@pendle/sdk-boros 0.4.31 → 0.4.32
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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@@ -3,9 +3,10 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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3
3
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return (mod && mod.__esModule) ? mod : { "default": mod };
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4
4
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};
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5
5
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Object.defineProperty(exports, "__esModule", { value: true });
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6
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-
exports.PositiveAMMMath = void 0;
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6
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+
exports.PositiveAMMMath = exports.AMM_CUT_OFF_REACHED_ERROR = void 0;
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7
7
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const assert_1 = __importDefault(require("assert"));
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8
8
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const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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9
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+
exports.AMM_CUT_OFF_REACHED_ERROR = 'AMMCutOffReached()';
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9
10
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var PMath;
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10
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(function (PMath) {
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11
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PMath.ONE = 10n ** 18n;
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@@ -165,7 +166,7 @@ class PositiveAMMMath {
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return PMath.divDown(normFixedAmount, totalFloatAmount);
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166
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}
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167
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static calcNormalizedTime(state) {
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168
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-
_require(state.latestFTime < state.cutOffTimestamp, '
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169
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+
_require(state.latestFTime < state.cutOffTimestamp, 'AMM_CUT_OFF_REACHED_ERROR()');
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169
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return PMath.divDown(state.maturity - state.latestFTime, state.maturity - state.seedTime);
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}
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}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"PositiveAMMMath.js","sourceRoot":"","sources":["../../../src/entities/amm/PositiveAMMMath.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA4B;AAC5B,qEAAuD;
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1
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+
