@pendle/sdk-boros 1.1.18 → 1.1.19-strategies-1

package/CHANGELOG.md

@@ -1,5 +1,11 @@
 # @pendle/sdk-boros
 
+## 1.1.19
+
+### Patch Changes
+
+- 746caf0: Add tryAggregate to encoder
+
 ## 1.1.18
 
 ### Patch Changes

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

@@ -0,0 +1,47 @@
+import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
+export declare const EXCHANGE_PERP_FEES: Record<string, {
+    maker: number;
+    taker: number;
+}>;
+export declare const DEFAULT_PERP_FEE: {
+    maker: number;
+    taker: number;
+};
+export type FeeType = 'maker' | 'taker';
+export declare function getExchangePerpFee(exchange: string, feeType?: FeeType): number;
+export declare function getBorosFeesFromMarket(market: MarketResponse): {
+    tradeFee: number;
+    settlementFee: number;
+};
+export declare function getStrategyFees(longMarket: MarketResponse, shortMarket: MarketResponse): {
+    exchangeFee1: number;
+    exchangeFee2: number;
+    borosTradeFee: number;
+    borosSettlementFee: number;
+};
+export type VipTier = 'base' | 'vip1' | 'vip2' | 'vip3' | 'vip4' | 'vip5';
+export declare const BINANCE_VIP_FEES: Record<VipTier, {
+    maker: number;
+    taker: number;
+}>;
+export declare const HYPERLIQUID_TIER_FEES: Record<string, {
+    maker: number;
+    taker: number;
+}>;
+export declare const OKX_VIP_FEES: Record<VipTier, {
+    maker: number;
+    taker: number;
+}>;
+export declare function getExchangePerpFeeWithTier(exchange: string, tier?: VipTier, feeType?: FeeType): number;
+export declare function formatFeeSummary(fees: {
+    exchangeFee1: number;
+    exchangeFee2: number;
+    borosTradeFee: number;
+    borosSettlementFee: number;
+}): {
+    exchangeFee1Pct: string;
+    exchangeFee2Pct: string;
+    borosTradeFeePct: string;
+    borosSettlementFeePct: string;
+    totalFeePct: string;
+};

