@pendle/sdk-boros 0.1.39 → 0.1.40
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.
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@@ -25,8 +25,8 @@ export type GetOrderValueParams = {
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marketExpiry_s: number;
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};
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export declare class Market {
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static getOrderSizeByExactInitialMargin(params: GetOrderSizeByExactInitialMarginParams): bigint;
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29
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static getInitialMarginByOrderSize(params: GetInitialMarginByOrderSizeParams): bigint;
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28
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static getOrderSizeByExactInitialMargin(params: GetOrderSizeByExactInitialMarginParams, useBuffer?: boolean): bigint;
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static getInitialMarginByOrderSize(params: GetInitialMarginByOrderSizeParams, useBuffer?: boolean): bigint;
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private static getIMSuf;
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static getOrderValue(params: GetOrderValueParams): bigint;
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}
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@@ -2,25 +2,27 @@
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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
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const BUFFERED_INITIAL_MARGIN_RATE_RATIO = boros_offchain_math_1.FixedX18.fromNumber(0.01);
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5
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const BUFFERED_INITIAL_MARGIN_RATE_RATIO = boros_offchain_math_1.FixedX18.fromNumber(0.001);
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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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8
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static getOrderSizeByExactInitialMargin(params, useBuffer = true) {
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const imSuf = Market.getIMSuf(params);
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.divDown(boros_offchain_math_1.FixedX18.ONE.add(BUFFERED_INITIAL_MARGIN_RATE_RATIO))
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-
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let orderSize = boros_offchain_math_1.FixedX18.fromRawValue(params.initialMargin).divDown(imSuf);
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if (useBuffer) {
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orderSize = orderSize.divDown(boros_offchain_math_1.FixedX18.ONE.add(BUFFERED_INITIAL_MARGIN_RATE_RATIO));
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}
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return orderSize.value;
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}
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static getInitialMarginByOrderSize(params) {
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static getInitialMarginByOrderSize(params, useBuffer = true) {
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const imSuf = Market.getIMSuf(params);
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-
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.mulDown(boros_offchain_math_1.FixedX18.ONE.add(BUFFERED_INITIAL_MARGIN_RATE_RATIO))
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let initialMargin = boros_offchain_math_1.FixedX18.fromRawValue(params.orderSize).mulDown(imSuf);
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if (useBuffer) {
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initialMargin = initialMargin.mulDown(boros_offchain_math_1.FixedX18.ONE.add(BUFFERED_INITIAL_MARGIN_RATE_RATIO));
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}
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return initialMargin.value;
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}
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static getIMSuf(data) {
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const { orderRate, leverage, marginFactor, markRate, minMarginIndexRate, marketExpiry_s, minMarginIndexDuration_s,
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const { orderRate, leverage, marginFactor, markRate, minMarginIndexRate, marketExpiry_s, minMarginIndexDuration_s, } = data;
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const timeToMaturity_y = (marketExpiry_s - Math.floor(Date.now() / 1000)) / SECONDS_PER_YEARS;
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const minTime_y = minMarginIndexDuration_s / SECONDS_PER_YEARS;
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const time = boros_offchain_math_1.FixedX18.fromNumber(Math.max(timeToMaturity_y, minTime_y));
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@@ -1 +1 @@
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1
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{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/entities/market/market.ts"],"names":[],"mappings":";;;AAAA,qEAAuD;AAEvD,MAAM,
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1
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{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/entities/market/market.ts"],"names":[],"mappings":";;;AAAA,qEAAuD;AAEvD,MAAM,kCAAkC,GAAG,8BAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;AACtE,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAE,GAAG,GAAG,CAAC;AAsC1C,MAAa,MAAM;IACjB,MAAM,CAAC,gCAAgC,CACrC,MAA8C,EAC9C,YAAqB,IAAI;QAEzB,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;QAGtC,IAAI,SAAS,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC3E,IAAI,SAAS,EAAE,CAAC;YACd,SAAS,GAAG,SAAS,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,kCAAkC,CAAC,CAAC,CAAC;QACtF,CAAC;QAED,OAAO,SAAS,CAAC,KAAK,CAAC;IACzB,CAAC;IAED,MAAM,CAAC,2BAA2B,CAAC,MAAyC,EAAE,YAAqB,IAAI;QACrG,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;QACtC,IAAI,aAAa,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC3E,IAAI,SAAS,EAAE,CAAC;YACd,aAAa,GAAG,aAAa,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,kCAAkC,CAAC,CAAC,CAAC;QAC9F,CAAC;QACD,OAAO,aAAa,CAAC,KAAK,CAAC;IAC7B,CAAC;IAEO,MAAM,CAAC,QAAQ,CAAC,IAA+C;QACrE,MAAM,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACZ,QAAQ,EACR,kBAAkB,EAClB,cAAc,EACd,wBAAwB,GACzB,GAAG,IAAI,CAAC;QAET,MAAM,gBAAgB,GAAG,CAAC,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAC,GAAG,iBAAiB,CAAC;QAC9F,MAAM,SAAS,GAAG,wBAAwB,GAAG,iBAAiB,CAAC;QAE/D,MAAM,IAAI,GAAG,8BAAQ,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,CAAC,gBAAgB,EAAE,SAAS,CAAC,CAAC,CAAC;QACxE,MAAM,YAAY,GAAG,QAAQ,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,kBAAkB,CAAC;QACrF,MAAM,YAAY,GAAG,SAAS,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,kBAAkB,CAAC;QAEvF,MAAM,WAAW,GAAG,YAAY,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC;QACrE,MAAM,WAAW,GAAG,YAAY,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,8BAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAC,CAAC;QAEtF,OAAO,WAAW,CAAC,EAAE,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,WAAW,CAAC;IACjE,CAAC;IAED,MAAM,CAAC,aAAa,CAAC,MAA2B;QAC9C,MAAM,EAAE,SAAS,EAAE,SAAS,EAAE,cAAc,EAAE,GAAG,MAAM,CAAC;QAExD,MAAM,gBAAgB,GAAG,8BAAQ,CAAC,OAAO,CACvC,MAAM,CAAC,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAC,EACtD,MAAM,CAAC,iBAAiB,CAAC,CAC1B,CAAC;QAEF,MAAM,UAAU,GAAG,8BAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,gBAAgB,CAAC,CAAC,KAAK,CAAC;QAEvG,OAAO,UAAU,CAAC;IACpB,CAAC;CACF;AA7DD,wBA6DC"}
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