@pendle/sdk-boros 0.0.17 → 0.0.20

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Files changed (4) hide show
  1. package/dist/entities/market/market.d.ts +21 -1
  2. package/dist/entities/market/market.js +36 -2
  3. package/dist/entities/market/market.js.map +1 -1
  4. package/package.json +2 -1
package/dist/entities/market/market.d.ts CHANGED
@@ -1,3 +1,23 @@
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+ import { FixedX18 } from '@pendle/boros-offchain-math';
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+ export type MarketConfig = {
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+ marginFactor: FixedX18;
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+ markRate: FixedX18;
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+ maxMarginIndexRate: FixedX18;
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+ marketExpiry_s: number;
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+ };
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+ export type GetOrderSizeByExactInitialMarginParams = {
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+ initialMargin: bigint;
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+ orderRate: FixedX18;
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+ isMarketOrder: boolean;
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+ leverage: number;
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+ } & MarketConfig;
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+ export type GetInitialMarginByOrderSizeParams = {
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+ orderSize: bigint;
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+ orderRate: FixedX18;
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+ isMarketOrder: boolean;
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+ leverage: number;
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+ } & MarketConfig;
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  export declare class Market {
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- static orderSizeToMarginUsage(orderSize: bigint, isMarket: boolean): void;
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+ static getOrderSizeByExactInitialMargin(params: GetOrderSizeByExactInitialMarginParams): bigint;
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+ static getInitialMarginByOrderSize(params: GetInitialMarginByOrderSizeParams): bigint;
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  }
package/dist/entities/market/market.js CHANGED
@@ -1,9 +1,43 @@
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  "use strict";
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  Object.defineProperty(exports, "__esModule", { value: true });
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  exports.Market = void 0;
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+ const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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+ const MARKET_ORDER_BUFFER_RATE = boros_offchain_math_1.FixedX18.fromNumber(0.1);
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+ const SIZE_ORDER_RATE_RATIO = boros_offchain_math_1.FixedX18.fromNumber(0.01);
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+ const SECONDS_PER_YEARS = 3600 * 24 * 365;
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  class Market {
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- static orderSizeToMarginUsage(orderSize, isMarket) {
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- throw new Error("Not implemented");
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+ static getOrderSizeByExactInitialMargin(params) {
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+ const { initialMargin, orderRate, isMarketOrder, leverage, marginFactor, markRate, maxMarginIndexRate, marketExpiry_s, } = params;
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+ const timeToMaturity_y = (marketExpiry_s - Math.floor(Date.now() / 1000)) / SECONDS_PER_YEARS;
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+ const orderRateWithBuffer = isMarketOrder
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+ ? orderRate.mulDown(boros_offchain_math_1.FixedX18.ONE.add(MARKET_ORDER_BUFFER_RATE))
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+ : orderRate;
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+ const sizeOrderRateRatio = [
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+ marginFactor.mulDown(markRate),
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+ marginFactor.mulDown(maxMarginIndexRate),
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+ orderRateWithBuffer.divDown(boros_offchain_math_1.FixedX18.fromNumber(leverage)),
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+ ].reduce((a, b) => (a.gt(b) ? a : b), boros_offchain_math_1.FixedX18.ZERO);
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+ const sizeOrderRateRatioWithBuffer = sizeOrderRateRatio.mulDown(boros_offchain_math_1.FixedX18.ONE.add(SIZE_ORDER_RATE_RATIO));
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+ const orderSize = boros_offchain_math_1.FixedX18.mulFraction(initialMargin, [
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+ boros_offchain_math_1.FixedX18.ONE,
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+ sizeOrderRateRatioWithBuffer.mulUp(boros_offchain_math_1.FixedX18.fromNumber(timeToMaturity_y)),
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+ ]);
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+ return orderSize;
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+ }