{"version":3,"file":"PositiveAMMMath.js","sourceRoot":"","sources":["../../../src/entities/amm/PositiveAMMMath.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA4B;AAC5B,qEAAuD;AAE1C,QAAA,yBAAyB,GAAG,oBAAoB,CAAC;AA6B9D,IAAU,KAAK,CA6Cd;AA7CD,WAAU,KAAK;IACA,SAAG,GAAG,GAAG,IAAI,GAAG,CAAC;IAE9B,SAAgB,IAAI,CAAC,CAAS;QAC5B,IAAI,CAAC,GAAG,CAAC;YAAE,OAAO,EAAE,CAAC;QACrB,IAAI,CAAC,GAAG,CAAC;YAAE,OAAO,CAAC,EAAE,CAAC;QACtB,OAAO,EAAE,CAAC;IACZ,CAAC;IAJe,UAAI,OAInB,CAAA;IAED,SAAgB,IAAI,CAAC,CAAS;QAC5B,IAAA,gBAAM,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACd,OAAO,CAAC,CAAC;IACX,CAAC;IAHe,UAAI,OAGnB,CAAA;IAED,SAAgB,OAAO,CAAC,CAAS,EAAE,CAAS;QAC1C,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,MAAA,GAAG,CAAC;IACvB,CAAC;IAFe,aAAO,UAEtB,CAAA;IAED,SAAgB,OAAO,CAAC,CAAS,EAAE,CAAS;QAC1C,OAAO,CAAC,CAAC,GAAG,MAAA,GAAG,CAAC,GAAG,CAAC,CAAC;IACvB,CAAC;IAFe,aAAO,UAEtB,CAAA;IAED,SAAgB,QAAQ,CAAC,CAAS,EAAE,CAAS;QAC3C,OAAO,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;IAC1B,CAAC;IAFe,cAAQ,WAEvB,CAAA;IAED,SAAgB,OAAO,CAAC,CAAS,EAAE,MAAc;QAC/C,OAAO,OAAO,CAAC,CAAC,EAAE,MAAA,GAAG,GAAG,MAAM,CAAC,CAAC;IAClC,CAAC;IAFe,aAAO,UAEtB,CAAA;IAED,SAAgB,SAAS,CAAC,CAAS,EAAE,MAAc;QACjD,OAAO,OAAO,CAAC,CAAC,EAAE,MAAA,GAAG,GAAG,MAAM,CAAC,CAAC;IAClC,CAAC;IAFe,eAAS,YAExB,CAAA;IAED,SAAgB,GAAG,CAAC,CAAS;QAC3B,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACzB,CAAC;IAFe,SAAG,MAElB,CAAA;IAED,SAAgB,GAAG,CAAC,CAAS,EAAE,CAAS;QACtC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACvB,CAAC;IAFe,SAAG,MAElB,CAAA;IAED,SAAgB,GAAG,CAAC,CAAS,EAAE,CAAS;QACtC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACvB,CAAC;IAFe,SAAG,MAElB,CAAA;AACH,CAAC,EA7CS,KAAK,KAAL,KAAK,QA6Cd;AAED,SAAS,QAAQ,CAAC,SAAkB,EAAE,KAAa;IACjD,IAAI,CAAC,SAAS,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,KAAK,CAAC,CAAC;IACzB,CAAC;AACH,CAAC;AAED,SAAS,GAAG,CAAC,CAAS,EAAE,CAAS;IAC/B,OAAO,IAAI,8BAAQ,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,8BAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;AACpD,CAAC;AAED,MAAa,eAAe;IAC1B,MAAM,CAAC,cAAc,CAAC,MAAqB,EAAE,QAAgB,EAAE,WAAmB;QAChF,MAAM,gBAAgB,GAAG,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,WAAW,GAAG,MAAM,CAAC,aAAa,CAAC,CAAC;QAC/E,MAAM,eAAe,GAAG,KAAK,CAAC,OAAO,CAAC,gBAAgB,EAAE,MAAM,CAAC,cAAc,CAAC,CAAC;QAC/E,MAAM,SAAS,GAAG,IAAI,8BAAQ,CAAC,gBAAgB,CAAC,CAAC,SAAS,CAAC,eAAe,CAAC,CAAC,IAAI,EAAE,CAAC,KAAK,CAAC;QAEzF,MAAM,UAAU,GAAG,CAAC,eAAe,GAAG,CAAC,QAAQ,GAAG,WAAW,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,GAAG,KAAK,CAAC,CAAC;QACvF,QAAQ,CAAC,MAAM,CAAC,WAAW,GAAG,UAAU,EAAE,yBAAyB,CAAC,CAAC;QAErE,OAAO;YACL,gBAAgB;YAChB,eAAe;YACf,OAAO,EAAE,SAAS;YAClB,WAAW;YACX,QAAQ;YACR,QAAQ,EAAE,WAAW;YACrB,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,eAAe,EAAE,MAAM,CAAC,eAAe;SACxC,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,cAAc,CACnB,KAAuB,EACvB,QAAgB,EAChB,SAAiB,EACjB,SAAiB,EACjB,aAAqB,EACrB,WAAmB;QAEnB,MAAM,SAAS,GAAG,KAAK,CAAC,QAAQ,IAAI,KAAK,CAAC,WAAW,CAAC;QACtD,QAAQ,CAAC,CAAC,SAAS,EAAE,iBAAiB,CAAC,CAAC;QAExC,IAAA,gBAAM,EAAC,SAAS,GAAG,CAAC,CAAC,CAAC;QAEtB,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,KAAK,CAAC,IAAI,CAAC,WAAW,CAAC,EAAE,mBAAmB,CAAC,CAAC;QAEjF,IAAI,QAAgB,CAAC;QACrB,IAAI,SAAiB,CAAC;QAEtB,IAAI,SAAS,IAAI,EAAE,EAAE,CAAC;YACpB,QAAQ,GAAG,CAAC,KAAK,CAAC,OAAO,GAAG,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