@pendle/sdk-boros 0.2.11-buffer-contract-margin → 0.2.12-fix-margin
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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@@ -16,14 +16,18 @@ class Market {
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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, } = data;
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19
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+
const { orderRate, leverage, marginFactor, markRate, minMarginIndexRate, marketExpiry_s, minMarginIndexDuration_s, isMarketOrder, } = data;
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const absOrderRate = orderRate.abs();
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const absMarkRate = markRate.abs();
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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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-
const contractRate = absMarkRate.gt(minMarginIndexRate) ? absMarkRate : minMarginIndexRate;
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const offchainRate = absOrderRate.gt(minMarginIndexRate) ? absOrderRate : minMarginIndexRate;
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+
const contractRate = isMarketOrder
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? absMarkRate.gt(minMarginIndexRate)
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? absMarkRate
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: minMarginIndexRate
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: offchainRate;
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const contractSuf = contractRate
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.mulDown(time)
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.mulDown(marginFactor)
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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,2CAA2C,GAAG,8BAAQ,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC;AAC9E,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAE,GAAG,GAAG,CAAC;AAsC1C,MAAa,MAAM;IACjB,MAAM,CAAC,gCAAgC,CAAC,MAA8C;QACpF,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;QAGtC,MAAM,SAAS,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE7E,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,MAAM,aAAa,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7E,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,
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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,2CAA2C,GAAG,8BAAQ,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC;AAC9E,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAE,GAAG,GAAG,CAAC;AAsC1C,MAAa,MAAM;IACjB,MAAM,CAAC,gCAAgC,CAAC,MAA8C;QACpF,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;QAGtC,MAAM,SAAS,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE7E,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,MAAM,aAAa,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7E,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,EACxB,aAAa,GACd,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,YAAY,CAAC,EAAE,CAAC,kBAAkB,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,kBAAkB,CAAC;QAE7F,MAAM,YAAY,GAAG,aAAa;YAChC,CAAC,CAAC,WAAW,CAAC,EAAE,CAAC,kBAAkB,CAAC;gBAClC,CAAC,CAAC,WAAW;gBACb,CAAC,CAAC,kBAAkB;YACtB,CAAC,CAAC,YAAY,CAAC;QAEjB,MAAM,WAAW,GAAG,YAAY;aAC7B,OAAO,CAAC,IAAI,CAAC;aACb,OAAO,CAAC,YAAY,CAAC;aACrB,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,2CAA2C,CAAC,CAAC,CAAC;QAC1E,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"}
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package/package.json
CHANGED