@pendle/sdk-boros 0.1.28 → 0.1.29
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/constants.d.ts +2 -0
- package/dist/constants.js +3 -1
- package/dist/constants.js.map +1 -1
- package/dist/entities/amm/amm.js +7 -32
- package/dist/entities/amm/amm.js.map +1 -1
- package/dist/entities/amm/constants.d.ts +0 -2
- package/dist/entities/amm/constants.js +1 -3
- package/dist/entities/amm/constants.js.map +1 -1
- package/dist/entities/index.d.ts +0 -1
- package/dist/entities/index.js +0 -1
- package/dist/entities/index.js.map +1 -1
- package/dist/utils/index.d.ts +1 -0
- package/dist/utils/index.js +1 -0
- package/dist/utils/index.js.map +1 -1
- package/dist/utils/tickLib.d.ts +4 -0
- package/dist/utils/tickLib.js +51 -0
- package/dist/utils/tickLib.js.map +1 -0
- package/package.json +1 -1
- package/dist/entities/amm/index.d.ts +0 -4
- package/dist/entities/amm/index.js +0 -21
- package/dist/entities/amm/index.js.map +0 -1
package/dist/constants.d.ts
CHANGED
package/dist/constants.js
CHANGED
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@@ -1,5 +1,7 @@
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1
1
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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3
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-
exports.CROSS_MARKET_ID = void 0;
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3
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+
exports.TICK_MAX_VALUE = exports.TICK_MIN_VALUE = exports.CROSS_MARKET_ID = void 0;
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exports.CROSS_MARKET_ID = 16777215;
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+
exports.TICK_MIN_VALUE = -(2 ** 15);
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6
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exports.TICK_MAX_VALUE = 2 ** 15 - 1;
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//# sourceMappingURL=constants.js.map
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package/dist/constants.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"constants.js","sourceRoot":"","sources":["../src/constants.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG,QAAQ,CAAC"}
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1
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{"version":3,"file":"constants.js","sourceRoot":"","sources":["../src/constants.ts"],"names":[],"mappings":";;;AAAa,QAAA,eAAe,GAAG,QAAQ,CAAC;AAC3B,QAAA,cAAc,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC;AAC5B,QAAA,cAAc,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC"}
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package/dist/entities/amm/amm.js
CHANGED
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@@ -2,10 +2,11 @@
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.combineMarketOrderBookAndAMM = combineMarketOrderBookAndAMM;
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const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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+
const types_1 = require("../../types");
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const tickLib_1 = require("../../utils/tickLib");
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const NegativeAMMMath_1 = require("./NegativeAMMMath");
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const PositiveAMMMath_1 = require("./PositiveAMMMath");
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const constants_1 = require("./constants");
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8
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-
const constants_2 = require("./constants");
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function combineMarketOrderBookAndAMM(tickStep, tickSize, marketOrderBook, ammStateResponse, isPositiveAMM) {