package/dist/entities/Calculator/exchangeFees.js

@@ -0,0 +1,93 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OKX_VIP_FEES = exports.HYPERLIQUID_TIER_FEES = exports.BINANCE_VIP_FEES = exports.DEFAULT_PERP_FEE = exports.EXCHANGE_PERP_FEES = void 0;
+exports.getExchangePerpFee = getExchangePerpFee;
+exports.getBorosFeesFromMarket = getBorosFeesFromMarket;
+exports.getStrategyFees = getStrategyFees;
+exports.getExchangePerpFeeWithTier = getExchangePerpFeeWithTier;
+exports.formatFeeSummary = formatFeeSummary;
+exports.EXCHANGE_PERP_FEES = {
+    Binance: {
+        maker: 0.0002,
+        taker: 0.0005,
+    },
+    Hyperliquid: {
+        maker: 0.0001,
+        taker: 0.00035,
+    },
+    OKX: {
+        maker: 0.0002,
+        taker: 0.0005,
+    },
+};
+exports.DEFAULT_PERP_FEE = {
+    maker: 0.0002,
+    taker: 0.0005,
+};
+function getExchangePerpFee(exchange, feeType = 'taker') {
+    const fees = exports.EXCHANGE_PERP_FEES[exchange] ?? exports.DEFAULT_PERP_FEE;
+    return fees[feeType];
+}
+function getBorosFeesFromMarket(market) {
+    const tradeFee = market.config.takerFee ? Number(market.config.takerFee) / 1e18 : 0.0015;
+    const settlementFee = market.extConfig.settleFeeRate ? Number(market.extConfig.settleFeeRate) / 1e18 : 0.0015;
+    return {
+        tradeFee,
+        settlementFee,
+    };
+}
+function getStrategyFees(longMarket, shortMarket) {
+    const exchange1 = longMarket.metadata?.platformName ?? 'Unknown';
+    const exchange2 = shortMarket.metadata?.platformName ?? 'Unknown';
+    const borosFees = getBorosFeesFromMarket(longMarket);
+    return {
+        exchangeFee1: getExchangePerpFee(exchange1, 'taker'),
+        exchangeFee2: getExchangePerpFee(exchange2, 'taker'),
+        borosTradeFee: borosFees.tradeFee,
+        borosSettlementFee: borosFees.settlementFee,
+    };
+}
+exports.BINANCE_VIP_FEES = {
+    base: { maker: 0.0002, taker: 0.0005 },
+    vip1: { maker: 0.00016, taker: 0.0004 },
+    vip2: { maker: 0.00014, taker: 0.00035 },
+    vip3: { maker: 0.00012, taker: 0.00032 },
+    vip4: { maker: 0.0001, taker: 0.0003 },
+    vip5: { maker: 0.00008, taker: 0.00027 },
+};
+exports.HYPERLIQUID_TIER_FEES = {
+    base: { maker: 0.0001, taker: 0.00035 },
+    referral: { maker: 0.0001, taker: 0.00035 },
+    vip: { maker: 0.00005, taker: 0.00025 },
+};
+exports.OKX_VIP_FEES = {
+    base: { maker: 0.0002, taker: 0.0005 },
+    vip1: { maker: 0.00018, taker: 0.00045 },
+    vip2: { maker: 0.00015, taker: 0.0004 },
+    vip3: { maker: 0.00012, taker: 0.00035 },
+    vip4: { maker: 0.0001, taker: 0.0003 },
+    vip5: { maker: 0.00008, taker: 0.00025 },
+};
+function getExchangePerpFeeWithTier(exchange, tier = 'base', feeType = 'taker') {
+    switch (exchange) {
+        case 'Binance':
+            return exports.BINANCE_VIP_FEES[tier]?.[feeType] ?? exports.BINANCE_VIP_FEES.base[feeType];
+        case 'OKX':
+            return exports.OKX_VIP_FEES[tier]?.[feeType] ?? exports.OKX_VIP_FEES.base[feeType];
+        case 'Hyperliquid':
+            return exports.HYPERLIQUID_TIER_FEES.base[feeType];
+        default:
+            return exports.DEFAULT_PERP_FEE[feeType];
+    }
+}
+function formatFeeSummary(fees) {
+    const totalFee = 2 * (fees.exchangeFee1 + fees.exchangeFee2 + fees.borosTradeFee + fees.borosSettlementFee);
+    return {
+        exchangeFee1Pct: `${(fees.exchangeFee1 * 100).toFixed(3)}%`,
+        exchangeFee2Pct: `${(fees.exchangeFee2 * 100).toFixed(3)}%`,
+        borosTradeFeePct: `${(fees.borosTradeFee * 100).toFixed(3)}%`,
+        borosSettlementFeePct: `${(fees.borosSettlementFee * 100).toFixed(3)}%`,
+        totalFeePct: `${(totalFee * 100).toFixed(3)}%`,
+    };
+}
+//# sourceMappingURL=exchangeFees.js.map

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

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

@@ -0,0 +1,7 @@
+export * from './types';
+export * from './strategyFinder';
+export * from './strategyExecution';
+export * from './strategyApr';
+export * from './exchangeFees';
+export * from './marginCalculator';
+export * from './strategyUtils';

package/dist/entities/Calculator/index.js

@@ -0,0 +1,24 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./types"), exports);
+__exportStar(require("./strategyFinder"), exports);
+__exportStar(require("./strategyExecution"), exports);
+__exportStar(require("./strategyApr"), exports);
+__exportStar(require("./exchangeFees"), exports);
+__exportStar(require("./marginCalculator"), exports);
+__exportStar(require("./strategyUtils"), exports);
+//# sourceMappingURL=index.js.map

