@pendle/sdk-boros 1.0.10 → 1.0.11-strategies

package/dist/entities/Calculator/marginCalculator.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMarginRequiredFor1YU = getMarginRequiredFor1YU;
+exports.getMarginRequiredFor1YUFixedX18 = getMarginRequiredFor1YUFixedX18;
+exports.getStrategyBorosMargin = getStrategyBorosMargin;
+exports.getStrategyMarginRequirements = getStrategyMarginRequirements;
+const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
+const SECONDS_PER_YEAR = 3600 * 24 * 365;
+const DEFAULT_MIN_MARGIN_INDEX_RATE = boros_offchain_math_1.FixedX18.fromNumber(0.1);
+function getMarginRequiredFor1YU(market, leverage) {
+    const effectiveLeverage = leverage ?? market.metadata?.maxLeverage ?? 1;
+    const marginFactor = market.config.kIM
+        ? boros_offchain_math_1.FixedX18.fromRawValue(BigInt(market.config.kIM))
+        : boros_offchain_math_1.FixedX18.fromNumber(0.5);
+    const tThresh_s = market.config.tThresh ?? 604800;
+    const tThresh_y = tThresh_s / SECONDS_PER_YEAR;
+    const timeToMaturity_s = market.data?.timeToMaturity ??
+        (market.imData.maturity - Math.floor(Date.now() / 1000));
+    const timeToMaturity_y = Math.max(0, timeToMaturity_s / SECONDS_PER_YEAR);
+    const time_y = Math.max(timeToMaturity_y, tThresh_y);
+    const time = boros_offchain_math_1.FixedX18.fromNumber(time_y);
+    const impliedApr = market.data?.ammImpliedApr ?? market.data?.midApr ?? 0;
+    const absImpliedApr = boros_offchain_math_1.FixedX18.fromNumber(Math.abs(impliedApr));
+    const rate = absImpliedApr.gt(DEFAULT_MIN_MARGIN_INDEX_RATE)
+        ? absImpliedApr
+        : DEFAULT_MIN_MARGIN_INDEX_RATE;
+    const contractSuf = rate.mulDown(time).mulDown(marginFactor);
+    const offchainSuf = rate.mulDown(time).divDown(boros_offchain_math_1.FixedX18.fromNumber(effectiveLeverage));
+    const imSuf = contractSuf.gt(offchainSuf) ? contractSuf : offchainSuf;
+    return imSuf.toNumber();
+}
+function getMarginRequiredFor1YUFixedX18(market, leverage) {
+    const effectiveLeverage = leverage ?? market.metadata?.maxLeverage ?? 1;
+    const marginFactor = market.config.kIM
+        ? boros_offchain_math_1.FixedX18.fromRawValue(BigInt(market.config.kIM))
+        : boros_offchain_math_1.FixedX18.fromNumber(0.5);
+    const tThresh_s = market.config.tThresh ?? 604800;
+    const tThresh_y = tThresh_s / SECONDS_PER_YEAR;
+    const timeToMaturity_s = market.data?.timeToMaturity ??
+        (market.imData.maturity - Math.floor(Date.now() / 1000));
+    const timeToMaturity_y = Math.max(0, timeToMaturity_s / SECONDS_PER_YEAR);
+    const time_y = Math.max(timeToMaturity_y, tThresh_y);
+    const time = boros_offchain_math_1.FixedX18.fromNumber(time_y);
+    const impliedApr = market.data?.ammImpliedApr ?? market.data?.midApr ?? 0;
+    const absImpliedApr = boros_offchain_math_1.FixedX18.fromNumber(Math.abs(impliedApr));
+    const rate = absImpliedApr.gt(DEFAULT_MIN_MARGIN_INDEX_RATE)
+        ? absImpliedApr
+        : DEFAULT_MIN_MARGIN_INDEX_RATE;
+    const contractSuf = rate.mulDown(time).mulDown(marginFactor);
+    const offchainSuf = rate.mulDown(time).divDown(boros_offchain_math_1.FixedX18.fromNumber(effectiveLeverage));
+    return contractSuf.gt(offchainSuf) ? contractSuf : offchainSuf;
+}
+function getStrategyBorosMargin(longMarket, shortMarket, leverage) {
+    const marginRequired1 = getMarginRequiredFor1YU(longMarket, leverage);
+    const marginRequired2 = getMarginRequiredFor1YU(shortMarket, leverage);
+    return marginRequired1 + marginRequired2;
+}
+function getStrategyMarginRequirements(longMarket, shortMarket, leverage) {
+    const marginRequired1 = getMarginRequiredFor1YU(longMarket, leverage);
+    const marginRequired2 = getMarginRequiredFor1YU(shortMarket, leverage);
+    return {
+        marginRequired1,
+        marginRequired2,
+        totalBorosMargin: marginRequired1 + marginRequired2,
+    };
+}
+//# sourceMappingURL=marginCalculator.js.map

