@orderly.network/perp 4.4.1 → 4.5.0-alpha.1

package/dist/index.d.mts

@@ -8,7 +8,7 @@ declare global {
         };
     }
 }
-declare const _default: "4.4.1";
+declare const _default: "4.5.0-alpha.1";
 
 /**
  * Calculates the notional value of a single position.
@@ -188,8 +188,7 @@ type TotalValueInputs = {
     USDCHolding: number;
     nonUSDCHolding: {
         holding: number;
-        markPrice: number;
-        discount: number;
+        indexPrice: number;
     }[];
 };
 /**
@@ -211,8 +210,9 @@ type TotalCollateralValueInputs = {
     USDCHolding: number;
     nonUSDCHolding: {
         holding: number;
-        markPrice: number;
-        discount: number;
+        indexPrice: number;
+        collateralCap: number;
+        collateralRatio: number;
     }[];
     unsettlementPnL: number;
 };
@@ -390,12 +390,51 @@ type AccountMMRInputs = {
  * @returns number|null
  */
 declare function MMR(inputs: AccountMMRInputs): number | null;
+declare const collateralRatio: (params: {
+    baseWeight: number;
+    discountFactor: number | null;
+    collateralQty: number;
+    collateralCap: number;
+    indexPrice: number;
+}) => number;
+/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */
+declare const collateralContribution: (params: {
+    collateralQty: number;
+    collateralCap: number;
+    collateralRatio: number;
+    indexPrice: number;
+}) => number;
+declare const LTV: (params: {
+    usdcBalance: number;
+    upnl: number;
+    assets: Array<{
+        qty: number;
+        indexPrice: number;
+        weight: number;
+    }>;
+}) => number;
+declare const maxWithdrawalUSDC: (inputs: {
+    USDCBalance: number;
+    freeCollateral: number;
+    upnl: number;
+}) => number;
+declare const maxWithdrawalOtherCollateral: (inputs: {
+    collateralQty: number;
+    freeCollateral: number;
+    indexPrice: number;
+    weight: number;
+}) => number;
+declare const calcMinimumReceived: (inputs: {
+    amount: number;
+    slippage: number;
+}) => number;
 
 type account_AccountMMRInputs = AccountMMRInputs;
 type account_AvailableBalanceInputs = AvailableBalanceInputs;
 type account_FreeCollateralInputs = FreeCollateralInputs;
 declare const account_IMR: typeof IMR;
 type account_IMRInputs = IMRInputs;
+declare const account_LTV: typeof LTV;
 declare const account_MMR: typeof MMR;
 type account_MaxQtyInputs = MaxQtyInputs;
 type account_OtherIMsInputs = OtherIMsInputs;
@@ -409,6 +448,9 @@ type account_TotalUnrealizedROIInputs = TotalUnrealizedROIInputs;
 type account_TotalValueInputs = TotalValueInputs;
 declare const account_availableBalance: typeof availableBalance;
 declare const account_buyOrdersFilter_by_symbol: typeof buyOrdersFilter_by_symbol;
+declare const account_calcMinimumReceived: typeof calcMinimumReceived;
+declare const account_collateralContribution: typeof collateralContribution;
+declare const account_collateralRatio: typeof collateralRatio;
 declare const account_currentLeverage: typeof currentLeverage;
 declare const account_extractSymbols: typeof extractSymbols;
 declare const account_freeCollateral: typeof freeCollateral;
@@ -420,6 +462,8 @@ declare const account_initialMarginWithOrder: typeof initialMarginWithOrder;
 declare const account_maxQty: typeof maxQty;
 declare const account_maxQtyByLong: typeof maxQtyByLong;
 declare const account_maxQtyByShort: typeof maxQtyByShort;
+declare const account_maxWithdrawalOtherCollateral: typeof maxWithdrawalOtherCollateral;
+declare const account_maxWithdrawalUSDC: typeof maxWithdrawalUSDC;
 declare const account_otherIMs: typeof otherIMs;
 declare const account_positionNotionalWithOrder_by_symbol: typeof positionNotionalWithOrder_by_symbol;
 declare const account_positionQtyWithOrders_by_symbol: typeof positionQtyWithOrders_by_symbol;
@@ -431,7 +475,7 @@ declare const account_totalMarginRatio: typeof totalMarginRatio;
 declare const account_totalUnrealizedROI: typeof totalUnrealizedROI;
 declare const account_totalValue: typeof totalValue;
 declare namespace account {
-  export { type account_AccountMMRInputs as AccountMMRInputs, type account_AvailableBalanceInputs as AvailableBalanceInputs, type account_FreeCollateralInputs as FreeCollateralInputs, account_IMR as IMR, type account_IMRInputs as IMRInputs, account_MMR as MMR, type account_MaxQtyInputs as MaxQtyInputs, type account_OtherIMsInputs as OtherIMsInputs, type account_PositionNotionalWithOrderInputs as PositionNotionalWithOrderInputs, type account_PositionQtyWithOrderInputs as PositionQtyWithOrderInputs, type account_ResultOptions as ResultOptions, type account_TotalCollateralValueInputs as TotalCollateralValueInputs, type account_TotalInitialMarginWithOrdersInputs as TotalInitialMarginWithOrdersInputs, type account_TotalMarginRatioInputs as TotalMarginRatioInputs, type account_TotalUnrealizedROIInputs as TotalUnrealizedROIInputs, type account_TotalValueInputs as TotalValueInputs, account_availableBalance as availableBalance, account_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, account_currentLeverage as currentLeverage, account_extractSymbols as extractSymbols, account_freeCollateral as freeCollateral, account_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, account_getQtyFromOrdersBySide as getQtyFromOrdersBySide, account_getQtyFromPositions as getQtyFromPositions, account_groupOrdersBySymbol as groupOrdersBySymbol, account_initialMarginWithOrder as initialMarginWithOrder, account_maxQty as maxQty, account_maxQtyByLong as maxQtyByLong, account_maxQtyByShort as maxQtyByShort, account_otherIMs as otherIMs, account_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, account_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, account_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, account_totalCollateral as totalCollateral, account_totalInitialMarginWithOrders as totalInitialMarginWithOrders, account_totalInitialMarginWithQty as totalInitialMarginWithQty, account_totalMarginRatio as totalMarginRatio, account_totalUnrealizedROI as totalUnrealizedROI, account_totalValue as totalValue };
+  export { type account_AccountMMRInputs as AccountMMRInputs, type account_AvailableBalanceInputs as AvailableBalanceInputs, type account_FreeCollateralInputs as FreeCollateralInputs, account_IMR as IMR, type account_IMRInputs as IMRInputs, account_LTV as LTV, account_MMR as MMR, type account_MaxQtyInputs as MaxQtyInputs, type account_OtherIMsInputs as OtherIMsInputs, type account_PositionNotionalWithOrderInputs as PositionNotionalWithOrderInputs, type account_PositionQtyWithOrderInputs as PositionQtyWithOrderInputs, type account_ResultOptions as ResultOptions, type account_TotalCollateralValueInputs as TotalCollateralValueInputs, type account_TotalInitialMarginWithOrdersInputs as TotalInitialMarginWithOrdersInputs, type account_TotalMarginRatioInputs as TotalMarginRatioInputs, type account_TotalUnrealizedROIInputs as TotalUnrealizedROIInputs, type account_TotalValueInputs as TotalValueInputs, account_availableBalance as availableBalance, account_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, account_calcMinimumReceived as calcMinimumReceived, account_collateralContribution as collateralContribution, account_collateralRatio as collateralRatio, account_currentLeverage as currentLeverage, account_extractSymbols as extractSymbols, account_freeCollateral as freeCollateral, account_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, account_getQtyFromOrdersBySide as getQtyFromOrdersBySide, account_getQtyFromPositions as getQtyFromPositions, account_groupOrdersBySymbol as groupOrdersBySymbol, account_initialMarginWithOrder as initialMarginWithOrder, account_maxQty as maxQty, account_maxQtyByLong as maxQtyByLong, account_maxQtyByShort as maxQtyByShort, account_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, account_maxWithdrawalUSDC as maxWithdrawalUSDC, account_otherIMs as otherIMs, account_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, account_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, account_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, account_totalCollateral as totalCollateral, account_totalInitialMarginWithOrders as totalInitialMarginWithOrders, account_totalInitialMarginWithQty as totalInitialMarginWithQty, account_totalMarginRatio as totalMarginRatio, account_totalUnrealizedROI as totalUnrealizedROI, account_totalValue as totalValue };
 }
 
