@orderly.network/perp 5.0.4-alpha.4 → 5.1.0-alpha.0

package/dist/index.d.mts

@@ -8,7 +8,7 @@ declare global {
         };
     }
 }
-declare const _default: "5.0.4-alpha.4";
+declare const _default: "5.1.0-alpha.0";
 
 /**
  * Calculates the notional value of a single position.
@@ -472,7 +472,7 @@ declare function maxPositionLeverage(inputs: {
  * - `cost_position' = cost_position`
  *
  * ### 2. Open/Add Position (position_qty = 0 or order_side = sign(position_qty))
- * - `isolated_position_margin' = isolated_position_margin + order_qty * reference_price / leverage`
+ * - `isolated_position_margin' = isolated_position_margin + order_qty * reference_price * (1 / leverage + iso_taker_fee_buffer)`
  * - `cost_position' = cost_position + order_side * order_qty * reference_price`
  *
  * ### 3. Close/Reduce Position (order_side ≠ sign(position_qty) and sign(position_qty') = sign(position_qty))
@@ -480,7 +480,7 @@ declare function maxPositionLeverage(inputs: {
  * - `cost_position' = cost_position + order_side * order_qty * reference_price`
  *
  * ### 4. Flip Position (order_side ≠ sign(position_qty) and sign(position_qty') ≠ sign(position_qty))
- * - `isolated_position_margin' = abs(position_qty') * reference_price / leverage`
+ * - `isolated_position_margin' = abs(position_qty') * reference_price * (1 / leverage + iso_taker_fee_buffer)`
  * - `cost_position' = position_qty' * reference_price`
  *
  * ## Example
@@ -550,6 +550,10 @@ declare function liquidationPriceIsolated(inputs: {
      * @description Leverage for the position
      */
     leverage: number;
+    /**
+     * @description Fee buffer reserved in isolated margin estimates (default: 0.0006)
+     */
+    isoTakerFeeBuffer?: number;
 }): number | null;
 
 type index$1_LiqPriceInputs = LiqPriceInputs;
@@ -1151,12 +1155,16 @@ declare function maxQtyByShort(inputs: Omit<MaxQtyInputs, "side">, options?: Res
  * current_order_reference_price = 99900 USDC
  * max_notional = 10059467.44 USDC
  * pending_long_notional = 299200 USDC
- * max_qty = MIN(1000 / 99900 * 25, (10059467.44 - 100000 * 5 - 299200) / 99900) = 0.25 BTC
+ * max_qty = MIN(1000 / (1 / 25 + 0.0006) / 99900 * 0.995, (10059467.44 - 100000 * 5 - 299200) / 99900) = 0.245 BTC
  * ```
  *
  * @param inputs Input parameters for calculating maximum tradeable quantity
  * @returns Maximum tradeable quantity
  */
+declare function isolatedMarginRate(inputs: {
+    leverage: number;
+    isoTakerFeeBuffer?: number;
+}): Decimal;
 declare function maxQtyForIsolatedMargin(inputs: {
     /**
      * @description Trading symbol
@@ -1224,6 +1232,10 @@ declare function maxQtyForIsolatedMargin(inputs: {
      * @description Precision threshold for binary search (default: 1)
      */
     epsilon?: number;
+    /**
+     * @description Fee buffer reserved in isolated frozen margin (default: 0.0006)
+     */
+    isoTakerFeeBuffer?: number;
 }): number;
 
 /**
@@ -1512,6 +1524,7 @@ declare const index_getPositonsAndOrdersNotionalBySymbol: typeof getPositonsAndO
 declare const index_getQtyFromOrdersBySide: typeof getQtyFromOrdersBySide;
 declare const index_getQtyFromPositions: typeof getQtyFromPositions;
 declare const index_groupOrdersBySymbol: typeof groupOrdersBySymbol;
+declare const index_isolatedMarginRate: typeof isolatedMarginRate;
 declare const index_maxAdd: typeof maxAdd;
 declare const index_maxQty: typeof maxQty;
 declare const index_maxQtyByLong: typeof maxQtyByLong;
@@ -1530,7 +1543,7 @@ declare const index_totalMarginRatio: typeof totalMarginRatio;
 declare const index_totalUnrealizedROI: typeof totalUnrealizedROI;
 declare const index_totalValue: typeof totalValue;
 declare namespace index {