package/dist/entities/Calculator/marginCalculator.js.map

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package/dist/entities/Calculator/strategyApr.d.ts

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+import { FixedX18 } from '@pendle/boros-offchain-math';
+import type { Strategy, StrategyCalculatorInput, StrategyCalculatorResult, StrategyFixedAprParams } from './types';
+export declare function calculateStrategyFixedApr(params: StrategyFixedAprParams): number;
+export declare function calculateStrategyFixedAprFixedX18(params: {
+    perpLeverage: number;
+    daysToMaturity: number;
+    borosMargin: FixedX18;
+    impliedApr1: FixedX18;
+    impliedApr2: FixedX18;
+    exchangeFee1: FixedX18;
+    exchangeFee2: FixedX18;
+    borosTradeFee: FixedX18;
+    borosSettlementFee: FixedX18;
+}): FixedX18;
+export declare function calculateStrategy(input: StrategyCalculatorInput): StrategyCalculatorResult;
+export declare function calculateStrategyAprFromStrategy(params: {
+    strategy: Strategy;
+    perpLeverage: number;
+    borosMargin: number;
+    exchangeFee1?: number;
+    exchangeFee2?: number;
+    borosTradeFee?: number;
+    borosSettlementFee?: number;
+}): number;
+export declare function calculateAprTimesMaxLeverage(strategy: Strategy, borosMargin: number, fees?: {
+    exchangeFee1?: number;
+    exchangeFee2?: number;
+    borosTradeFee?: number;
+    borosSettlementFee?: number;
+}): number;