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

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

@@ -0,0 +1,10 @@
+import { FixedX18 } from '@pendle/boros-offchain-math';
+import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
+export declare function getMarginRequiredFor1YU(market: MarketResponse, leverage?: number): number;
+export declare function getMarginRequiredFor1YUFixedX18(market: MarketResponse, leverage?: number): FixedX18;
+export declare function getStrategyBorosMargin(longMarket: MarketResponse, shortMarket: MarketResponse, leverage?: number): number;
+export declare function getStrategyMarginRequirements(longMarket: MarketResponse, shortMarket: MarketResponse, leverage?: number): {
+    marginRequired1: number;
+    marginRequired2: number;
+    totalBorosMargin: number;
+};

package/dist/entities/Calculator/marginCalculator.js

@@ -0,0 +1,64 @@
+"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 market_1 = require("../market/market");
+const DEFAULT_MIN_MARGIN_INDEX_RATE = boros_offchain_math_1.FixedX18.fromNumber(0.1);
+const DEFAULT_MIN_MARGIN_INDEX_DURATION_S = 604800;
+const ONE_YU = 10n ** 18n;
+function extractMarketParams(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 minMarginIndexDuration_s = market.config.tThresh ?? DEFAULT_MIN_MARGIN_INDEX_DURATION_S;
+    const timeToMaturity = market.data?.timeToMaturity ??
+        Math.max(0, market.imData.maturity - Math.floor(Date.now() / 1000));
+    const impliedApr = market.data?.ammImpliedApr ?? market.data?.midApr ?? 0;
+    const orderRate = boros_offchain_math_1.FixedX18.fromNumber(impliedApr);
+    const markRate = boros_offchain_math_1.FixedX18.fromNumber(market.data?.markApr ?? impliedApr);
+    return {
+        marginFactor,
+        markRate,
+        minMarginIndexRate: (0, boros_offchain_math_1.getRateAtTick)(BigInt(market.imData.iTickThresh), BigInt(market.imData.tickStep)),
+        minMarginIndexDuration_s,
+        timeToMaturity,
+        leverage: effectiveLeverage,
+        orderRate,
+        isMarketOrder: true,
+    };
+}
+function getMarginRequiredFor1YU(market, leverage) {
+    const params = extractMarketParams(market, leverage);
+    const marginBigInt = market_1.Market.getInitialMarginByOrderSize({
+        ...params,
+        orderSize: ONE_YU,
+    }, false);
+    return Number(marginBigInt) / 1e18;
+}
+function getMarginRequiredFor1YUFixedX18(market, leverage) {
+    const params = extractMarketParams(market, leverage);
+    const marginBigInt = market_1.Market.getInitialMarginByOrderSize({
+        ...params,
+        orderSize: ONE_YU,
+    }, false);
+    return boros_offchain_math_1.FixedX18.fromRawValue(marginBigInt);
+}
+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