 /**

package/dist/index.d.ts

@@ -8,7 +8,7 @@ declare global {
         };
     }
 }
-declare const _default: "4.4.1";
+declare const _default: "4.5.0-alpha.1";
 
 /**
  * Calculates the notional value of a single position.
@@ -188,8 +188,7 @@ type TotalValueInputs = {
     USDCHolding: number;
     nonUSDCHolding: {
         holding: number;
-        markPrice: number;
-        discount: number;
+        indexPrice: number;
     }[];
 };
 /**
@@ -211,8 +210,9 @@ type TotalCollateralValueInputs = {
     USDCHolding: number;
     nonUSDCHolding: {
         holding: number;
-        markPrice: number;
-        discount: number;
+        indexPrice: number;
+        collateralCap: number;
+        collateralRatio: number;
     }[];
     unsettlementPnL: number;
 };
@@ -390,12 +390,51 @@ type AccountMMRInputs = {
  * @returns number|null
  */
 declare function MMR(inputs: AccountMMRInputs): number | null;
+declare const collateralRatio: (params: {
+    baseWeight: number;
+    discountFactor: number | null;
+    collateralQty: number;
+    collateralCap: number;
+    indexPrice: number;
+}) => number;
+/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */
+declare const collateralContribution: (params: {
+    collateralQty: number;
+    collateralCap: number;
+    collateralRatio: number;
+    indexPrice: number;
+}) => number;
+declare const LTV: (params: {
+    usdcBalance: number;
+    upnl: number;
+    assets: Array<{
+        qty: number;
+        indexPrice: number;
+        weight: number;
+    }>;
+}) => number;
+declare const maxWithdrawalUSDC: (inputs: {
+    USDCBalance: number;
+    freeCollateral: number;
+    upnl: number;
+}) => number;
+declare const maxWithdrawalOtherCollateral: (inputs: {
+    collateralQty: number;
+    freeCollateral: number;
+    indexPrice: number;
+    weight: number;
+}) => number;
+declare const calcMinimumReceived: (inputs: {
+    amount: number;
+    slippage: number;
+}) => number;
 
 type account_AccountMMRInputs = AccountMMRInputs;
 type account_AvailableBalanceInputs = AvailableBalanceInputs;
 type account_FreeCollateralInputs = FreeCollateralInputs;
 declare const account_IMR: typeof IMR;
 type account_IMRInputs = IMRInputs;
+declare const account_LTV: typeof LTV;
 declare const account_MMR: typeof MMR;
 type account_MaxQtyInputs = MaxQtyInputs;
 type account_OtherIMsInputs = OtherIMsInputs;
@@ -409,6 +448,9 @@ type account_TotalUnrealizedROIInputs = TotalUnrealizedROIInputs;
 type account_TotalValueInputs = TotalValueInputs;
 declare const account_availableBalance: typeof availableBalance;
 declare const account_buyOrdersFilter_by_symbol: typeof buyOrdersFilter_by_symbol;
+declare const account_calcMinimumReceived: typeof calcMinimumReceived;
+declare const account_collateralContribution: typeof collateralContribution;
+declare const account_collateralRatio: typeof collateralRatio;
 declare const account_currentLeverage: typeof currentLeverage;
 declare const account_extractSymbols: typeof extractSymbols;
 declare const account_freeCollateral: typeof freeCollateral;
@@ -420,6 +462,8 @@ declare const account_initialMarginWithOrder: typeof initialMarginWithOrder;
 declare const account_maxQty: typeof maxQty;
 declare const account_maxQtyByLong: typeof maxQtyByLong;
 declare const account_maxQtyByShort: typeof maxQtyByShort;
+declare const account_maxWithdrawalOtherCollateral: typeof maxWithdrawalOtherCollateral;
+declare const account_maxWithdrawalUSDC: typeof maxWithdrawalUSDC;
 declare const account_otherIMs: typeof otherIMs;
 declare const account_positionNotionalWithOrder_by_symbol: typeof positionNotionalWithOrder_by_symbol;
 declare const account_positionQtyWithOrders_by_symbol: typeof positionQtyWithOrders_by_symbol;
@@ -431,7 +475,7 @@ declare const account_totalMarginRatio: typeof totalMarginRatio;
 declare const account_totalUnrealizedROI: typeof totalUnrealizedROI;
 declare const account_totalValue: typeof totalValue;
 declare namespace account {
-  export { type account_AccountMMRInputs as AccountMMRInputs, type account_AvailableBalanceInputs as AvailableBalanceInputs, type account_FreeCollateralInputs as FreeCollateralInputs, account_IMR as IMR, type account_IMRInputs as IMRInputs, account_MMR as MMR, type account_MaxQtyInputs as MaxQtyInputs, type account_OtherIMsInputs as OtherIMsInputs, type account_PositionNotionalWithOrderInputs as PositionNotionalWithOrderInputs, type account_PositionQtyWithOrderInputs as PositionQtyWithOrderInputs, type account_ResultOptions as ResultOptions, type account_TotalCollateralValueInputs as TotalCollateralValueInputs, type account_TotalInitialMarginWithOrdersInputs as TotalInitialMarginWithOrdersInputs, type account_TotalMarginRatioInputs as TotalMarginRatioInputs, type account_TotalUnrealizedROIInputs as TotalUnrealizedROIInputs, type account_TotalValueInputs as TotalValueInputs, account_availableBalance as availableBalance, account_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, account_currentLeverage as currentLeverage, account_extractSymbols as extractSymbols, account_freeCollateral as freeCollateral, account_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, account_getQtyFromOrdersBySide as getQtyFromOrdersBySide, account_getQtyFromPositions as getQtyFromPositions, account_groupOrdersBySymbol as groupOrdersBySymbol, account_initialMarginWithOrder as initialMarginWithOrder, account_maxQty as maxQty, account_maxQtyByLong as maxQtyByLong, account_maxQtyByShort as maxQtyByShort, account_otherIMs as otherIMs, account_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, account_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, account_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, account_totalCollateral as totalCollateral, account_totalInitialMarginWithOrders as totalInitialMarginWithOrders, account_totalInitialMarginWithQty as totalInitialMarginWithQty, account_totalMarginRatio as totalMarginRatio, account_totalUnrealizedROI as totalUnrealizedROI, account_totalValue as totalValue };
+  export { type account_AccountMMRInputs as AccountMMRInputs, type account_AvailableBalanceInputs as AvailableBalanceInputs, type account_FreeCollateralInputs as FreeCollateralInputs, account_IMR as IMR, type account_IMRInputs as IMRInputs, account_LTV as LTV, account_MMR as MMR, type account_MaxQtyInputs as MaxQtyInputs, type account_OtherIMsInputs as OtherIMsInputs, type account_PositionNotionalWithOrderInputs as PositionNotionalWithOrderInputs, type account_PositionQtyWithOrderInputs as PositionQtyWithOrderInputs, type account_ResultOptions as ResultOptions, type account_TotalCollateralValueInputs as TotalCollateralValueInputs, type account_TotalInitialMarginWithOrdersInputs as TotalInitialMarginWithOrdersInputs, type account_TotalMarginRatioInputs as TotalMarginRatioInputs, type account_TotalUnrealizedROIInputs as TotalUnrealizedROIInputs, type account_TotalValueInputs as TotalValueInputs, account_availableBalance as availableBalance, account_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, account_calcMinimumReceived as calcMinimumReceived, account_collateralContribution as collateralContribution, account_collateralRatio as collateralRatio, account_currentLeverage as currentLeverage, account_extractSymbols as extractSymbols, account_freeCollateral as freeCollateral, account_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, account_getQtyFromOrdersBySide as getQtyFromOrdersBySide, account_getQtyFromPositions as getQtyFromPositions, account_groupOrdersBySymbol as groupOrdersBySymbol, account_initialMarginWithOrder as initialMarginWithOrder, account_maxQty as maxQty, account_maxQtyByLong as maxQtyByLong, account_maxQtyByShort as maxQtyByShort, account_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, account_maxWithdrawalUSDC as maxWithdrawalUSDC, account_otherIMs as otherIMs, account_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, account_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, account_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, account_totalCollateral as totalCollateral, account_totalInitialMarginWithOrders as totalInitialMarginWithOrders, account_totalInitialMarginWithQty as totalInitialMarginWithQty, account_totalMarginRatio as totalMarginRatio, account_totalUnrealizedROI as totalUnrealizedROI, account_totalValue as totalValue };
 }
 