package/dist/entities/Calculator/strategyApr.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateStrategyFixedApr = calculateStrategyFixedApr;
+exports.calculateStrategyFixedAprFixedX18 = calculateStrategyFixedAprFixedX18;
+exports.calculateStrategy = calculateStrategy;
+exports.calculateStrategyAprFromStrategy = calculateStrategyAprFromStrategy;
+exports.calculateAprTimesMaxLeverage = calculateAprTimesMaxLeverage;
+const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
+function calculateStrategyFixedApr(params) {
+    const { perpLeverage, daysToMaturity, borosMargin, impliedApr1, impliedApr2, exchangeFee1, exchangeFee2, borosTradeFee, borosSettlementFee, } = params;
+    if (daysToMaturity <= 0) {
+        return 0;
+    }
+    const impliedAprDiff = Math.abs(impliedApr1 - impliedApr2);
+    const annualizationFactor = 365 / daysToMaturity;
+    const totalExchangeFees = 2 * (exchangeFee1 + exchangeFee2);
+    const totalBorosFees = 2 * (borosSettlementFee + borosTradeFee);
+    const totalFees = totalExchangeFees + totalBorosFees;
+    const leverageFactor = 1 / (2 / perpLeverage + borosMargin);
+    const fixedApr = leverageFactor * (impliedAprDiff - annualizationFactor * totalFees);
+    return fixedApr;
+}
+function calculateStrategyFixedAprFixedX18(params) {
+    const { perpLeverage, daysToMaturity, borosMargin, impliedApr1, impliedApr2, exchangeFee1, exchangeFee2, borosTradeFee, borosSettlementFee, } = params;
+    if (daysToMaturity <= 0) {
+        return boros_offchain_math_1.FixedX18.ZERO;
+    }
+    const impliedAprDiff = impliedApr1.sub(impliedApr2).abs();
+    const annualizationFactor = boros_offchain_math_1.FixedX18.fromNumber(365 / daysToMaturity);
+    const two = boros_offchain_math_1.FixedX18.fromNumber(2);
+    const totalExchangeFees = exchangeFee1.add(exchangeFee2).mulDown(two);
+    const totalBorosFees = borosSettlementFee.add(borosTradeFee).mulDown(two);
+    const totalFees = totalExchangeFees.add(totalBorosFees);
+    const annualizedFees = annualizationFactor.mulDown(totalFees);
+    const netReturn = impliedAprDiff.sub(annualizedFees);
+    const twoOverPerpLev = boros_offchain_math_1.FixedX18.fromNumber(2 / perpLeverage);
+    const denominator = twoOverPerpLev.add(borosMargin);
+    const leverageFactor = boros_offchain_math_1.FixedX18.ONE.divDown(denominator);
+    const fixedApr = leverageFactor.mulDown(netReturn);
+    return fixedApr;
+}
+function calculateStrategy(input) {
+    const { totalCapital, daysToMaturity, perpLeverage, borosMargin, impliedApr1, impliedApr2, exchangeFee1, exchangeFee2, borosTradeFee, borosSettlementFee, } = input;
+    const params = {
+        perpLeverage,
+        daysToMaturity,
+        borosMargin: borosMargin / 100,
+        impliedApr1: impliedApr1 / 100,
+        impliedApr2: impliedApr2 / 100,
+        exchangeFee1: exchangeFee1 / 100,
+        exchangeFee2: exchangeFee2 / 100,
+        borosTradeFee: borosTradeFee / 100,
+        borosSettlementFee: borosSettlementFee / 100,
+    };
+    const fixedApr = calculateStrategyFixedApr(params);
+    const roi = fixedApr * (daysToMaturity / 365);
+    const estimatedEarnings = totalCapital * roi;
+    const estimatedEarningsPerYear = totalCapital * fixedApr;
+    return {
+        fixedApr,
+        fixedAprPercentage: fixedApr * 100,
+        estimatedEarnings,
+        estimatedEarningsPerYear,
+    };
+}
+function calculateStrategyAprFromStrategy(params) {
+    const { strategy, perpLeverage, borosMargin, exchangeFee1 = 0.0005, exchangeFee2 = 0.0005, borosTradeFee = 0.0005, borosSettlementFee = 0.002, } = params;
+    return calculateStrategyFixedApr({
+        perpLeverage,
+        daysToMaturity: strategy.daysToMaturity,
+        borosMargin,
+        impliedApr1: strategy.longMarket.impliedApr,
+        impliedApr2: strategy.shortMarket.impliedApr,
+        exchangeFee1,
+        exchangeFee2,
+        borosTradeFee,
+        borosSettlementFee,
+    });
+}
+function calculateAprTimesMaxLeverage(strategy, borosMargin, fees) {
+    const { exchangeFee1 = 0.0005, exchangeFee2 = 0.0005, borosTradeFee = 0.0005, borosSettlementFee = 0.002, } = fees ?? {};
+    return calculateStrategyFixedApr({
+        perpLeverage: strategy.maxPerpLeverage,
+        daysToMaturity: strategy.daysToMaturity,
+        borosMargin,
+        impliedApr1: strategy.longMarket.impliedApr,
+        impliedApr2: strategy.shortMarket.impliedApr,
+        exchangeFee1,
+        exchangeFee2,
+        borosTradeFee,
+        borosSettlementFee,
+    });
+}
+//# sourceMappingURL=strategyApr.js.map

package/dist/entities/Calculator/strategyApr.js.map

@@ -0,0 +1 @@
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package/dist/entities/Calculator/strategyExecution.d.ts

