundleData.bundleUnderlyingBalance);
+	const extra = bundleData;
+	const assetPrec = extra.assetPrecision != null ? BigInt(extra.assetPrecision.toString()) : BigInt(10 ** assetDecimals);
+	const sharePrice = totalShares > 0n ? totalAssets * assetPrec / totalShares : assetPrec;
+	const managementFeeBps = BigInt(Number(extra.managementFeeBps ?? 0));
+	const performanceFeeBps = BigInt(Number(extra.performanceFee ?? 0));
+	const lastMgmtTs = bnToBigInt(userBundle.lastManagementFeeTimestamp);
+	const nowTs = BigInt(nowUnixSeconds);
+	let managementFeeShares = 0n;
+	if (lastMgmtTs > 0n && managementFeeBps > 0n) {
+		const secondsElapsed = nowTs > lastMgmtTs ? nowTs - lastMgmtTs : 0n;
+		if (secondsElapsed > 0n) managementFeeShares = userShares * secondsElapsed * managementFeeBps / (SECONDS_PER_YEAR * 10000n);
+	}
+	const hwmPerShare = bnToBigInt(userBundle.hwmPerShare);
+	let performanceFeeShares = 0n;
+	if (performanceFeeBps > 0n && sharePrice > 0n) {
+		const hwmValue = hwmPerShare === 0n ? sharePrice : hwmPerShare;
+		if (sharePrice > hwmValue) performanceFeeShares = (sharePrice - hwmValue) * userShares * performanceFeeBps / (sharePrice * 10000n);
+	}
+	const totalFeeShares = managementFeeShares + performanceFeeShares;
+	if (totalFeeShares === 0n) return 0;
+	const feeValueRaw = totalFeeShares * sharePrice / assetPrec;
+	const divisor = 10 ** assetDecimals;
+	return Number(feeValueRaw) / divisor;
+}
 /**
 * Calculate on-chain PPS for Bundle vault
 * Formula: (Oracle Average External Equity + USDC on Bundle PDA) / Total Shares
@@ -9370,6 +9419,12 @@ function calculateBundleUserBalance({ oracleData, bundleData, userBundle, assetD
 	const feesPaid = Number(userBundle.totalFeeCharged.toString()) / divisor;
 	const userEarnings = userBalance - netDeposits;
 	const highWaterMark = Math.floor(Number(userBundle.hwmPerShare.toString()) * userSharesNum / divisor) / divisor;
+	const pendingFeeToken = estimatePendingBundleFeeToken({
+		oracleData,
+		bundleData,
+		userBundle,
+		assetDecimals
+	});
 	return {
 		balanceToken: userBalance,
 		balanceUsd: userBalance * spotPrice,
@@ -9380,6 +9435,8 @@ function calculateBundleUserBalance({ oracleData, bundleData, userBundle, assetD
 		pendingDeposit,
 		highWaterMark: highWaterMark + pendingDeposit,
 		feesPaid,
+		pendingFee: pendingFeeToken,
+		pendingFeeUsd: pendingFeeToken * spotPrice,
 		spotPrice,
 		vaultShares: userSharesNum,
 		netDeposit: netDeposits,
@@ -9504,7 +9561,7 @@ async function calculateDriftVaultBalance({ vault, vaultDepositor, driftVaultCli
 		netDepositToken: netDeposit,
 		requestWithdrawToken,
 		balanceToken
-	}) - pendingProfitShareFee;
+	});
 	const totalDeposit = balanceToken + requestWithdrawToken;
 	return {
 		balanceToken,
@@ -9520,6 +9577,8 @@ async function calculateDriftVaultBalance({ vault, vaultDepositor, driftVaultCli
 		feesPaid: profitShareFeePaid,
 		highWaterMark,
 		pendingProfitShareFee,
+		pendingFee: pendingProfitShareFee,
+		pendingFeeUsd: pendingProfitShareFee * spotPrice,
 		asset
 	};
 }
@@ -9735,4 +9794,4 @@ var NeutralTrade = class NeutralTrade {
 };
 
 //#endregion
-export { BundleProgramId, NeutralTrade, SupportedChain, SupportedToken, VaultCategory, VaultId, VaultType, createBundleProgramV1, createBundleProgramV2, createBundlePrograms, deriveOraclePDA, deriveUserPDA, getBundleProgramId, getDriftProgramId, getPointsVaults, getVaultByAddress, getVaultById, getVaultDepositorAddressSync, isValidVaultAddress, tokens, vaults };
+export { BundleProgramId, NeutralTrade, SupportedChain, SupportedToken, VaultCategory, VaultId, VaultType, createBundleProgramV1, createBundleProgramV2, createBundlePrograms, deriveOraclePDA, deriveUserPDA, estimatePendingBundleFeeToken, getBundleProgramId, getDriftProgramId, getPointsVaults, getVaultByAddress, getVaultById, getVaultDepositorAddressSync, isValidVaultAddress, tokens, vaults };

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@neutral-trade/sdk",
   "type": "module",
-  "version": "0.1.15",
+  "version": "0.1.17",
   "description": "SDK for Neutral Trade vaults",
   "license": "MIT",
   "homepage": "https://github.com/neutral-trade/sdk#readme",