-  export { type index_FreeCollateralInputs as FreeCollateralInputs, type index_FreeCollateralUSDCOnlyInputs as FreeCollateralUSDCOnlyInputs, index_IMR as IMR, index_LTV as LTV, index_MMR as MMR, type index_MaxQtyInputs as MaxQtyInputs, type index_ResultOptions as ResultOptions, type index_TotalValueInputs as TotalValueInputs, index_availableBalance as availableBalance, index_availableBalanceForIsolatedMargin as availableBalanceForIsolatedMargin, index_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, index_calcMinimumReceived as calcMinimumReceived, index_collateralContribution as collateralContribution, index_collateralRatio as collateralRatio, index_currentLeverage as currentLeverage, index_extractSymbols as extractSymbols, index_freeCollateral as freeCollateral, index_freeCollateralUSDCOnly as freeCollateralUSDCOnly, index_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, index_getQtyFromOrdersBySide as getQtyFromOrdersBySide, index_getQtyFromPositions as getQtyFromPositions, index_groupOrdersBySymbol as groupOrdersBySymbol, index_maxAdd as maxAdd, index_maxQty as maxQty, index_maxQtyByLong as maxQtyByLong, index_maxQtyByShort as maxQtyByShort, index_maxQtyForIsolatedMargin as maxQtyForIsolatedMargin, index_maxReduce as maxReduce, index_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, index_maxWithdrawalUSDC as maxWithdrawalUSDC, index_otherIMs as otherIMs, index_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, index_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, index_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, index_totalCollateral as totalCollateral, index_totalInitialMarginWithQty as totalInitialMarginWithQty, index_totalMarginRatio as totalMarginRatio, index_totalUnrealizedROI as totalUnrealizedROI, index_totalValue as totalValue };
+  export { type index_FreeCollateralInputs as FreeCollateralInputs, type index_FreeCollateralUSDCOnlyInputs as FreeCollateralUSDCOnlyInputs, index_IMR as IMR, index_LTV as LTV, index_MMR as MMR, type index_MaxQtyInputs as MaxQtyInputs, type index_ResultOptions as ResultOptions, type index_TotalValueInputs as TotalValueInputs, index_availableBalance as availableBalance, index_availableBalanceForIsolatedMargin as availableBalanceForIsolatedMargin, index_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, index_calcMinimumReceived as calcMinimumReceived, index_collateralContribution as collateralContribution, index_collateralRatio as collateralRatio, index_currentLeverage as currentLeverage, index_extractSymbols as extractSymbols, index_freeCollateral as freeCollateral, index_freeCollateralUSDCOnly as freeCollateralUSDCOnly, index_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, index_getQtyFromOrdersBySide as getQtyFromOrdersBySide, index_getQtyFromPositions as getQtyFromPositions, index_groupOrdersBySymbol as groupOrdersBySymbol, index_isolatedMarginRate as isolatedMarginRate, index_maxAdd as maxAdd, index_maxQty as maxQty, index_maxQtyByLong as maxQtyByLong, index_maxQtyByShort as maxQtyByShort, index_maxQtyForIsolatedMargin as maxQtyForIsolatedMargin, index_maxReduce as maxReduce, index_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, index_maxWithdrawalUSDC as maxWithdrawalUSDC, index_otherIMs as otherIMs, index_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, index_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, index_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, index_totalCollateral as totalCollateral, index_totalInitialMarginWithQty as totalInitialMarginWithQty, index_totalMarginRatio as totalMarginRatio, index_totalUnrealizedROI as totalUnrealizedROI, index_totalValue as totalValue };
 }
 
 /** @deprecated Use inline type or the new input type instead */
@@ -1714,6 +1727,10 @@ declare function estLiqPriceIsolated(inputs: {
      * @description Leverage for this isolated position
      */
     leverage: number;
+    /**
+     * @description Fee buffer reserved in isolated margin estimates (default: 0.0006)
+     */
+    isoTakerFeeBuffer?: number;
     /**
      * @description New order information used for estimation
      */

package/dist/index.d.ts

@@ -8,7 +8,7 @@ declare global {
         };
     }
 }
-declare const _default: "5.0.4-alpha.4";
+declare const _default: "5.1.0-alpha.0";
 
 /**
  * Calculates the notional value of a single position.