 /**

package/dist/index.js

@@ -31,9 +31,9 @@ module.exports = __toCommonJS(src_exports);
 // src/version.ts
 if (typeof window !== "undefined") {
   window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};
-  window.__ORDERLY_VERSION__["@orderly.network/perp"] = "4.4.1";
+  window.__ORDERLY_VERSION__["@orderly.network/perp"] = "4.5.0-alpha.1";
 }
-var version_default = "4.4.1";
+var version_default = "4.5.0-alpha.1";
 
 // src/positions.ts
 var positions_exports = {};
@@ -165,9 +165,13 @@ function estPnLForSL(inputs) {
 var account_exports = {};
 __export(account_exports, {
   IMR: () => IMR,
+  LTV: () => LTV,
   MMR: () => MMR2,
   availableBalance: () => availableBalance,
   buyOrdersFilter_by_symbol: () => buyOrdersFilter_by_symbol,
+  calcMinimumReceived: () => calcMinimumReceived,
+  collateralContribution: () => collateralContribution,
+  collateralRatio: () => collateralRatio,
   currentLeverage: () => currentLeverage,
   extractSymbols: () => extractSymbols,
   freeCollateral: () => freeCollateral,
@@ -179,6 +183,8 @@ __export(account_exports, {
   maxQty: () => maxQty,
   maxQtyByLong: () => maxQtyByLong,
   maxQtyByShort: () => maxQtyByShort,
+  maxWithdrawalOtherCollateral: () => maxWithdrawalOtherCollateral,
+  maxWithdrawalUSDC: () => maxWithdrawalUSDC,
   otherIMs: () => otherIMs,
   positionNotionalWithOrder_by_symbol: () => positionNotionalWithOrder_by_symbol,
   positionQtyWithOrders_by_symbol: () => positionQtyWithOrders_by_symbol,
@@ -195,7 +201,7 @@ var import_utils2 = require("@orderly.network/utils");
 function totalValue(inputs) {
   const { totalUnsettlementPnL: totalUnsettlementPnL2, USDCHolding, nonUSDCHolding } = inputs;
   const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {
-    return new import_utils2.Decimal(cur.holding).mul(cur.markPrice).add(acc);
+    return new import_utils2.Decimal(cur.holding).mul(cur.indexPrice).add(acc);
   }, import_utils2.zero);
   return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL2);
 }
@@ -204,11 +210,13 @@ function freeCollateral(inputs) {
   return value.isNegative() ? import_utils2.zero : value;
 }
 function totalCollateral(inputs) {
-  const { USDCHolding, nonUSDCHolding } = inputs;
+  const { USDCHolding, nonUSDCHolding, unsettlementPnL: unsettlementPnL2 } = inputs;
   const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {
-    return acc + new import_utils2.Decimal(cur.holding).mul(cur.markPrice).mul(cur.discount).toNumber();
-  }, 0);
-  return new import_utils2.Decimal(USDCHolding).add(nonUSDCHoldingValue).add(inputs.unsettlementPnL);
+    const finalHolding = Math.min(cur.holding, cur.collateralCap);
+    const value = new import_utils2.Decimal(finalHolding).mul(cur.collateralRatio).mul(cur.indexPrice);
+    return acc.add(value);
+  }, import_utils2.zero);
+  return new import_utils2.Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL2);
 }
 function initialMarginWithOrder() {
 }
@@ -512,10 +520,72 @@ function MMR2(inputs) {
   if (inputs.positionsNotional === 0) {
     return null;
   }
-  if (inputs.positionsMMR === 0)
+  if (inputs.positionsMMR === 0) {
     return null;
+  }
   return new import_utils2.Decimal(inputs.positionsMMR).div(inputs.positionsNotional).toNumber();
 }
+var collateralRatio = (params) => {
+  const {
+    baseWeight,
+    discountFactor,
+    collateralQty,
+    collateralCap,
+    indexPrice
+  } = params;
+  const cap = collateralCap === -1 ? collateralQty : collateralCap;
+  const K = new import_utils2.Decimal(1.2);
+  const DCF = new import_utils2.Decimal(discountFactor || 0);
+  const qty = new import_utils2.Decimal(Math.min(collateralQty, cap));
+  const price = new import_utils2.Decimal(indexPrice);
+  const notionalAbs = qty.mul(price).abs();
+  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);
+  const result = K.div(new import_utils2.Decimal(1).add(dynamicWeight));
+  return Math.min(baseWeight, result.toNumber());
+};
+var collateralContribution = (params) => {
+  const { collateralQty, collateralCap, collateralRatio: collateralRatio2, indexPrice } = params;
+  const cap = collateralCap === -1 ? collateralQty : collateralCap;
+  return new import_utils2.Decimal(Math.min(collateralQty, cap)).mul(collateralRatio2).mul(indexPrice).toNumber();
+};
+var LTV = (params) => {
+  const { usdcBalance, upnl, assets } = params;
+  const usdcLoss = new import_utils2.Decimal(Math.min(usdcBalance, 0)).abs();
+  const upnlLoss = new import_utils2.Decimal(Math.min(upnl, 0)).abs();
+  const numerator = usdcLoss.add(upnlLoss);
+  const collateralSum = assets.reduce((acc, asset) => {
+    return acc.add(
+      new import_utils2.Decimal(Math.max(asset.qty, 0)).mul(new import_utils2.Decimal(asset.indexPrice)).mul(new import_utils2.Decimal(asset.weight))
+    );
+  }, import_utils2.zero);
+  const denominator = collateralSum.add(new import_utils2.Decimal(Math.max(upnl, 0)));
+  if (numerator.isZero() || denominator.isZero()) {
+    return 0;
+  }
+  return numerator.div(denominator).toNumber();
+};
+var maxWithdrawalUSDC = (inputs) => {
+  const { USDCBalance, freeCollateral: freeCollateral2, upnl } = inputs;
+  const value = Math.min(
+    new import_utils2.Decimal(USDCBalance).toNumber(),
+    new import_utils2.Decimal(freeCollateral2).sub(Math.max(upnl, 0)).toNumber()
+  );
+  return Math.max(0, value);
+};
+var maxWithdrawalOtherCollateral = (inputs) => {
+  const { collateralQty, freeCollateral: freeCollateral2, indexPrice, weight } = inputs;
+  const denominator = new import_utils2.Decimal(indexPrice).mul(weight);
+  if (denominator.isZero()) {
+    return 0;
+  }
+  const maxQtyByValue = new import_utils2.Decimal(freeCollateral2).div(denominator).toNumber();
+  return Math.min(collateralQty, maxQtyByValue);
+};
+var calcMinimumReceived = (inputs) => {
+  const { amount, slippage } = inputs;
+  const slippageRatio = new import_utils2.Decimal(slippage).div(100);
+  return new import_utils2.Decimal(amount).mul(new import_utils2.Decimal(1).minus(slippageRatio)).toNumber();
+};
 
 // src/order.ts
 var order_exports = {};

