@pendle/sdk-boros 1.1.21 → 1.1.22
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/CHANGELOG.md
CHANGED
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@@ -38,3 +38,4 @@ export declare function getLongYieldAprFixedX18({ underlyingApr, fixedApr, timeT
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maturityFloor: FixedX18;
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leverage?: number;
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}): FixedX18;
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41
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+
export declare function getMaxRateDeviation(maxRateDeviationFactorBase1e4: number, markApr: number, k_iTickThresh: number, tickStep: number): number;
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@@ -2,6 +2,7 @@
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2
2
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.Market = void 0;
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exports.getLongYieldAprFixedX18 = getLongYieldAprFixedX18;
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5
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+
exports.getMaxRateDeviation = getMaxRateDeviation;
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const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
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const BUFFERED_ORDER_SIZE_BY_EXACT_INITIAL_MARGIN_RATIO = boros_offchain_math_1.FixedX18.fromNumber(0.001);
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const SECONDS_PER_YEARS = 3600 * 24 * 365;
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@@ -59,4 +60,10 @@ function getLongYieldAprFixedX18({ underlyingApr, fixedApr, timeToMaturity, marg
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.divDown(boros_offchain_math_1.FixedX18.fromNumber(leverage ?? 1));
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return profitOf1YU.divDown(marginOf1YU);
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}
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+
function getMaxRateDeviation(maxRateDeviationFactorBase1e4, markApr, k_iTickThresh, tickStep) {
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const iTickThresh = (0, boros_offchain_math_1.getRateAtTick)(BigInt(k_iTickThresh), BigInt(tickStep));
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const maxRateDeviationFactor = maxRateDeviationFactorBase1e4 / 10000;
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const maxDeviation = maxRateDeviationFactor * Math.max(iTickThresh.toNumber(), Math.abs(markApr));
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return Math.floor(maxDeviation * 1000) / 1000;
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}
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//# sourceMappingURL=market.js.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"market.js","sourceRoot":"","sources":["../../../src/entities/market/market.ts"],"names":[],"mappings":";;;AAuHA,0DAwBC;
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1
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