@pendle/sdk-boros 1.0.11-strategies-1 → 1.0.11-strategies-2
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/Calculator/index.d.ts +1 -0
- package/dist/entities/Calculator/index.js +1 -0
- package/dist/entities/Calculator/index.js.map +1 -1
- package/dist/entities/Calculator/strategyApr.js +11 -7
- package/dist/entities/Calculator/strategyApr.js.map +1 -1
- package/dist/entities/Calculator/strategyExecution.js +41 -34
- package/dist/entities/Calculator/strategyExecution.js.map +1 -1
- package/dist/entities/Calculator/strategyFinder.js +30 -48
- package/dist/entities/Calculator/strategyFinder.js.map +1 -1
- package/dist/entities/Calculator/strategyUtils.d.ts +17 -0
- package/dist/entities/Calculator/strategyUtils.js +59 -0
- package/dist/entities/Calculator/strategyUtils.js.map +1 -0
- package/dist/entities/Calculator/types.d.ts +1 -16
- package/package.json +1 -1
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@@ -20,4 +20,5 @@ __exportStar(require("./strategyExecution"), exports);
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__exportStar(require("./strategyApr"), exports);
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__exportStar(require("./exchangeFees"), exports);
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__exportStar(require("./marginCalculator"), exports);
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+
__exportStar(require("./strategyUtils"), exports);
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//# sourceMappingURL=index.js.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/entities/Calculator/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,mDAAiC;AACjC,sDAAoC;AACpC,gDAA8B;AAC9B,iDAA+B;AAC/B,qDAAmC"}
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/entities/Calculator/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,mDAAiC;AACjC,sDAAoC;AACpC,gDAA8B;AAC9B,iDAA+B;AAC/B,qDAAmC;AACnC,kDAAgC"}
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@@ -6,6 +6,7 @@ exports.calculateStrategy = calculateStrategy;
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exports.calculateStrategyAprFromStrategy = calculateStrategyAprFromStrategy;
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exports.calculateAprTimesMaxLeverage = calculateAprTimesMaxLeverage;
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const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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const strategyUtils_1 = require("./strategyUtils");
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function calculateStrategyFixedApr(params) {
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const { perpLeverage, daysToMaturity, borosMargin, impliedApr1, impliedApr2, exchangeFee1, exchangeFee2, borosTradeFee, borosSettlementFee, } = params;
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if (daysToMaturity <= 0) {
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@@ -64,12 +65,13 @@ function calculateStrategy(input) {
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}
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function calculateStrategyAprFromStrategy(params) {
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const { strategy, perpLeverage, borosMargin, exchangeFee1 = 0.0005, exchangeFee2 = 0.0005, borosTradeFee = 0.0005, borosSettlementFee = 0.002, } = params;
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const daysToMaturity = (0, strategyUtils_1.calculateDaysToMaturity)((0, strategyUtils_1.getMaturity)(strategy.longMarket.market));
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return calculateStrategyFixedApr({
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perpLeverage,
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-
daysToMaturity
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daysToMaturity,
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borosMargin,
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impliedApr1: strategy.longMarket.
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impliedApr2: strategy.shortMarket.
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impliedApr1: (0, strategyUtils_1.getImpliedApr)(strategy.longMarket.market),
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impliedApr2: (0, strategyUtils_1.getImpliedApr)(strategy.shortMarket.market),
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exchangeFee1,
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exchangeFee2,
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borosTradeFee,
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@@ -78,12 +80,14 @@ function calculateStrategyAprFromStrategy(params) {
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}
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function calculateAprTimesMaxLeverage(strategy, borosMargin, fees) {
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const { exchangeFee1 = 0.0005, exchangeFee2 = 0.0005, borosTradeFee = 0.0005, borosSettlementFee = 0.002, } = fees ?? {};
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const daysToMaturity = (0, strategyUtils_1.calculateDaysToMaturity)((0, strategyUtils_1.getMaturity)(strategy.longMarket.market));
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const maxPerpLeverage = Math.min((0, strategyUtils_1.getMaxLeverage)(strategy.longMarket.market), (0, strategyUtils_1.getMaxLeverage)(strategy.shortMarket.market));
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return calculateStrategyFixedApr({
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perpLeverage:
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-
daysToMaturity
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perpLeverage: maxPerpLeverage,
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daysToMaturity,
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borosMargin,
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impliedApr1: strategy.longMarket.
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impliedApr2: strategy.shortMarket.
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impliedApr1: (0, strategyUtils_1.getImpliedApr)(strategy.longMarket.market),
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impliedApr2: (0, strategyUtils_1.getImpliedApr)(strategy.shortMarket.market),
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exchangeFee1,
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exchangeFee2,
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borosTradeFee,
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"strategyApr.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyApr.ts"],"names":[],"mappings":";;