,GAAG,SAAS,CAAC;YACnE,SAAS,GAAG,aAAa,CAAC;QAC5B,CAAC;aAAM,CAAC;YACN,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;YAC1C,MAAM,cAAc,GAAG,KAAK,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;YAE9C,MAAM,uBAAuB,GAAG,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,KAAK,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;YAC/E,IAAI,uBAAuB,EAAE,CAAC;gBAC5B,QAAQ,GAAG,CAAC,KAAK,CAAC,OAAO,GAAG,cAAc,CAAC,GAAG,YAAY,CAAC;YAC7D,CAAC;iBAAM,CAAC;gBACN,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,OAAO,GAAG,cAAc,EAAE,YAAY,CAAC,CAAC;YAC1E,CAAC;YAED,SAAS,GAAG,KAAK,CAAC,QAAQ,CAAC,SAAS,GAAG,QAAQ,EAAE,KAAK,CAAC,OAAO,CAAC,CAAC;YAEhE,QAAQ,CAAC,SAAS,IAAI,aAAa,EAAE,yBAAyB,CAAC,CAAC;QAClE,CAAC;QAED,KAAK,CAAC,gBAAgB,IAAI,CAAC,KAAK,CAAC,gBAAgB,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC;QAC9E,KAAK,CAAC,eAAe,IAAI,CAAC,KAAK,CAAC,eAAe,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC;QAC5E,KAAK,CAAC,OAAO,IAAI,QAAQ,CAAC;QAE1B,OAAO,EAAE,SAAS,EAAE,QAAQ,EAAE,CAAC;IACjC,CAAC;IAED,MAAM,CAAC,cAAc,CACnB,KAAuB,EACvB,QAAgB,EAChB,SAAiB,EACjB,SAAiB,EACjB,QAAgB;QAEhB,MAAM,UAAU,GAAG,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC;QAE1D,MAAM,SAAS,GAAG,KAAK,CAAC,QAAQ,IAAI,KAAK,CAAC,WAAW,CAAC;QACtD,IAAI,SAAS,EAAE,CAAC;YACd,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE,EAAE,CAAC;QACxC,CAAC;QAED,IAAI,UAAkB,CAAC;QACvB,MAAM,uBAAuB,GAAG,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,KAAK,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC/E,IAAI,uBAAuB,EAAE,CAAC;YAC5B,UAAU,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC;QACjE,CAAC;aAAM,CAAC;YACN,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,GAAG,QAAQ,EAAE,KAAK,CAAC,OAAO,CAAC,CAAC;QAC9E,CAAC;QACD,MAAM,UAAU,GAAG,UAAU,GAAG,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAEtD,KAAK,CAAC,gBAAgB,IAAI,CAAC,KAAK,CAAC,gBAAgB,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC;QAC9E,KAAK,CAAC,eAAe,IAAI,CAAC,KAAK,CAAC,eAAe,GAAG,QAAQ,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC;QAC5E,KAAK,CAAC,OAAO,IAAI,QAAQ,CAAC;QAE1B,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC;IACpC,CAAC;IAED,MAAM,CAAC,cAAc,CAAC,KAAuB,EAAE,QAAgB;QAC7D,MAAM,cAAc,GAAG,IAAI,CAAC,kBAAkB,CAAC,KAAK,CAAC,CAAC;QAEtD,IAAI,mBAA2B,CAAC;QAChC,MAAM,WAAW,GAAG,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;QACxC,IAAI,QAAQ,GAAG,CAAC,EAAE,CAAC;YACjB,QAAQ,CAAC,KAAK,CAAC,gBAAgB,GAAG,WAAW,GAAG,EAAE,EAAE,4BAA4B,CAAC,CAAC;YAClF,mBAAmB,GAAG,KAAK,CAAC,gBAAgB,GAAG,WAAW,CAAC;QAC7D,CAAC;aAAM,CAAC;YACN,mBAAmB,GAAG,KAAK,CAAC,gBAAgB,GAAG,WAAW,CAAC;QAC7D,CAAC;QAED,MAAM,SAAS,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,gBAAgB,EAAE,cAAc,CAAC,EAAE,KAAK,CAAC,eAAe,CAAC,CAAC;QACpG,MAAM,kBAAkB,GAAG,KAAK,CAAC,OAAO,CAAC,SAAS,EAAE,GAAG,CAAC,mBAAmB,EAAE,cAAc,CAAC,CAAC,CAAC;QAC9F,QAAQ,CAAC,kBAAkB,GAAG,KAAK,CAAC,GAAG,IAAI,KAAK,CAAC,UAAU,GAAG,mBAAmB,EAAE,4BAA4B,CAAC,CAAC;QACjH,QAAQ,CAAC,kBAAkB,GAAG,KAAK,CAAC,GAAG,IAAI,KAAK,CAAC,UAAU,GAAG,mBAAmB,EAAE,4BAA4B,CAAC,CAAC;QACjH,MAAM,WAAW,GAAG,kBAAkB,GAAG,KAAK,CAAC,eAAe,CAAC;QAE/D,KAAK,CAAC,gBAAgB,GAAG,mBAAmB,CAAC;QAC7C,KAAK,CAAC,eAAe,GAAG,kBAAkB,CAAC;QAE3C,OAAO,EAAE,OAAO,EAAE,KAAK,CAAC,OAAO,CAAC,WAAW,EAAE,cAAc,CAAC,EAAE,CAAC;IACjE,CAAC;IAED,MAAM,CAAC,YAAY,CAAC,KAAuB,EAAE,UAAkB;QAC7D,MAAM,kBAAkB,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,EAAE,GAAG,IAAI,EAAE,CAAC,CAAC;QACtE,MAAM,kBAAkB,GAAG,KAAK,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,EAAE,GAAG,IAAI,EAAE,CAAC,CAAC;QACxE,MAAM,iBAAiB,GAAG,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,EAAE,kBAAkB,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAAC;QAC/G,MAAM,cAAc,GAAG,IAAI,CAAC,kBAAkB,CAAC,KAAK,CAAC,CAAC;QACtD,MAAM,qBAAqB,GAAG,cAAc,GAAG,KAAK,CAAC,GAAG,CAAC;QACzD,MAAM,gBAAgB,GAAG,GAAG,CAAC,KAAK,CAAC,gBAAgB,EAAE,cAAc,CAAC,GAAG,KAAK,CAAC,eAAe,CAAC;QAC7F,MAAM,mBAAmB,GAAG,KAAK,CAAC,GAAG,CACnC,GAAG,CAAC,gBAAgB,GAAG,iBAAiB,EAAE,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,GAAG,EAAE,qBAAqB,CAAC,CAAC,EAC1F,EAAE,CACH,CAAC;QAEF,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,gBAAgB,GAAG,mBAAmB,EAAE,CAAC;IACpE,CAAC;IAED,MAAM,CAAC,eAAe,CAAC,gBAAwB,EAAE,eAAuB;QACtE,OAAO,KAAK,CAAC,OAAO,CAAC,eAAe,EAAE,gBAAgB,CAAC,CAAC;IAC1D,CAAC;IAED,MAAM,CAAC,kBAAkB,CAAC,KAAuB;QAC/C,QAAQ,CAAC,KAAK,CAAC,WAAW,GAAG,KAAK,CAAC,eAAe,EAAE,6BAA6B,CAAC,CAAC;QACnF,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,GAAG,KAAK,CAAC,WAAW,EAAE,KAAK,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC;IAC5F,CAAC;CACF;AA/ID,0CA+IC"}
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package/dist/entities/amm/amm.js
CHANGED
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@@ -16,6 +16,17 @@ function calcAMMImpliedRate(ammStateResponse, isPositiveAMM) {
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: boros_offchain_math_1.FixedX18.fromRawValue(NegativeAMMMath_1.NegativeAMMMath.calcImpliedRate(totalFloatAmount, normFixedAmount)).toNumber();
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}
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function combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateResponse, isPositiveAMM, ammShiftedRate, orderBookSizePerSide = constants_1.ORDER_BOOK_SIZE_PER_SIDE) {
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try {
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20
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return _combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateResponse, isPositiveAMM, ammShiftedRate, orderBookSizePerSide);
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21
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}
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22
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catch (error) {
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if (error.message !== PositiveAMMMath_1.AMM_CUT_OFF_REACHED_ERROR) {
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console.error(error);
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}
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return marketOrderBook;
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}
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}
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function _combineMarketOrderBookAndAMM(tickSize, marketOrderBook, ammStateResponse, isPositiveAMM, ammShiftedRate, orderBookSizePerSide = constants_1.ORDER_BOOK_SIZE_PER_SIDE) {
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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 AMMImpliedRate = calcAMMImpliedRate(ammStateResponse, 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,gDAMC;AAED,
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