@pendle/sdk-boros 0.3.3 → 0.3.4
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.
|
@@ -4,7 +4,7 @@ export type MarketConfig = {
|
|
|
4
4
|
markRate: FixedX18;
|
|
5
5
|
minMarginIndexRate: FixedX18;
|
|
6
6
|
minMarginIndexDuration_s: number;
|
|
7
|
-
|
|
7
|
+
timeToMaturity: number;
|
|
8
8
|
};
|
|
9
9
|
export type LeverageConfig = {
|
|
10
10
|
leverage: number;
|
|
@@ -22,7 +22,7 @@ export type GetInitialMarginByOrderSizeParams = MarketConfig & LeverageConfig &
|
|
|
22
22
|
export type GetOrderValueParams = {
|
|
23
23
|
orderSize: bigint;
|
|
24
24
|
orderRate: FixedX18;
|
|
25
|
-
|
|
25
|
+
timeToMaturity: number;
|
|
26
26
|
};
|
|
27
27
|
export declare class Market {
|
|
28
28
|
static getOrderSizeByExactInitialMargin(params: GetOrderSizeByExactInitialMarginParams, useBuffer?: boolean): bigint;
|
|
@@ -19,13 +19,13 @@ class Market {
|
|
|
19
19
|
return initialMargin.value;
|
|
20
20
|
}
|
|
21
21
|
static getIMSuf(data) {
|
|
22
|
-
const { orderRate, leverage, marginFactor, markRate, minMarginIndexRate,
|
|
23
|
-
|
|
24
|
-
const absMarkRate = markRate.abs();
|
|
25
|
-
const timeToMaturity_y = (marketExpiry_s - Math.floor(Date.now() / 1000)) / SECONDS_PER_YEARS;
|
|
26
|
-
if (timeToMaturity_y <= 0) {
|
|
22
|
+
const { orderRate, leverage, marginFactor, markRate, minMarginIndexRate, timeToMaturity, minMarginIndexDuration_s, isMarketOrder, } = data;
|
|
23
|
+
if (timeToMaturity <= 0) {
|
|
27
24
|
return boros_offchain_math_1.FixedX18.ZERO;
|
|
28
25
|
}
|
|
26
|
+
const absOrderRate = orderRate.abs();
|
|
27
|
+
const absMarkRate = markRate.abs();
|
|
28
|
+
const timeToMaturity_y = timeToMaturity / SECONDS_PER_YEARS;
|
|
29
29
|
const minTime_y = minMarginIndexDuration_s / SECONDS_PER_YEARS;
|
|
30
30
|
const time = boros_offchain_math_1.FixedX18.fromNumber(Math.max(timeToMaturity_y, minTime_y));
|
|
31
31
|
const offchainRate = absOrderRate.gt(minMarginIndexRate) ? absOrderRate : minMarginIndexRate;
|
|
@@ -39,8 +39,11 @@ class Market {
|
|
|
39
39
|
return contractSuf.gt(offchainSuf) ? contractSuf : offchainSuf;
|
|
40
40
|
}
|
|
41
41
|
static getOrderValue(params) {
|
|
42
|
-
const { orderSize, orderRate,
|
|
43
|
-
|
|
42
|
+
const { orderSize, orderRate, timeToMaturity } = params;
|
|
43
|
+
if (timeToMaturity <= 0) {
|
|
44
|
+
return BigInt(0);
|
|
45
|
+
}
|
|
46
|
+
const timeToMaturity_y = boros_offchain_math_1.FixedX18.divDown(BigInt(timeToMaturity), BigInt(SECONDS_PER_YEARS));
|
|
44
47
|
const orderValue = boros_offchain_math_1.FixedX18.fromRawValue(orderSize).mulDown(orderRate).mulDown(timeToMaturity_y).value;
|
|
45
48
|
return orderValue;
|
|
46
49
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/entities/market/market.ts"],"names":[],"mappings":";;;AAAA,qEAAuD;AAEvD,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,
|
|
1
|
+
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/entities/market/market.ts"],"names":[],"mappings":";;;AAAA,qEAAuD;AAEvD,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,IAAI,cAAc,IAAI,CAAC,EAAE,CAAC;YAExB,OAAO,8BAAQ,CAAC,IAAI,CAAC;QACvB,CAAC;QAED,MAAM,YAAY,GAAG,SAAS,CAAC,GAAG,EAAE,CAAC;QACrC,MAAM,WAAW,GAAG,QAAQ,CAAC,GAAG,EAAE,CAAC;QAEnC,MAAM,gBAAgB,GAAG,cAAc,GAAG,iBAAiB,CAAC;QAE5D,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,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,IAAI,cAAc,IAAI,CAAC,EAAE,CAAC;YAExB,OAAO,MAAM,CAAC,CAAC,CAAC,CAAC;QACnB,CAAC;QAED,MAAM,gBAAgB,GAAG,8BAAQ,CAAC,OAAO,CAAC,MAAM,CAAC,cAAc,CAAC,EAAE,MAAM,CAAC,iBAAiB,CAAC,CAAC,CAAC;QAE7F,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;AA5ED,wBA4EC"}
|