@@ -472,7 +472,7 @@ declare function maxPositionLeverage(inputs: {
  * - `cost_position' = cost_position`
  *
  * ### 2. Open/Add Position (position_qty = 0 or order_side = sign(position_qty))
- * - `isolated_position_margin' = isolated_position_margin + order_qty * reference_price / leverage`
+ * - `isolated_position_margin' = isolated_position_margin + order_qty * reference_price * (1 / leverage + iso_taker_fee_buffer)`
  * - `cost_position' = cost_position + order_side * order_qty * reference_price`
  *
  * ### 3. Close/Reduce Position (order_side ≠ sign(position_qty) and sign(position_qty') = sign(position_qty))
@@ -480,7 +480,7 @@ declare function maxPositionLeverage(inputs: {
  * - `cost_position' = cost_position + order_side * order_qty * reference_price`
  *
  * ### 4. Flip Position (order_side ≠ sign(position_qty) and sign(position_qty') ≠ sign(position_qty))
- * - `isolated_position_margin' = abs(position_qty') * reference_price / leverage`
+ * - `isolated_position_margin' = abs(position_qty') * reference_price * (1 / leverage + iso_taker_fee_buffer)`
  * - `cost_position' = position_qty' * reference_price`
  *
  * ## Example
@@ -550,6 +550,10 @@ declare function liquidationPriceIsolated(inputs: {
      * @description Leverage for the position
      */
     leverage: number;
+    /**
+     * @description Fee buffer reserved in isolated margin estimates (default: 0.0006)
+     */
+    isoTakerFeeBuffer?: number;
 }): number | null;
 
 type index$1_LiqPriceInputs = LiqPriceInputs;
@@ -1151,12 +1155,16 @@ declare function maxQtyByShort(inputs: Omit<MaxQtyInputs, "side">, options?: Res
  * current_order_reference_price = 99900 USDC
  * max_notional = 10059467.44 USDC
  * pending_long_notional = 299200 USDC
- * max_qty = MIN(1000 / 99900 * 25, (10059467.44 - 100000 * 5 - 299200) / 99900) = 0.25 BTC
+ * max_qty = MIN(1000 / (1 / 25 + 0.0006) / 99900 * 0.995, (10059467.44 - 100000 * 5 - 299200) / 99900) = 0.245 BTC
  * ```
  *
  * @param inputs Input parameters for calculating maximum tradeable quantity
  * @returns Maximum tradeable quantity
  */
+declare function isolatedMarginRate(inputs: {
+    leverage: number;
+    isoTakerFeeBuffer?: number;
+}): Decimal;
 declare function maxQtyForIsolatedMargin(inputs: {
     /**
      * @description Trading symbol
@@ -1224,6 +1232,10 @@ declare function maxQtyForIsolatedMargin(inputs: {
      * @description Precision threshold for binary search (default: 1)
      */
     epsilon?: number;
+    /**
+     * @description Fee buffer reserved in isolated frozen margin (default: 0.0006)
+     */
+    isoTakerFeeBuffer?: number;
 }): number;
 
 /**
@@ -1512,6 +1524,7 @@ declare const index_getPositonsAndOrdersNotionalBySymbol: typeof getPositonsAndO
 declare const index_getQtyFromOrdersBySide: typeof getQtyFromOrdersBySide;
 declare const index_getQtyFromPositions: typeof getQtyFromPositions;
 declare const index_groupOrdersBySymbol: typeof groupOrdersBySymbol;
+declare const index_isolatedMarginRate: typeof isolatedMarginRate;
 declare const index_maxAdd: typeof maxAdd;
 declare const index_maxQty: typeof maxQty;
 declare const index_maxQtyByLong: typeof maxQtyByLong;
@@ -1530,7 +1543,7 @@ declare const index_totalMarginRatio: typeof totalMarginRatio;
 declare const index_totalUnrealizedROI: typeof totalUnrealizedROI;
 declare const index_totalValue: typeof totalValue;
 declare namespace index {