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/index.ts","../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["export { default as version } from \"./version\";\nexport * as positions from \"./positions\";\nexport * as account from \"./account\";\nexport * as orderUtils from \"./order\";\n\nexport * as order from \"./order\";\n","\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/perp\"] = \"4.4.1\";\n};\n\nexport default \"4.4.1\";\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import {\n  API,\n  OrderSide,\n  OrderType,\n  type WSMessage,\n} from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    markPrice: number;\n    //Margin replacement rate, currently default to 0\n    discount: number;\n  }[];\n};\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.markPrice).add(acc);\n  }, zero);\n\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  // Quantity of USDC holdings\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    markPrice: number;\n    // Margin replacement rate, currently default to 0\n    discount: number;\n  }[];\n  // Unsettled profit and loss\n  unsettlementPnL: number;\n};\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return (\n      acc +\n      new Decimal(cur.holding).mul(cur.markPrice).mul(cur.discount).toNumber()\n    );\n  }, 0);\n\n  return new Decimal(USDCHolding)\n    .add(nonUSDCHoldingValue)\n    .add(inputs.unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo, maxLeverage } =\n    inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n\n  markPrices: { [key: string]: number };\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    maxLeverage,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      if (!IMR_Factor) {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage,\n\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(sellOrdersQty)\n\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) return null;\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n","import { API as orderUtils } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\"\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price\n                )\n              : zero\n          )\n          .abs()\n      )\n      .toPower(4 / 5)\n      .toNumber()\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(newQty.abs().mul(newMMR).sub(newQty))\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs()\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    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+{"version":3,"sources":["../src/index.ts","../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["export { default as version } from \"./version\";\nexport * as positions from \"./positions\";\nexport * as account from \"./account\";\nexport * as orderUtils from \"./order\";\n\nexport * as order from \"./order\";\n","\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/perp\"] = \"4.5.0-alpha.1\";\n};\n\nexport default \"4.5.0-alpha.1\";\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import { API, OrderSide } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n  }[];\n};\n\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n  }, zero);\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n    collateralCap: number;\n    collateralRatio: number;\n  }[];\n  unsettlementPnL: number;\n};\n\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding, unsettlementPnL } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce<Decimal>((acc, cur) => {\n    const finalHolding = Math.min(cur.holding, cur.collateralCap);\n    const value = new Decimal(finalHolding)\n      .mul(cur.collateralRatio)\n      .mul(cur.indexPrice);\n    return acc.add(value);\n  }, zero);\n\n  return new Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo, maxLeverage } =\n    inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n\n  markPrices: { [key: string]: number };\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    maxLeverage,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      if (!IMR_Factor) {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage,\n\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(sellOrdersQty)\n\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) {\n    return null;\n  }\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n\nexport const collateralRatio = (params: {\n  baseWeight: number;\n  discountFactor: number | null;\n  collateralQty: number;\n  collateralCap: number;\n  indexPrice: number;\n}) => {\n  const {\n    baseWeight,\n    discountFactor,\n    collateralQty,\n    collateralCap,\n    indexPrice,\n  } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  const K = new Decimal(1.2);\n  const DCF = new Decimal(discountFactor || 0);\n  const qty = new Decimal(Math.min(collateralQty, cap));\n  const price = new Decimal(indexPrice);\n\n  const notionalAbs = qty.mul(price).abs();\n  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);\n  const result = K.div(new Decimal(1).add(dynamicWeight));\n\n  return Math.min(baseWeight, result.toNumber());\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n  collateralQty: number;\n  collateralCap: number;\n  collateralRatio: number;\n  indexPrice: number;\n}) => {\n  const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  return new Decimal(Math.min(collateralQty, cap))\n    .mul(collateralRatio)\n    .mul(indexPrice)\n    .toNumber();\n};\n\nexport const LTV = (params: {\n  usdcBalance: number;\n  upnl: number;\n  assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n  const { usdcBalance, upnl, assets } = params;\n\n  const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n  const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n  const numerator = usdcLoss.add(upnlLoss);\n\n  const collateralSum = assets.reduce<Decimal>((acc, asset) => {\n    return acc.add(\n      new Decimal(Math.max(asset.qty, 0))\n        .mul(new Decimal(asset.indexPrice))\n        .mul(new Decimal(asset.weight)),\n    );\n  }, zero);\n\n  const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n  if (numerator.isZero() || denominator.isZero()) {\n    return 0;\n  }\n\n  return numerator.div(denominator).toNumber();\n};\n\nexport const maxWithdrawalUSDC = (inputs: {\n  USDCBalance: number;\n  freeCollateral: number;\n  upnl: number;\n}) => {\n  const { USDCBalance, freeCollateral, upnl } = inputs;\n  const value = Math.min(\n    new Decimal(USDCBalance).toNumber(),\n    new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n  );\n  return Math.max(0, value);\n};\n\nexport const maxWithdrawalOtherCollateral = (inputs: {\n  collateralQty: number;\n  freeCollateral: number;\n  indexPrice: number;\n  weight: number;\n}) => {\n  const { collateralQty, freeCollateral, indexPrice, weight } = inputs;\n  const denominator = new Decimal(indexPrice).mul(weight);\n\n  if (denominator.isZero()) {\n    return 0;\n  }\n  const maxQtyByValue = new Decimal(freeCollateral).div(denominator).toNumber();\n  return Math.min(collateralQty, maxQtyByValue);\n};\n\nexport const calcMinimumReceived = (inputs: {\n  amount: number;\n  slippage: number;\n}) => {\n  const { amount, slippage } = inputs;\n  const slippageRatio = new Decimal(slippage).div(100);\n  return new Decimal(amount)\n    .mul(new Decimal(1).minus(slippageRatio))\n    .toNumber();\n};\n","import { API as orderUtils } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\",\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price,\n                )\n              : zero,\n          )\n          .abs(),\n      )\n      .toPower(4 / 5)\n      .toNumber(),\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0,\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(newQty.abs().mul(newMMR).sub(newQty)),\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs(),\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional,\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    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package/dist/index.mjs

@@ -7,9 +7,9 @@ var __export = (target, all) => {
 // src/version.ts
 if (typeof window !== "undefined") {
   window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};
-  window.__ORDERLY_VERSION__["@orderly.network/perp"] = "4.4.1";
+  window.__ORDERLY_VERSION__["@orderly.network/perp"] = "4.5.0-alpha.1";
 }
-var version_default = "4.4.1";
+var version_default = "4.5.0-alpha.1";
 
