@orderly.network/perp 1.0.1 → 1.0.3

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.
Files changed (3) hide show
  1. package/dist/index.d.mts +19 -19
  2. package/dist/index.d.ts +19 -19
  3. package/package.json +3 -3
package/dist/index.d.mts CHANGED
@@ -15,7 +15,7 @@ declare function notional(qty: number, mark_price: number): number;
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  * @link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Total-Notional
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  */
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  declare function totalNotional(positions: API.Position[]): number;
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- type UnrealPnLInputs = {
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+ declare type UnrealPnLInputs = {
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  markPrice: number;
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  openPrice: number;
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  qty: number;
@@ -26,7 +26,7 @@ type UnrealPnLInputs = {
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  * @param price 价格
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  */
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  declare function unrealizedPnL(inputs: UnrealPnLInputs): number;
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- type UnrealPnLROIInputs = {
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+ declare type UnrealPnLROIInputs = {
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  positionQty: number;
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  openPrice: number;
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  IMR: number;
@@ -38,7 +38,7 @@ declare function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number;
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  * @param inputs
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  */
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  declare function totalUnrealizedPnL(positions: API.Position[]): number;
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- type LiqPriceInputs = {
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+ declare type LiqPriceInputs = {
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  markPrice: number;
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  totalCollateral: number;
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  positionQty: number;
@@ -50,13 +50,13 @@ type LiqPriceInputs = {
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  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Position-Liq.-Price}
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  */
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  declare function liqPrice(inputs: LiqPriceInputs): number;
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- type MMInputs = {
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+ declare type MMInputs = {
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  positionQty: number;
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  markPrice: number;
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  MMR: number;
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  };
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  declare function maintenanceMargin(inputs: MMInputs): number;
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- type UnsettlementPnLInputs = {
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+ declare type UnsettlementPnLInputs = {
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  positionQty: number;
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  markPrice: number;
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  costPosition: number;
@@ -68,7 +68,7 @@ type UnsettlementPnLInputs = {
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  * @link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Total-Unsettlement-PNL-%5BinlineExtension%5D
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  */
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  declare function unsettlementPnL(inputs: UnsettlementPnLInputs): number;
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- type TotalUnsettlementPnLInputs = {
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+ declare type TotalUnsettlementPnLInputs = {
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  positions: (API.Position & {
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  sum_unitary_funding: number;
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  })[];
@@ -132,10 +132,10 @@ declare namespace positions {
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  };
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  }
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- type ResultOptions = {
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+ declare type ResultOptions = {
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  dp: number;
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  };
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- type TotalValueInputs = {
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+ declare type TotalValueInputs = {
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  totalUnsettlementPnL: number;
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  USDCHolding: number;
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  nonUSDCHolding: {
@@ -154,7 +154,7 @@ declare function totalValue(inputs: TotalValueInputs): Decimal;
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  *
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  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Free-collateral}
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  */
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- type FreeCollateralInputs = {
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+ declare type FreeCollateralInputs = {
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  totalCollateral: Decimal;
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  totalInitialMarginWithOrders: number;
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  };
@@ -162,7 +162,7 @@ type FreeCollateralInputs = {
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  * 计算可用保证金
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  */
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  declare function freeCollateral(inputs: FreeCollateralInputs): Decimal;
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- type TotalCollateralValueInputs = {
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+ declare type TotalCollateralValueInputs = {
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  USDCHolding: number;
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  nonUSDCHolding: {
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  holding: number;
@@ -177,7 +177,7 @@ type TotalCollateralValueInputs = {
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  */
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  declare function totalCollateral(inputs: TotalCollateralValueInputs): Decimal;
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  declare function initialMarginWithOrder(): void;