-  export { type index_FreeCollateralInputs as FreeCollateralInputs, type index_FreeCollateralUSDCOnlyInputs as FreeCollateralUSDCOnlyInputs, index_IMR as IMR, index_LTV as LTV, index_MMR as MMR, type index_MaxQtyInputs as MaxQtyInputs, type index_ResultOptions as ResultOptions, type index_TotalValueInputs as TotalValueInputs, index_availableBalance as availableBalance, index_availableBalanceForIsolatedMargin as availableBalanceForIsolatedMargin, index_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, index_calcMinimumReceived as calcMinimumReceived, index_collateralContribution as collateralContribution, index_collateralRatio as collateralRatio, index_currentLeverage as currentLeverage, index_extractSymbols as extractSymbols, index_freeCollateral as freeCollateral, index_freeCollateralUSDCOnly as freeCollateralUSDCOnly, index_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, index_getQtyFromOrdersBySide as getQtyFromOrdersBySide, index_getQtyFromPositions as getQtyFromPositions, index_groupOrdersBySymbol as groupOrdersBySymbol, index_maxAdd as maxAdd, index_maxQty as maxQty, index_maxQtyByLong as maxQtyByLong, index_maxQtyByShort as maxQtyByShort, index_maxQtyForIsolatedMargin as maxQtyForIsolatedMargin, index_maxReduce as maxReduce, index_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, index_maxWithdrawalUSDC as maxWithdrawalUSDC, index_otherIMs as otherIMs, index_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, index_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, index_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, index_totalCollateral as totalCollateral, index_totalInitialMarginWithQty as totalInitialMarginWithQty, index_totalMarginRatio as totalMarginRatio, index_totalUnrealizedROI as totalUnrealizedROI, index_totalValue as totalValue };
+  export { type index_FreeCollateralInputs as FreeCollateralInputs, type index_FreeCollateralUSDCOnlyInputs as FreeCollateralUSDCOnlyInputs, index_IMR as IMR, index_LTV as LTV, index_MMR as MMR, type index_MaxQtyInputs as MaxQtyInputs, type index_ResultOptions as ResultOptions, type index_TotalValueInputs as TotalValueInputs, index_availableBalance as availableBalance, index_availableBalanceForIsolatedMargin as availableBalanceForIsolatedMargin, index_buyOrdersFilter_by_symbol as buyOrdersFilter_by_symbol, index_calcMinimumReceived as calcMinimumReceived, index_collateralContribution as collateralContribution, index_collateralRatio as collateralRatio, index_currentLeverage as currentLeverage, index_extractSymbols as extractSymbols, index_freeCollateral as freeCollateral, index_freeCollateralUSDCOnly as freeCollateralUSDCOnly, index_getPositonsAndOrdersNotionalBySymbol as getPositonsAndOrdersNotionalBySymbol, index_getQtyFromOrdersBySide as getQtyFromOrdersBySide, index_getQtyFromPositions as getQtyFromPositions, index_groupOrdersBySymbol as groupOrdersBySymbol, index_isolatedMarginRate as isolatedMarginRate, index_maxAdd as maxAdd, index_maxQty as maxQty, index_maxQtyByLong as maxQtyByLong, index_maxQtyByShort as maxQtyByShort, index_maxQtyForIsolatedMargin as maxQtyForIsolatedMargin, index_maxReduce as maxReduce, index_maxWithdrawalOtherCollateral as maxWithdrawalOtherCollateral, index_maxWithdrawalUSDC as maxWithdrawalUSDC, index_otherIMs as otherIMs, index_positionNotionalWithOrder_by_symbol as positionNotionalWithOrder_by_symbol, index_positionQtyWithOrders_by_symbol as positionQtyWithOrders_by_symbol, index_sellOrdersFilter_by_symbol as sellOrdersFilter_by_symbol, index_totalCollateral as totalCollateral, index_totalInitialMarginWithQty as totalInitialMarginWithQty, index_totalMarginRatio as totalMarginRatio, index_totalUnrealizedROI as totalUnrealizedROI, index_totalValue as totalValue };