 // src/positions.ts
 var positions_exports = {};
@@ -141,9 +141,13 @@ function estPnLForSL(inputs) {
 var account_exports = {};
 __export(account_exports, {
   IMR: () => IMR,
+  LTV: () => LTV,
   MMR: () => MMR2,
   availableBalance: () => availableBalance,
   buyOrdersFilter_by_symbol: () => buyOrdersFilter_by_symbol,
+  calcMinimumReceived: () => calcMinimumReceived,
+  collateralContribution: () => collateralContribution,
+  collateralRatio: () => collateralRatio,
   currentLeverage: () => currentLeverage,
   extractSymbols: () => extractSymbols,
   freeCollateral: () => freeCollateral,
@@ -155,6 +159,8 @@ __export(account_exports, {
   maxQty: () => maxQty,
   maxQtyByLong: () => maxQtyByLong,
   maxQtyByShort: () => maxQtyByShort,
+  maxWithdrawalOtherCollateral: () => maxWithdrawalOtherCollateral,
+  maxWithdrawalUSDC: () => maxWithdrawalUSDC,
   otherIMs: () => otherIMs,
   positionNotionalWithOrder_by_symbol: () => positionNotionalWithOrder_by_symbol,
   positionQtyWithOrders_by_symbol: () => positionQtyWithOrders_by_symbol,
@@ -166,14 +172,12 @@ __export(account_exports, {
   totalUnrealizedROI: () => totalUnrealizedROI,
   totalValue: () => totalValue
 });
-import {
-  OrderSide
-} from "@orderly.network/types";
+import { OrderSide } from "@orderly.network/types";
 import { Decimal as Decimal2, zero as zero2 } from "@orderly.network/utils";
 function totalValue(inputs) {
   const { totalUnsettlementPnL: totalUnsettlementPnL2, USDCHolding, nonUSDCHolding } = inputs;
   const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {
-    return new Decimal2(cur.holding).mul(cur.markPrice).add(acc);
+    return new Decimal2(cur.holding).mul(cur.indexPrice).add(acc);
   }, zero2);
   return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL2);
 }
@@ -182,11 +186,13 @@ function freeCollateral(inputs) {
   return value.isNegative() ? zero2 : value;
 }
 function totalCollateral(inputs) {
-  const { USDCHolding, nonUSDCHolding } = inputs;
+  const { USDCHolding, nonUSDCHolding, unsettlementPnL: unsettlementPnL2 } = inputs;
   const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {
-    return acc + new Decimal2(cur.holding).mul(cur.markPrice).mul(cur.discount).toNumber();
-  }, 0);
-  return new Decimal2(USDCHolding).add(nonUSDCHoldingValue).add(inputs.unsettlementPnL);
+    const finalHolding = Math.min(cur.holding, cur.collateralCap);
+    const value = new Decimal2(finalHolding).mul(cur.collateralRatio).mul(cur.indexPrice);
+    return acc.add(value);
+  }, zero2);
+  return new Decimal2(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL2);
 }
 function initialMarginWithOrder() {
 }
@@ -490,10 +496,72 @@ function MMR2(inputs) {
   if (inputs.positionsNotional === 0) {
     return null;
   }
-  if (inputs.positionsMMR === 0)
+  if (inputs.positionsMMR === 0) {
     return null;
+  }
   return new Decimal2(inputs.positionsMMR).div(inputs.positionsNotional).toNumber();
 }
+var collateralRatio = (params) => {
+  const {
+    baseWeight,
+    discountFactor,
+    collateralQty,
+    collateralCap,
+    indexPrice
+  } = params;
+  const cap = collateralCap === -1 ? collateralQty : collateralCap;
+  const K = new Decimal2(1.2);
+  const DCF = new Decimal2(discountFactor || 0);
+  const qty = new Decimal2(Math.min(collateralQty, cap));
+  const price = new Decimal2(indexPrice);
+  const notionalAbs = qty.mul(price).abs();
+  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);
+  const result = K.div(new Decimal2(1).add(dynamicWeight));
+  return Math.min(baseWeight, result.toNumber());
+};
+var collateralContribution = (params) => {
+  const { collateralQty, collateralCap, collateralRatio: collateralRatio2, indexPrice } = params;
+  const cap = collateralCap === -1 ? collateralQty : collateralCap;
+  return new Decimal2(Math.min(collateralQty, cap)).mul(collateralRatio2).mul(indexPrice).toNumber();
+};
+var LTV = (params) => {
+  const { usdcBalance, upnl, assets } = params;
+  const usdcLoss = new Decimal2(Math.min(usdcBalance, 0)).abs();
+  const upnlLoss = new Decimal2(Math.min(upnl, 0)).abs();
+  const numerator = usdcLoss.add(upnlLoss);
+  const collateralSum = assets.reduce((acc, asset) => {
+    return acc.add(
+      new Decimal2(Math.max(asset.qty, 0)).mul(new Decimal2(asset.indexPrice)).mul(new Decimal2(asset.weight))
+    );
+  }, zero2);
+  const denominator = collateralSum.add(new Decimal2(Math.max(upnl, 0)));
+  if (numerator.isZero() || denominator.isZero()) {
+    return 0;
+  }
+  return numerator.div(denominator).toNumber();
+};
+var maxWithdrawalUSDC = (inputs) => {
+  const { USDCBalance, freeCollateral: freeCollateral2, upnl } = inputs;
+  const value = Math.min(
+    new Decimal2(USDCBalance).toNumber(),
+    new Decimal2(freeCollateral2).sub(Math.max(upnl, 0)).toNumber()
+  );
+  return Math.max(0, value);
+};
+var maxWithdrawalOtherCollateral = (inputs) => {
+  const { collateralQty, freeCollateral: freeCollateral2, indexPrice, weight } = inputs;
+  const denominator = new Decimal2(indexPrice).mul(weight);
+  if (denominator.isZero()) {
+    return 0;
+  }
+  const maxQtyByValue = new Decimal2(freeCollateral2).div(denominator).toNumber();
+  return Math.min(collateralQty, maxQtyByValue);
+};
+var calcMinimumReceived = (inputs) => {
+  const { amount, slippage } = inputs;
+  const slippageRatio = new Decimal2(slippage).div(100);
+  return new Decimal2(amount).mul(new Decimal2(1).minus(slippageRatio)).toNumber();
+};
 
 // src/order.ts
 var order_exports = {};