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{"version":3,"file":"strategyApr.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyApr.ts"],"names":[],"mappings":";;AAcA,8DA+BC;AAKD,8EA+CC;AAWD,8CAwCC;AAKD,4EAgCC;AAWD,oEAkCC;AAtOD,qEAAuD;AAEvD,mDAAsG;AAYtG,SAAgB,yBAAyB,CAAC,MAA8B;IACtE,MAAM,EACJ,YAAY,EACZ,cAAc,EACd,WAAW,EACX,WAAW,EACX,WAAW,EACX,YAAY,EACZ,YAAY,EACZ,aAAa,EACb,kBAAkB,GACnB,GAAG,MAAM,CAAC;IAEX,IAAI,cAAc,IAAI,CAAC,EAAE,CAAC;QACxB,OAAO,CAAC,CAAC;IACX,CAAC;IAED,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,GAAG,WAAW,CAAC,CAAC;IAC3D,MAAM,mBAAmB,GAAG,GAAG,GAAG,cAAc,CAAC;IAGjD,MAAM,sBAAsB,GAAG,mBAAmB,GAAG,CAAC,YAAY,GAAG,YAAY,CAAC,CAAC;IACnF,MAAM,SAAS,GAAG,CAAC,GAAG,CAAC,kBAAkB,GAAG,aAAa,CAAC,CAAC;IAC3D,MAAM,SAAS,GAAG,sBAAsB,GAAG,SAAS,CAAC;IAGrD,MAAM,cAAc,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,YAAY,GAAG,WAAW,CAAC,CAAC;IAE5D,MAAM,QAAQ,GAAG,cAAc,GAAG,CAAC,cAAc,GAAG,SAAS,CAAC,CAAC;IAE/D,OAAO,QAAQ,CAAC;AAClB,CAAC;AAKD,SAAgB,iCAAiC,CAAC,MAUjD;IACC,MAAM,EACJ,YAAY,EACZ,cAAc,EACd,WAAW,EACX,WAAW,EACX,WAAW,EACX,YAAY,EACZ,YAAY,EACZ,aAAa,EACb,kBAAkB,GACnB,GAAG,MAAM,CAAC;IAEX,IAAI,cAAc,IAAI,CAAC,EAAE,CAAC;QACxB,OAAO,8BAAQ,CAAC,IAAI,CAAC;IACvB,CAAC;IAED,MAAM,cAAc,GAAG,WAAW,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,GAAG,EAAE,CAAC;IAC1D,MAAM,mBAAmB,GAAG,8BAAQ,CAAC,UAAU,CAAC,GAAG,GAAG,cAAc,CAAC,CAAC;IACtE,MAAM,GAAG,GAAG,8BAAQ,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC;IAGnC,MAAM,sBAAsB,GAAG,YAAY,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,OAAO,CAAC,mBAAmB,CAAC,CAAC;IAC3F,MAAM,SAAS,GAAG,kBAAkB,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IACrE,MAAM,SAAS,GAAG,sBAAsB,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;IAGxD,MAAM,SAAS,GAAG,cAAc,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;IAGhD,MAAM,cAAc,GAAG,8BAAQ,CAAC,UAAU,CAAC,CAAC,GAAG,YAAY,CAAC,CAAC;IAC7D,MAAM,WAAW,GAAG,cAAc,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IACpD,MAAM,cAAc,GAAG,8BAAQ,CAAC,GAAG,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;IAEzD,MAAM,QAAQ,GAAG,cAAc,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAEnD,OAAO,QAAQ,CAAC;AAClB,CAAC;AAWD,SAAgB,iBAAiB,CAAC,KAA8B;IAC9D,MAAM,EACJ,YAAY,EACZ,cAAc,EACd,YAAY,EACZ,WAAW,EACX,WAAW,EACX,WAAW,EACX,YAAY,EACZ,YAAY,EACZ,aAAa,EACb,kBAAkB,GACnB,GAAG,KAAK,CAAC;IAGV,MAAM,MAAM,GAA2B;QACrC,YAAY;QACZ,cAAc;QACd,WAAW,EAAE,WAAW,GAAG,GAAG;QAC9B,WAAW,EAAE,WAAW,GAAG,GAAG;QAC9B,WAAW,EAAE,WAAW,GAAG,GAAG;QAC9B,YAAY,EAAE,YAAY,GAAG,GAAG;QAChC,YAAY,EAAE,YAAY,GAAG,GAAG;QAChC,aAAa,EAAE,aAAa,GAAG,GAAG;QAClC,kBAAkB,EAAE,kBAAkB,GAAG,GAAG;KAC7C,CAAC;IAEF,MAAM,QAAQ,GAAG,yBAAyB,CAAC,MAAM,CAAC,CAAC;IAGnD,MAAM,GAAG,GAAG,QAAQ,GAAG,CAAC,cAAc,GAAG,GAAG,CAAC,CAAC;IAC9C,MAAM,iBAAiB,GAAG,YAAY,GAAG,GAAG,CAAC;IAC7C,MAAM,wBAAwB,GAAG,YAAY,GAAG,QAAQ,CAAC;IAEzD,OAAO;QACL,QAAQ;QACR,kBAAkB,EAAE,QAAQ,GAAG,GAAG;QAClC,iBAAiB;QACjB,wBAAwB;KACzB,CAAC;AACJ,CAAC;AAKD,SAAgB,gCAAgC,CAAC,MAQhD;IACC,MAAM,EACJ,QAAQ,EACR,YAAY,EACZ,WAAW,EACX,YAAY,GAAG,MAAM,EACrB,YAAY,GAAG,MAAM,EACrB,aAAa,GAAG,MAAM,EACtB,kBAAkB,GAAG,KAAK,GAC3B,GAAG,MAAM,CAAC;IAEX,MAAM,cAAc,GAAG,IAAA,uCAAuB,EAAC,IAAA,2BAAW,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC;IAExF,OAAO,yBAAyB,CAAC;QAC/B,YAAY;QACZ,cAAc;QACd,WAAW;QACX,WAAW,EAAE,IAAA,6BAAa,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC;QACtD,WAAW,EAAE,IAAA,6BAAa,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC;QACvD,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,kBAAkB;KACnB,CAAC,CAAC;AACL,CAAC;AAWD,SAAgB,4BAA4B,CAC1C,QAAkB,EAClB,WAAmB,EACnB,IAKC;IAED,MAAM,EACJ,YAAY,GAAG,MAAM,EACrB,YAAY,GAAG,MAAM,EACrB,aAAa,GAAG,MAAM,EACtB,kBAAkB,GAAG,KAAK,GAC3B,GAAG,IAAI,IAAI,EAAE,CAAC;IAEf,MAAM,cAAc,GAAG,IAAA,uCAAuB,EAAC,IAAA,2BAAW,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC;IACxF,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAC9B,IAAA,8BAAc,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,EAC1C,IAAA,8BAAc,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC,CAC5C,CAAC;IAEF,OAAO,yBAAyB,CAAC;QAC/B,YAAY,EAAE,eAAe;QAC7B,cAAc;QACd,WAAW;QACX,WAAW,EAAE,IAAA,6BAAa,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC;QACtD,WAAW,EAAE,IAAA,6BAAa,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC;QACvD,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,kBAAkB;KACnB,CAAC,CAAC;AACL,CAAC"}
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@@ -4,20 +4,24 @@ exports.generateExecutionPlan = generateExecutionPlan;
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exports.getExecutionStepsSummary = getExecutionStepsSummary;
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exports.formatExecutionStepsForUI = formatExecutionStepsForUI;
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exports.calculateCapitalAllocation = calculateCapitalAllocation;
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const strategyUtils_1 = require("./strategyUtils");
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function generateExecutionPlan(params) {
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const { strategy, totalCapital, perpLeverage, borosMargin } = params;
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const positionSizePerLeg = totalCapital / (2 / perpLeverage + borosMargin);
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const yuSize = positionSizePerLeg;
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const asset = (0, strategyUtils_1.getAssetSymbol)(strategy.longMarket.market);
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const longExchange = (0, strategyUtils_1.getPlatformName)(strategy.longMarket.market);
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const shortExchange = (0, strategyUtils_1.getPlatformName)(strategy.shortMarket.market);
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const steps = [
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{
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stepNumber: 1,
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action: 'long',
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platform: 'perp',
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exchange:
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description: `Long ${
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exchange: longExchange,
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description: `Long ${asset} on ${longExchange} perpetual`,
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details: {
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asset
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size: `${positionSizePerLeg} ${
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asset,
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size: `${positionSizePerLeg} ${asset}`,
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marketType: 'perpetual',
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},
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},
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stepNumber: 2,
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action: 'short',
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platform: 'perp',
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exchange:
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description: `Short ${
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exchange: shortExchange,
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description: `Short ${asset} on ${shortExchange} perpetual`,
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details: {
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asset
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size: `${positionSizePerLeg} ${
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asset,
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size: `${positionSizePerLeg} ${asset}`,
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marketType: 'perpetual',
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},
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},
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stepNumber: 3,
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action: 'long',
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platform: 'boros',
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exchange:
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description: `Long ${
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marketId: strategy.longMarket.