@@ -0,0 +1,28 @@
+import type { Strategy, StrategyExecutionPlan } from './types';
+export type GenerateExecutionPlanParams = {
+    strategy: Strategy;
+    totalCapital: number;
+    perpLeverage: number;
+    borosMargin: number;
+};
+export declare function generateExecutionPlan(params: GenerateExecutionPlanParams): StrategyExecutionPlan;
+export declare function getExecutionStepsSummary(plan: StrategyExecutionPlan): string[];
+export declare function formatExecutionStepsForUI(plan: StrategyExecutionPlan): Array<{
+    action: 'Long' | 'Short';
+    size: string;
+    description: string;
+    platform: 'perp' | 'boros';
+    exchange: string;
+    clickable: boolean;
+}>;
+export declare function calculateCapitalAllocation(params: {
+    totalCapital: number;
+    perpLeverage: number;
+    liquidationThreshold: number;
+}): {
+    capitalPerPerpLeg: number;
+    capitalPerBorosLeg: number;
+    totalPerpCapital: number;
+    totalBorosCapital: number;
+    notionalExposurePerLeg: number;
+};

package/dist/entities/Calculator/strategyExecution.js

@@ -0,0 +1,130 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.generateExecutionPlan = generateExecutionPlan;
+exports.getExecutionStepsSummary = getExecutionStepsSummary;
+exports.formatExecutionStepsForUI = formatExecutionStepsForUI;
+exports.calculateCapitalAllocation = calculateCapitalAllocation;
+function generateExecutionPlan(params) {
+    const { strategy, totalCapital, perpLeverage, borosMargin } = params;
+    const positionSizePerLeg = totalCapital / (2 / perpLeverage + borosMargin);
+    const yuSize = positionSizePerLeg;
+    const steps = [
+        {
+            stepNumber: 1,
+            action: 'long',
+            platform: 'perp',
+            exchange: strategy.longMarket.exchange,
+            description: `Long ${strategy.asset} on ${strategy.longMarket.exchange} perpetual`,
+            details: {
+                asset: strategy.asset,
+                size: `${positionSizePerLeg} ${strategy.asset}`,
+                marketType: 'perpetual',
+            },
+        },
+        {
+            stepNumber: 2,
+            action: 'short',
+            platform: 'perp',
+            exchange: strategy.shortMarket.exchange,
+            description: `Short ${strategy.asset} on ${strategy.shortMarket.exchange} perpetual`,
+            details: {
+                asset: strategy.asset,
+                size: `${positionSizePerLeg} ${strategy.asset}`,
+                marketType: 'perpetual',
+            },
+        },
+        {
+            stepNumber: 3,
+            action: 'long',
+            platform: 'boros',
+            exchange: strategy.longMarket.exchange,
+            description: `Long ${strategy.asset} YU on Boros ${strategy.longMarket.exchange} market`,
+            marketId: strategy.longMarket.marketId,
+            ammId: strategy.longMarket.ammId,
+            details: {
+                asset: strategy.asset,
+                size: `${yuSize} YU ${strategy.asset}`,
+                marketType: `Boros ${strategy.longMarket.exchange} market`,
+            },
+        },
+        {
+            stepNumber: 4,
+            action: 'short',
+            platform: 'boros',
+            exchange: strategy.shortMarket.exchange,
+            description: `Short ${strategy.asset} YU on Boros ${strategy.shortMarket.exchange} market`,
+            marketId: strategy.shortMarket.marketId,
+            ammId: strategy.shortMarket.ammId,
+            details: {
+                asset: strategy.asset,
+                size: `${yuSize} YU ${strategy.asset}`,
+                marketType: `Boros ${strategy.shortMarket.exchange} market`,
+            },
+        },
+    ];
+    return {
+        strategy,
+        steps,
+        totalCapitalRequired: totalCapital,
+        perpLeverage,
+        borosMargin,
+    };
+}
+function getExecutionStepsSummary(plan) {
+    return plan.steps.map((step) => {
+        const actionText = step.action === 'long' ? 'Long' : 'Short';
+        return `${actionText} ${step.details.size} on ${step.details.marketType}`;
+    });
+}
+function formatExecutionStepsForUI(plan) {
+    const { strategy, totalCapitalRequired, perpLeverage, borosMargin } = plan;
+    const positionSize = totalCapitalRequired / (2 / perpLeverage + borosMargin);
+    return [
+        {
+            action: 'Long',
+            size: `${positionSize} ${strategy.asset}`,
+            description: `on ${strategy.longMarket.exchange} ${strategy.asset} perpetual`,
+            platform: 'perp',
+            exchange: strategy.longMarket.exchange,
+            clickable: true,
+        },
+        {
+            action: 'Short',
+            size: `${positionSize} ${strategy.asset}`,
+            description: `on ${strategy.shortMarket.exchange} ${strategy.asset} perpetual`,
+            platform: 'perp',
+            exchange: strategy.shortMarket.exchange,
+            clickable: true,
+        },
+        {
+            action: 'Long',
+            size: `${positionSize} YU ${strategy.asset}`,
+            description: `on Boros ${strategy.longMarket.exchange} ${strategy.asset} market`,
+            platform: 'boros',
+            exchange: strategy.longMarket.exchange,
+            clickable: true,
+        },
+        {
+            action: 'Short',
+            size: `${positionSize} YU ${strategy.asset}`,
+            description: `on Boros ${strategy.shortMarket.exchange} ${strategy.asset} market`,
+            platform: 'boros',
+            exchange: strategy.shortMarket.exchange,
+            clickable: true,
+        },
+    ];
+}
+function calculateCapitalAllocation(params) {
+    const { totalCapital, perpLeverage, liquidationThreshold } = params;
+    const capitalPerPerpLeg = totalCapital / 2;
+    const notionalExposurePerLeg = capitalPerPerpLeg * perpLeverage;
+    const capitalPerBorosLeg = 0;
+    return {
+        capitalPerPerpLeg,
+        capitalPerBorosLeg,
+        totalPerpCapital: totalCapital,
+        totalBorosCapital: 0,
+        notionalExposurePerLeg,
+    };
+}
+//# sourceMappingURL=strategyExecution.js.map