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- type PositionNotionalWithOrderInputs = {
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+ declare type PositionNotionalWithOrderInputs = {
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  markPrice: number;
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  positionQtyWithOrders: number;
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  };
@@ -185,7 +185,7 @@ type PositionNotionalWithOrderInputs = {
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  * 單一 Symbol position / orders notional 加總
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  */
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  declare function positionNotionalWithOrder_by_symbol(inputs: PositionNotionalWithOrderInputs): Decimal;
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- type PositionQtyWithOrderInputs = {
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+ declare type PositionQtyWithOrderInputs = {
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  positionQty: number;
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  buyOrdersQty: number;
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  sellOrdersQty: number;
@@ -194,7 +194,7 @@ type PositionQtyWithOrderInputs = {
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  * 單一 Symbol position / orders qty 加總
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  */
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  declare function positionQtyWithOrders_by_symbol(inputs: PositionQtyWithOrderInputs): number;
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- type IMRInputs = {
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+ declare type IMRInputs = {
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  maxLeverage: number;
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  baseIMR: number;
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  IMR_Factor: number;
@@ -223,7 +223,7 @@ declare function getPositonsAndOrdersNotionalBySymbol(inputs: {
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  symbol: string;
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  markPrice: number;
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  }): number;
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- type TotalInitialMarginWithOrdersInputs = {
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+ declare type TotalInitialMarginWithOrdersInputs = {
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  positions: API.Position[];
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  orders: API.Order[];
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  markPrices: {
@@ -251,7 +251,7 @@ declare function groupOrdersBySymbol(orders: API.Order[]): {
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  * @returns An array of unique symbols.
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  */
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  declare function extractSymbols(positions: Pick<API.Position, "symbol">[], orders: Pick<API.Order, "symbol">[]): string[];
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- type OtherIMsInputs = {
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+ declare type OtherIMsInputs = {
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  positions: API.Position[];
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  orders: API.Order[];
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  markPrices: {
@@ -267,7 +267,7 @@ type OtherIMsInputs = {
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  * 除当前symbol外的其他symbol已占用的总保证金
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  */
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  declare function otherIMs(inputs: OtherIMsInputs): number;
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- type MaxQtyInputs = {
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+ declare type MaxQtyInputs = {
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  symbol: string;
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  baseMaxQty: number;
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  /**
@@ -295,7 +295,7 @@ type MaxQtyInputs = {
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  declare function maxQty(side: OrderSide, inputs: MaxQtyInputs, options?: ResultOptions): number;
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  declare function maxQtyByLong(inputs: Omit<MaxQtyInputs, "side">): number;
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  declare function maxQtyByShort(inputs: Omit<MaxQtyInputs, "side">): number;
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- type TotalMarginRatioInputs = {
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+ declare type TotalMarginRatioInputs = {
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  totalCollateral: number;
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  markPrices: {
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  [key: string]: number;
@@ -306,7 +306,7 @@ type TotalMarginRatioInputs = {
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  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Total-Margin-Ratio}
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  */
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  declare function totalMarginRatio(inputs: TotalMarginRatioInputs, dp?: number): number;
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- type TotalUnrealizedROIInputs = {
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+ declare type TotalUnrealizedROIInputs = {
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  totalUnrealizedPnL: number;
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  totalValue: number;
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  };
@@ -319,7 +319,7 @@ declare function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs): number;
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  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Current-account-leverage}
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  */
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  declare function currentLeverage(totalMarginRatio: number): number;
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- type AvailableBalanceInputs = {
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+ declare type AvailableBalanceInputs = {
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  USDCHolding: number;
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  unsettlementPnL: number;
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  };
package/dist/index.d.ts CHANGED
@@ -15,7 +15,7 @@ declare function notional(qty: number, mark_price: number): number;
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  * @link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Total-Notional
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  */
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  declare function totalNotional(positions: API.Position[]): number;
18
- type UnrealPnLInputs = {
18
+ declare type UnrealPnLInputs = {
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19
  markPrice: number;
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20
  openPrice: number;