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const ammState = convertAMMStateResponseToAMMContractState(ammStateResponse);
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const { normFixedAmount, totalFloatAmount } = ammState;
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@@ -15,8 +16,8 @@ function combineMarketOrderBookAndAMM(tickStep, tickSize, marketOrderBook, ammSt
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const bestBidRate = marketOrderBook.long.ia.length > 0 ? marketOrderBook.long.ia[0] * tickSize : AMMImpliedRate;
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const bestAskRate = marketOrderBook.short.ia.length > 0 ? marketOrderBook.short.ia[0] * tickSize : AMMImpliedRate;
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let longOrderBookIndex = 0, shortOrderBookIndex = 0;
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let ammShortTick =
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let ammLongTick =
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let ammShortTick = (0, tickLib_1.getTickAtRate)(boros_offchain_math_1.FixedX18.fromNumber(AMMImpliedRate), tickStep, types_1.Side.LONG);
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let ammLongTick = (0, tickLib_1.getTickAtRate)(boros_offchain_math_1.FixedX18.fromNumber(AMMImpliedRate), tickStep, types_1.Side.SHORT);
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let impliedRate = AMMImpliedRate;
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let longIa = Math.floor(AMMImpliedRate / tickSize);
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let shortIa = Math.ceil(AMMImpliedRate / tickSize);
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@@ -41,7 +42,7 @@ function combineMarketOrderBookAndAMM(tickStep, tickSize, marketOrderBook, ammSt
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sz += BigInt(marketOrderBook.short.sz[shortOrderBookIndex]);
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shortOrderBookIndex++;
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}
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-
const newAMMShortTick =
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const newAMMShortTick = (0, tickLib_1.getTickAtRate)(boros_offchain_math_1.FixedX18.fromNumber(shortIa * tickSize), tickStep, types_1.Side.LONG);
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sz += calSwapAMMFromToTick({
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fromTick: BigInt(ammShortTick),
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toTick: BigInt(newAMMShortTick),
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@@ -70,7 +71,7 @@ function combineMarketOrderBookAndAMM(tickStep, tickSize, marketOrderBook, ammSt
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sz += BigInt(marketOrderBook.long.sz[longOrderBookIndex]);
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longOrderBookIndex++;
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}
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-
const newAMMLongTick =
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const newAMMLongTick = (0, tickLib_1.getTickAtRate)(boros_offchain_math_1.FixedX18.fromNumber(longIa * tickSize), tickStep, types_1.Side.SHORT);
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sz += calSwapAMMFromToTick({
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fromTick: BigInt(newAMMLongTick),
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toTick: BigInt(ammLongTick),
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@@ -93,14 +94,6 @@ function combineMarketOrderBookAndAMM(tickStep, tickSize, marketOrderBook, ammSt
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short,
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};
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}
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-