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ammId: strategy.longMarket.
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exchange: longExchange,
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description: `Long ${asset} YU on Boros ${longExchange} market`,
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marketId: (0, strategyUtils_1.getMarketId)(strategy.longMarket.market),
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ammId: (0, strategyUtils_1.getAmmId)(strategy.longMarket.market),
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asset
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size: `${yuSize} YU ${
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marketType: `Boros ${
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asset,
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size: `${yuSize} YU ${asset}`,
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marketType: `Boros ${longExchange} market`,
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},
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},
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{
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stepNumber: 4,
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action: 'short',
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platform: 'boros',
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exchange:
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description: `Short ${
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marketId: strategy.shortMarket.
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ammId: strategy.shortMarket.
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exchange: shortExchange,
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description: `Short ${asset} YU on Boros ${shortExchange} market`,
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marketId: (0, strategyUtils_1.getMarketId)(strategy.shortMarket.market),
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ammId: (0, strategyUtils_1.getAmmId)(strategy.shortMarket.market),
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details: {
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asset
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size: `${yuSize} YU ${
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marketType: `Boros ${
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asset,
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size: `${yuSize} YU ${asset}`,
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marketType: `Boros ${shortExchange} market`,
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},
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},
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];
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function formatExecutionStepsForUI(plan) {
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const { strategy, totalCapitalRequired, perpLeverage, borosMargin } = plan;
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const positionSize = totalCapitalRequired / (2 / perpLeverage + borosMargin);
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const asset = (0, strategyUtils_1.getAssetSymbol)(strategy.longMarket.market);
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const longExchange = (0, strategyUtils_1.getPlatformName)(strategy.longMarket.market);
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const shortExchange = (0, strategyUtils_1.getPlatformName)(strategy.shortMarket.market);
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return [
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{
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action: 'Long',
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size: `${positionSize} ${
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description: `on ${
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size: `${positionSize} ${asset}`,
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description: `on ${longExchange} ${asset} perpetual`,
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platform: 'perp',
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exchange:
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exchange: longExchange,
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clickable: true,
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},
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{
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action: 'Short',
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size: `${positionSize} ${
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description: `on ${
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size: `${positionSize} ${asset}`,
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description: `on ${shortExchange} ${asset} perpetual`,
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platform: 'perp',
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exchange:
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exchange: shortExchange,
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clickable: true,
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},
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{
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action: 'Long',
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size: `${positionSize} YU ${
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description: `on Boros ${
