@pendle/sdk-boros 1.0.11-strategies → 1.0.12-cross-deposit-1

package/dist/entities/Calculator/strategyFinder.js

@@ -1,162 +0,0 @@
-"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

@@ -1,84 +0,0 @@
-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.map

@@ -1 +0,0 @@
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