function getTickAtInterest(rate, { side }) {
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const unroundedTick = Math.log(rate + 1) / Math.log(1.0001);
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const tick = side === 'long' ? Math.ceil(unroundedTick) : Math.floor(unroundedTick);
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if (tick < constants_2.TICK_MIN_VALUE || tick > constants_1.TICK_MAX_VALUE) {
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throw new Error('Tick out of range');
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}
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return tick;
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-
}
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function calSwapAMMFromToTick({ fromTick, toTick, tickStep, isPositiveAMM, state, }) {
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if (fromTick > toTick) {
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return 0n;
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@@ -126,7 +119,7 @@ function calSwapAMMFromToTick({ fromTick, toTick, tickStep, isPositiveAMM, state
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return toTickSize - fromTickSize;
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}
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function calcSwapAMMToTick({ tick, tickStep, isPositiveAMM, state, }) {
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const rate = getRateAtTick(tick, BigInt(tickStep)).value;
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+
const rate = (0, tickLib_1.getRateAtTick)(tick, BigInt(tickStep)).value;
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return isPositiveAMM
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? PositiveAMMMath_1.PositiveAMMMath.calcSwapSize(state, rate).swapSize
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: NegativeAMMMath_1.NegativeAMMMath.calcSwapSize(state, rate).swapSize;
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@@ -134,24 +127,6 @@ function calcSwapAMMToTick({ tick, tickStep, isPositiveAMM, state, }) {
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function _abs(value) {
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return value < 0n ? -value : value;
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}
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-
function getRateAtTick(tickIndex, step) {
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const PRECISION = 10n ** 100n;
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const BASE = (100005n * PRECISION) / 100000n;
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if (tickIndex < 0) {
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return getRateAtTick(-tickIndex, step).neg();
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}
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tickIndex *= step;
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let base = BASE;
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let rawAns = PRECISION;
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for (; tickIndex > 0n; tickIndex >>= 1n, base = (base * base) / PRECISION) {
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if (tickIndex & 1n) {
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rawAns = (rawAns * base) / PRECISION;
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}
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}
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rawAns -= PRECISION;
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const PRECISION_SHIFT = PRECISION / boros_offchain_math_1.FixedX18.RAW_ONE;
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return boros_offchain_math_1.FixedX18.fromRawValue((rawAns + PRECISION_SHIFT / 2n) / PRECISION_SHIFT);
