@pendle/sdk-boros 0.2.10 → 0.2.11
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
CHANGED
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@@ -25,6 +25,12 @@ function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateRespons
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};
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let longIa = Math.floor(ammLongRate / tickSize);
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let shortIa = Math.ceil(ammShortRate / tickSize);
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28
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+
if (longIa * tickSize === ammLongRate) {
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29
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+
longIa--;
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30
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}
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if (shortIa * tickSize === ammShortRate) {
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shortIa++;
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33
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}
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while (longOrderBookIndex < marketOrderBook.long.ia.length && marketOrderBook.long.ia[longOrderBookIndex] > longIa) {
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long.ia.push(marketOrderBook.long.ia[longOrderBookIndex]);
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long.sz.push(marketOrderBook.long.sz[longOrderBookIndex]);
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@@ -49,14 +55,14 @@ function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateRespons
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sz += BigInt(marketOrderBook.short.sz[shortOrderBookIndex]);
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shortOrderBookIndex++;
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}
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-
const
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58
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+
const nextAMMShortRate = shortIa * tickSize;
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sz += calSwapAMMFromToRate({
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fromRate: Math.max(AMMImpliedRate, ammShortRate - ammFeeRate),
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55
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-
toRate: Math.max(AMMImpliedRate,
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61
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+
toRate: Math.max(AMMImpliedRate, nextAMMShortRate - ammFeeRate),
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isPositiveAMM,
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state: ammState,
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});
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59
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-
ammShortRate = Math.max(ammShortRate,
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65
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+
ammShortRate = Math.max(ammShortRate, nextAMMShortRate);
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if (sz > 0n) {
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short.ia.push(shortIa);
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short.sz.push(sz.toString());
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@@ -73,14 +79,14 @@ function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateRespons
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sz += BigInt(marketOrderBook.long.sz[longOrderBookIndex]);
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longOrderBookIndex++;
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}
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-
const
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+
const nextAMMLongRate = longIa * tickSize;
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sz += calSwapAMMFromToRate({
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78
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-
fromRate: Math.min(AMMImpliedRate,
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84
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+
fromRate: Math.min(AMMImpliedRate, nextAMMLongRate + ammFeeRate),
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toRate: Math.min(AMMImpliedRate, ammLongRate + ammFeeRate),
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isPositiveAMM,
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state: ammState,
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});
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83
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-
ammLongRate = Math.min(ammLongRate,
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89
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+
ammLongRate = Math.min(ammLongRate, nextAMMLongRate);
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if (sz > 0n) {
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long.ia.push(longIa);
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long.sz.push(sz.toString());
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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,oEAiIC;AAvID,qEAAuD;AAEvD,uDAAoD;AACpD,uDAAsE;AACtE,2CAAuD;AAEvD,SAAgB,4BAA4B,CAC1C,QAAgB,EAChB,eAAqC,EACrC,gBAAkC,EAClC,aAAsB,EACtB,gBAAwB;IAExB,MAAM,UAAU,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IAC9E,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,IAAI,kBAAkB,GAAG,CAAC,EACxB,mBAAmB,GAAG,CAAC,CAAC;IAC1B,IAAI,YAAY,GAAG,cAAc,GAAG,UAAU,CAAC;IAC/C,IAAI,WAAW,GAAG,cAAc,GAAG,UAAU,CAAC;IAE9C,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,WAAW,GAAG,QAAQ,CAAC,CAAC;IAChD,IAAI,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,CAAC;IAEjD,IAAI,MAAM,GAAG,QAAQ,KAAK,WAAW,EAAE,CAAC;QACtC,MAAM,EAAE,CAAC;IACX,CAAC;IAED,IAAI,OAAO,GAAG,QAAQ,KAAK,YAAY,EAAE,CAAC;QACxC,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,OAAO,kBAAkB,GAAG,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM,IAAI,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,GAAG,MAAM,EAAE,CAAC;QACnH,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC;QAC1D,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC;QAC1D,kBAAkB,EAAE,CAAC;IACvB,CAAC;IAED,OACE,mBAAmB,GAAG,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,MAAM;QACrD,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,GAAG,OAAO,EACvD,CAAC;QACD,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,CAAC,CAAC;QAC7D,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,mBAAmB,CAAC,CAAC,CAAC;QAC7D,mBAAmB,EAAE,CAAC;IACxB,CAAC;IAED,IAAI,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACxC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,EAAE,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7D,CAAC;IAED,IAAI,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACvC,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC9D,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,gBAAgB,GAAG,OAAO,GAAG,QAAQ,CAAC;QAE5C,EAAE,IAAI,oBAAoB,CAAC;YACzB,QAAQ,EAAE,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,YAAY,GAAG,UAAU,CAAC;YAC7D,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,gBAAgB,GAAG,UAAU,CAAC;YAC/D,aAAa;YACb,KAAK,EAAE,QAAQ;SAChB,CAAC,CAAC;QAEH,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,YAAY,EAAE,gBAAgB,CAAC,CAAC;QAExD,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,eAAe,GAAG,MAAM,GAAG,QAAQ,CAAC;QAE1C,EAAE,IAAI,oBAAoB,CAAC;YACzB,QAAQ,EAAE,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,eAAe,GAAG,UAAU,CAAC;YAChE,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,cAAc,EAAE,WAAW,GAAG,UAAU,CAAC;YAC1D,aAAa;YACb,KAAK,EAAE,QAAQ;SAChB,CAAC,CAAC;QAEH,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,EAAE,eAAe,CAAC,CAAC;QAErD,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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