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

@@ -0,0 +1,30 @@
+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

@@ -0,0 +1,97 @@
+"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");
+const strategyUtils_1 = require("./strategyUtils");
+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 annualizedExchangeFees = annualizationFactor * (exchangeFee1 + exchangeFee2);
+    const borosFees = 2 * (borosSettlementFee + borosTradeFee);
+    const totalFees = annualizedExchangeFees + borosFees;
+    const leverageFactor = 1 / (2 / perpLeverage + borosMargin);
+    const fixedApr = leverageFactor * (impliedAprDiff - 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 annualizedExchangeFees = exchangeFee1.add(exchangeFee2).mulDown(annualizationFactor);
+    const borosFees = borosSettlementFee.add(borosTradeFee).mulDown(two);
+    const totalFees = annualizedExchangeFees.add(borosFees);
+    const netReturn = impliedAprDiff.sub(totalFees);
+    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;
+    const daysToMaturity = (0, strategyUtils_1.calculateDaysToMaturity)((0, strategyUtils_1.getMaturity)(strategy.longMarket.market));
+    return calculateStrategyFixedApr({
+        perpLeverage,
+        daysToMaturity,
+        borosMargin,
+        impliedApr1: (0, strategyUtils_1.getImpliedApr)(strategy.longMarket.market),
+        impliedApr2: (0, strategyUtils_1.getImpliedApr)(strategy.shortMarket.market),
+        exchangeFee1,
+        exchangeFee2,
+        borosTradeFee,
+        borosSettlementFee,
+    });
+}
+function calculateAprTimesMaxLeverage(strategy, borosMargin, fees) {
+    const { exchangeFee1 = 0.0005, exchangeFee2 = 0.0005, borosTradeFee = 0.0005, borosSettlementFee = 0.002, } = fees ?? {};
+    const daysToMaturity = (0, strategyUtils_1.calculateDaysToMaturity)((0, strategyUtils_1.getMaturity)(strategy.longMarket.market));
+    const maxPerpLeverage = Math.min((0, strategyUtils_1.getMaxLeverage)(strategy.longMarket.market), (0, strategyUtils_1.getMaxLeverage)(strategy.shortMarket.market));
+    return calculateStrategyFixedApr({
+        perpLeverage: maxPerpLeverage,
+        daysToMaturity,
+        borosMargin,
+        impliedApr1: (0, strategyUtils_1.getImpliedApr)(strategy.longMarket.market),
+        impliedApr2: (0, strategyUtils_1.getImpliedApr)(strategy.shortMarket.market),
+        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 +1,137 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.generateExecutionPlan = generateExecutionPlan;
+exports.getExecutionStepsSummary = getExecutionStepsSummary;
+exports.formatExecutionStepsForUI = formatExecutionStepsForUI;
+exports.calculateCapitalAllocation = calculateCapitalAllocation;
+const strategyUtils_1 = require("./strategyUtils");
+function generateExecutionPlan(params) {
+    const { strategy, totalCapital, perpLeverage, borosMargin } = params;
+    const positionSizePerLeg = totalCapital / (2 / perpLeverage + borosMargin);
+    const yuSize = positionSizePerLeg;
+    const asset = (0, strategyUtils_1.getAssetSymbol)(strategy.longMarket.market);
+    const longExchange = (0, strategyUtils_1.getPlatformName)(strategy.longMarket.market);
+    const shortExchange = (0, strategyUtils_1.getPlatformName)(strategy.shortMarket.market);
+    const steps = [
+        {
+            stepNumber: 1,
+            action: 'long',
+            platform: 'perp',
+            exchange: longExchange,
+            description: `Long ${asset} on ${longExchange} perpetual`,
+            details: {
+                asset,
+                size: `${positionSizePerLeg} ${asset}`,
+                marketType: 'perpetual',
+            },
+        },
+        {
+            stepNumber: 2,
+            action: 'short',
