@pendle/sdk-boros 0.0.19 → 0.0.20
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.
|
@@ -19,5 +19,5 @@ export type GetInitialMarginByOrderSizeParams = {
|
|
|
19
19
|
} & MarketConfig;
|
|
20
20
|
export declare class Market {
|
|
21
21
|
static getOrderSizeByExactInitialMargin(params: GetOrderSizeByExactInitialMarginParams): bigint;
|
|
22
|
-
static getInitialMarginByOrderSize(params: GetInitialMarginByOrderSizeParams):
|
|
22
|
+
static getInitialMarginByOrderSize(params: GetInitialMarginByOrderSizeParams): bigint;
|
|
23
23
|
}
|
|
@@ -13,8 +13,8 @@ class Market {
|
|
|
13
13
|
? orderRate.mulDown(boros_offchain_math_1.FixedX18.ONE.add(MARKET_ORDER_BUFFER_RATE))
|
|
14
14
|
: orderRate;
|
|
15
15
|
const sizeOrderRateRatio = [
|
|
16
|
-
|
|
17
|
-
|
|
16
|
+
marginFactor.mulDown(markRate),
|
|
17
|
+
marginFactor.mulDown(maxMarginIndexRate),
|
|
18
18
|
orderRateWithBuffer.divDown(boros_offchain_math_1.FixedX18.fromNumber(leverage)),
|
|
19
19
|
].reduce((a, b) => (a.gt(b) ? a : b), boros_offchain_math_1.FixedX18.ZERO);
|
|
20
20
|
const sizeOrderRateRatioWithBuffer = sizeOrderRateRatio.mulDown(boros_offchain_math_1.FixedX18.ONE.add(SIZE_ORDER_RATE_RATIO));
|
|
@@ -29,14 +29,14 @@ class Market {
|
|
|
29
29
|
const timeToMaturity_y = (marketExpiry_s - Math.floor(Date.now() / 1000)) / SECONDS_PER_YEARS;
|
|
30
30
|
const orderRateWithBuffer = isMarketOrder ? orderRate.mulDown(boros_offchain_math_1.FixedX18.ONE.add(MARKET_ORDER_BUFFER_RATE)) : orderRate;
|
|
31
31
|
const sizeOrderRateRatio = [
|
|
32
|
-
|
|
33
|
-
|
|
32
|
+
marginFactor.mulDown(markRate),
|
|
33
|
+
marginFactor.mulDown(maxMarginIndexRate),
|
|
34
34
|
orderRateWithBuffer.divDown(boros_offchain_math_1.FixedX18.fromNumber(leverage)),
|
|
35
35
|
].reduce((a, b) => (a.gt(b) ? a : b), boros_offchain_math_1.FixedX18.ZERO);
|
|
36
36
|
const initialMarginRateRatioWithBuffer = sizeOrderRateRatio.mulDown(boros_offchain_math_1.FixedX18.ONE.add(SIZE_ORDER_RATE_RATIO));
|
|
37
37
|
const initialMargin = boros_offchain_math_1.FixedX18.fromRawValue(orderSize)
|
|
38
38
|
.mulDown(initialMarginRateRatioWithBuffer)
|
|
39
|
-
.mulDown(boros_offchain_math_1.FixedX18.fromNumber(timeToMaturity_y));
|
|
39
|
+
.mulDown(boros_offchain_math_1.FixedX18.fromNumber(timeToMaturity_y)).value;
|
|
40
40
|
return initialMargin;
|
|
41
41
|
}
|
|
42
42
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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;
|
|
1
|
+
{"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"}
|