@orderly.network/perp 1.0.12 → 1.0.14

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/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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- declare type UnrealPnLInputs = {
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+ type UnrealPnLInputs = {
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  markPrice: number;
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  openPrice: number;
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  qty: number;
@@ -26,7 +26,7 @@ declare 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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- declare type UnrealPnLROIInputs = {
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+ 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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- declare type LiqPriceInputs = {
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+ type LiqPriceInputs = {
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  markPrice: number;
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  totalCollateral: number;
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  positionQty: number;
@@ -50,13 +50,13 @@ declare 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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- declare type MMInputs = {
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+ 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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- declare type UnsettlementPnLInputs = {
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+ type UnsettlementPnLInputs = {
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  positionQty: number;
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  markPrice: number;
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  costPosition: number;
@@ -68,7 +68,7 @@ declare 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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- declare type TotalUnsettlementPnLInputs = {
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+ 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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- declare type ResultOptions = {
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+ type ResultOptions = {
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  dp: number;
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  };
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- declare type TotalValueInputs = {
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+ 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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- declare type FreeCollateralInputs = {
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+ type FreeCollateralInputs = {
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  totalCollateral: Decimal;
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  totalInitialMarginWithOrders: number;
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  };
@@ -162,7 +162,7 @@ declare 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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- declare type TotalCollateralValueInputs = {
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+ type TotalCollateralValueInputs = {
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  USDCHolding: number;
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  nonUSDCHolding: {
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  holding: number;
@@ -177,7 +177,7 @@ declare 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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- declare type PositionNotionalWithOrderInputs = {
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+ type PositionNotionalWithOrderInputs = {
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  markPrice: number;
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  positionQtyWithOrders: number;
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  };
@@ -185,7 +185,7 @@ declare 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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- declare type PositionQtyWithOrderInputs = {
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+ type PositionQtyWithOrderInputs = {
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  positionQty: number;
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  buyOrdersQty: number;
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  sellOrdersQty: number;
@@ -194,7 +194,7 @@ declare 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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- declare type IMRInputs = {
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+ 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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- declare type TotalInitialMarginWithOrdersInputs = {
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+ 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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- declare type OtherIMsInputs = {
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+ 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 @@ declare 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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- declare type MaxQtyInputs = {
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+ type MaxQtyInputs = {
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  symbol: string;
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  baseMaxQty: number;
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  /**
@@ -295,7 +295,7 @@ declare 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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- declare type TotalMarginRatioInputs = {
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+ type TotalMarginRatioInputs = {
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  totalCollateral: number;
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  markPrices: {
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  [key: string]: number;
@@ -306,7 +306,7 @@ declare 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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- declare type TotalUnrealizedROIInputs = {
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+ 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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- declare type AvailableBalanceInputs = {
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+ 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;
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- declare type UnrealPnLInputs = {
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+ type UnrealPnLInputs = {
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  markPrice: number;
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  openPrice: number;
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  qty: number;
@@ -26,7 +26,7 @@ declare 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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- declare type UnrealPnLROIInputs = {
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+ 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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- declare type LiqPriceInputs = {
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+ type LiqPriceInputs = {
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  markPrice: number;
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  totalCollateral: number;
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  positionQty: number;
@@ -50,13 +50,13 @@ declare 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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- declare type MMInputs = {
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+ 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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- declare type UnsettlementPnLInputs = {
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+ type UnsettlementPnLInputs = {
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  positionQty: number;
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  markPrice: number;
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  costPosition: number;
@@ -68,7 +68,7 @@ declare 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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- declare type TotalUnsettlementPnLInputs = {
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+ 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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- declare type ResultOptions = {
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+ type ResultOptions = {
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  dp: number;
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  };
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- declare type TotalValueInputs = {
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+ 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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- declare type FreeCollateralInputs = {
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+ type FreeCollateralInputs = {
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  totalCollateral: Decimal;
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  totalInitialMarginWithOrders: number;
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  };
@@ -162,7 +162,7 @@ declare 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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- declare type TotalCollateralValueInputs = {
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+ type TotalCollateralValueInputs = {
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  USDCHolding: number;
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  nonUSDCHolding: {
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  holding: number;
@@ -177,7 +177,7 @@ declare 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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- declare type PositionNotionalWithOrderInputs = {
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+ type PositionNotionalWithOrderInputs = {
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  markPrice: number;
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  positionQtyWithOrders: number;
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  };
@@ -185,7 +185,7 @@ declare 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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- declare type PositionQtyWithOrderInputs = {
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+ type PositionQtyWithOrderInputs = {
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  positionQty: number;
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  buyOrdersQty: number;
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  sellOrdersQty: number;
@@ -194,7 +194,7 @@ declare 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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- declare type IMRInputs = {
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+ 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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- declare type TotalInitialMarginWithOrdersInputs = {
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+ 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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- declare type OtherIMsInputs = {
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+ 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 @@ declare 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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- declare type MaxQtyInputs = {
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+ type MaxQtyInputs = {
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  symbol: string;
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  baseMaxQty: number;
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  /**
@@ -295,7 +295,7 @@ declare 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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- declare type TotalMarginRatioInputs = {
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+ type TotalMarginRatioInputs = {
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  totalCollateral: number;
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  markPrices: {
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  [key: string]: number;
@@ -306,7 +306,7 @@ declare 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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- declare type TotalUnrealizedROIInputs = {
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+ 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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- declare type AvailableBalanceInputs = {
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+ type AvailableBalanceInputs = {
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  USDCHolding: number;
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  unsettlementPnL: number;
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  };
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@orderly.network/perp",
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- "version": "1.0.12",
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+ "version": "1.0.14",
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  "description": "",
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  "main": "dist/index.js",
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  "module": "dist/index.mjs",
@@ -8,7 +8,7 @@
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  "author": "leo",
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  "license": "ISC",
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  "peerDependencies": {
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- "@orderly.network/types": "0.1.12"
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+ "@orderly.network/types": "0.1.14"
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  },
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  "files": [
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  "dist"
@@ -26,7 +26,7 @@
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  "tsconfig": "0.0.82"
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  },
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  "dependencies": {
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- "@orderly.network/types": "0.1.12",
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+ "@orderly.network/types": "0.1.14",
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  "@orderly.network/utils": "0.0.75"
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  },
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  "publishConfig": {