+            platform: 'perp',
+            exchange: shortExchange,
+            description: `Short ${asset} on ${shortExchange} perpetual`,
+            details: {
+                asset,
+                size: `${positionSizePerLeg} ${asset}`,
+                marketType: 'perpetual',
+            },
+        },
+        {
+            stepNumber: 3,
+            action: 'long',
+            platform: 'boros',
+            exchange: longExchange,
+            description: `Long ${asset} YU on Boros ${longExchange} market`,
+            marketId: (0, strategyUtils_1.getMarketId)(strategy.longMarket.market),
+            ammId: (0, strategyUtils_1.getAmmId)(strategy.longMarket.market),
+            details: {
+                asset,
+                size: `${yuSize} YU ${asset}`,
+                marketType: `Boros ${longExchange} market`,
+            },
+        },
+        {
+            stepNumber: 4,
+            action: 'short',
+            platform: 'boros',
+            exchange: shortExchange,
+            description: `Short ${asset} YU on Boros ${shortExchange} market`,
+            marketId: (0, strategyUtils_1.getMarketId)(strategy.shortMarket.market),
+            ammId: (0, strategyUtils_1.getAmmId)(strategy.shortMarket.market),
+            details: {
+                asset,
+                size: `${yuSize} YU ${asset}`,
+                marketType: `Boros ${shortExchange} market`,
+            },
+        },
+    ];
+    return {
+        strategy,
+        steps,
+        totalCapitalRequired: totalCapital,
+        perpLeverage,
+        borosMargin,
+    };
+}
+function getExecutionStepsSummary(plan) {
+    return plan.steps.map((step) => {
+        const actionText = step.action === 'long' ? 'Long' : 'Short';
+        return `${actionText} ${step.details.size} on ${step.details.marketType}`;
+    });
+}
+function formatExecutionStepsForUI(plan) {
+    const { strategy, totalCapitalRequired, perpLeverage, borosMargin } = plan;
+    const positionSize = totalCapitalRequired / (2 / perpLeverage + borosMargin);
+    const asset = (0, strategyUtils_1.getAssetSymbol)(strategy.longMarket.market);
+    const longExchange = (0, strategyUtils_1.getPlatformName)(strategy.longMarket.market);
+    const shortExchange = (0, strategyUtils_1.getPlatformName)(strategy.shortMarket.market);
+    return [
+        {
+            action: 'Long',
+            size: `${positionSize} ${asset}`,
+            description: `on ${longExchange} ${asset} perpetual`,
+            platform: 'perp',
+            exchange: longExchange,
+            clickable: true,
+        },
+        {
+            action: 'Short',
+            size: `${positionSize} ${asset}`,
+            description: `on ${shortExchange} ${asset} perpetual`,
+            platform: 'perp',
+            exchange: shortExchange,
+            clickable: true,
+        },
+        {
+            action: 'Long',
+            size: `${positionSize} YU ${asset}`,
+            description: `on Boros ${longExchange} ${asset} market`,
+            platform: 'boros',
+            exchange: longExchange,
+            clickable: true,
+        },
+        {
+            action: 'Short',
+            size: `${positionSize} YU ${asset}`,
+            description: `on Boros ${shortExchange} ${asset} market`,
+            platform: 'boros',
+            exchange: shortExchange,
+            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 +1,13 @@
+import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
+import type { GetStrategiesParams, GetStrategiesResult, Strategy } 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>;
+export declare function getStrategyByMarketIds(marketId1: number, marketId2: number, markets?: MarketResponse[]): Promise<Strategy | null>;

