@pendle/sdk-boros 0.1.32 → 0.1.34
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/entities/amm/amm.js +22 -15
- package/dist/entities/amm/amm.js.map +1 -1
- package/package.json +1 -1
package/dist/entities/amm/amm.js
CHANGED
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@@ -16,23 +16,34 @@ function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateRespons
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16
16
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let longOrderBookIndex = 0, shortOrderBookIndex = 0;
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17
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let ammShortRate = AMMImpliedRate;
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18
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let ammLongRate = AMMImpliedRate;
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19
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-
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19
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+
const short = {
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20
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ia: [],
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21
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sz: [],
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22
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};
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23
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const long = {
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24
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ia: [],
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25
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sz: [],
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26
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};
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let longIa = Math.floor(AMMImpliedRate / tickSize);
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let shortIa = Math.ceil(AMMImpliedRate / tickSize);
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22
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if (AMMImpliedRate < bestBidRate) {
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23
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-
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24
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-
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25
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-
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30
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+
while (longOrderBookIndex < marketOrderBook.long.ia.length &&
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31
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marketOrderBook.long.ia[longOrderBookIndex] >= longIa) {
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32
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long.ia.push(marketOrderBook.long.ia[longOrderBookIndex]);
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33
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long.sz.push(marketOrderBook.long.sz[longOrderBookIndex]);
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34
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longOrderBookIndex++;
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35
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}
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36
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shortIa = (marketOrderBook.long.ia[0] ?? longIa) + 1;
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}
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else if (AMMImpliedRate > bestAskRate) {
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28
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-
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29
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-
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30
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-
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39
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+
while (shortOrderBookIndex < marketOrderBook.short.ia.length &&
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40
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marketOrderBook.short.ia[shortOrderBookIndex] <= shortIa) {
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short.ia.push(marketOrderBook.short.ia[shortOrderBookIndex]);
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short.sz.push(marketOrderBook.short.sz[shortOrderBookIndex]);
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+
shortOrderBookIndex++;
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}
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longIa = (marketOrderBook.short.ia[0] ?? shortIa) - 1;
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31
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}
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32
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-
const short = {
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33
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-
ia: [],
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34
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-
sz: [],
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35
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-
};
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while (short.ia.length < constants_1.ORDER_BOOK_SIZE_PER_SIDE) {
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let sz = 0n;
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while (shortOrderBookIndex < marketOrderBook.short.ia.length &&
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@@ -57,10 +68,6 @@ function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateRespons
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}
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shortIa++;
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}
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60
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-
const long = {
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-
ia: [],
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-
sz: [],
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-
};
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while (long.ia.length < constants_1.ORDER_BOOK_SIZE_PER_SIDE) {
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let sz = 0n;
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while (longOrderBookIndex < marketOrderBook.long.ia.length &&
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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":";;AAMA,
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1
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+
{"version":3,"file":"amm.js","sourceRoot":"","sources":["../../../src/entities/amm/amm.ts"],"names":[],"mappings":";;AAMA,oEAwHC;AA9HD,qEAAuD;AAEvD,uDAAoD;AACpD,uDAAsE;AACtE,2CAAuD;AAEvD,SAAgB,4BAA4B,CAC1C,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,cAAc,CAAC;IAClC,IAAI,WAAW,GAAG,cAAc,CAAC;IAEjC,MAAM,KAAK,GAAqB;QAC9B,EAAE,EAAE,EAAE;QACN,EAAE,EAAE,EAAE;KACP,CAAC;IAEF,MAAM,IAAI,GAAqB;QAC7B,EAAE,EAAE,EAAE;QACN,EAAE,EAAE,EAAE;KACP,CAAC;IAEF,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,OACE,kBAAkB,GAAG,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM;YACnD,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,IAAI,MAAM,EACrD,CAAC;YACD,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC;YAC1D,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC;YAC1D,kBAAkB,EAAE,CAAC;QACvB,CAAC;QACD,OAAO,GAAG,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC;IACvD,CAAC;SAAM,IAAI,cAAc,GAAG,WAAW,EAAE,CAAC;QACxC,OACE,mBAAmB,GAAG,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,MAAM;YACrD,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,IAAI,OAAO,EACxD,CAAC;YACD,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,CAAC,CAAC;YAC7D,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,CAAC,CAAC;YAC7D,mBAAmB,EAAE,CAAC;QACxB,CAAC;QACD,MAAM,GAAG,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,OAAO,CAAC,GAAG,CAAC,CAAC;IACxD,CAAC;IAED,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,OAAO,GAAG,QAAQ,CAAC;QAE3C,EAAE,IAAI,oBAAoB,CAAC;YACzB,QAAQ,EAAE,YAAY;YACtB,MAAM,EAAE,eAAe;YACvB,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,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,MAAM,GAAG,QAAQ,CAAC;QAEzC,EAAE,IAAI,oBAAoB,CAAC;YACzB,QAAQ,EAAE,cAAc;YACxB,MAAM,EAAE,WAAW;YACnB,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,aAAa,EACb,KAAK,GAMN;IACC,IAAI,QAAQ,GAAG,MAAM,EAAE,CAAC;QACtB,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,MAAM,UAAU,GAAG,iBAAiB,CAAC;QACnC,IAAI,EAAE,MAAM;QACZ,aAAa;QACb,KAAK;KACN,CAAC,CAAC;IAEH,MAAM,YAAY,GAAG,iBAAiB,CAAC;QACrC,IAAI,EAAE,QAAQ;QACd,aAAa;QACb,KAAK;KACN,CAAC,CAAC;IAEH,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;QACnB,OAAO,IAAI,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;IAC/C,CAAC;IAED,IAAI,YAAY,GAAG,CAAC,EAAE,CAAC;QACrB,OAAO,UAAU,GAAG,IAAI,CAAC,YAAY,CAAC,CAAC;IACzC,CAAC;IAED,OAAO,UAAU,GAAG,YAAY,CAAC;AACnC,CAAC;AAED,SAAS,iBAAiB,CAAC,EACzB,IAAI,EACJ,aAAa,EACb,KAAK,GAKN;IACC,OAAO,aAAa;QAClB,CAAC,CAAC,iCAAe,CAAC,YAAY,CAAC,KAAK,EAAE,8BAAQ,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,QAAQ;QAC/E,CAAC,CAAC,iCAAe,CAAC,YAAY,CAAC,KAAK,EAAE,8BAAQ,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,QAAQ,CAAC;AACpF,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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