@orderly.network/perp 4.8.9 → 4.8.10-alpha.0

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Files changed (7) hide show
  1. package/dist/index.d.mts +12 -12
  2. package/dist/index.d.ts +12 -12
  3. package/dist/index.js +246 -105
  4. package/dist/index.js.map +1 -1
  5. package/dist/index.mjs +232 -91
  6. package/dist/index.mjs.map +1 -1
  7. package/package.json +4 -4
package/dist/index.d.mts CHANGED
@@ -8,7 +8,7 @@ declare global {
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  };
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  }
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  }
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- declare const _default: "4.8.9";
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+ declare const _default: "4.8.10-alpha.0";
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  /**
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  * Calculates the notional value of a single position.
@@ -52,19 +52,18 @@ declare function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number;
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  * @returns The total unrealized profit or loss of all positions.
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  */
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  declare function totalUnrealizedPnL(positions: API.Position[]): number;
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- type LiqPriceInputs = {
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+ declare const liqPrice: (inputs: {
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  markPrice: number;
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+ symbol: string;
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  totalCollateral: number;
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  positionQty: number;
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- positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "mmr">[];
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+ positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "mmr" | "symbol">[];
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  MMR: number;
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- };
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- /**
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- * Calculates the liquidation price of a single position.
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- * @param inputs The inputs for calculating the liquidation price.
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- * @returns The liquidation price of the position.
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- */
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- declare function liqPrice(inputs: LiqPriceInputs): number | null;
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+ baseMMR: number;
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+ baseIMR: number;
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+ IMRFactor: number;
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+ costPosition: number;
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+ }) => number | null;
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  type MMInputs = {
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  positionQty: number;
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  markPrice: number;
@@ -127,6 +126,8 @@ declare function estPnLForTP(inputs: {
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  }): number;
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  /**
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  * Calculates the estimated price for take profit.
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+ * This is the inverse of estPnLForTP: given PnL, calculates the price.
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+ * Formula: price = PnL / positionQty + entryPrice
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  */
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  declare function estPriceForTP(inputs: {
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  positionQty: number;
@@ -171,7 +172,6 @@ declare function maxPositionLeverage(inputs: {
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  notional: number;
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  }): number;
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- type positions_LiqPriceInputs = LiqPriceInputs;
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  type positions_MMInputs = MMInputs;
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  type positions_MMRInputs = MMRInputs;
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  type positions_TotalUnsettlementPnLInputs = TotalUnsettlementPnLInputs;
@@ -195,7 +195,7 @@ declare const positions_unrealizedPnL: typeof unrealizedPnL;
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  declare const positions_unrealizedPnLROI: typeof unrealizedPnLROI;
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  declare const positions_unsettlementPnL: typeof unsettlementPnL;
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  declare namespace positions {
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- export { type positions_LiqPriceInputs as LiqPriceInputs, type positions_MMInputs as MMInputs, MMR$1 as MMR, type positions_MMRInputs as MMRInputs, type positions_TotalUnsettlementPnLInputs as TotalUnsettlementPnLInputs, type positions_UnrealPnLInputs as UnrealPnLInputs, type positions_UnrealPnLROIInputs as UnrealPnLROIInputs, type positions_UnsettlementPnLInputs as UnsettlementPnLInputs, positions_estOffsetForTP as estOffsetForTP, positions_estPnLForSL as estPnLForSL, positions_estPnLForTP as estPnLForTP, positions_estPriceForTP as estPriceForTP, positions_estPriceFromOffsetForTP as estPriceFromOffsetForTP, positions_liqPrice as liqPrice, positions_maintenanceMargin as maintenanceMargin, positions_maxPositionLeverage as maxPositionLeverage, positions_maxPositionNotional as maxPositionNotional, positions_notional as notional, positions_totalNotional as totalNotional, positions_totalUnrealizedPnL as totalUnrealizedPnL, positions_totalUnsettlementPnL as totalUnsettlementPnL, positions_unrealizedPnL as unrealizedPnL, positions_unrealizedPnLROI as unrealizedPnLROI, positions_unsettlementPnL as unsettlementPnL };
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+ export { type positions_MMInputs as MMInputs, MMR$1 as MMR, type positions_MMRInputs as MMRInputs, type positions_TotalUnsettlementPnLInputs as TotalUnsettlementPnLInputs, type positions_UnrealPnLInputs as UnrealPnLInputs, type positions_UnrealPnLROIInputs as UnrealPnLROIInputs, type positions_UnsettlementPnLInputs as UnsettlementPnLInputs, positions_estOffsetForTP as estOffsetForTP, positions_estPnLForSL as estPnLForSL, positions_estPnLForTP as estPnLForTP, positions_estPriceForTP as estPriceForTP, positions_estPriceFromOffsetForTP as estPriceFromOffsetForTP, positions_liqPrice as liqPrice, positions_maintenanceMargin as maintenanceMargin, positions_maxPositionLeverage as maxPositionLeverage, positions_maxPositionNotional as maxPositionNotional, positions_notional as notional, positions_totalNotional as totalNotional, positions_totalUnrealizedPnL as totalUnrealizedPnL, positions_totalUnsettlementPnL as totalUnsettlementPnL, positions_unrealizedPnL as unrealizedPnL, positions_unrealizedPnLROI as unrealizedPnLROI, positions_unsettlementPnL as unsettlementPnL };
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  }
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  type ResultOptions = {
package/dist/index.d.ts CHANGED
@@ -8,7 +8,7 @@ declare global {
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  };
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  }
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  }
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- declare const _default: "4.8.9";
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+ declare const _default: "4.8.10-alpha.0";
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  /**
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  * Calculates the notional value of a single position.