package/dist/index.mjs.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/perp\"] = \"4.4.1\";\n};\n\nexport default \"4.4.1\";\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import {\n  API,\n  OrderSide,\n  OrderType,\n  type WSMessage,\n} from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    markPrice: number;\n    //Margin replacement rate, currently default to 0\n    discount: number;\n  }[];\n};\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.markPrice).add(acc);\n  }, zero);\n\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  // Quantity of USDC holdings\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    markPrice: number;\n    // Margin replacement rate, currently default to 0\n    discount: number;\n  }[];\n  // Unsettled profit and loss\n  unsettlementPnL: number;\n};\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return (\n      acc +\n      new Decimal(cur.holding).mul(cur.markPrice).mul(cur.discount).toNumber()\n    );\n  }, 0);\n\n  return new Decimal(USDCHolding)\n    .add(nonUSDCHoldingValue)\n    .add(inputs.unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo, maxLeverage } =\n    inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n\n  markPrices: { [key: string]: number };\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    maxLeverage,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      if (!IMR_Factor) {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage,\n\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(sellOrdersQty)\n\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) return null;\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n","import { API as orderUtils } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\"\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price\n                )\n              : zero\n          )\n          .abs()\n      )\n      .toPower(4 / 5)\n      .toNumber()\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(newQty.abs().mul(newMMR).sub(newQty))\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs()\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    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+{"version":3,"sources":["../src/version.ts","../src/positions.ts","../src/constants.ts","../src/account.ts","../src/order.ts"],"sourcesContent":["\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/perp\"] = \"4.5.0-alpha.1\";\n};\n\nexport default \"4.5.0-alpha.1\";\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n  return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * Calculates the total notional value of all positions.\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return acc + notional(cur.position_qty, cur.mark_price);\n  }, 0);\n}\n\nexport type UnrealPnLInputs = {\n  markPrice: number;\n  openPrice: number;\n  qty: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of a single position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position.\n */\nexport function unrealizedPnL(inputs: UnrealPnLInputs): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.markPrice - inputs.openPrice)\n    .toNumber();\n}\n\nexport type UnrealPnLROIInputs = {\n  positionQty: number;\n  openPrice: number;\n  IMR: number;\n  unrealizedPnL: number;\n};\n\n/**\n * Calculates the return on investment (ROI) of a single position's unrealized profit or loss.\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number {\n  const { openPrice, IMR } = inputs;\n\n  if (\n    inputs.unrealizedPnL === 0 ||\n    inputs.positionQty === 0 ||\n    openPrice === 0 ||\n    IMR === 0\n  )\n    return 0;\n\n  return new Decimal(inputs.unrealizedPnL)\n    .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n    .toNumber();\n}\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unrealizedPnL({\n        qty: cur.position_qty,\n        openPrice: cur.average_open_price,\n        markPrice: cur.mark_price,\n      })\n    );\n  }, 0);\n}\n\nexport type LiqPriceInputs = {\n  markPrice: number;\n  totalCollateral: number;\n  positionQty: number;\n  positions: Pick<API.PositionExt, \"position_qty\" | \"mark_price\" | \"mmr\">[];\n  MMR: number;\n};\n\n/**\n * Calculates the liquidation price of a single position.\n * @param inputs The inputs for calculating the liquidation price.\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: LiqPriceInputs): number | null {\n  const { markPrice, totalCollateral, positions, positionQty, MMR } = inputs;\n\n  // console.log(\"inputs\", inputs);\n\n  if (positionQty === 0 || totalCollateral === 0) {\n    return null;\n  }\n\n  // totalNotional of all poisitions\n  const totalNotional = positions.reduce<Decimal>((acc, cur) => {\n    return acc.add(\n      new Decimal(notional(cur.position_qty, cur.mark_price)).mul(cur.mmr),\n    );\n  }, zero);\n\n  return Math.max(\n    new Decimal(markPrice)\n      .add(\n        new Decimal(totalCollateral)\n          .sub(totalNotional)\n          .div(new Decimal(positionQty).abs().mul(MMR).sub(positionQty)),\n      )\n      .toNumber(),\n    0,\n  );\n}\n\nexport type MMInputs = {\n  positionQty: number;\n  markPrice: number;\n  MMR: number;\n};\n\n/**\n * Calculates the maintenance margin of a position.\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: MMInputs) {\n  const { positionQty, markPrice, MMR } = inputs;\n\n  return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n\nexport type UnsettlementPnLInputs = {\n  positionQty: number;\n  markPrice: number;\n  costPosition: number;\n  sumUnitaryFunding: number;\n  lastSumUnitaryFunding: number;\n};\n\n/**\n * Calculates the unrealized profit or loss of each position.\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: UnsettlementPnLInputs): number {\n  const {\n    positionQty,\n    markPrice,\n    costPosition,\n    sumUnitaryFunding,\n    lastSumUnitaryFunding,\n  } = inputs;\n\n  const qty = new Decimal(positionQty);\n\n  return qty\n    .mul(markPrice)\n    .sub(costPosition)\n    .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n    .toNumber();\n}\n\nexport type TotalUnsettlementPnLInputs = {\n  positions: (API.Position & {\n    sum_unitary_funding: number;\n  })[];\n  sumUnitaryFunding: number;\n};\n\n/**\n * Calculates the total unrealized profit or loss of all positions.\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n  positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n  if (!Array.isArray(positions) || positions.length === 0) {\n    return 0;\n  }\n\n  return positions.reduce((acc, cur) => {\n    return (\n      acc +\n      unsettlementPnL({\n        positionQty: cur.position_qty,\n        markPrice: cur.mark_price,\n        costPosition: cur.cost_position,\n        sumUnitaryFunding: cur.sum_unitary_funding,\n        lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n      })\n    );\n  }, 0);\n}\n\nexport type MMRInputs = {\n  baseMMR: number;\n  baseIMR: number;\n  IMRFactor: number;\n  positionNotional: number;\n  IMR_factor_power: number;\n};\n\n/**\n * Calculates the maintenance margin requirement (MMR) of a position.\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: MMRInputs): number {\n  const {\n    baseMMR,\n    baseIMR,\n    IMRFactor,\n    positionNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMRFactor)\n      .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n      // .toPower(IMR_factor_power)\n      .toNumber(),\n  );\n}\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  price: number;\n}): number {\n  return new Decimal(inputs.positionQty)\n    .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n    .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n */\nexport function estPriceForTP(inputs: {\n  positionQty: number;\n  entryPrice: number;\n  pnl: number;\n}): number {\n  return new Decimal(inputs.pnl)\n    .add(inputs.entryPrice)\n    .div(inputs.positionQty)\n    .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n  price: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n  offset: number;\n  entryPrice: number;\n}): number {\n  return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n  positionQty: number;\n  entryPrice: number;\n}): number {\n  return 0;\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n","import { API, OrderSide } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"./constants\";\n\nexport type ResultOptions = {\n  dp: number;\n};\n\nexport type TotalValueInputs = {\n  totalUnsettlementPnL: number;\n\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n  }[];\n};\n\n/**\n * User's total asset value (denominated in USDC), including assets that cannot be used as collateral.\n */\nexport function totalValue(inputs: TotalValueInputs): Decimal {\n  const { totalUnsettlementPnL, USDCHolding, nonUSDCHolding } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n    return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n  }, zero);\n  return nonUSDCHoldingValue.add(USDCHolding).add(totalUnsettlementPnL);\n}\n\n/**\n * Total value of available collateral in the user's account (denominated in USDC).\n */\nexport type FreeCollateralInputs = {\n  // Total collateral\n  totalCollateral: Decimal;\n  // Total initial margin with orders\n  totalInitialMarginWithOrders: number;\n};\n/**\n * Calculate free collateral.\n */\nexport function freeCollateral(inputs: FreeCollateralInputs): Decimal {\n  const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n  // free collateral cannot be less than 0\n  return value.isNegative() ? zero : value;\n}\n\nexport type TotalCollateralValueInputs = {\n  USDCHolding: number;\n  nonUSDCHolding: {\n    holding: number;\n    indexPrice: number;\n    collateralCap: number;\n    collateralRatio: number;\n  }[];\n  unsettlementPnL: number;\n};\n\n/**\n * Calculate total collateral.\n */\nexport function totalCollateral(inputs: TotalCollateralValueInputs): Decimal {\n  const { USDCHolding, nonUSDCHolding, unsettlementPnL } = inputs;\n  const nonUSDCHoldingValue = nonUSDCHolding.reduce<Decimal>((acc, cur) => {\n    const finalHolding = Math.min(cur.holding, cur.collateralCap);\n    const value = new Decimal(finalHolding)\n      .mul(cur.collateralRatio)\n      .mul(cur.indexPrice);\n    return acc.add(value);\n  }, zero);\n\n  return new Decimal(USDCHolding).add(nonUSDCHoldingValue).add(unsettlementPnL);\n}\n\nexport function initialMarginWithOrder() {}\n\nexport type PositionNotionalWithOrderInputs = {\n  markPrice: number;\n  positionQtyWithOrders: number;\n};\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(\n  inputs: PositionNotionalWithOrderInputs,\n): Decimal {\n  return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\nexport type PositionQtyWithOrderInputs = {\n  positionQty: number;\n  // Total quantity of buy orders for a symbol\n  buyOrdersQty: number;\n  // Total quantity of sell orders for a symbol\n  sellOrdersQty: number;\n};\n/**\n *  Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(\n  inputs: PositionQtyWithOrderInputs,\n): number {\n  const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n  const positionQtyDecimal = new Decimal(positionQty);\n  const qty = Math.max(\n    positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n    positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n  );\n\n  return qty;\n}\n\nexport type IMRInputs = {\n  maxLeverage: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  positionNotional: number;\n  ordersNotional: number;\n  IMR_factor_power?: number;\n};\n\n/**\n * Initial margin rate for a symbol.