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size: `${positionSize} YU ${asset}`,
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description: `on Boros ${longExchange} ${asset} market`,
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platform: 'boros',
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exchange:
|
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exchange: longExchange,
|
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|
clickable: true,
|
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|
},
|
|
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|
{
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action: 'Short',
|
|
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|
-
size: `${positionSize} YU ${
|
|
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|
-
description: `on Boros ${
|
|
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|
+
size: `${positionSize} YU ${asset}`,
|
|
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|
+
description: `on Boros ${shortExchange} ${asset} market`,
|
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|
platform: 'boros',
|
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exchange:
|
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exchange: shortExchange,
|
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clickable: true,
|
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},
|
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];
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"strategyExecution.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyExecution.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"strategyExecution.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyExecution.ts"],"names":[],"mappings":";;AAqBA,sDAkFC;AAKD,4DAKC;AAKD,8DAqDC;AAKD,gEA6BC;AA5MD,mDAAyF;AAoBzF,SAAgB,qBAAqB,CAAC,MAAmC;IACvE,MAAM,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,EAAE,WAAW,EAAE,GAAG,MAAM,CAAC;IAMrE,MAAM,kBAAkB,GAAG,YAAY,GAAG,CAAC,CAAC,GAAG,YAAY,GAAG,WAAW,CAAC,CAAC;IAG3E,MAAM,MAAM,GAAG,kBAAkB,CAAC;IAElC,MAAM,KAAK,GAAG,IAAA,8BAAc,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC;IACzD,MAAM,YAAY,GAAG,IAAA,+BAAe,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC;IACjE,MAAM,aAAa,GAAG,IAAA,+BAAe,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;IAEnE,MAAM,KAAK,GAA4B;QAErC;YACE,UAAU,EAAE,CAAC;YACb,MAAM,EAAE,MAAM;YACd,QAAQ,EAAE,MAAM;YAChB,QAAQ,EAAE,YAAY;YACtB,WAAW,EAAE,QAAQ,KAAK,OAAO,YAAY,YAAY;YACzD,OAAO,EAAE;gBACP,KAAK;gBACL,IAAI,EAAE,GAAG,kBAAkB,IAAI,KAAK,EAAE;gBACtC,UAAU,EAAE,WAAW;aACxB;SACF;QAED;YACE,UAAU,EAAE,CAAC;YACb,MAAM,EAAE,OAAO;YACf,QAAQ,EAAE,MAAM;YAChB,QAAQ,EAAE,aAAa;YACvB,WAAW,EAAE,SAAS,KAAK,OAAO,aAAa,YAAY;YAC3D,OAAO,EAAE;gBACP,KAAK;gBACL,IAAI,EAAE,GAAG,kBAAkB,IAAI,KAAK,EAAE;gBACtC,UAAU,EAAE,WAAW;aACxB;SACF;QAED;YACE,UAAU,EAAE,CAAC;YACb,MAAM,EAAE,MAAM;YACd,QAAQ,EAAE,OAAO;YACjB,QAAQ,EAAE,YAAY;YACtB,WAAW,EAAE,QAAQ,KAAK,gBAAgB,YAAY,SAAS;YAC/D,QAAQ,EAAE,IAAA,2BAAW,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC;YACjD,KAAK,EAAE,IAAA,wBAAQ,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC;YAC3C,OAAO,EAAE;gBACP,KAAK;gBACL,IAAI,EAAE,GAAG,MAAM,OAAO,KAAK,EAAE;gBAC7B,UAAU,EAAE,SAAS,YAAY,SAAS;aAC3C;SACF;QAED;YACE,UAAU,EAAE,CAAC;YACb,MAAM,EAAE,OAAO;YACf,QAAQ,EAAE,OAAO;YACjB,QAAQ,EAAE,aAAa;YACvB,WAAW,EAAE,SAAS,KAAK,gBAAgB,aAAa,SAAS;YACjE,QAAQ,EAAE,IAAA,2BAAW,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC;YAClD,KAAK,EAAE,IAAA,wBAAQ,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC;YAC5C,OAAO,EAAE;gBACP,KAAK;gBACL,IAAI,EAAE,GAAG,MAAM,OAAO,KAAK,EAAE;gBAC7B,UAAU,EAAE,SAAS,aAAa,SAAS;aAC5C;SACF;KACF,CAAC;IAEF,OAAO;QACL,QAAQ;QACR,KAAK;QACL,oBAAoB,EAAE,YAAY;QAClC,YAAY;QACZ,WAAW;KACZ,CAAC;AACJ,CAAC;AAKD,SAAgB,wBAAwB,CAAC,IAA2B;IAClE,OAAO,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE;QAC7B,MAAM,UAAU,GAAG,IAAI,CAAC,MAAM,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC;QAC7D,OAAO,GAAG,UAAU,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,OAAO,IAAI,CAAC,OAAO,CAAC,UAAU,EAAE,CAAC;IAC5E,CAAC,CAAC,CAAC;AACL,CAAC;AAKD,SAAgB,yBAAyB,CACvC,IAA2B;IAS3B,MAAM,EAAE,QAAQ,EAAE,oBAAoB,EAAE,YAAY,EAAE,WAAW,EAAE,GAAG,IAAI,CAAC;IAG3E,MAAM,YAAY,GAAG,oBAAoB,GAAG,CAAC,CAAC,GAAG,YAAY,GAAG,WAAW,CAAC,CAAC;IAE7E,MAAM,KAAK,GAAG,IAAA,8BAAc,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC;IACzD,MAAM,YAAY,GAAG,IAAA,+BAAe,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC;IACjE,MAAM,aAAa,GAAG,IAAA,+BAAe,EAAC,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;IAEnE,OAAO;QACL;YACE,MAAM,EAAE,MAAM;YACd,IAAI,EAAE,GAAG,YAAY,IAAI,KAAK,EAAE;YAChC,WAAW,EAAE,MAAM,YAAY,IAAI,KAAK,YAAY;YACpD,QAAQ,EAAE,MAAM;YAChB,QAAQ,EAAE,YAAY;YACtB,SAAS,EAAE,IAAI;SAChB;QACD;YACE,MAAM,EAAE,OAAO;YACf,IAAI,EAAE,GAAG,YAAY,IAAI,KAAK,EAAE;YAChC,WAAW,EAAE,MAAM,aAAa,IAAI,KAAK,YAAY;YACrD,QAAQ,EAAE,MAAM;YAChB,QAAQ,EAAE,aAAa;YACvB,SAAS,EAAE,IAAI;SAChB;QACD;YACE,MAAM,EAAE,MAAM;YACd,IAAI,EAAE,GAAG,YAAY,OAAO,KAAK,EAAE;YACnC,WAAW,EAAE,YAAY,YAAY,IAAI,KAAK,SAAS;YACvD,QAAQ,EAAE,OAAO;YACjB,QAAQ,EAAE,YAAY;YACtB,SAAS,EAAE,IAAI;SAChB;QACD;YACE,MAAM,EAAE,OAAO;YACf,IAAI,EAAE,GAAG,YAAY,OAAO,KAAK,EAAE;YACnC,WAAW,EAAE,YAAY,aAAa,IAAI,KAAK,SAAS;YACxD,QAAQ,EAAE,OAAO;YACjB,QAAQ,EAAE,aAAa;YACvB,SAAS,EAAE,IAAI;SAChB;KACF,CAAC;AACJ,CAAC;AAKD,SAAgB,0BAA0B,CAAC,MAI1C;IAOC,MAAM,EAAE,YAAY,EAAE,YAAY,EAAE,oBAAoB,EAAE,GAAG,MAAM,CAAC;IAKpE,MAAM,iBAAiB,GAAG,YAAY,GAAG,CAAC,CAAC;IAC3C,MAAM,sBAAsB,GAAG,iBAAiB,GAAG,YAAY,CAAC;IAGhE,MAAM,kBAAkB,GAAG,CAAC,CAAC;IAE7B,OAAO;QACL,iBAAiB;QACjB,kBAAkB;QAClB,gBAAgB,EAAE,YAAY;QAC9B,iBAAiB,EAAE,CAAC;QACpB,sBAAsB;KACvB,CAAC;AACJ,CAAC"}