 }
 
 /** @deprecated Use inline type or the new input type instead */
@@ -1714,6 +1727,10 @@ declare function estLiqPriceIsolated(inputs: {
      * @description Leverage for this isolated position
      */
     leverage: number;
+    /**
+     * @description Fee buffer reserved in isolated margin estimates (default: 0.0006)
+     */
+    isoTakerFeeBuffer?: number;
     /**
      * @description New order information used for estimation
      */

package/dist/index.js

@@ -12,9 +12,9 @@ var __export = (target, all) => {
 // src/version.ts
 if (typeof window !== "undefined") {
   window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};
-  window.__ORDERLY_VERSION__["@orderly.network/perp"] = "5.0.4-alpha.4";
+  window.__ORDERLY_VERSION__["@orderly.network/perp"] = "5.1.0-alpha.0";
 }
-var version_default = "5.0.4-alpha.4";
+var version_default = "5.1.0-alpha.0";
 
 // src/positions/index.ts
 var positions_exports = {};
@@ -67,6 +67,8 @@ function totalUnrealizedPnL(positions) {
 
 // src/constants.ts
 var IMRFactorPower = 4 / 5;
+var IsoTakerFeeBuffer = 6e-4;
+var MaxQtySafetyFactor = 0.995;
 var DMax = (...values) => {
   if (values.length === 0) {
     throw new Error("DMax requires at least one argument");
@@ -302,7 +304,8 @@ function liquidationPriceIsolated(inputs) {
     referencePrice,
     orderSide,
     orderQty = 0,
-    leverage
+    leverage,
+    isoTakerFeeBuffer = IsoTakerFeeBuffer
   } = inputs;
   const refPrice = referencePrice != null ? referencePrice : 0;
   if (refPrice <= 0 && orderQty !== 0) {
@@ -315,12 +318,13 @@ function liquidationPriceIsolated(inputs) {
   }
   let newIsolatedPositionMargin;
   let newCostPosition;
+  const getMarginRate = () => new utils.Decimal(1).div(leverage).add(isoTakerFeeBuffer);
   if (orderQty === 0) {
     newIsolatedPositionMargin = new utils.Decimal(isolatedPositionMargin);
     newCostPosition = new utils.Decimal(costPosition);
   } else if (positionQty === 0 || orderSideMultiplier > 0 && positionQty > 0 || orderSideMultiplier < 0 && positionQty < 0) {
     newIsolatedPositionMargin = new utils.Decimal(isolatedPositionMargin).add(
-      new utils.Decimal(orderQty).mul(refPrice).div(leverage)
+      new utils.Decimal(orderQty).mul(refPrice).mul(getMarginRate())
     );
     newCostPosition = new utils.Decimal(costPosition).add(
       new utils.Decimal(orderSideMultiplier).mul(orderQty).mul(refPrice)
@@ -334,7 +338,7 @@ function liquidationPriceIsolated(inputs) {
         new utils.Decimal(orderSideMultiplier).mul(orderQty).mul(refPrice)
       );
     } else {
-      newIsolatedPositionMargin = new utils.Decimal(Math.abs(newPositionQty)).mul(refPrice).div(leverage);
+      newIsolatedPositionMargin = new utils.Decimal(Math.abs(newPositionQty)).mul(refPrice).mul(getMarginRate());
       newCostPosition = new utils.Decimal(newPositionQty).mul(refPrice);
     }
   }
@@ -378,6 +382,7 @@ __export(account_exports, {
   getQtyFromOrdersBySide: () => getQtyFromOrdersBySide,
   getQtyFromPositions: () => getQtyFromPositions,
   groupOrdersBySymbol: () => groupOrdersBySymbol,