\n * Max(1 / Max Account Leverage, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: IMRInputs): number {\n  const {\n    maxLeverage,\n    baseIMR,\n    IMR_Factor,\n    positionNotional,\n    ordersNotional: orderNotional,\n    IMR_factor_power = IMRFactorPower,\n  } = inputs;\n  return Math.max(\n    1 / maxLeverage,\n    baseIMR,\n    new Decimal(IMR_Factor)\n      .mul(\n        new Decimal(positionNotional)\n          .add(orderNotional)\n          .abs()\n          .toPower(IMR_factor_power),\n      )\n      .toNumber(),\n  );\n}\n\nexport function buyOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n  );\n}\n\nexport function sellOrdersFilter_by_symbol(\n  orders: API.Order[],\n  symbol: string,\n): API.Order[] {\n  return orders.filter(\n    (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n  );\n}\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n  positions: API.Position[],\n  symbol: string,\n): number {\n  if (!positions) {\n    return 0;\n  }\n  const position = positions.find((item) => item.symbol === symbol);\n  return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n  orders: API.Order[],\n  symbol: string,\n  side: OrderSide,\n): number {\n  const ordersBySide =\n    side === OrderSide.SELL\n      ? sellOrdersFilter_by_symbol(orders, symbol)\n      : buyOrdersFilter_by_symbol(orders, symbol);\n  return ordersBySide.reduce((acc, cur) => {\n    return acc + cur.quantity;\n  }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n  positions: API.Position[];\n  orders: API.Order[];\n  symbol: string;\n  markPrice: number;\n}): number {\n  const { positions, orders, symbol, markPrice } = inputs;\n  const positionQty = getQtyFromPositions(positions, symbol);\n  const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n  const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n  const markPriceDecimal = new Decimal(markPrice);\n\n  return markPriceDecimal\n    .mul(positionQty)\n    .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n    .abs()\n    .toNumber();\n}\n\nexport type TotalInitialMarginWithOrdersInputs = {\n  positions: API.Position[];\n  orders: API.Order[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n} & Pick<IMRInputs, \"maxLeverage\">;\n\n/**\n * Calculate the total initial margin used by the user (including positions and orders).\n */\nexport function totalInitialMarginWithOrders(\n  inputs: TotalInitialMarginWithOrdersInputs,\n): number {\n  const {\n    positions,\n    orders,\n    markPrices,\n    IMR_Factors,\n    maxLeverage,\n    symbolInfo,\n  } = inputs;\n\n  const symbols = extractSymbols(positions, orders);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const positionQty = getQtyFromPositions(positions, symbol);\n    const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n    const sellOrdersQty = getQtyFromOrdersBySide(\n      orders,\n      symbol,\n      OrderSide.SELL,\n    );\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\nexport function totalInitialMarginWithQty(inputs: {\n  positions: API.Position[];\n  // account: API.AccountInfo;\n  markPrices: { [key: string]: number };\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n  maxLeverage: number;\n}) {\n  const { positions, markPrices, IMR_Factors, symbolInfo, maxLeverage } =\n    inputs;\n  const symbols = positions.map((item) => item.symbol);\n\n  const total_initial_margin_with_orders = symbols.reduce((acc, cur) => {\n    const symbol = cur;\n    const position = positions.find((item) => item.symbol === symbol);\n    const positionQty = position?.position_qty || 0;\n\n    const buyOrdersQty = position?.pending_long_qty || 0;\n    const sellOrdersQty = position?.pending_short_qty || 0;\n\n    const markPrice = markPrices[symbol] || 0;\n\n    //---\n    const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n    });\n\n    //---\n    const position_notional_with_orders = positionNotionalWithOrder_by_symbol({\n      markPrice,\n      positionQtyWithOrders,\n    });\n\n    //----\n    const markPriceDecimal = new Decimal(markPrice);\n\n    const imr = IMR({\n      positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n      ordersNotional: markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber(),\n      maxLeverage,\n      IMR_Factor: IMR_Factors[symbol],\n      baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n    });\n\n    return position_notional_with_orders.mul(imr).add(acc).toNumber();\n  }, 0);\n\n  return total_initial_margin_with_orders;\n}\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n  const symbols: { [key: string]: API.Order[] } = {};\n\n  orders.forEach((item) => {\n    if (!symbols[item.symbol]) {\n      symbols[item.symbol] = [];\n    }\n\n    symbols[item.symbol].push(item);\n  });\n\n  return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n  positions: Pick<API.Position, \"symbol\">[],\n  orders: Pick<API.Order, \"symbol\">[],\n): string[] {\n  const symbols = new Set<string>();\n\n  positions.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  orders.forEach((item) => {\n    symbols.add(item.symbol);\n  });\n\n  return Array.from(symbols);\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\nexport type OtherIMsInputs = {\n  // the position list for other symbols except the current symbol\n  positions: API.Position[];\n\n  markPrices: { [key: string]: number };\n  maxLeverage: number;\n  symbolInfo: any;\n  IMR_Factors: { [key: string]: number };\n};\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: OtherIMsInputs): number {\n  const {\n    // orders,\n    positions,\n    maxLeverage,\n    IMR_Factors,\n    symbolInfo,\n    markPrices,\n  } = inputs;\n\n  const symbols = positions.map((item) => item.symbol);\n\n  return symbols\n    .reduce((acc, cur) => {\n      const symbol = cur;\n\n      if (typeof markPrices[symbol] === \"undefined\") {\n        console.warn(\"markPrices[%s] is undefined\", symbol);\n        return acc;\n      }\n\n      const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n      const position = positions.find((item) => item.symbol === symbol);\n\n      const positionQty = getQtyFromPositions(positions, symbol);\n      const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n      const buyOrdersQty = position!.pending_long_qty;\n      const sellOrdersQty = position!.pending_short_qty;\n\n      const ordersNotional = markPriceDecimal\n        .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n        .toNumber();\n\n      const IMR_Factor = IMR_Factors[symbol];\n\n      if (!IMR_Factor) {\n        console.warn(\"IMR_Factor is not found:\", symbol);\n        return acc;\n      }\n\n      const imr = IMR({\n        maxLeverage,\n\n        IMR_Factor,\n        baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n        positionNotional,\n        ordersNotional,\n      });\n\n      const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n        positionQty,\n        buyOrdersQty,\n        sellOrdersQty,\n      });\n\n      const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n        markPrice: markPrices[symbol] || 0,\n        positionQtyWithOrders,\n      });\n\n      return acc.add(positionNotionalWithOrders.mul(imr));\n    }, zero)\n    .toNumber();\n}\n\nexport type MaxQtyInputs = {\n  symbol: string;\n\n  // Maximum quantity limit for opening a single position, /v1/public/info.base_max\n  baseMaxQty: number;\n  /**\n   * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n   * @see totalCollateral\n   */\n  totalCollateral: number;\n  maxLeverage: number;\n  baseIMR: number;\n  /**\n   * @see otherIMs\n   */\n  otherIMs: number;\n  markPrice: number;\n  // Quantity of open positions\n  positionQty: number;\n  // Quantity of long orders\n  buyOrdersQty: number;\n  // Quantity of short orders\n  sellOrdersQty: number;\n\n  IMR_Factor: number;\n\n  takerFeeRate: number;\n};\n\n/**\n * Maximum order quantity.\n */\nexport function maxQty(\n  side: OrderSide,\n  inputs: MaxQtyInputs,\n  options?: ResultOptions,\n): number {\n  if (side === OrderSide.BUY) {\n    return maxQtyByLong(inputs);\n  }\n  return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    if (totalCollateral === 0) {\n      return 0;\n    }\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      .sub(new Decimal(positionQty).add(buyOrdersQty))\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      .sub(\n        new Decimal(positionQty).add(buyOrdersQty),\n        // .abs()\n        // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      )\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport function maxQtyByShort(\n  inputs: Omit<MaxQtyInputs, \"side\">,\n  options?: ResultOptions,\n): number {\n  try {\n    const {\n      baseMaxQty,\n      totalCollateral,\n      otherIMs,\n      maxLeverage,\n      baseIMR,\n      markPrice,\n      IMR_Factor,\n      positionQty,\n      buyOrdersQty,\n      sellOrdersQty,\n      takerFeeRate,\n    } = inputs;\n\n    const totalCollateralDecimal = new Decimal(totalCollateral);\n\n    const factor_1 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(\n        new Decimal(takerFeeRate)\n          .mul(2)\n          .mul(0.0001)\n          .add(Math.max(1 / maxLeverage, baseIMR)),\n      )\n      .div(markPrice)\n      .mul(0.995)\n      // .add(new Decimal(positionQty).add(sellOrdersQty))\n      .add(positionQty)\n      .sub(sellOrdersQty)\n\n      .toNumber();\n\n    if (positionQty === 0 && buyOrdersQty === 0) {\n      return Math.min(baseMaxQty, factor_1);\n    }\n\n    const factor_2 = totalCollateralDecimal\n      .sub(otherIMs)\n      .div(IMR_Factor)\n      .toPower(1 / 1.8)\n      .div(markPrice)\n      // .add(\n      // new Decimal(positionQty)\n      //   .add(sellOrdersQty)\n      //   // .abs()\n      //   )\n      .add(positionQty)\n      .sub(sellOrdersQty)\n      .