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}
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function convertAMMStateResponseToAMMContractState(ammState) {
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return {
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totalFloatAmount: BigInt(ammState.totalFloatAmount),
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@@ -1 +1 @@
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1
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{"version":3,"file":"amm.js","sourceRoot":"","sources":["../../../src/entities/amm/amm.ts"],"names":[],"mappings":";;
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1
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{"version":3,"file":"amm.js","sourceRoot":"","sources":["../../../src/entities/amm/amm.ts"],"names":[],"mappings":";;AAQA,oEAgHC;AAxHD,qEAAuD;AAEvD,uCAAmC;AACnC,iDAAmE;AACnE,uDAAoD;AACpD,uDAAsE;AACtE,2CAAuD;AAEvD,SAAgB,4BAA4B,CAC1C,QAAgB,EAChB,QAAgB,EAChB,eAAqC,EACrC,gBAAkC,EAClC,aAAsB;IAEtB,MAAM,QAAQ,GAAG,yCAAyC,CAAC,gBAAgB,CAAC,CAAC;IAC7E,MAAM,EAAE,eAAe,EAAE,gBAAgB,EAAE,GAAG,QAAQ,CAAC;IACvD,MAAM,cAAc,GAAG,aAAa;QAClC,CAAC,CAAC,8BAAQ,CAAC,YAAY,CAAC,iCAAe,CAAC,eAAe,CAAC,gBAAgB,EAAE,eAAe,CAAC,CAAC,CAAC,QAAQ,EAAE;QACtG,CAAC,CAAC,8BAAQ,CAAC,YAAY,CAAC,iCAAe,CAAC,eAAe,CAAC,gBAAgB,EAAE,eAAe,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IAEzG,MAAM,WAAW,GAAG,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,QAAQ,CAAC,CAAC,CAAC,cAAc,CAAC;IAChH,MAAM,WAAW,GAAG,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,QAAQ,CAAC,CAAC,CAAC,cAAc,CAAC;IAElH,IAAI,kBAAkB,GAAG,CAAC,EACxB,mBAAmB,GAAG,CAAC,CAAC;IAC1B,IAAI,YAAY,GAAG,IAAA,uBAAa,EAAC,8BAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,EAAE,QAAQ,EAAE,YAAI,CAAC,IAAI,CAAC,CAAC;IAC3F,IAAI,WAAW,GAAG,IAAA,uBAAa,EAAC,8BAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,EAAE,QAAQ,EAAE,YAAI,CAAC,KAAK,CAAC,CAAC;IAE3F,IAAI,WAAW,GAAG,cAAc,CAAC;IACjC,IAAI,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,GAAG,QAAQ,CAAC,CAAC;IACnD,IAAI,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,cAAc,GAAG,QAAQ,CAAC,CAAC;IACnD,IAAI,cAAc,GAAG,WAAW,EAAE,CAAC;QACjC,WAAW,GAAG,WAAW,CAAC;QAC1B,MAAM,GAAG,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,MAAM,CAAC;QAC9C,OAAO,GAAG,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,OAAO,CAAC;IACnD,CAAC;SAAM,IAAI,cAAc,GAAG,WAAW,EAAE,CAAC;QACxC,WAAW,GAAG,WAAW,CAAC;QAC1B,MAAM,GAAG,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,MAAM,CAAC;QAC9C,OAAO,GAAG,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,OAAO,CAAC;IACnD,CAAC;IAED,MAAM,KAAK,GAAqB;QAC9B,EAAE,EAAE,EAAE;QACN,EAAE,EAAE,EAAE;KACP,CAAC;IAEF,OAAO,KAAK,CAAC,EAAE,CAAC,MAAM,GAAG,oCAAwB,EAAE,CAAC;QAClD,IAAI,EAAE,GAAG,EAAE,CAAC;QACZ,OACE,mBAAmB,GAAG,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,MAAM;YACrD,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,IAAI,OAAO,EACxD,CAAC;YACD,EAAE,IAAI,MAAM,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,CAAC,CAAC;YAC5D,mBAAmB,EAAE,CAAC;QACxB,CAAC;QAED,MAAM,eAAe,GAAG,IAAA,uBAAa,EAAC,8BAAQ,CAAC,UAAU,CAAC,OAAO,GAAG,QAAQ,CAAC,EAAE,QAAQ,EAAE,YAAI,CAAC,IAAI,CAAC,CAAC;QAEpG,EAAE,IAAI,oBAAoB,CAAC;YACzB,QAAQ,EAAE,MAAM,CAAC,YAAY,CAAC;YAC9B,MAAM,EAAE,MAAM,CAAC,eAAe,CAAC;YAC/B,QAAQ;YACR,aAAa;YACb,KAAK,EAAE,QAAQ;SAChB,CAAC,CAAC;QAEH,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,YAAY,EAAE,eAAe,CAAC,CAAC;QAEvD,IAAI,EAAE,GAAG,EAAE,EAAE,CAAC;YACZ,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;YACvB,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC/B,CAAC;aAAM,IAAI,mBAAmB,IAAI,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,MAAM,EAAE,CAAC;YAClE,MAAM;QACR,CAAC;QAED,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,MAAM,IAAI,GAAqB;QAC7B,EAAE,EAAE,EAAE;QACN,EAAE,EAAE,EAAE;KACP,CAAC;IAEF,OAAO,IAAI,CAAC,EAAE,CAAC,MAAM,GAAG,oCAAwB,EAAE,CAAC;QACjD,IAAI,EAAE,GAAG,EAAE,CAAC;QACZ,OACE,kBAAkB,GAAG,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM;YACnD,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,IAAI,MAAM,EACrD,CAAC;YACD,EAAE,IAAI,MAAM,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC;YAC1D,kBAAkB,EAAE,CAAC;QACvB,CAAC;QAED,MAAM,cAAc,GAAG,IAAA,uBAAa,EAAC,8BAAQ,CAAC,UAAU,CAAC,MAAM,GAAG,QAAQ,CAAC,EAAE,QAAQ,EAAE,YAAI,CAAC,KAAK,CAAC,CAAC;QAEnG,EAAE,IAAI,oBAAoB,CAAC;YACzB,QAAQ,EAAE,MAAM,CAAC,cAAc,CAAC;YAChC,MAAM,EAAE,MAAM,CAAC,WAAW,CAAC;YAC3B,QAAQ;YACR,aAAa;YACb,KAAK,EAAE,QAAQ;SAChB,CAAC,CAAC;QAEH,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,EAAE,cAAc,CAAC,CAAC;QAEpD,IAAI,EAAE,GAAG,EAAE,EAAE,CAAC;YACZ,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;YACrB,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC9B,CAAC;aAAM,IAAI,kBAAkB,IAAI,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,CAAC;YAChE,MAAM;QACR,CAAC;QAED,MAAM,EAAE,CAAC;IACX,CAAC;IAED,OAAO;QACL,IAAI;QACJ,KAAK;KACN,CAAC;AACJ,CAAC;AAED,SAAS,oBAAoB,CAAC,EAC5B,QAAQ,EACR,MAAM,EACN,QAAQ,EACR,aAAa,EACb,KAAK,GAON;IACC,IAAI,QAAQ,GAAG,MAAM,EAAE,CAAC;QACtB,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,MAAM,UAAU,GAAG,iBAAiB,CAAC;QACnC,IAAI,EAAE,MAAM;QACZ,QAAQ;QACR,aAAa;QACb,KAAK;KACN,CAAC,CAAC;IAEH,MAAM,YAAY,GAAG,iBAAiB,CAAC;QACrC,IAAI,EAAE,QAAQ;QACd,QAAQ;QACR,aAAa;QACb,KAAK;KACN,CAAC,CAAC;IAGH,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;QACnB,OAAO,IAAI,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;IAC/C,CAAC;IAGD,IAAI,YAAY,GAAG,CAAC,EAAE,CAAC;QACrB,OAAO,UAAU,GAAG,IAAI,CAAC,YAAY,CAAC,CAAC;IACzC,CAAC;IAGD,OAAO,UAAU,GAAG,YAAY,CAAC;AACnC,CAAC;AAED,SAAS,iBAAiB,CAAC,EACzB,IAAI,EACJ,QAAQ,EACR,aAAa,EACb,KAAK,GAMN;IACC,MAAM,IAAI,GAAG,IAAA,uBAAa,EAAC,IAAI,EAAE,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;IAEzD,OAAO,aAAa;QAClB,CAAC,CAAC,iCAAe,CAAC,YAAY,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,QAAQ;QACpD,CAAC,CAAC,iCAAe,CAAC,YAAY,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,QAAQ,CAAC;AACzD,CAAC;AAED,SAAS,IAAI,CAAC,KAAa;IACzB,OAAO,KAAK,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC;AACrC,CAAC;AAED,SAAS,yCAAyC,CAAC,QAA0B;IAC3E,OAAO;QACL,gBAAgB,EAAE,MAAM,CAAC,QAAQ,CAAC,gBAAgB,CAAC;QACnD,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC;QACjD,OAAO,EAAE,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC;QACjC,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC;QACzC,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC;QACnC,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC;QACnC,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QACvC,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QACvC,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC;KAClD,CAAC;AACJ,CAAC"}
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1
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.ORDER_BOOK_SIZE_PER_SIDE =
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exports.TICK_MIN_VALUE = -(2 ** 15);
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exports.TICK_MAX_VALUE = 2 ** 15 - 1;
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exports.ORDER_BOOK_SIZE_PER_SIDE = void 0;
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exports.ORDER_BOOK_SIZE_PER_SIDE = 10;
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//# sourceMappingURL=constants.js.map
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-
{"version":3,"file":"constants.js","sourceRoot":"","sources":["../../../src/entities/amm/constants.ts"],"names":[],"mappings":";;;AAAa,QAAA,
|
|
1
|
+
{"version":3,"file":"constants.js","sourceRoot":"","sources":["../../../src/entities/amm/constants.ts"],"names":[],"mappings":";;;AAAa,QAAA,wBAAwB,GAAG,EAAE,CAAC"}
|
package/dist/entities/index.d.ts
CHANGED
package/dist/entities/index.js
CHANGED
|
@@ -17,5 +17,4 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
17