package/dist/entities/Calculator/strategyFinder.js

@@ -0,0 +1,201 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.findStrategies = findStrategies;
+exports.findStrategiesByAsset = findStrategiesByAsset;
+exports.findStrategiesByMaturity = findStrategiesByMaturity;
+exports.findStrategiesByExchanges = findStrategiesByExchanges;
+exports.getStrategyByMarketIds = getStrategyByMarketIds;
+const module_1 = require("../../backend/secrettune/module");
+const strategyUtils_1 = require("./strategyUtils");
+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;
+    }
+    return { 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 impliedApr1 = (0, strategyUtils_1.getImpliedApr)(strategyMarket1.market);
+                        const impliedApr2 = (0, strategyUtils_1.getImpliedApr)(strategyMarket2.market);
+                        const impliedAprSpread = Math.abs(impliedApr1 - impliedApr2);
+                        if (impliedAprSpread < minImpliedAprSpread)
+                            continue;
+                        let longMarket;
+                        let shortMarket;
+                        if (impliedApr1 >= impliedApr2) {
+                            longMarket = strategyMarket1;
+                            shortMarket = strategyMarket2;
+                        }
+                        else {
+                            longMarket = strategyMarket2;
+                            shortMarket = strategyMarket1;
+                        }
+                        const asset = (0, strategyUtils_1.getAssetSymbol)(longMarket.market);
+                        const collateralTokenId = (0, strategyUtils_1.getCollateralTokenId)(longMarket.market);
+                        const maturity = (0, strategyUtils_1.getMaturity)(longMarket.market);
+                        const longExchange = (0, strategyUtils_1.getPlatformName)(longMarket.market);
+                        const shortExchange = (0, strategyUtils_1.getPlatformName)(shortMarket.market);
+                        const strategy = {
+                            id: createStrategyId(asset, collateralTokenId, maturity, longExchange, shortExchange),
+                            longMarket,
+                            shortMarket,
+                        };
+                        strategies.push(strategy);
+                    }
+                }
+            }
+        }
+    }
+    strategies.sort((a, b) => {
+        const spreadA = Math.abs((0, strategyUtils_1.getImpliedApr)(a.longMarket.market) - (0, strategyUtils_1.getImpliedApr)(a.shortMarket.market));
+        const spreadB = Math.abs((0, strategyUtils_1.getImpliedApr)(b.longMarket.market) - (0, strategyUtils_1.getImpliedApr)(b.shortMarket.market));
+        return spreadB - spreadA;
+    });
+    return {
+        strategies,
+        totalCount: strategies.length,
+    };
+}
+async function findStrategiesByAsset(params) {
+    const { asset, ...rest } = params;
+    const result = await findStrategies(rest);
+    const filtered = result.strategies.filter((s) => (0, strategyUtils_1.getAssetSymbol)(s.longMarket.market).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) => (0, strategyUtils_1.getMaturity)(s.longMarket.market) === 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 = (0, strategyUtils_1.getPlatformName)(s.longMarket.market).toLowerCase();
+        const shortExchange = (0, strategyUtils_1.getPlatformName)(s.shortMarket.market).toLowerCase();
+        return ((longExchange === exchange1 && shortExchange === exchange2) ||
+            (longExchange === exchange2 && shortExchange === exchange1));
+    });
+    return {
+        strategies: filtered,
+        totalCount: filtered.length,
+    };
+}
+async function getStrategyByMarketIds(marketId1, marketId2, markets) {
+    const allMarkets = markets ?? (await fetchMarkets());
+    const market1 = allMarkets.find((m) => m.marketId === marketId1);
+    const market2 = allMarkets.find((m) => m.marketId === marketId2);
+    if (!market1 || !market2) {
+        return null;
+    }
+    if (!market1.metadata?.assetSymbol || !market2.metadata?.assetSymbol) {
+        return null;
+    }
+    if (!market1.metadata?.platformName || !market2.metadata?.platformName) {
+        return null;
+    }
+    if (market1.metadata.assetSymbol !== market2.metadata.assetSymbol) {
+        return null;
+    }
+    if (market1.tokenId !== market2.tokenId) {
+        return null;
+    }
+    if (market1.imData.maturity !== market2.imData.maturity) {
+        return null;
+    }
+    const strategyMarket1 = toStrategyMarket(market1);
+    const strategyMarket2 = toStrategyMarket(market2);
+    if (!strategyMarket1 || !strategyMarket2) {
+        return null;
+    }
+    let longMarket;
+    let shortMarket;
+    const impliedApr1 = (0, strategyUtils_1.getImpliedApr)(strategyMarket1.market);
+    const impliedApr2 = (0, strategyUtils_1.getImpliedApr)(strategyMarket2.market);
+    if (impliedApr1 >= impliedApr2) {
+        longMarket = strategyMarket1;
+        shortMarket = strategyMarket2;
+    }
+    else {
+        longMarket = strategyMarket2;
+        shortMarket = strategyMarket1;
+    }
+    const asset = (0, strategyUtils_1.getAssetSymbol)(longMarket.market);
+    const collateralTokenId = (0, strategyUtils_1.getCollateralTokenId)(longMarket.market);
+    const maturity = (0, strategyUtils_1.getMaturity)(longMarket.market);
+    const longExchange = (0, strategyUtils_1.getPlatformName)(longMarket.market);
+    const shortExchange = (0, strategyUtils_1.getPlatformName)(shortMarket.market);
+    return {
+        id: createStrategyId(asset, collateralTokenId, maturity, longExchange, shortExchange),
+        longMarket,
+        shortMarket,
+    };
+}
+//# sourceMappingURL=strategyFinder.js.map