|
|
@@ -6,7 +6,7 @@ exports.findStrategiesByMaturity = findStrategiesByMaturity;
|
|
|
6
6
|
exports.findStrategiesByExchanges = findStrategiesByExchanges;
|
|
7
7
|
exports.getStrategyByMarketIds = getStrategyByMarketIds;
|
|
8
8
|
const module_1 = require("../../backend/secrettune/module");
|
|
9
|
-
const
|
|
9
|
+
const strategyUtils_1 = require("./strategyUtils");
|
|
10
10
|
async function fetchMarkets() {
|
|
11
11
|
const sdk = (0, module_1.getCoreSdk)();
|
|
12
12
|
const { data } = await sdk.markets.marketsControllerGetMarkets({});
|
|
@@ -16,18 +16,7 @@ function toStrategyMarket(market) {
|
|
|
16
16
|
if (!market.metadata) {
|
|
17
17
|
return null;
|
|
18
18
|
}
|
|
19
|
-
|
|
20
|
-
return {
|
|
21
|
-
marketId: market.marketId,
|
|
22
|
-
address: market.address,
|
|
23
|
-
exchange: market.metadata.platformName,
|
|
24
|
-
impliedApr,
|
|
25
|
-
maxLeverage: market.metadata.maxLeverage,
|
|
26
|
-
ammId: market.metadata.ammId,
|
|
27
|
-
ammAddress: market.metadata.ammAddress,
|
|
28
|
-
marketName: market.metadata.marketName,
|
|
29
|
-
rawMarket: market,
|
|
30
|
-
};
|
|
19
|
+
return { market };
|
|
31
20
|
}
|
|
32
21
|
function createMarketGroupKey(market) {
|
|
33
22
|
if (!market.metadata?.assetSymbol) {
|
|
@@ -85,12 +74,14 @@ async function findStrategies(params) {
|
|
|
85
74
|
const strategyMarket2 = toStrategyMarket(market2);
|
|
86
75
|
if (!strategyMarket1 || !strategyMarket2)
|
|
87
76
|
continue;
|
|
88
|
-
const
|
|
77
|
+
const impliedApr1 = (0, strategyUtils_1.getImpliedApr)(strategyMarket1.market);
|
|
78
|
+
const impliedApr2 = (0, strategyUtils_1.getImpliedApr)(strategyMarket2.market);
|
|
79
|
+
const impliedAprSpread = Math.abs(impliedApr1 - impliedApr2);
|
|
89
80
|
if (impliedAprSpread < minImpliedAprSpread)
|
|
90
81
|
continue;
|
|
91
82
|
let longMarket;
|
|
92
83
|
let shortMarket;
|
|
93
|
-
if (
|
|
84
|
+
if (impliedApr1 >= impliedApr2) {
|
|
94
85
|
longMarket = strategyMarket1;
|
|
95
86
|
shortMarket = strategyMarket2;
|
|
96
87
|
}
|
|
@@ -98,22 +89,15 @@ async function findStrategies(params) {
|
|
|
98
89
|
longMarket = strategyMarket2;
|
|
99
90
|
shortMarket = strategyMarket1;
|
|
100
91
|
}
|
|
101
|
-
const asset =
|
|
102
|
-
const collateralTokenId =
|
|
103
|
-
const maturity =
|
|
104
|
-
const
|
|
105
|
-
const
|
|
92
|
+
const asset = (0, strategyUtils_1.getAssetSymbol)(longMarket.market);
|
|
93
|
+
const collateralTokenId = (0, strategyUtils_1.getCollateralTokenId)(longMarket.market);
|
|
94
|
+
const maturity = (0, strategyUtils_1.getMaturity)(longMarket.market);
|
|
95
|
+
const longExchange = (0, strategyUtils_1.getPlatformName)(longMarket.market);
|
|
96
|
+
const shortExchange = (0, strategyUtils_1.getPlatformName)(shortMarket.market);
|
|
106
97
|
const strategy = {
|
|
107
|
-
id: createStrategyId(asset, collateralTokenId, maturity,
|
|
108
|
-
asset,
|
|
109
|
-
collateralTokenId,
|
|
110
|
-
maturity,
|
|
111
|
-
timeToMaturity,
|
|
112
|
-
daysToMaturity,
|
|
98
|
+
id: createStrategyId(asset, collateralTokenId, maturity, longExchange, shortExchange),
|
|
113
99
|
longMarket,
|
|
114
100
|
shortMarket,
|
|
115
|
-
impliedAprSpread,
|
|
116
|
-
maxPerpLeverage: Math.min(longMarket.maxLeverage, shortMarket.maxLeverage),
|
|
117
101
|
};
|
|
118
102
|
strategies.push(strategy);
|
|
119
103
|
}
|
|
@@ -121,7 +105,11 @@ async function findStrategies(params) {
|
|
|
121
105
|
}
|
|
122
106
|
}
|
|
123
107
|
}
|
|
124
|
-
strategies.sort((a, b) =>
|
|
108
|
+
strategies.sort((a, b) => {
|
|
109
|
+
const spreadA = Math.abs((0, strategyUtils_1.getImpliedApr)(a.longMarket.market) - (0, strategyUtils_1.getImpliedApr)(a.shortMarket.market));
|
|
110
|
+
const spreadB = Math.abs((0, strategyUtils_1.getImpliedApr)(b.longMarket.market) - (0, strategyUtils_1.getImpliedApr)(b.shortMarket.market));
|
|
111
|
+
return spreadB - spreadA;
|
|
112
|
+
});
|
|
125
113
|
return {
|
|
126
114
|
strategies,
|
|
127
115
|
totalCount: strategies.length,
|
|
@@ -130,7 +118,7 @@ async function findStrategies(params) {
|
|
|
130
118
|
async function findStrategiesByAsset(params) {
|
|
131
119
|
const { asset, ...rest } = params;
|
|
132
120
|
const result = await findStrategies(rest);
|
|
133
|
-
const filtered = result.strategies.filter((s) => s.
|
|
121
|
+
const filtered = result.strategies.filter((s) => (0, strategyUtils_1.getAssetSymbol)(s.longMarket.market).toUpperCase() === asset.toUpperCase());
|
|
134
122
|
return {
|
|
135
123
|
strategies: filtered,
|
|
136
124
|
totalCount: filtered.length,
|
|
@@ -139,7 +127,7 @@ async function findStrategiesByAsset(params) {
|
|
|
139
127
|
async function findStrategiesByMaturity(params) {
|
|
140
128
|
const { maturity, ...rest } = params;
|
|
141
129
|
const result = await findStrategies(rest);
|
|
142
|
-
const filtered = result.strategies.filter((s) => s.
|
|
130
|
+
const filtered = result.strategies.filter((s) => (0, strategyUtils_1.getMaturity)(s.longMarket.market) === maturity);
|
|
143
131
|
return {
|
|
144
132
|
strategies: filtered,
|
|
145
133
|
totalCount: filtered.length,
|
|
@@ -150,8 +138,8 @@ async function findStrategiesByExchanges(params) {
|
|
|
150
138
|
const [exchange1, exchange2] = exchanges.map((e) => e.toLowerCase());
|
|
151
139
|
const result = await findStrategies(rest);
|
|
152
140
|
const filtered = result.strategies.filter((s) => {
|
|
153
|
-
const longExchange = s.longMarket.
