@pendle/sdk-boros 0.3.21 → 0.3.23
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.d.ts +6 -1
- package/dist/entities/amm/amm.js +3 -2
- package/dist/entities/amm/amm.js.map +1 -1
- package/dist/entities/exchange/tickIndexPowMath.d.ts +2 -4
- package/dist/entities/exchange/tickIndexPowMath.js +3 -24
- package/dist/entities/exchange/tickIndexPowMath.js.map +1 -1
- package/package.json +1 -1
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@@ -1,9 +1,14 @@
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import { AMMStateResponse, OrderBooksResponse } from '../../backend/secrettune/BorosCoreSDK';
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import { AMMContractState } from './PositiveAMMMath';
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export declare function combineMarketOrderBookAndAMM(tickSize: number, marketOrderBook: OrderBooksResponse, ammStateResponse: AMMStateResponse, isPositiveAMM: boolean,
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export declare function combineMarketOrderBookAndAMM(tickSize: number, marketOrderBook: OrderBooksResponse, ammStateResponse: AMMStateResponse, isPositiveAMM: boolean, ammShiftedRate: string): OrderBooksResponse;
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export declare function calSwapAMMFromToRate({ fromRate, toRate, isPositiveAMM, state, }: {
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fromRate: number;
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toRate: number;
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isPositiveAMM: boolean;
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state: AMMContractState;
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}): bigint;
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export declare function calcSwapAMMToRate({ rate, isPositiveAMM, state, }: {
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rate: number;
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isPositiveAMM: boolean;
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state: AMMContractState;
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}): bigint;
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package/dist/entities/amm/amm.js
CHANGED
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@@ -2,12 +2,13 @@
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.combineMarketOrderBookAndAMM = combineMarketOrderBookAndAMM;
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exports.calSwapAMMFromToRate = calSwapAMMFromToRate;
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exports.calcSwapAMMToRate = calcSwapAMMToRate;
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const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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const NegativeAMMMath_1 = require("./NegativeAMMMath");
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const PositiveAMMMath_1 = require("./PositiveAMMMath");
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const constants_1 = require("./constants");
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function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateResponse, isPositiveAMM,
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const ammFeeRate = boros_offchain_math_1.FixedX18.fromRawValue(BigInt(
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function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateResponse, isPositiveAMM, ammShiftedRate) {
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const ammFeeRate = boros_offchain_math_1.FixedX18.fromRawValue(BigInt(ammShiftedRate)).toNumber();
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const ammState = convertAMMStateResponseToAMMContractState(ammStateResponse);
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const { normFixedAmount, totalFloatAmount } = ammState;
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const AMMImpliedRate = isPositiveAMM
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@@ -1 +1 @@
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{"version":3,"file":"amm.js","sourceRoot":"","sources":["../../../src/entities/amm/amm.ts"],"names":[],"mappings":";;AAMA,oEAiIC;AAED,oDAoCC;
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{"version":3,"file":"amm.js","sourceRoot":"","sources":["../../../src/entities/amm/amm.ts"],"names":[],"mappings":";;AAMA,oEAiIC;AAED,oDAoCC;AAED,8CAYC;AA3LD,qEAAuD;AAEvD,uDAAoD;AACpD,uDAAsE;AACtE,2CAAuD;AAEvD,SAAgB,4BAA4B,CAC1C,QAAgB,EAChB,eAAmC,EACnC,gBAAkC,EAClC,aAAsB,EACtB,cAAsB;IAEtB,MAAM,UAAU,GAAG,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IAC5E,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,SAAgB,oBAAoB,CAAC,EACnC,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,SAAgB,iBAAiB,CAAC,EAChC,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;AACpF,CAAC;AAED,SAAS,IAAI,CAAC,KAAa;IACzB,OAAO,KAAK,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC;AACrC,CAAC;AAED,SAAS,yCAAyC,CAAC,QAA0B;IAC3E,OAAO;QACL,gBAAgB,EAAE,MAAM,CAAC,QAAQ,CAAC,gBAAgB,CAAC;QACnD,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC;QACjD,OAAO,EAAE,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC;QACjC,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC;QACzC,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC;QACnC,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC;QACnC,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QACvC,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QACvC,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC;KAClD,CAAC;AACJ,CAAC"}
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import {
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export declare function getInterestAtTick(tickIndex: bigint): FixedX18;
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export declare function getTickAtInterest(rate: number, side: Side): bigint;
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import { estimateTickForRate, getRateAtTick } from '@pendle/boros-offchain-math';
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export { estimateTickForRate, getRateAtTick };
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.
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exports.getTickAtInterest = getTickAtInterest;
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exports.getRateAtTick = exports.estimateTickForRate = void 0;
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const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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function
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if (tickIndex < 0) {
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return getInterestAtTick(-tickIndex).neg();
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}
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const PRECISION = 10n ** 100n;
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let base = (10001n * PRECISION) / 10000n;
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let rawAns = PRECISION;
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for (; tickIndex > 0n; tickIndex >>= 1n, base = (base * base) / PRECISION) {
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if (tickIndex & 1n) {
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rawAns = (rawAns * base) / PRECISION;
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}
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}
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rawAns -= PRECISION;
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const PRECISION_SHIFT = PRECISION / boros_offchain_math_1.FixedX18.RAW_ONE;
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return boros_offchain_math_1.FixedX18.fromRawValue((rawAns + PRECISION_SHIFT / 2n) / PRECISION_SHIFT);
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}
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function getTickAtInterest(rate, side) {
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const unroundedTick = Math.log(rate + 1) / Math.log(1.0001);
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const tick = side === types_1.Side.SHORT ? Math.ceil(unroundedTick) : Math.floor(unroundedTick);
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return BigInt(tick);
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}
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Object.defineProperty(exports, "estimateTickForRate", { enumerable: true, get: function () { return boros_offchain_math_1.estimateTickForRate; } });
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Object.defineProperty(exports, "getRateAtTick", { enumerable: true, get: function () { return boros_offchain_math_1.getRateAtTick; } });
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//# sourceMappingURL=tickIndexPowMath.js.map
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{"version":3,"file":"tickIndexPowMath.js","sourceRoot":"","sources":["../../../src/entities/exchange/tickIndexPowMath.ts"],"names":[],"mappings":"
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{"version":3,"file":"tickIndexPowMath.js","sourceRoot":"","sources":["../../../src/entities/exchange/tickIndexPowMath.ts"],"names":[],"mappings":";;;AAAA,qEAAiF;AAExE,oGAFA,yCAAmB,OAEA;AAAE,8FAFA,mCAAa,OAEA"}
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