@pendle/sdk-boros 0.1.0 → 0.1.1

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Files changed (3) hide show
  1. package/dist/entities/market/market.d.ts +1 -1
  2. package/dist/entities/market/market.js +4 -4
  3. package/package.json +1 -1
package/dist/entities/market/market.d.ts CHANGED
@@ -2,7 +2,7 @@ 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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+ minMarginIndexRate: FixedX18;
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  marketExpiry_s: number;
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  };
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  export type GetOrderSizeByExactInitialMarginParams = {
package/dist/entities/market/market.js CHANGED
@@ -7,14 +7,14 @@ 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 getOrderSizeByExactInitialMargin(params) {
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- const { initialMargin, orderRate, isMarketOrder, leverage, marginFactor, markRate, maxMarginIndexRate, marketExpiry_s, } = params;
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+ const { initialMargin, orderRate, isMarketOrder, leverage, marginFactor, markRate, minMarginIndexRate, 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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+ marginFactor.mulDown(minMarginIndexRate),
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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));
@@ -25,12 +25,12 @@ class Market {
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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 { orderSize, orderRate, isMarketOrder, leverage, marginFactor, markRate, minMarginIndexRate, 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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+ marginFactor.mulDown(minMarginIndexRate),
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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));
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": "0.1.0",
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+ "version": "0.1.1",
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  "main": "dist/index.js",
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  "types": "dist/index.d.ts",
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  "files": [