|
|
154
|
-
const shortExchange = s.shortMarket.
|
|
141
|
+
const longExchange = (0, strategyUtils_1.getPlatformName)(s.longMarket.market).toLowerCase();
|
|
142
|
+
const shortExchange = (0, strategyUtils_1.getPlatformName)(s.shortMarket.market).toLowerCase();
|
|
155
143
|
return ((longExchange === exchange1 && shortExchange === exchange2) ||
|
|
156
144
|
(longExchange === exchange2 && shortExchange === exchange1));
|
|
157
145
|
});
|
|
@@ -189,7 +177,9 @@ async function getStrategyByMarketIds(marketId1, marketId2, markets) {
|
|
|
189
177
|
}
|
|
190
178
|
let longMarket;
|
|
191
179
|
let shortMarket;
|
|
192
|
-
|
|
180
|
+
const impliedApr1 = (0, strategyUtils_1.getImpliedApr)(strategyMarket1.market);
|
|
181
|
+
const impliedApr2 = (0, strategyUtils_1.getImpliedApr)(strategyMarket2.market);
|
|
182
|
+
if (impliedApr1 >= impliedApr2) {
|
|
193
183
|
longMarket = strategyMarket1;
|
|
194
184
|
shortMarket = strategyMarket2;
|
|
195
185
|
}
|
|
@@ -197,23 +187,15 @@ async function getStrategyByMarketIds(marketId1, marketId2, markets) {
|
|
|
197
187
|
longMarket = strategyMarket2;
|
|
198
188
|
shortMarket = strategyMarket1;
|
|
199
189
|
}
|
|
200
|
-
const asset =
|
|
201
|
-
const collateralTokenId =
|
|
202
|
-
const maturity =
|
|
203
|
-
const
|
|
204
|
-
const
|
|
205
|
-
const impliedAprSpread = Math.abs(strategyMarket1.impliedApr - strategyMarket2.impliedApr);
|
|
190
|
+
const asset = (0, strategyUtils_1.getAssetSymbol)(longMarket.market);
|
|
191
|
+
const collateralTokenId = (0, strategyUtils_1.getCollateralTokenId)(longMarket.market);
|
|
192
|
+
const maturity = (0, strategyUtils_1.getMaturity)(longMarket.market);
|
|
193
|
+
const longExchange = (0, strategyUtils_1.getPlatformName)(longMarket.market);
|
|
194
|
+
const shortExchange = (0, strategyUtils_1.getPlatformName)(shortMarket.market);
|
|
206
195
|
return {
|
|
207
|
-
id: createStrategyId(asset, collateralTokenId, maturity,
|
|
208
|
-
asset,
|
|
209
|
-
collateralTokenId,
|
|
210
|
-
maturity,
|
|
211
|
-
timeToMaturity,
|
|
212
|
-
daysToMaturity,
|
|
196
|
+
id: createStrategyId(asset, collateralTokenId, maturity, longExchange, shortExchange),
|
|
213
197
|
longMarket,
|
|
214
198
|
shortMarket,
|
|
215
|
-
impliedAprSpread,
|
|
216
|
-
maxPerpLeverage: Math.min(longMarket.maxLeverage, shortMarket.maxLeverage),
|
|
217
199
|
};
|
|
218
200
|
}
|
|
219
201
|
//# sourceMappingURL=strategyFinder.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"strategyFinder.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyFinder.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"strategyFinder.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyFinder.ts"],"names":[],"mappings":";;AA8DA,wCAiHC;AAKD,sDAcC;AAKD,4DAYC;AAKD,8DAoBC;AAUD,wDA0EC;AA/TD,4DAA6D;AAE7D,mDAAoH;AAKpH,KAAK,UAAU,YAAY;IACzB,MAAM,GAAG,GAAG,IAAA,mBAAU,GAAE,CAAC;IACzB,MAAM,EAAE,IAAI,EAAE,GAAG,MAAM,GAAG,CAAC,OAAO,CAAC,2BAA2B,CAAC,EAAE,CAAC,CAAC;IACnE,OAAO,IAAI,CAAC,OAAO,CAAC;AACtB,CAAC;AAKD,SAAS,gBAAgB,CAAC,MAAsB;IAC9C,IAAI,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;QACrB,OAAO,IAAI,CAAC;IACd,CAAC;IAED,OAAO,EAAE,MAAM,EAAE,CAAC;AACpB,CAAC;AAKD,SAAS,oBAAoB,CAAC,MAAsB;IAClD,IAAI,CAAC,MAAM,CAAC,QAAQ,EAAE,WAAW,EAAE,CAAC;QAClC,OAAO,IAAI,CAAC;IACd,CAAC;IACD,OAAO,GAAG,MAAM,CAAC,QAAQ,CAAC,WAAW,IAAI,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;AACtF,CAAC;AAKD,SAAS,gBAAgB,CACvB,KAAa,EACb,iBAAyB,EACzB,QAAgB,EAChB,YAAoB,EACpB,aAAqB;IAErB,OAAO,GAAG,KAAK,IAAI,iBAAiB,IAAI,QAAQ,IAAI,YAAY,IAAI,aAAa,EAAE,CAAC;AACtF,CAAC;AAgBM,KAAK,UAAU,cAAc,CAAC,MAA4B;IAC/D,MAAM,EAAE,OAAO,EAAE,eAAe,EAAE,mBAAmB,GAAG,CAAC,EAAE,cAAc,GAAG,IAAI,EAAE,GAAG,MAAM,IAAI,EAAE,CAAC;IAGlG,MAAM,OAAO,GAAG,eAAe,IAAI,CAAC,MAAM,YAAY,EAAE,CAAC,CAAC;IAG1D,MAAM,YAAY,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE;QAC7C,IAAI,CAAC,MAAM,CAAC,QAAQ,EAAE,WAAW;YAAE,OAAO,KAAK,CAAC;QAChD,IAAI,CAAC,MAAM,CAAC,QAAQ,EAAE,YAAY;YAAE,OAAO,KAAK,CAAC;QACjD,IAAI,MAAM,CAAC,KAAK,KAAK,QAAQ,IAAI,MAAM,CAAC,KAAK,KAAK,QAAQ;YAAE,OAAO,KAAK,CAAC;QACzE,IAAI,cAAc,IAAI,MAAM,CAAC,QAAQ,CAAC,SAAS;YAAE,OAAO,KAAK,CAAC;QAC9D,OAAO,IAAI,CAAC;IACd,CAAC,CAAC,CAAC;IAGH,MAAM,YAAY,GAAG,IAAI,GAAG,EAA4B,CAAC;IAEzD,KAAK,MAAM,MAAM,IAAI,YAAY,EAAE,CAAC;QAClC,MAAM,GAAG,GAAG,oBAAoB,CAAC,MAAM,CAAC,CAAC;QACzC,IAAI,CAAC,GAAG;YAAE,SAAS;QAEnB,MAAM,KAAK,GAAG,YAAY,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC;QAC1C,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACnB,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;IAC/B,CAAC;IAED,MAAM,UAAU,GAAe,EAAE,CAAC;IAGlC,KAAK,MAAM,CAAC,EAAE,YAAY,CAAC,IAAI,YAAY,EAAE,CAAC;QAE5C,IAAI,YAAY,CAAC,MAAM,GAAG,CAAC;YAAE,SAAS;QAGtC,MAAM,UAAU,GAAG,IAAI,GAAG,EAA4B,CAAC;QACvD,KAAK,MAAM,MAAM,IAAI,YAAY,EAAE,CAAC;YAClC,MAAM,QAAQ,GAAG,MAAM,CAAC,QAAS,CAAC,YAAY,CAAC;YAC/C,MAAM,eAAe,GAAG,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;YACvD,eAAe,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;YAC7B,UAAU,CAAC,GAAG,CAAC,QAAQ,EAAE,eAAe,CAAC,CAAC;QAC5C,CAAC;QAED,MAAM,SAAS,GAAG,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,EAAE,CAAC,CAAC;QAGhD,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC;YAAE,SAAS;QAGnC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,SAAS,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC1C,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,SAAS,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;gBAC9C,MAAM,gBAAgB,GAAG,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAE,CAAC;gBACvD,MAAM,gBAAgB,GAAG,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAE,CAAC;gBAGvD,KAAK,MAAM,OAAO,IAAI,gBAAgB,EAAE,CAAC;oBACvC,KAAK,MAAM,OAAO,IAAI,gBAAgB,EAAE,CAAC;wBACvC,MAAM,eAAe,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAC;wBAClD,MAAM,eAAe,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAC;wBAElD,IAAI,CAAC,eAAe,IAAI,CAAC,eAAe;4BAAE,SAAS;wBAEnD,MAAM,WAAW,GAAG,IAAA,6BAAa,EAAC,eAAe,CAAC,MAAM,CAAC,CAAC;wBAC1D,MAAM,WAAW,GAAG,IAAA,6BAAa,EAAC,eAAe,CAAC,MAAM,CAAC,CAAC;wBAC1D,MAAM,gBAAgB,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,GAAG,WAAW,CAAC,CAAC;wBAG7D,IAAI,gBAAgB,GAAG,mBAAmB;4BAAE,SAAS;wBAKrD,IAAI,UAA0B,CAAC;wBAC/B,IAAI,WAA2B,CAAC;wBAEhC,IAAI,WAAW,IAAI,WAAW,EAAE,CAAC;4BAC/B,UAAU,GAAG,eAAe,CAAC;4BAC7B,WAAW,GAAG,eAAe,CAAC;wBAChC,CAAC;6BAAM,CAAC;4BACN,UAAU,GAAG,eAAe,CAAC;4BAC7B,WAAW,GAAG,eAAe,CAAC;wBAChC,CAAC;wBAED,MAAM,KAAK,GAAG,IAAA,8BAAc,EAAC,UAAU,CAAC,MAAM,CAAC,CAAC;wBAChD,MAAM,iBAAiB,GAAG,IAAA,oCAAoB,EAAC,UAAU,CAAC,MAAM,CAAC,CAAC;wBAClE,MAAM,QAAQ,GAAG,IAAA,2BAAW,EAAC,UAAU,CAAC,MAAM,CAAC,CAAC;wBAChD,MAAM,YAAY,GAAG,IAAA,+BAAe,EAAC,UAAU,CAAC,MAAM,CAAC,CAAC;wBACxD,MAAM,aAAa,GAAG,IAAA,+BAAe,EAAC,WAAW,CAAC,MAAM,CAAC,CAAC;wBAE1D,MAAM,QAAQ,GAAa;4BACzB,EAAE,EAAE,gBAAgB,CAAC,KAAK,EAAE,iBAAiB,EAAE,QAAQ,EAAE,YAAY,EAAE,aAAa,CAAC;4BACrF,UAAU;4BACV,WAAW;yBACZ,CAAC;wBAEF,UAAU,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;oBAC5B,CAAC;gBACH,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAGD,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE;QACvB,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,IAAA,6BAAa,EAAC,CAAC,CAAC,UAAU,CAAC,MAAM,CAAC,GAAG,IAAA,6BAAa,EAAC,CAAC,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC;QACnG,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,IAAA,6BAAa,EAAC,CAAC,CAAC,UAAU,CAAC,MAAM,CAAC,GAAG,IAAA,6BAAa,EAAC,CAAC,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC;QACnG,OAAO,OAAO,GAAG,OAAO,CAAC;IAC3B,CAAC,CAAC,CAAC;IAEH,OAAO;QACL,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,MAAM;KAC9B,CAAC;AACJ,CAAC;AAKM,KAAK,UAAU,qBAAqB,CACzC,MAA+C;IAE/C,MAAM,EAAE,KAAK,EAAE,GAAG,IAAI,EAAE,GAAG,MAAM,CAAC;IAClC,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,IAAI,CAAC,CAAC;IAE1C,MAAM,QAAQ,GAAG,MAAM,CAAC,UAAU,CAAC,MAAM,CACvC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAA,8BAAc,EAAC,CAAC,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC,WAAW,EAAE,KAAK,KAAK,CAAC,WAAW,EAAE,CACjF,CAAC;IAEF,OAAO;QACL,UAAU,EAAE,QAAQ;QACpB,UAAU,EAAE,QAAQ,CAAC,MAAM;KAC5B,CAAC;AACJ,CAAC;AAKM,KAAK,UAAU,wBAAwB,CAC5C,MAAkD;IAElD,MAAM,EAAE,QAAQ,EAAE,GAAG,IAAI,EAAE,GAAG,MAAM,CAAC;IACrC,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,IAAI,CAAC,CAAC;IAE1C,MAAM,QAAQ,GAAG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import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
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export declare function getMarketId(market: MarketResponse): number;
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3
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export declare function getImpliedApr(market: MarketResponse): number;
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export declare function getMaxLeverage(market: MarketResponse): number;
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export declare function getPlatformName(market: MarketResponse): string;
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6
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export declare function getAssetSymbol(market: MarketResponse): string;
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7
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export declare function getMaturity(market: MarketResponse): number;
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8
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export declare function getCollateralTokenId(market: MarketResponse): number;
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9
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+
export declare function getAmmId(market: MarketResponse): number | undefined;
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10
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+
export declare function calculateTimeToMaturity(maturityTime: number, currentTime?: number): number;
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11
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export declare function calculateDaysToMaturity(maturityTime: number, currentTime?: number): number;
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12
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export declare function calculateMaturityInfo(maturityTime: number, currentTime?: number): {
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13
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timeToMaturity: number;
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14
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daysToMaturity: number;
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};
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16
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export declare function calculateImpliedAprSpread(impliedApr1: number, impliedApr2: number): number;
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export declare function calculateMaxPerpLeverage(maxLeverage1: number, maxLeverage2: number): number;
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"use strict";
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2
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getMarketId = getMarketId;
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4
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exports.getImpliedApr = getImpliedApr;
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5
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exports.getMaxLeverage = getMaxLeverage;
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6
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exports.getPlatformName = getPlatformName;
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7
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exports.getAssetSymbol = getAssetSymbol;
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8
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exports.getMaturity = getMaturity;
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9
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exports.getCollateralTokenId = getCollateralTokenId;
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10
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exports.getAmmId = getAmmId;
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11
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exports.calculateTimeToMaturity = calculateTimeToMaturity;
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12
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exports.calculateDaysToMaturity = calculateDaysToMaturity;
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13
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exports.calculateMaturityInfo = calculateMaturityInfo;
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14
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+
exports.calculateImpliedAprSpread = calculateImpliedAprSpread;
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15
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+
exports.calculateMaxPerpLeverage = calculateMaxPerpLeverage;
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16
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+
