@pear-protocol/utils 0.0.21 → 0.0.23
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/index.d.ts +1 -1
- package/dist/index.js +14 -7
- package/dist/math/index.d.ts +1 -0
- package/package.json +2 -2
package/dist/index.d.ts
CHANGED
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@@ -2,7 +2,7 @@ export * from './asset/index';
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2
2
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export * from './basket/index';
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3
3
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export * from './contract-size';
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4
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export * from './fills/index';
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5
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-
export
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5
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+
export * from './math/index';
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6
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export * from './position/index';
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7
7
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export * from './precise-price';
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8
8
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export * from './precise-quantity';
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package/dist/index.js
CHANGED
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@@ -7,10 +7,17 @@ function exponentiate(value) {
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7
7
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const result = Math.exp(value);
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8
8
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return new BigNumber7(result);
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9
9
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}
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10
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function sign(value) {
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11
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if (value.isZero()) return 0;
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12
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return value.isPositive() ? 1 : -1;
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13
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}
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10
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function countDecimals(value) {
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11
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const parts = value.split(".");
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12
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return parts[1]?.length ?? 0;
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13
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}
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18
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+
function compareValue(track, value, threshold) {
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19
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return track === "PEAK" ? value.isGreaterThanOrEqualTo(threshold) : value.isLessThan(threshold);
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20
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}
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14
21
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15
22
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// src/fills/compute.ts
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16
23
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function computeEntryPriceForAsset(fills) {
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@@ -129,8 +136,8 @@ function computeBasketWeightedRatioV1(basket, priceMap) {
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129
136
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if (!price) return null;
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130
137
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const priceNum = Number(price);
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138
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if (priceNum <= 0) return null;
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132
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-
const
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133
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-
logSum +=
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139
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const sign2 = leg.side === "BUY" ? 1 : -1;
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140
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logSum += sign2 * leg.weight * Math.log(priceNum);
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}
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return exponentiate(logSum);
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136
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}
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@@ -471,8 +478,8 @@ function _walkBackwardsToFindLastZeroCrossing(group) {
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471
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throw new Error("Corrupted state: fill symbol mismatch in grouped creatables");
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472
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}
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const quantity = new BigNumber(fill.quantity);
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474
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-
const
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475
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-
const signedQuantity = quantity.multipliedBy(
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481
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+
const sign2 = fill.side === "BUY" ? 1 : -1;
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482
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const signedQuantity = quantity.multipliedBy(sign2);
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476
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netDelta = netDelta.plus(signedQuantity);
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477
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}
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478
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if (netDelta.isZero()) {
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@@ -489,8 +496,8 @@ function _walkBackwardsToFindLastZeroCrossing(group) {
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489
496
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if (previousExposure.plus(walkDelta).isZero() && cutoff === void 0) {
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cutoff = index;
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491
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}
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492
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-
const
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493
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-
const quantity = new BigNumber(fill.quantity).multipliedBy(
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499
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const sign2 = fill.side === "BUY" ? 1 : -1;
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500
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const quantity = new BigNumber(fill.quantity).multipliedBy(sign2);
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494
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walkDelta = walkDelta.minus(quantity);
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495
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}
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496
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const allowed = new Set(
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@@ -603,4 +610,4 @@ function validateQuantity(quantity, price, precision) {
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603
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return true;
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}
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606
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-
export { baseToContracts, computeAssetEntryNotional, computeAssetGrossRealizedPnL, computeAssetRealizedPnLs, computeAssetUnrealizedPnL, computeAssetUnrealizedPnLs, computeBasketWeightedRatioV1, computeEntryPriceForAsset, computeRealizedPositionState, computeSyncPayload, computeUnrealizedPositionState, contractsToBase, countDecimals, exponentiate, precisePrice, preciseQuantity, validateLeverage, validateQuantity };
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613
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+
export { BIPS, ZERO, baseToContracts, compareValue, computeAssetEntryNotional, computeAssetGrossRealizedPnL, computeAssetRealizedPnLs, computeAssetUnrealizedPnL, computeAssetUnrealizedPnLs, computeBasketWeightedRatioV1, computeEntryPriceForAsset, computeRealizedPositionState, computeSyncPayload, computeUnrealizedPositionState, contractsToBase, countDecimals, exponentiate, precisePrice, preciseQuantity, sign, validateLeverage, validateQuantity };
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package/dist/math/index.d.ts
CHANGED
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@@ -21,3 +21,4 @@ export declare function sign(value: BigNumber): 1 | -1 | 0;
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* Count decimal places in a numeric string (e.g. "0.001" → 3, "1" → 0).
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*/
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export declare function countDecimals(value: string): number;
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24
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export declare function compareValue(track: 'PEAK' | 'TROUGH', value: BigNumber, threshold: number): boolean;
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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"name": "@pear-protocol/utils",
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"version": "0.0.
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"version": "0.0.23",
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"description": "Pear Protocol Utility functions",
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"private": false,
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"type": "module",
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@@ -26,7 +26,7 @@
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"typecheck": "tsc --noEmit"
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},
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"dependencies": {
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29
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-
"@pear-protocol/types": "^0.0
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29
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+
"@pear-protocol/types": "^1.0.0",
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"bignumber.js": "9.3.1"
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},
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"devDependencies": {
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