@@ -52,19 +52,18 @@ declare function unrealizedPnLROI(inputs: UnrealPnLROIInputs): number;
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  * @returns The total unrealized profit or loss of all positions.
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  */
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  declare function totalUnrealizedPnL(positions: API.Position[]): number;
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- type LiqPriceInputs = {
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+ declare const liqPrice: (inputs: {
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  markPrice: number;
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+ symbol: string;
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  totalCollateral: number;
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  positionQty: number;
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- positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "mmr">[];
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+ positions: Pick<API.PositionExt, "position_qty" | "mark_price" | "mmr" | "symbol">[];
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  MMR: number;
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- };
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- /**
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- * Calculates the liquidation price of a single position.
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- * @param inputs The inputs for calculating the liquidation price.
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- * @returns The liquidation price of the position.
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- */
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- declare function liqPrice(inputs: LiqPriceInputs): number | null;
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+ baseMMR: number;
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+ baseIMR: number;
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+ IMRFactor: number;
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+ costPosition: number;
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+ }) => number | null;
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  type MMInputs = {
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  positionQty: number;
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  markPrice: number;
@@ -127,6 +126,8 @@ declare function estPnLForTP(inputs: {
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  }): number;
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  /**
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  * Calculates the estimated price for take profit.
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+ * This is the inverse of estPnLForTP: given PnL, calculates the price.
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+ * Formula: price = PnL / positionQty + entryPrice
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  */
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  declare function estPriceForTP(inputs: {
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  positionQty: number;
@@ -171,7 +172,6 @@ declare function maxPositionLeverage(inputs: {
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  notional: number;
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  }): number;
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- type positions_LiqPriceInputs = LiqPriceInputs;
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  type positions_MMInputs = MMInputs;
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  type positions_MMRInputs = MMRInputs;
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  type positions_TotalUnsettlementPnLInputs = TotalUnsettlementPnLInputs;
@@ -195,7 +195,7 @@ declare const positions_unrealizedPnL: typeof unrealizedPnL;
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  declare const positions_unrealizedPnLROI: typeof unrealizedPnLROI;
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  declare const positions_unsettlementPnL: typeof unsettlementPnL;
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  declare namespace positions {
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- export { type positions_LiqPriceInputs as LiqPriceInputs, type positions_MMInputs as MMInputs, MMR$1 as MMR, type positions_MMRInputs as MMRInputs, type positions_TotalUnsettlementPnLInputs as TotalUnsettlementPnLInputs, type positions_UnrealPnLInputs as UnrealPnLInputs, type positions_UnrealPnLROIInputs as UnrealPnLROIInputs, type positions_UnsettlementPnLInputs as UnsettlementPnLInputs, positions_estOffsetForTP as estOffsetForTP, positions_estPnLForSL as estPnLForSL, positions_estPnLForTP as estPnLForTP, positions_estPriceForTP as estPriceForTP, positions_estPriceFromOffsetForTP as estPriceFromOffsetForTP, positions_liqPrice as liqPrice, positions_maintenanceMargin as maintenanceMargin, positions_maxPositionLeverage as maxPositionLeverage, positions_maxPositionNotional as maxPositionNotional, positions_notional as notional, positions_totalNotional as totalNotional, positions_totalUnrealizedPnL as totalUnrealizedPnL, positions_totalUnsettlementPnL as totalUnsettlementPnL, positions_unrealizedPnL as unrealizedPnL, positions_unrealizedPnLROI as unrealizedPnLROI, positions_unsettlementPnL as unsettlementPnL };
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+ export { type positions_MMInputs as MMInputs, MMR$1 as MMR, type positions_MMRInputs as MMRInputs, type positions_TotalUnsettlementPnLInputs as TotalUnsettlementPnLInputs, type positions_UnrealPnLInputs as UnrealPnLInputs, type positions_UnrealPnLROIInputs as UnrealPnLROIInputs, type positions_UnsettlementPnLInputs as UnsettlementPnLInputs, positions_estOffsetForTP as estOffsetForTP, positions_estPnLForSL as estPnLForSL, positions_estPnLForTP as estPnLForTP, positions_estPriceForTP as estPriceForTP, positions_estPriceFromOffsetForTP as estPriceFromOffsetForTP, positions_liqPrice as liqPrice, positions_maintenanceMargin as maintenanceMargin, positions_maxPositionLeverage as maxPositionLeverage, positions_maxPositionNotional as maxPositionNotional, positions_notional as notional, positions_totalNotional as totalNotional, positions_totalUnrealizedPnL as totalUnrealizedPnL, positions_totalUnsettlementPnL as totalUnsettlementPnL, positions_unrealizedPnL as unrealizedPnL, positions_unrealizedPnLROI as unrealizedPnLROI, positions_unsettlementPnL as unsettlementPnL };
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  }
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  type ResultOptions = {