const SECONDS_PER_DAY = 86400;
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17
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function getMarketId(market) {
|
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18
|
+
return market.marketId;
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19
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+
}
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20
|
+
function getImpliedApr(market) {
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21
|
+
return market.data?.ammImpliedApr ?? market.data?.midApr ?? 0;
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22
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+
}
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23
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+
function getMaxLeverage(market) {
|
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24
|
+
return market.metadata?.maxLeverage ?? 0;
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25
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+
}
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26
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+
function getPlatformName(market) {
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27
|
+
return market.metadata?.platformName ?? '';
|
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28
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+
}
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29
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+
function getAssetSymbol(market) {
|
|
30
|
+
return market.metadata?.assetSymbol ?? '';
|
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31
|
+
}
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32
|
+
function getMaturity(market) {
|
|
33
|
+
return market.imData.maturity;
|
|
34
|
+
}
|
|
35
|
+
function getCollateralTokenId(market) {
|
|
36
|
+
return market.tokenId;
|
|
37
|
+
}
|
|
38
|
+
function getAmmId(market) {
|
|
39
|
+
return market.metadata?.ammId;
|
|
40
|
+
}
|
|
41
|
+
function calculateTimeToMaturity(maturityTime, currentTime = Math.floor(Date.now() / 1000)) {
|
|
42
|
+
return Math.max(0, maturityTime - currentTime);
|
|
43
|
+
}
|
|
44
|
+
function calculateDaysToMaturity(maturityTime, currentTime = Math.floor(Date.now() / 1000)) {
|
|
45
|
+
const timeToMaturity = calculateTimeToMaturity(maturityTime, currentTime);
|
|
46
|
+
return Math.max(0, Math.ceil(timeToMaturity / SECONDS_PER_DAY));
|
|
47
|
+
}
|
|
48
|
+
function calculateMaturityInfo(maturityTime, currentTime = Math.floor(Date.now() / 1000)) {
|
|
49
|
+
const timeToMaturity = calculateTimeToMaturity(maturityTime, currentTime);
|
|
50
|
+
const daysToMaturity = Math.max(0, Math.ceil(timeToMaturity / SECONDS_PER_DAY));
|
|
51
|
+
return { timeToMaturity, daysToMaturity };
|
|
52
|
+
}
|
|
53
|
+
function calculateImpliedAprSpread(impliedApr1, impliedApr2) {
|
|
54
|
+
return Math.abs(impliedApr1 - impliedApr2);
|
|
55
|
+
}
|
|
56
|
+
function calculateMaxPerpLeverage(maxLeverage1, maxLeverage2) {
|
|
57
|
+
return Math.min(maxLeverage1, maxLeverage2);
|
|
58
|
+
}
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|
+
//# sourceMappingURL=strategyUtils.js.map
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@@ -0,0 +1 @@
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1
|
+
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@@ -1,26 +1,11 @@
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1
1
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import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
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2
2
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export type StrategyMarket = {
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3
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-
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4
|
-
address: string;
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5
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-
exchange: string;
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6
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-
impliedApr: number;
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7
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-
maxLeverage: number;
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8
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-
ammId?: number;
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9
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-
ammAddress?: string;
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10
|
-
marketName?: string;
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11
|
-
rawMarket: MarketResponse;
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3
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+
market: MarketResponse;
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12
4
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};
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13
5
|
export type Strategy = {
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14
6
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id: string;
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15
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-
asset: string;
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16
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-
collateralTokenId: number;
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17
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-
maturity: number;
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18
|
-
timeToMaturity: number;
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19
|
-
daysToMaturity: number;
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|
20
7
|
longMarket: StrategyMarket;
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21
8
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shortMarket: StrategyMarket;
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22
|
-
impliedAprSpread: number;
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23
|
-
maxPerpLeverage: number;
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24
9
|
};
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25
10
|
export type StrategyExecutionStep = {
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26
11
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stepNumber: number;
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