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n      .mul(0.995)\n      .toNumber();\n\n    return Math.min(baseMaxQty, factor_1, factor_2);\n  } catch (error) {\n    return 0;\n  }\n}\n\nexport type TotalMarginRatioInputs = {\n  totalCollateral: number;\n  markPrices: { [key: string]: number };\n  positions: API.Position[];\n};\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n  inputs: TotalMarginRatioInputs,\n  dp?: number,\n): number {\n  const { totalCollateral, markPrices, positions } = inputs;\n\n  if (totalCollateral === 0) {\n    return 0;\n  }\n\n  const totalCollateralDecimal = new Decimal(totalCollateral);\n\n  const totalPositionNotional = positions.reduce((acc, cur) => {\n    const markPrice = markPrices[cur.symbol] || 0;\n    return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n  }, zero);\n\n  if (totalPositionNotional.eq(zero)) {\n    return 0;\n  }\n\n  return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n\nexport type TotalUnrealizedROIInputs = {\n  totalUnrealizedPnL: number;\n  totalValue: number;\n};\n\n/**\n * totalUnrealizedROI\n */\nexport function totalUnrealizedROI(inputs: TotalUnrealizedROIInputs) {\n  const { totalUnrealizedPnL, totalValue } = inputs;\n\n  return new Decimal(totalUnrealizedPnL)\n    .div(totalValue - totalUnrealizedPnL)\n    .toNumber();\n}\n\n/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n  if (totalMarginRatio === 0) {\n    return 0;\n  }\n  return 1 / totalMarginRatio;\n}\n\nexport type AvailableBalanceInputs = {\n  USDCHolding: number;\n  unsettlementPnL: number;\n};\nexport function availableBalance(inputs: AvailableBalanceInputs) {\n  const { USDCHolding, unsettlementPnL } = inputs;\n\n  return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\nexport type AccountMMRInputs = {\n  // Total Maintenance Margin of all positions of the user (USDC)\n  positionsMMR: number;\n  /**\n   * Notional sum of all positions,\n   * positions.totalNotional()\n   */\n  positionsNotional: number;\n};\n\n/**\n * total maintenance margin ratio\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: AccountMMRInputs): number | null {\n  // If the user does not have any positions, return null\n  if (inputs.positionsNotional === 0) {\n    return null;\n  }\n  if (inputs.positionsMMR === 0) {\n    return null;\n  }\n  return new Decimal(inputs.positionsMMR)\n    .div(inputs.positionsNotional)\n    .toNumber();\n}\n\nexport const collateralRatio = (params: {\n  baseWeight: number;\n  discountFactor: number | null;\n  collateralQty: number;\n  collateralCap: number;\n  indexPrice: number;\n}) => {\n  const {\n    baseWeight,\n    discountFactor,\n    collateralQty,\n    collateralCap,\n    indexPrice,\n  } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  const K = new Decimal(1.2);\n  const DCF = new Decimal(discountFactor || 0);\n  const qty = new Decimal(Math.min(collateralQty, cap));\n  const price = new Decimal(indexPrice);\n\n  const notionalAbs = qty.mul(price).abs();\n  const dynamicWeight = DCF.mul(notionalAbs).toPower(IMRFactorPower);\n  const result = K.div(new Decimal(1).add(dynamicWeight));\n\n  return Math.min(baseWeight, result.toNumber());\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n  collateralQty: number;\n  collateralCap: number;\n  collateralRatio: number;\n  indexPrice: number;\n}) => {\n  const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n  // if collateralCap is -1, it means the collateral is unlimited\n  const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n  return new Decimal(Math.min(collateralQty, cap))\n    .mul(collateralRatio)\n    .mul(indexPrice)\n    .toNumber();\n};\n\nexport const LTV = (params: {\n  usdcBalance: number;\n  upnl: number;\n  assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n  const { usdcBalance, upnl, assets } = params;\n\n  const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n  const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n  const numerator = usdcLoss.add(upnlLoss);\n\n  const collateralSum = assets.reduce<Decimal>((acc, asset) => {\n    return acc.add(\n      new Decimal(Math.max(asset.qty, 0))\n        .mul(new Decimal(asset.indexPrice))\n        .mul(new Decimal(asset.weight)),\n    );\n  }, zero);\n\n  const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n  if (numerator.isZero() || denominator.isZero()) {\n    return 0;\n  }\n\n  return numerator.div(denominator).toNumber();\n};\n\nexport const maxWithdrawalUSDC = (inputs: {\n  USDCBalance: number;\n  freeCollateral: number;\n  upnl: number;\n}) => {\n  const { USDCBalance, freeCollateral, upnl } = inputs;\n  const value = Math.min(\n    new Decimal(USDCBalance).toNumber(),\n    new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n  );\n  return Math.max(0, value);\n};\n\nexport const maxWithdrawalOtherCollateral = (inputs: {\n  collateralQty: number;\n  freeCollateral: number;\n  indexPrice: number;\n  weight: number;\n}) => {\n  const { collateralQty, freeCollateral, indexPrice, weight } = inputs;\n  const denominator = new Decimal(indexPrice).mul(weight);\n\n  if (denominator.isZero()) {\n    return 0;\n  }\n  const maxQtyByValue = new Decimal(freeCollateral).div(denominator).toNumber();\n  return Math.min(collateralQty, maxQtyByValue);\n};\n\nexport const calcMinimumReceived = (inputs: {\n  amount: number;\n  slippage: number;\n}) => {\n  const { amount, slippage } = inputs;\n  const slippageRatio = new Decimal(slippage).div(100);\n  return new Decimal(amount)\n    .mul(new Decimal(1).minus(slippageRatio))\n    .toNumber();\n};\n","import { API as orderUtils } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { notional } from \"./positions\";\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n  return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n  return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n  price: number,\n  scope: number,\n  side: \"BUY\" | \"SELL\",\n): number {\n  if (side === \"BUY\") {\n    return price * (1 - scope);\n  }\n  return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n  /**\n   * Order quantity\n   */\n  qty: number;\n  price: number;\n  futuresTakeFeeRate: number;\n}): number {\n  return new Decimal(inputs.qty)\n    .mul(inputs.price)\n    .mul(inputs.futuresTakeFeeRate)\n    .toNumber();\n}\n\nexport type EstimatedLiquidationPriceInputs = {\n  totalCollateral: number;\n  markPrice: number;\n  baseMMR: number;\n  baseIMR: number;\n  IMR_Factor: number;\n  orderFee: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated liquidation price\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: EstimatedLiquidationPriceInputs): number {\n  const {\n    positions,\n    newOrder,\n    totalCollateral,\n    markPrice,\n    baseIMR,\n    baseMMR,\n    orderFee,\n    IMR_Factor,\n  } = inputs;\n  // opened positions for the symbol\n  let currentPosition:\n    | Pick<\n        orderUtils.PositionExt,\n        \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n      >\n    | undefined = undefined;\n\n  let newTotalMM = zero;\n\n  const hasPosition =\n    positions.filter((item) => item.position_qty > 0).length > 0;\n\n  const basePrice = hasPosition ? markPrice : newOrder.price;\n\n  const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n  for (let index = 0; index < positions.length; index++) {\n    const position = positions[index];\n    let notional = new Decimal(position.position_qty).mul(position.mark_price);\n    if (newOrder.symbol === position.symbol) {\n      currentPosition = position;\n      notional = notional.add(newOrderNotional);\n    }\n\n    newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n  }\n\n  // if no position\n  if (!currentPosition) {\n    newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n  }\n\n  const newMMR = Math.max(\n    baseMMR,\n    new Decimal(baseMMR)\n      .div(baseIMR)\n      .mul(IMR_Factor)\n      .mul(\n        newOrderNotional\n          .add(\n            !!currentPosition\n              ? new Decimal(currentPosition.position_qty).mul(\n                  currentPosition.mark_price,\n                )\n              : zero,\n          )\n          .abs(),\n      )\n      .toPower(4 / 5)\n      .toNumber(),\n  );\n\n  // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n  const newQty = new Decimal(newOrder.qty).add(\n    currentPosition?.position_qty ?? 0,\n  );\n\n  if (newQty.eq(0)) {\n    return 0;\n  }\n\n  const price = new Decimal(basePrice)\n    .add(\n      new Decimal(totalCollateral)\n        .sub(newTotalMM)\n        .sub(orderFee)\n        .div(newQty.abs().mul(newMMR).sub(newQty)),\n    )\n    .toNumber();\n\n  return Math.max(0, price);\n}\n\nexport type EstimatedLeverageInputs = {\n  totalCollateral: number;\n  positions: Pick<\n    orderUtils.PositionExt,\n    \"position_qty\" | \"mark_price\" | \"symbol\"\n  >[];\n  newOrder: {\n    symbol: string;\n    qty: number;\n    price: number;\n  };\n};\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: EstimatedLeverageInputs): number | null {\n  const { totalCollateral, positions, newOrder } = inputs;\n  if (totalCollateral <= 0) {\n    return null;\n  }\n  let hasPosition = false;\n  let sumPositionNotional = positions.reduce((acc, cur) => {\n    let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n    // acc = acc.add(\n    //   new Decimal(cur.position_qty).mul(cur.mark_price)\n    //   // .abs()\n    // );\n\n    if (cur.symbol === newOrder.symbol) {\n      hasPosition = true;\n      // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n      count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n    }\n\n    return acc.add(count.abs());\n  }, zero);\n\n  if (!hasPosition) {\n    sumPositionNotional = sumPositionNotional.add(\n      new Decimal(newOrder.qty).mul(newOrder.price).abs(),\n    );\n  }\n\n  if (sumPositionNotional.eq(zero)) {\n    return null;\n  }\n\n  const totalMarginRatio = new Decimal(totalCollateral).div(\n    sumPositionNotional,\n  );\n\n  return new Decimal(1)\n    .div(totalMarginRatio)\n    .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n    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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@orderly.network/perp",
-  "version": "4.4.1",
+  "version": "4.5.0-alpha.1",
   "description": "",
   "main": "dist/index.js",
   "module": "dist/index.mjs",
@@ -14,17 +14,18 @@
     "@babel/core": "^7.22.9",
     "@babel/preset-env": "^7.22.9",
     "@babel/preset-typescript": "^7.22.5",
+    "@jest/globals": "^30.0.2",
     "@types/jest": "^29.5.3",
     "babel-jest": "^29.6.1",
     "jest": "^29.6.1",
     "tsup": "^7.1.0",
     "typedoc": "^0.26.5",
     "typescript": "^5.1.6",
-    "tsconfig": "0.7.1"
+    "tsconfig": "0.8.0-alpha.1"
   },
   "dependencies": {
-    "@orderly.network/utils": "2.4.1",
-    "@orderly.network/types": "2.4.1"
+    "@orderly.network/types": "2.5.0-alpha.1",
+    "@orderly.network/utils": "2.5.0-alpha.1"
   },
   "publishConfig": {
     "access": "public"