17
|
__exportStar(require("./agent"), exports);
|
|
18
18
|
__exportStar(require("./market"), exports);
|
|
19
19
|
__exportStar(require("./exchange"), exports);
|
|
20
|
-
__exportStar(require("./amm"), exports);
|
|
21
20
|
//# sourceMappingURL=index.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/entities/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,2CAAyB;AACzB,6CAA2B
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/entities/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,2CAAyB;AACzB,6CAA2B"}
|
package/dist/utils/index.d.ts
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
export * from './signing';
|
|
2
2
|
export * from './accountLib';
|
|
3
3
|
export * from './orderLib';
|
|
4
|
+
export * from './tickLib';
|
|
4
5
|
import { Address, Hex, WalletClient } from 'viem';
|
|
5
6
|
import { MarketAcc } from '../types';
|
|
6
7
|
export declare function sendTx(walletClient: WalletClient, calldata: Hex): Promise<`0x${string}`>;
|
package/dist/utils/index.js
CHANGED
|
@@ -20,6 +20,7 @@ exports.getEnteredMarkets = getEnteredMarkets;
|
|
|
20
20
|
__exportStar(require("./signing"), exports);
|
|
21
21
|
__exportStar(require("./accountLib"), exports);
|
|
22
22
|
__exportStar(require("./orderLib"), exports);
|
|
23
|
+
__exportStar(require("./tickLib"), exports);
|
|
23
24
|
const addresses_1 = require("../addresses");
|
|
24
25
|
const marketHub_1 = require("../entities/marketHub");
|
|
25
26
|
async function sendTx(walletClient, calldata) {
|
package/dist/utils/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/utils/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/utils/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAUA,wBAYC;AAED,wEAMC;AAED,8CAEC;AAlCD,4CAA0B;AAC1B,+CAA6B;AAC7B,6CAA2B;AAC3B,4CAA0B;AAG1B,4CAA8C;AAC9C,qDAAkD;AAG3C,KAAK,UAAU,MAAM,CAAC,YAA0B,EAAE,QAAa;IACpE,MAAM,CAAC,OAAO,CAAC,GAAG,MAAM,YAAY,CAAC,YAAY,EAAE,CAAC;IACpD,MAAM,MAAM,GAAG,MAAM,YAAY,CAAC,eAAe,CAAC;QAChD,OAAO;QACP,EAAE,EAAE,0BAAc;QAClB,IAAI,EAAE,QAAQ;QAEd,KAAK,EAAE,EAAE;QACT,KAAK,EAAE,YAAY,CAAC,KAAK;KAC1B,CAAC,CAAC;IAEH,OAAO,MAAM,CAAC;AAChB,CAAC;AAEM,KAAK,UAAU,8BAA8B,CAAC,gBAA8B;IACjF,IAAI,WAAW,GAAG,gBAAgB,CAAC,OAAO,EAAE,OAAO,CAAC;IACpD,IAAI,CAAC,WAAW,EAAE,CAAC;QACjB,CAAC,WAAW,CAAC,GAAG,MAAM,gBAAgB,CAAC,YAAY,EAAE,CAAC;IACxD,CAAC;IACD,OAAO,WAAW,CAAC;AACrB,CAAC;AAEM,KAAK,UAAU,iBAAiB,CAAC,SAAoB;IAC1D,OAAO,qBAAS,CAAC,IAAI,CAAC,iBAAiB,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC;AACvD,CAAC"}
|
|
@@ -0,0 +1,51 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.getRateAtTick = getRateAtTick;
|
|
4
|
+
exports.getTickAtRate = getTickAtRate;
|
|
5
|
+
const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
|
|
6
|
+
const constants_1 = require("../constants");
|
|
7
|
+
const types_1 = require("../types");
|
|
8
|
+
const PRECISION = 10n ** 100n;
|
|
9
|
+
const BASE = (100005n * PRECISION) / 100000n;
|
|
10
|
+
function getRateAtTick(tickIndex, step) {
|
|
11
|
+
if (tickIndex < 0) {
|
|
12
|
+
return getRateAtTick(-tickIndex, step).neg();
|
|
13
|
+
}
|
|
14
|
+
tickIndex *= step;
|
|
15
|
+
let base = BASE;
|
|
16
|
+
let rawAns = PRECISION;
|
|
17
|
+
for (; tickIndex > 0n; tickIndex >>= 1n, base = (base * base) / PRECISION) {
|
|
18
|
+
if (tickIndex & 1n) {
|
|
19
|
+
rawAns = (rawAns * base) / PRECISION;
|
|
20
|
+
}
|
|
21
|
+
}
|
|
22
|
+
rawAns -= PRECISION;
|
|
23
|
+
const PRECISION_SHIFT = PRECISION / boros_offchain_math_1.FixedX18.RAW_ONE;
|
|
24
|
+
return boros_offchain_math_1.FixedX18.fromRawValue((rawAns + PRECISION_SHIFT / 2n) / PRECISION_SHIFT);
|
|
25
|
+
}
|
|
26
|
+
function getTickAtRate(rate, step, side) {
|
|
27
|
+
let low = constants_1.TICK_MIN_VALUE;
|
|
28
|
+
let high = constants_1.TICK_MAX_VALUE;
|
|
29
|
+
while (low < high) {
|
|
30
|
+
const mid = Math.floor((low + high) / 2);
|
|
31
|
+