package/dist/entities/Calculator/strategyExecution.js.map

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package/dist/entities/Calculator/strategyFinder.d.ts

@@ -0,0 +1,11 @@
+import type { GetStrategiesParams, GetStrategiesResult } from './types';
+export declare function findStrategies(params?: GetStrategiesParams): Promise<GetStrategiesResult>;
+export declare function findStrategiesByAsset(params: GetStrategiesParams & {
+    asset: string;
+}): Promise<GetStrategiesResult>;
+export declare function findStrategiesByMaturity(params: GetStrategiesParams & {
+    maturity: number;
+}): Promise<GetStrategiesResult>;
+export declare function findStrategiesByExchanges(params: GetStrategiesParams & {
+    exchanges: [string, string];
+}): Promise<GetStrategiesResult>;

package/dist/entities/Calculator/strategyFinder.js

@@ -0,0 +1,162 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.findStrategies = findStrategies;
+exports.findStrategiesByAsset = findStrategiesByAsset;
+exports.findStrategiesByMaturity = findStrategiesByMaturity;
+exports.findStrategiesByExchanges = findStrategiesByExchanges;
+const module_1 = require("../../backend/secrettune/module");
+const SECONDS_PER_DAY = 86400;
+async function fetchMarkets() {
+    const sdk = (0, module_1.getCoreSdk)();
+    const { data } = await sdk.markets.marketsControllerGetMarkets({});
+    return data.results;
+}
+function toStrategyMarket(market) {
+    if (!market.metadata) {
+        return null;
+    }
+    const impliedApr = market.data?.ammImpliedApr ?? market.data?.midApr ?? 0;
+    return {
+        marketId: market.marketId,
+        address: market.address,
+        exchange: market.metadata.platformName,
+        impliedApr,
+        maxLeverage: market.metadata.maxLeverage,
+        ammId: market.metadata.ammId,
+        ammAddress: market.metadata.ammAddress,
+        marketName: market.metadata.marketName,
+        rawMarket: market,
+    };
+}
+function createMarketGroupKey(market) {
+    if (!market.metadata?.assetSymbol) {
+        return null;
+    }
+    return `${market.metadata.assetSymbol}-${market.tokenId}-${market.imData.maturity}`;
+}
+function createStrategyId(asset, collateralTokenId, maturity, longExchange, shortExchange) {
+    return `${asset}-${collateralTokenId}-${maturity}-${longExchange}-${shortExchange}`;
+}
+async function findStrategies(params) {
+    const { markets: providedMarkets, minImpliedAprSpread = 0, excludeDevTest = true } = params ?? {};
+    const markets = providedMarkets ?? (await fetchMarkets());
+    const validMarkets = markets.filter((market) => {
+        if (!market.metadata?.assetSymbol)
+            return false;
+        if (!market.metadata?.platformName)
+            return false;
+        if (market.state === 'Paused' || market.state === 'Halted')
+            return false;
+        if (excludeDevTest && market.metadata.isDevTest)
+            return false;
+        return true;
+    });
+    const marketGroups = new Map();
+    for (const market of validMarkets) {
+        const key = createMarketGroupKey(market);
+        if (!key)
+            continue;
+        const group = marketGroups.get(key) ?? [];
+        group.push(market);
+        marketGroups.set(key, group);
+    }
+    const strategies = [];
+    for (const [, groupMarkets] of marketGroups) {
+        if (groupMarkets.length < 2)
+            continue;
+        const byExchange = new Map();
+        for (const market of groupMarkets) {
+            const exchange = market.metadata.platformName;
+            const exchangeMarkets = byExchange.get(exchange) ?? [];
+            exchangeMarkets.push(market);
+            byExchange.set(exchange, exchangeMarkets);
+        }
+        const exchanges = Array.from(byExchange.keys());
+        if (exchanges.length < 2)
+            continue;
+        for (let i = 0; i < exchanges.length; i++) {
+            for (let j = i + 1; j < exchanges.length; j++) {