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

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

@@ -0,0 +1,17 @@
+import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
+export declare function getMarketId(market: MarketResponse): number;
+export declare function getImpliedApr(market: MarketResponse): number;
+export declare function getMaxLeverage(market: MarketResponse): number;
+export declare function getPlatformName(market: MarketResponse): string;
+export declare function getAssetSymbol(market: MarketResponse): string;
+export declare function getMaturity(market: MarketResponse): number;
+export declare function getCollateralTokenId(market: MarketResponse): number;
+export declare function getAmmId(market: MarketResponse): number | undefined;
+export declare function calculateTimeToMaturity(maturityTime: number, currentTime?: number): number;
+export declare function calculateDaysToMaturity(maturityTime: number, currentTime?: number): number;
+export declare function calculateMaturityInfo(maturityTime: number, currentTime?: number): {
+    timeToMaturity: number;
+    daysToMaturity: number;
+};
+export declare function calculateImpliedAprSpread(impliedApr1: number, impliedApr2: number): number;
+export declare function calculateMaxPerpLeverage(maxLeverage1: number, maxLeverage2: number): number;

package/dist/entities/Calculator/strategyUtils.js

@@ -0,0 +1,59 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMarketId = getMarketId;
+exports.getImpliedApr = getImpliedApr;
+exports.getMaxLeverage = getMaxLeverage;
+exports.getPlatformName = getPlatformName;
+exports.getAssetSymbol = getAssetSymbol;
+exports.getMaturity = getMaturity;
+exports.getCollateralTokenId = getCollateralTokenId;
+exports.getAmmId = getAmmId;
+exports.calculateTimeToMaturity = calculateTimeToMaturity;
+exports.calculateDaysToMaturity = calculateDaysToMaturity;
+exports.calculateMaturityInfo = calculateMaturityInfo;
+exports.calculateImpliedAprSpread = calculateImpliedAprSpread;
+exports.calculateMaxPerpLeverage = calculateMaxPerpLeverage;
+const SECONDS_PER_DAY = 86400;
+function getMarketId(market) {
+    return market.marketId;
+}
+function getImpliedApr(market) {
+    return market.data?.ammImpliedApr ?? market.data?.midApr ?? 0;
+}
+function getMaxLeverage(market) {
+    return market.metadata?.maxLeverage ?? 0;
+}
+function getPlatformName(market) {
+    return market.metadata?.platformName ?? '';
+}
+function getAssetSymbol(market) {
+    return market.metadata?.assetSymbol ?? '';
+}
+function getMaturity(market) {
+    return market.imData.maturity;
+}
+function getCollateralTokenId(market) {
+    return market.tokenId;
+}
+function getAmmId(market) {
+    return market.metadata?.ammId;
+}
+function calculateTimeToMaturity(maturityTime, currentTime = Math.floor(Date.now() / 1000)) {
+    return Math.max(0, maturityTime - currentTime);
+}
+function calculateDaysToMaturity(maturityTime, currentTime = Math.floor(Date.now() / 1000)) {
+    const timeToMaturity = calculateTimeToMaturity(maturityTime, currentTime);
+    return Math.max(0, Math.ceil(timeToMaturity / SECONDS_PER_DAY));
+}
+function calculateMaturityInfo(maturityTime, currentTime = Math.floor(Date.now() / 1000)) {
+    const timeToMaturity = calculateTimeToMaturity(maturityTime, currentTime);
+    const daysToMaturity = Math.max(0, Math.ceil(timeToMaturity / SECONDS_PER_DAY));
+    return { timeToMaturity, daysToMaturity };
+}
+function calculateImpliedAprSpread(impliedApr1, impliedApr2) {
+    return Math.abs(impliedApr1 - impliedApr2);
+}
+function calculateMaxPerpLeverage(maxLeverage1, maxLeverage2) {
+    return Math.min(maxLeverage1, maxLeverage2);
+}
+//# sourceMappingURL=strategyUtils.js.map