const midRate = getRateAtTick(BigInt(mid), BigInt(step));
|
|
32
|
+
if (midRate.exactEq(rate)) {
|
|
33
|
+
return mid;
|
|
34
|
+
}
|
|
35
|
+
if (midRate.lt(rate)) {
|
|
36
|
+
low = mid + 1;
|
|
37
|
+
}
|
|
38
|
+
else {
|
|
39
|
+
high = mid;
|
|
40
|
+
}
|
|
41
|
+
}
|
|
42
|
+
const currentRate = getRateAtTick(BigInt(low), BigInt(step));
|
|
43
|
+
if (side === types_1.Side.LONG && currentRate.gt(rate)) {
|
|
44
|
+
return low - 1;
|
|
45
|
+
}
|
|
46
|
+
if (side === types_1.Side.SHORT && currentRate.lt(rate)) {
|
|
47
|
+
return low + 1;
|
|
48
|
+
}
|
|
49
|
+
return low;
|
|
50
|
+
}
|
|
51
|
+
//# sourceMappingURL=tickLib.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"tickLib.js","sourceRoot":"","sources":["../../src/utils/tickLib.ts"],"names":[],"mappings":";;AAWA,sCAqBC;AAED,sCAwBC;AA1DD,qEAAuD;AACvD,4CAA8D;AAC9D,oCAAgC;AAEhC,MAAM,SAAS,GAAG,GAAG,IAAI,IAAI,CAAC;AAE9B,MAAM,IAAI,GAAG,CAAC,OAAO,GAAG,SAAS,CAAC,GAAG,OAAO,CAAC;AAK7C,SAAgB,aAAa,CAAC,SAAiB,EAAE,IAAY;IAC3D,IAAI,SAAS,GAAG,CAAC,EAAE,CAAC;QAClB,OAAO,aAAa,CAAC,CAAC,SAAS,EAAE,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;IAC/C,CAAC;IAED,SAAS,IAAI,IAAI,CAAC;IAElB,IAAI,IAAI,GAAG,IAAI,CAAC;IAChB,IAAI,MAAM,GAAG,SAAS,CAAC;IACvB,OAAO,SAAS,GAAG,EAAE,EAAE,SAAS,KAAK,EAAE,EAAE,IAAI,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,SAAS,EAAE,CAAC;QAC1E,IAAI,SAAS,GAAG,EAAE,EAAE,CAAC;YACnB,MAAM,GAAG,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,SAAS,CAAC;QACvC,CAAC;IACH,CAAC;IAED,MAAM,IAAI,SAAS,CAAC;IAEpB,MAAM,eAAe,GAAG,SAAS,GAAG,8BAAQ,CAAC,OAAO,CAAC;IAGrD,OAAO,8BAAQ,CAAC,YAAY,CAAC,CAAC,MAAM,GAAG,eAAe,GAAG,EAAE,CAAC,GAAG,eAAe,CAAC,CAAC;AAClF,CAAC;AAED,SAAgB,aAAa,CAAC,IAAc,EAAE,IAAY,EAAE,IAAU;IAEpE,IAAI,GAAG,GAAG,0BAAc,CAAC;IACzB,IAAI,IAAI,GAAG,0BAAc,CAAC;IAC1B,OAAO,GAAG,GAAG,IAAI,EAAE,CAAC;QAClB,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC;QACzC,MAAM,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC,GAAG,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QACzD,IAAI,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;YAC1B,OAAO,GAAG,CAAC;QACb,CAAC;QACD,IAAI,OAAO,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACrB,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC;QAChB,CAAC;aAAM,CAAC;YACN,IAAI,GAAG,GAAG,CAAC;QACb,CAAC;IACH,CAAC;IACD,MAAM,WAAW,GAAG,aAAa,CAAC,MAAM,CAAC,GAAG,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;IAC7D,IAAI,IAAI,KAAK,YAAI,CAAC,IAAI,IAAI,WAAW,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC/C,OAAO,GAAG,GAAG,CAAC,CAAC;IACjB,CAAC;IACD,IAAI,IAAI,KAAK,YAAI,CAAC,KAAK,IAAI,WAAW,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAChD,OAAO,GAAG,GAAG,CAAC,CAAC;IACjB,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC"}
|
package/package.json
CHANGED
|
@@ -1,21 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
|
|
3
|
-
if (k2 === undefined) k2 = k;
|
|
4
|
-
var desc = Object.getOwnPropertyDescriptor(m, k);
|
|
5
|
-
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
|
|
6
|
-
desc = { enumerable: true, get: function() { return m[k]; } };
|
|
7
|
-
}
|
|
8
|
-
Object.defineProperty(o, k2, desc);
|
|
9
|
-
}) : (function(o, m, k, k2) {
|
|
10
|
-
if (k2 === undefined) k2 = k;
|
|
11
|
-
o[k2] = m[k];
|
|
12
|
-
}));
|
|
13
|
-
var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
14
|
-
for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
|
|
15
|
-
};
|
|
16
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
17
|
-
__exportStar(require("./amm"), exports);
|
|
18
|
-
__exportStar(require("./constants"), exports);
|
|
19
|
-
__exportStar(require("./NegativeAMMMath"), exports);
|
|
20
|
-
__exportStar(require("./PositiveAMMMath"), exports);
|
|
21
|
-
//# sourceMappingURL=index.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/entities/amm/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,wCAAsB;AACtB,8CAA4B;AAC5B,oDAAkC;AAClC,oDAAkC"}
|