+                const exchange1Markets = byExchange.get(exchanges[i]);
+                const exchange2Markets = byExchange.get(exchanges[j]);
+                for (const market1 of exchange1Markets) {
+                    for (const market2 of exchange2Markets) {
+                        const strategyMarket1 = toStrategyMarket(market1);
+                        const strategyMarket2 = toStrategyMarket(market2);
+                        if (!strategyMarket1 || !strategyMarket2)
+                            continue;
+                        const impliedAprSpread = Math.abs(strategyMarket1.impliedApr - strategyMarket2.impliedApr);
+                        if (impliedAprSpread < minImpliedAprSpread)
+                            continue;
+                        let longMarket;
+                        let shortMarket;
+                        if (strategyMarket1.impliedApr >= strategyMarket2.impliedApr) {
+                            longMarket = strategyMarket1;
+                            shortMarket = strategyMarket2;
+                        }
+                        else {
+                            longMarket = strategyMarket2;
+                            shortMarket = strategyMarket1;
+                        }
+                        const asset = market1.metadata.assetSymbol;
+                        const collateralTokenId = market1.tokenId;
+                        const maturity = market1.imData.maturity;
+                        const timeToMaturity = market1.data?.timeToMaturity ?? (maturity - Math.floor(Date.now() / 1000));
+                        const daysToMaturity = Math.max(0, Math.ceil(timeToMaturity / SECONDS_PER_DAY));
+                        const strategy = {
+                            id: createStrategyId(asset, collateralTokenId, maturity, longMarket.exchange, shortMarket.exchange),
+                            asset,
+                            collateralTokenId,
+                            maturity,
+                            timeToMaturity,
+                            daysToMaturity,
+                            longMarket,
+                            shortMarket,
+                            impliedAprSpread,
+                            maxPerpLeverage: Math.min(longMarket.maxLeverage, shortMarket.maxLeverage),
+                        };
+                        strategies.push(strategy);
+                    }
+                }
+            }
+        }
+    }
+    strategies.sort((a, b) => b.impliedAprSpread - a.impliedAprSpread);
+    return {
+        strategies,
+        totalCount: strategies.length,
+    };
+}
+async function findStrategiesByAsset(params) {
+    const { asset, ...rest } = params;
+    const result = await findStrategies(rest);
+    const filtered = result.strategies.filter((s) => s.asset.toUpperCase() === asset.toUpperCase());
+    return {
+        strategies: filtered,
+        totalCount: filtered.length,
+    };
+}
+async function findStrategiesByMaturity(params) {
+    const { maturity, ...rest } = params;
+    const result = await findStrategies(rest);
+    const filtered = result.strategies.filter((s) => s.maturity === maturity);
+    return {
+        strategies: filtered,
+        totalCount: filtered.length,
+    };
+}
+async function findStrategiesByExchanges(params) {
+    const { exchanges, ...rest } = params;
+    const [exchange1, exchange2] = exchanges.map((e) => e.toLowerCase());
+    const result = await findStrategies(rest);
+    const filtered = result.strategies.filter((s) => {
+        const longExchange = s.longMarket.exchange.toLowerCase();
+        const shortExchange = s.shortMarket.exchange.toLowerCase();
+        return ((longExchange === exchange1 && shortExchange === exchange2) ||
+            (longExchange === exchange2 && shortExchange === exchange1));
+    });
+    return {
+        strategies: filtered,
+        totalCount: filtered.length,
+    };
+}
+//# sourceMappingURL=strategyFinder.js.map