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  qty: number;
@@ -26,7 +26,7 @@ type UnrealPnLInputs = {
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  * @param price 价格
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  */
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  declare function unrealizedPnL(inputs: UnrealPnLInputs): number;
29
- type UnrealPnLROIInputs = {
29
+ declare type UnrealPnLROIInputs = {
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  positionQty: number;
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  openPrice: number;
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  IMR: number;
@@ -38,7 +38,7 @@ declare function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number;
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  * @param inputs
39
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  */
40
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  declare function totalUnrealizedPnL(positions: API.Position[]): number;
41
- type LiqPriceInputs = {
41
+ declare type LiqPriceInputs = {
42
42
  markPrice: number;
43
43
  totalCollateral: number;
44
44
  positionQty: number;
@@ -50,13 +50,13 @@ type LiqPriceInputs = {
50
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  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Position-Liq.-Price}
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  */
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  declare function liqPrice(inputs: LiqPriceInputs): number;
53
- type MMInputs = {
53
+ declare type MMInputs = {
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54
  positionQty: number;
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55
  markPrice: number;
56
56
  MMR: number;
57
57
  };
58
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  declare function maintenanceMargin(inputs: MMInputs): number;
59
- type UnsettlementPnLInputs = {
59
+ declare type UnsettlementPnLInputs = {
60
60
  positionQty: number;
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61
  markPrice: number;
62
62
  costPosition: number;
@@ -68,7 +68,7 @@ type UnsettlementPnLInputs = {
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  * @link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Total-Unsettlement-PNL-%5BinlineExtension%5D
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  */
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  declare function unsettlementPnL(inputs: UnsettlementPnLInputs): number;
71
- type TotalUnsettlementPnLInputs = {
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+ declare type TotalUnsettlementPnLInputs = {
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  positions: (API.Position & {
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  sum_unitary_funding: number;
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  })[];
@@ -132,10 +132,10 @@ declare namespace positions {
132
132
  };
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  }
134
134
 
135
- type ResultOptions = {
135
+ declare type ResultOptions = {
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  dp: number;
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  };
138
- type TotalValueInputs = {
138
+ declare type TotalValueInputs = {
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  totalUnsettlementPnL: number;
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  USDCHolding: number;
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  nonUSDCHolding: {
@@ -154,7 +154,7 @@ declare function totalValue(inputs: TotalValueInputs): Decimal;
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  *
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  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Free-collateral}
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  */
157
- type FreeCollateralInputs = {
157
+ declare type FreeCollateralInputs = {
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  totalCollateral: Decimal;
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159
  totalInitialMarginWithOrders: number;
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160
  };
@@ -162,7 +162,7 @@ type FreeCollateralInputs = {
162
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  * 计算可用保证金
163
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  */
164
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  declare function freeCollateral(inputs: FreeCollateralInputs): Decimal;
165
- type TotalCollateralValueInputs = {
165
+ declare type TotalCollateralValueInputs = {
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  USDCHolding: number;
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  nonUSDCHolding: {
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  holding: number;
@@ -177,7 +177,7 @@ type TotalCollateralValueInputs = {
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  */
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  declare function totalCollateral(inputs: TotalCollateralValueInputs): Decimal;
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  declare function initialMarginWithOrder(): void;
180
- type PositionNotionalWithOrderInputs = {
180
+ declare type PositionNotionalWithOrderInputs = {
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  markPrice: number;
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  positionQtyWithOrders: number;
183
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  };
@@ -185,7 +185,7 @@ type PositionNotionalWithOrderInputs = {
185
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  * 單一 Symbol position / orders notional 加總
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  */
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  declare function positionNotionalWithOrder_by_symbol(inputs: PositionNotionalWithOrderInputs): Decimal;
188
- type PositionQtyWithOrderInputs = {
188
+ declare type PositionQtyWithOrderInputs = {
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  positionQty: number;
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  buyOrdersQty: number;
191
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  sellOrdersQty: number;
@@ -194,7 +194,7 @@ type PositionQtyWithOrderInputs = {
194
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  * 單一 Symbol position / orders qty 加總
195
195
  */
196
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  declare function positionQtyWithOrders_by_symbol(inputs: PositionQtyWithOrderInputs): number;
197
- type IMRInputs = {
197
+ declare type IMRInputs = {
198
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  maxLeverage: number;
199
199
  baseIMR: number;
200
200
  IMR_Factor: number;
@@ -223,7 +223,7 @@ declare function getPositonsAndOrdersNotionalBySymbol(inputs: {
223
223
  symbol: string;
224
224
  markPrice: number;
225
225
  }): number;
226
- type TotalInitialMarginWithOrdersInputs = {
226
+ declare type TotalInitialMarginWithOrdersInputs = {
227
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  positions: API.Position[];
228
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  orders: API.Order[];
229
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  markPrices: {
@@ -251,7 +251,7 @@ declare function groupOrdersBySymbol(orders: API.Order[]): {
251
251
  * @returns An array of unique symbols.