+  isolatedMarginRate: () => isolatedMarginRate,
   maxAdd: () => maxAdd,
   maxQty: () => maxQty,
   maxQtyByLong: () => maxQtyByLong,
@@ -766,6 +771,10 @@ function maxQtyByShort(inputs, options) {
     return 0;
   }
 }
+function isolatedMarginRate(inputs) {
+  var _a;
+  return new utils.Decimal(1).div(inputs.leverage).add((_a = inputs.isoTakerFeeBuffer) != null ? _a : IsoTakerFeeBuffer);
+}
 function maxQtyForIsolatedMargin(inputs) {
   const {
     orderSide,
@@ -778,8 +787,10 @@ function maxQtyForIsolatedMargin(inputs) {
     pendingLongOrders,
     pendingSellOrders,
     symbolMaxNotional,
-    epsilon = 1
+    epsilon = 1,
+    isoTakerFeeBuffer = IsoTakerFeeBuffer
   } = inputs;
+  const marginRate = isolatedMarginRate({ leverage, isoTakerFeeBuffer });
   const maxNotional = Math.min(
     new utils.Decimal(1).div(new utils.Decimal(leverage).mul(IMR_Factor)).pow(5 / 4).toNumber(),
     symbolMaxNotional
@@ -790,7 +801,7 @@ function maxQtyForIsolatedMargin(inputs) {
         (acc, order) => acc + new utils.Decimal(order.referencePrice).mul(order.quantity).toNumber(),
         0
       );
-      const maxQtyByBalance = new utils.Decimal(availableBalance2).div(currentOrderReferencePrice).mul(leverage).toNumber();
+      const maxQtyByBalance = new utils.Decimal(availableBalance2).div(marginRate).div(currentOrderReferencePrice).mul(MaxQtySafetyFactor).toNumber();
       const maxQtyByNotional = new utils.Decimal(maxNotional).sub(new utils.Decimal(markPrice).mul(positionQty)).sub(pendingLongNotional).div(currentOrderReferencePrice).toNumber();
       return Math.max(0, Math.min(maxQtyByBalance, maxQtyByNotional));
     } else {
@@ -805,7 +816,8 @@ function maxQtyForIsolatedMargin(inputs) {
           pendingLongOrders,
           pendingSellOrders,
           isoOrderFrozenLong: inputs.isoOrderFrozenLong,
-          isoOrderFrozenShort: inputs.isoOrderFrozenShort
+          isoOrderFrozenShort: inputs.isoOrderFrozenShort,
+          isoTakerFeeBuffer
         },
         maxNotional,
         epsilon,
@@ -818,7 +830,7 @@ function maxQtyForIsolatedMargin(inputs) {
         (acc, order) => acc + new utils.Decimal(order.referencePrice).mul(order.quantity).toNumber(),
         0
       );
-      const maxQtyByBalance = new utils.Decimal(availableBalance2).div(currentOrderReferencePrice).mul(leverage).toNumber();
+      const maxQtyByBalance = new utils.Decimal(availableBalance2).div(marginRate).div(currentOrderReferencePrice).mul(MaxQtySafetyFactor).toNumber();
       const maxQtyByNotional = new utils.Decimal(maxNotional).sub(new utils.Decimal(markPrice).mul(Math.abs(positionQty))).sub(pendingSellNotional).div(currentOrderReferencePrice).toNumber();
       return Math.max(0, Math.min(maxQtyByBalance, maxQtyByNotional));
     } else {
@@ -833,7 +845,8 @@ function maxQtyForIsolatedMargin(inputs) {
           pendingLongOrders,
           pendingSellOrders,
           isoOrderFrozenLong: inputs.isoOrderFrozenLong,
-          isoOrderFrozenShort: inputs.isoOrderFrozenShort
+          isoOrderFrozenShort: inputs.isoOrderFrozenShort,
+          isoTakerFeeBuffer
         },
         maxNotional,
         epsilon,
@@ -851,7 +864,8 @@ function maxQtyIsolatedBinarySearch(inputs, maxNotional, epsilon, orderSide) {
     pendingLongOrders,
     pendingSellOrders,
     isoOrderFrozenLong,
-    isoOrderFrozenShort
+    isoOrderFrozenShort,
+    isoTakerFeeBuffer