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+ static getInitialMarginByOrderSize(params) {
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+ const { orderSize, orderRate, isMarketOrder, leverage, marginFactor, markRate, maxMarginIndexRate, marketExpiry_s } = params;
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+ const timeToMaturity_y = (marketExpiry_s - Math.floor(Date.now() / 1000)) / SECONDS_PER_YEARS;
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+ const orderRateWithBuffer = isMarketOrder ? orderRate.mulDown(boros_offchain_math_1.FixedX18.ONE.add(MARKET_ORDER_BUFFER_RATE)) : orderRate;
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+ const sizeOrderRateRatio = [
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+ marginFactor.mulDown(markRate),
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+ marginFactor.mulDown(maxMarginIndexRate),
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+ orderRateWithBuffer.divDown(boros_offchain_math_1.FixedX18.fromNumber(leverage)),
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+ ].reduce((a, b) => (a.gt(b) ? a : b), boros_offchain_math_1.FixedX18.ZERO);
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+ const initialMarginRateRatioWithBuffer = sizeOrderRateRatio.mulDown(boros_offchain_math_1.FixedX18.ONE.add(SIZE_ORDER_RATE_RATIO));
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+ const initialMargin = boros_offchain_math_1.FixedX18.fromRawValue(orderSize)
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+ .mulDown(initialMarginRateRatioWithBuffer)
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+ .mulDown(boros_offchain_math_1.FixedX18.fromNumber(timeToMaturity_y)).value;
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+ return initialMargin;
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  }
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  }
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  exports.Market = Market;
package/dist/entities/market/market.js.map CHANGED
@@ -1 +1 @@
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+ {"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/entities/market/market.ts"],"names":[],"mappings":";;;AAAA,qEAAuD;AAEvD,MAAM,wBAAwB,GAAG,8BAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;AAC1D,MAAM,qBAAqB,GAAG,8BAAQ,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC;AACxD,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAE,GAAG,GAAG,CAAC;AAwB1C,MAAa,MAAM;IACjB,MAAM,CAAC,gCAAgC,CAAC,MAA8C;QACpF,MAAM,EACJ,aAAa,EACb,SAAS,EACT,aAAa,EACb,QAAQ,EACR,YAAY,EACZ,QAAQ,EACR,kBAAkB,EAClB,cAAc,GACf,GAAG,MAAM,CAAC;QAEX,MAAM,gBAAgB,GAAG,CAAC,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAC,GAAG,iBAAiB,CAAC;QAI9F,MAAM,mBAAmB,GAAG,aAAa;YACvC,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,wBAAwB,CAAC,CAAC;YAC/D,CAAC,CAAC,SAAS,CAAC;QAEd,MAAM,kBAAkB,GAAG;YACvB,YAAY,CAAC,OAAO,CAAC,QAAQ,CAAC;YAC9B,YAAY,CAAC,OAAO,CAAC,kBAAkB,CAAC;YAC1C,mBAAmB,CAAC,OAAO,CAAC,8BAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAC;SAC3D,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,8BAAQ,CAAC,IAAI,CAAC,CAAC;QAGrD,MAAM,4BAA4B,GAAG,kBAAkB,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC,CAAC;QAGzG,MAAM,SAAS,GAAG,8BAAQ,CAAC,WAAW,CAAC,aAAa,EAAE;YACpD,8BAAQ,CAAC,GAAG;YACZ,4BAA4B,CAAC,KAAK,CAAC,8BAAQ,CAAC,UAAU,CAAC,gBAAgB,CAAC,CAAC;SAC1E,CAAC,CAAC;QAEH,OAAO,SAAS,CAAC;IACnB,CAAC;IAED,MAAM,CAAC,2BAA2B,CAAC,MAAyC;QAC1E,MAAM,EAAE,SAAS,EAAE,SAAS,EAAE,aAAa,EAAE,QAAQ,EAAE,YAAY,EAAE,QAAQ,EAAE,kBAAkB,EAAE,cAAc,EAAE,GAAG,MAAM,CAAC;QAE7H,MAAM,gBAAgB,GAAG,CAAC,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAC,GAAG,iBAAiB,CAAC;QAI9F,MAAM,mBAAmB,GAAG,aAAa,CAAC,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,wBAAwB,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;QAEtH,MAAM,kBAAkB,GAAG;YACvB,YAAY,CAAC,OAAO,CAAC,QAAQ,CAAC;YAC9B,YAAY,CAAC,OAAO,CAAC,kBAAkB,CAAC;YACxC,mBAAmB,CAAC,OAAO,CAAC,8BAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAC;SAC3D,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,8BAAQ,CAAC,IAAI,CAAC,CAAC;QAGrD,MAAM,gCAAgC,GAAG,kBAAkB,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC,CAAC;QAG/G,MAAM,aAAa,GAAG,8BAAQ,CAAC,YAAY,CAAC,SAAS,CAAC;aACnD,OAAO,CAAC,gCAAgC,CAAC;aACzC,OAAO,CAAC,8BAAQ,CAAC,UAAU,CAAC,gBAAgB,CAAC,CAAC,CAAC,KAAK,CAAC;QAExD,OAAO,aAAa,CAAC;IACvB,CAAC;CACF;AAhED,wBAgEC"}
package/package.json CHANGED
@@ -2,7 +2,7 @@
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  "name": "@pendle/sdk-boros",
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  "description": "Pendle SDK for Boros",
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  "license": "MIT",
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- "version": "0.0.17",
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+ "version": "0.0.20",
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  "main": "dist/index.js",
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  "types": "dist/index.d.ts",
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  "files": [
@@ -23,6 +23,7 @@
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  "typescript": "^5.7.3"
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  },
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  "dependencies": {
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+ "@pendle/boros-offchain-math": "^1.0.1",
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  "viem": "^2.22.5"
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  },
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  "packageManager": "yarn@4.4.0"