package/dist/entities/Calculator/strategyFinder.js.map

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package/dist/entities/Calculator/types.d.ts

@@ -0,0 +1,84 @@
+import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
+export type StrategyMarket = {
+    marketId: number;
+    address: string;
+    exchange: string;
+    impliedApr: number;
+    maxLeverage: number;
+    ammId?: number;
+    ammAddress?: string;
+    marketName?: string;
+    rawMarket: MarketResponse;
+};
+export type Strategy = {
+    id: string;
+    asset: string;
+    collateralTokenId: number;
+    maturity: number;
+    timeToMaturity: number;
+    daysToMaturity: number;
+    longMarket: StrategyMarket;
+    shortMarket: StrategyMarket;
+    impliedAprSpread: number;
+    maxPerpLeverage: number;
+};
+export type StrategyExecutionStep = {
+    stepNumber: number;
+    action: 'long' | 'short';
+    platform: 'boros' | 'perp';
+    exchange: string;
+    description: string;
+    marketId?: number;
+    ammId?: number;
+    details: {
+        asset: string;
+        size: string;
+        marketType: string;
+    };
+};
+export type StrategyExecutionPlan = {
+    strategy: Strategy;
+    steps: StrategyExecutionStep[];
+    totalCapitalRequired: number;
+    perpLeverage: number;
+    borosMargin: number;
+};
+export type StrategyFixedAprParams = {
+    perpLeverage: number;
+    daysToMaturity: number;
+    borosMargin: number;
+    impliedApr1: number;
+    impliedApr2: number;
+    exchangeFee1: number;
+    exchangeFee2: number;
+    borosTradeFee: number;
+    borosSettlementFee: number;
+};
+export type StrategyCalculatorInput = {
+    totalCapital: number;
+    liquidationThreshold: number;
+    daysToMaturity: number;
+    perpLeverage: number;
+    borosMargin: number;
+    impliedApr1: number;
+    impliedApr2: number;
+    exchangeFee1: number;
+    exchangeFee2: number;
+    borosTradeFee: number;
+    borosSettlementFee: number;
+};
+export type StrategyCalculatorResult = {
+    fixedApr: number;
+    fixedAprPercentage: number;
+    estimatedEarnings: number;
+    estimatedEarningsPerYear: number;
+};
+export type GetStrategiesParams = {
+    markets?: MarketResponse[];
+    minImpliedAprSpread?: number;
+    excludeDevTest?: boolean;
+};
+export type GetStrategiesResult = {
+    strategies: Strategy[];
+    totalCount: number;
+};

package/dist/entities/Calculator/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/entities/Calculator/types.js.map

@@ -0,0 +1 @@
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