   } = inputs;
   inputs.baseIMR;
   inputs.IMR_Factor;
@@ -860,18 +874,22 @@ function maxQtyIsolatedBinarySearch(inputs, maxNotional, epsilon, orderSide) {
   let right = new utils.Decimal(maxNotional).div(currentOrderReferencePrice).add(Math.abs(positionQty)).toNumber();
   for (let i = 0; i < 30; i++) {
     const mid = (left + right) / 2;
-    const orderNotional = new utils.Decimal(mid).mul(currentOrderReferencePrice);
-    const orderMargin = orderNotional.div(leverage);
-    const totalFrozenMargin = orderSide === types.OrderSide.BUY ? isoOrderFrozenLong + orderMargin.toNumber() : isoOrderFrozenShort + orderMargin.toNumber();
+    const pendingOrders = orderSide === types.OrderSide.BUY ? pendingLongOrders : pendingSellOrders;
+    const existingFrozen = orderSide === types.OrderSide.BUY ? isoOrderFrozenLong : isoOrderFrozenShort;
+    const totalOrderNotional = pendingOrders.reduce(
+      (acc, order) => acc.add(new utils.Decimal(order.referencePrice).mul(order.quantity)),
+      new utils.Decimal(mid).mul(currentOrderReferencePrice)
+    );
+    const orderFrozen = totalOrderNotional.mul(isolatedMarginRate({ leverage, isoTakerFeeBuffer })).sub(existingFrozen);
     const newPositionQty = orderSide === types.OrderSide.BUY ? positionQty + mid : positionQty - mid;
     const openNotional = new utils.Decimal(Math.abs(newPositionQty)).mul(
       currentOrderReferencePrice
     );
-    const frozenOk = totalFrozenMargin <= availableBalance2;
+    const frozenOk = orderFrozen.lte(availableBalance2);
     const notionalOk = openNotional.lte(maxNotional);
     if (frozenOk && notionalOk) {
       left = mid;
-      if (new utils.Decimal(availableBalance2).sub(totalFrozenMargin).lte(epsilon)) {
+      if (new utils.Decimal(availableBalance2).sub(orderFrozen).lte(epsilon)) {
         break;
       }
     } else {
@@ -1108,6 +1126,7 @@ function estLiqPriceIsolated(inputs) {
     baseIMR,
     IMR_Factor: IMRFactor,
     leverage,
+    isoTakerFeeBuffer = IsoTakerFeeBuffer,
     newOrder
   } = inputs;
   const signedOrderQty = (_a = newOrder == null ? void 0 : newOrder.qty) != null ? _a : 0;
@@ -1132,6 +1151,7 @@ function estLiqPriceIsolated(inputs) {
   const decCostPosition = new utils.Decimal(costPosition);
   const decIsolatedMargin = new utils.Decimal(isolatedPositionMargin);
   const decOrderCost = new utils.Decimal(signedOrderQty).mul(orderRefPrice);
+  const getMarginRate = () => new utils.Decimal(1).div(leverage).add(isoTakerFeeBuffer);
   let newIsolatedPositionMargin;
   let newCostPosition;
   switch (getScenario()) {
@@ -1141,7 +1161,7 @@ function estLiqPriceIsolated(inputs) {
       break;
     case "OPEN_ADD":
       newIsolatedPositionMargin = decIsolatedMargin.add(
-        new utils.Decimal(Math.abs(signedOrderQty)).mul(orderRefPrice).div(leverage)
+        new utils.Decimal(Math.abs(signedOrderQty)).mul(orderRefPrice).mul(getMarginRate())
       );
       newCostPosition = decCostPosition.add(decOrderCost);
       break;
@@ -1150,7 +1170,7 @@ function estLiqPriceIsolated(inputs) {
       newCostPosition = decCostPosition.add(decOrderCost);
       break;
     case "FLIP":
-      newIsolatedPositionMargin = decAbsNewPositionQty.mul(orderRefPrice).div(leverage);
+      newIsolatedPositionMargin = decAbsNewPositionQty.mul(orderRefPrice).mul(getMarginRate());
       newCostPosition = decNewPositionQty.mul(orderRefPrice);
       break;
   }