252
252
  */
253
253
  declare function extractSymbols(positions: Pick<API.Position, "symbol">[], orders: Pick<API.Order, "symbol">[]): string[];
254
- type OtherIMsInputs = {
254
+ declare type OtherIMsInputs = {
255
255
  positions: API.Position[];
256
256
  orders: API.Order[];
257
257
  markPrices: {
@@ -267,7 +267,7 @@ type OtherIMsInputs = {
267
267
  * 除当前symbol外的其他symbol已占用的总保证金
268
268
  */
269
269
  declare function otherIMs(inputs: OtherIMsInputs): number;
270
- type MaxQtyInputs = {
270
+ declare type MaxQtyInputs = {
271
271
  symbol: string;
272
272
  baseMaxQty: number;
273
273
  /**
@@ -295,7 +295,7 @@ type MaxQtyInputs = {
295
295
  declare function maxQty(side: OrderSide, inputs: MaxQtyInputs, options?: ResultOptions): number;
296
296
  declare function maxQtyByLong(inputs: Omit<MaxQtyInputs, "side">): number;
297
297
  declare function maxQtyByShort(inputs: Omit<MaxQtyInputs, "side">): number;
298
- type TotalMarginRatioInputs = {
298
+ declare type TotalMarginRatioInputs = {
299
299
  totalCollateral: number;
300
300
  markPrices: {
301
301
  [key: string]: number;
@@ -306,7 +306,7 @@ type TotalMarginRatioInputs = {
306
306
  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Total-Margin-Ratio}
307
307
  */
308
308
  declare function totalMarginRatio(inputs: TotalMarginRatioInputs, dp?: number): number;
309
- type TotalUnrealizedROIInputs = {
309
+ declare type TotalUnrealizedROIInputs = {
310
310
  totalUnrealizedPnL: number;
311
311
  totalValue: number;
312
312
  };
@@ -319,7 +319,7 @@ declare function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs): number;
319
319
  * @see {@link https://wootraders.atlassian.net/wiki/spaces/WOOFI/pages/346030144/v2#Current-account-leverage}
320
320
  */
321
321
  declare function currentLeverage(totalMarginRatio: number): number;
322
- type AvailableBalanceInputs = {
322
+ declare type AvailableBalanceInputs = {
323
323
  USDCHolding: number;
324
324
  unsettlementPnL: number;
325
325
  };
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@orderly.network/perp",
3
- "version": "1.0.1",
3
+ "version": "1.0.3",
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  "description": "",
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5
  "main": "dist/index.js",
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6
  "module": "dist/index.mjs",
@@ -8,7 +8,7 @@
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8
  "author": "leo",
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9
  "license": "ISC",
10
10
  "peerDependencies": {
11
- "@orderly.network/types": "0.1.1"
11
+ "@orderly.network/types": "0.1.3"
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12
  },
13
13
  "files": [
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14
  "dist"
@@ -26,7 +26,7 @@
26
26
  "tsconfig": "0.0.82"
27
27
  },
28
28
  "dependencies": {
29
- "@orderly.network/types": "0.1.1",
29
+ "@orderly.network/types": "0.1.3",
30
30
  "@orderly.network/utils": "0.0.75"
31
31
  },
32
32
  "publishConfig": {