@pendle/sdk-boros 0.1.44 → 0.1.46
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.
|
@@ -23,11 +23,13 @@ class Market {
|
|
|
23
23
|
}
|
|
24
24
|
static getIMSuf(data) {
|
|
25
25
|
const { orderRate, leverage, marginFactor, markRate, minMarginIndexRate, marketExpiry_s, minMarginIndexDuration_s, } = data;
|
|
26
|
+
const absOrderRate = orderRate.abs();
|
|
27
|
+
const absMarkRate = markRate.abs();
|
|
26
28
|
const timeToMaturity_y = (marketExpiry_s - Math.floor(Date.now() / 1000)) / SECONDS_PER_YEARS;
|
|
27
29
|
const minTime_y = minMarginIndexDuration_s / SECONDS_PER_YEARS;
|
|
28
30
|
const time = boros_offchain_math_1.FixedX18.fromNumber(Math.max(timeToMaturity_y, minTime_y));
|
|
29
|
-
const contractRate =
|
|
30
|
-
const offchainRate =
|
|
31
|
+
const contractRate = absMarkRate.gt(minMarginIndexRate) ? absMarkRate : minMarginIndexRate;
|
|
32
|
+
const offchainRate = absOrderRate.gt(minMarginIndexRate) ? absOrderRate : minMarginIndexRate;
|
|
31
33
|
const contractSuf = contractRate.mulDown(time).mulDown(marginFactor);
|
|
32
34
|
const offchainSuf = offchainRate.mulDown(time).divDown(boros_offchain_math_1.FixedX18.fromNumber(leverage));
|
|
33
35
|
return contractSuf.gt(offchainSuf) ? contractSuf : offchainSuf;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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,
|
|
1
|
+
{"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,YAAY,GAAG,SAAS,CAAC,GAAG,EAAE,CAAC;QACrC,MAAM,WAAW,GAAG,QAAQ,CAAC,GAAG,EAAE,CAAC;QAEnC,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,WAAW,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,kBAAkB,CAAC;QAC3F,MAAM,YAAY,GAAG,YAAY,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,kBAAkB,CAAC;QAE7F,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;AAhED,wBAgEC"}
|
package/dist/utils/tickLib.d.ts
CHANGED
|
@@ -1,4 +1,6 @@
|
|
|
1
1
|
import { FixedX18 } from '@pendle/boros-offchain-math';
|
|
2
2
|
import { Side } from '../types';
|
|
3
|
-
export declare function getRateAtTick(tickIndex: bigint, step: bigint
|
|
3
|
+
export declare function getRateAtTick(tickIndex: bigint, step: bigint, opts?: {
|
|
4
|
+
precision?: number;
|
|
5
|
+
}): FixedX18;
|
|
4
6
|
export declare function getTickAtRate(rate: FixedX18, step: number, side: Side): number;
|
package/dist/utils/tickLib.js
CHANGED
|
@@ -7,7 +7,8 @@ const constants_1 = require("../constants");
|
|
|
7
7
|
const types_1 = require("../types");
|
|
8
8
|
const PRECISION = 10n ** 100n;
|
|
9
9
|
const BASE = (100005n * PRECISION) / 100000n;
|
|
10
|
-
function getRateAtTick(tickIndex, step) {
|
|
10
|
+
function getRateAtTick(tickIndex, step, opts) {
|
|
11
|
+
const { precision } = opts ?? {};
|
|
11
12
|
if (tickIndex < 0) {
|
|
12
13
|
return getRateAtTick(-tickIndex, step).neg();
|
|
13
14
|
}
|
|
@@ -21,7 +22,8 @@ function getRateAtTick(tickIndex, step) {
|
|
|
21
22
|
}
|
|
22
23
|
rawAns -= PRECISION;
|
|
23
24
|
const PRECISION_SHIFT = PRECISION / boros_offchain_math_1.FixedX18.RAW_ONE;
|
|
24
|
-
|
|
25
|
+
const result = boros_offchain_math_1.FixedX18.fromRawValue((rawAns + PRECISION_SHIFT / 2n) / PRECISION_SHIFT);
|
|
26
|
+
return precision ? result.round(precision) : result;
|
|
25
27
|
}
|
|
26
28
|
function getTickAtRate(rate, step, side) {
|
|
27
29
|
let low = constants_1.TICK_MIN_VALUE;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"tickLib.js","sourceRoot":"","sources":["../../src/utils/tickLib.ts"],"names":[],"mappings":";;AAWA,
|
|
1
|
+
{"version":3,"file":"tickLib.js","sourceRoot":"","sources":["../../src/utils/tickLib.ts"],"names":[],"mappings":";;AAWA,sCAwBC;AAED,sCAwBC;AA7DD,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,EAAE,IAA6B;IAC1F,MAAM,EAAE,SAAS,EAAE,GAAG,IAAI,IAAI,EAAE,CAAC;IAEjC,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;IAErD,MAAM,MAAM,GAAG,8BAAQ,CAAC,YAAY,CAAC,CAAC,MAAM,GAAG,eAAe,GAAG,EAAE,CAAC,GAAG,eAAe,CAAC,CAAC;IAExF,OAAO,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC;AACtD,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,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC;QAC/C,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"}
|