@pendle/sdk-boros 0.2.12-fix-margin → 0.2.14
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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@@ -25,7 +25,7 @@ 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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28
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-
static getOrderSizeByExactInitialMargin(params: GetOrderSizeByExactInitialMarginParams): 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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@@ -3,11 +3,15 @@ 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 BUFFERED_CONTRACT_INITIAL_MARGIN_RATE_RATIO = boros_offchain_math_1.FixedX18.fromNumber(0.05);
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const BUFFERED_ORDER_SIZE_BY_EXACT_INITIAL_MARGIN_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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8
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-
static getOrderSizeByExactInitialMargin(params) {
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static getOrderSizeByExactInitialMargin(params, useBuffer = false) {
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const imSuf = Market.getIMSuf(params);
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const orderSize = boros_offchain_math_1.FixedX18.fromRawValue(params.initialMargin).divDown(imSuf);
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if (useBuffer) {
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return orderSize.mulDown(boros_offchain_math_1.FixedX18.ONE.sub(BUFFERED_ORDER_SIZE_BY_EXACT_INITIAL_MARGIN_RATIO)).value;
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}
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return orderSize.value;
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}
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static getInitialMarginByOrderSize(params, useBuffer = true) {
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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,
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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,iDAAiD,GAAG,8BAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;AACrF,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAE,GAAG,GAAG,CAAC;AAsC1C,MAAa,MAAM;IACjB,MAAM,CAAC,gCAAgC,CACrC,MAA8C,EAC9C,YAAqB,KAAK;QAE1B,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,IAAI,SAAS,EAAE,CAAC;YACd,OAAO,SAAS,CAAC,OAAO,CAAC,8BAAQ,CAAC,GAAG,CAAC,GAAG,CAAC,iDAAiD,CAAC,CAAC,CAAC,KAAK,CAAC;QACtG,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,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;AAvED,wBAuEC"}
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