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

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

@@ -0,0 +1,69 @@
+import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
+export type StrategyMarket = {
+    market: MarketResponse;
+};
+export type Strategy = {
+    id: string;
+    longMarket: StrategyMarket;
+    shortMarket: StrategyMarket;
+};
+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 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/entities/Calculator/types.ts"],"names":[],"mappings":""}

package/dist/entities/index.d.ts

@@ -10,3 +10,4 @@ export * from './subaccount';
 export * from './vePendle';
 export * from './crossChainDeposit';
 export * from './token';
+export * from './Calculator';

package/dist/entities/index.js

@@ -26,4 +26,5 @@ __exportStar(require("./subaccount"), exports);
 __exportStar(require("./vePendle"), exports);
 __exportStar(require("./crossChainDeposit"), exports);
 __exportStar(require("./token"), exports);
+__exportStar(require("./Calculator"), exports);
 //# sourceMappingURL=index.js.map

package/dist/entities/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/entities/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,2CAAyB;AACzB,6CAA2B;AAC3B,wCAAsB;AACtB,+CAA6B;AAC7B,gDAA8B;AAC9B,gEAA8C;AAC9C,+CAA6B;AAC7B,+CAA6B;AAC7B,6CAA2B;AAC3B,sDAAoC;AACpC,0CAAwB;AACxB,+CAA6B"}

package/dist/types/encoders.d.ts

@@ -22,6 +22,10 @@ export interface VaultTransferReq {
     amount: bigint;
     isDeposit: boolean;
 }
+export interface TryAggregateReq {
+    calls: Hex[];
+    requireSuccess: boolean;
+}
 export interface SubaccountTransferReq {
     accountId: number;
     tokenId: TokenId;
@@ -167,6 +171,7 @@ export declare const functionEncoder: {
     requestVaultWithdrawal(params: RequestVaultWithdrawalReq): `0x${string}`;
     cancelVaultWithdrawal(params: CancelVaultWithdrawalReq): `0x${string}`;
     payTreasury(params: PayTreasuryReq): `0x${string}`;
+    tryAggregate(params: TryAggregateReq): `0x${string}`;
     subaccountTransfer(params: SubaccountTransferReq): `0x${string}`;
     ammCashTransfer(req: AmmCashTransferReq): `0x${string}`;
     cashTransfer(req: CashTransferReq): `0x${string}`;

package/dist/types/encoders.js

@@ -39,6 +39,13 @@ exports.functionEncoder = {
             args: [params],
         });
     },
+    tryAggregate(params) {
+        return (0, viem_1.encodeFunctionData)({
+            abi: viemAbis_1.iRouterAbi,
+            functionName: 'tryAggregate',
+            args: [params.requireSuccess, params.calls],
+        });
+    },
     subaccountTransfer(params) {
         return (0, viem_1.encodeFunctionData)({
             abi: viemAbis_1.iRouterAbi,

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package/package.json

@@ -2,7 +2,7 @@
   "name": "@pendle/sdk-boros",
   "description": "Pendle SDK for Boros",
   "license": "MIT",
-  "version": "1.1.18",
+  "version": "1.1.19-strategies-1",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
   "files": [