@pendle/sdk-boros 1.1.33 → 1.1.35

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

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

package/dist/entities/Calculator/strategyApr.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateStrategyFixedApr = calculateStrategyFixedApr;
+exports.calculateStrategyFixedAprFixedX18 = calculateStrategyFixedAprFixedX18;
+exports.calculateStrategy = calculateStrategy;
+exports.calculateStrategyAprFromStrategy = calculateStrategyAprFromStrategy;
+exports.calculateAprTimesMaxLeverage = calculateAprTimesMaxLeverage;
+const boros_offchain_math_1 = require("@pendle/boros-offchain-math");
+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,
+        roi
+    };
+}
+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, perpleverage) {
+    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 = perpleverage ?? Math.min((0, strategyUtils_1.getMaxPerpLeverage)(strategy.longMarket.market), (0, strategyUtils_1.getMaxPerpLeverage)(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

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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

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

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+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 +1,19 @@
+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 getMaxPerpLeverage(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(market1: MarketResponse, market2: MarketResponse): number;
+export declare function aprToApy(apr: number, daysToMaturity: number): number;

package/dist/entities/Calculator/strategyUtils.js

@@ -0,0 +1,72 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMarketId = getMarketId;
+exports.getImpliedApr = getImpliedApr;
+exports.getMaxLeverage = getMaxLeverage;
+exports.getMaxPerpLeverage = getMaxPerpLeverage;
+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;
+exports.aprToApy = aprToApy;
+const SECONDS_PER_DAY = 86400;
+function getMarketId(market) {
+    return market.marketId;
+}
+function getImpliedApr(market) {
+    return market.data?.midApr ?? market.data?.ammImpliedApr ?? 0;
+}
+function getMaxLeverage(market) {
+    return market.metadata?.maxLeverage ?? 0;
+}
+function getMaxPerpLeverage(market) {
+    return market.metadata?.maxPerpLeverage ?? getMaxLeverage(market);
+}
+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(market1, market2) {
+    return Math.min(getMaxPerpLeverage(market1), getMaxPerpLeverage(market2));
+}
+function aprToApy(apr, daysToMaturity) {
+    if (daysToMaturity <= 0) {
+        return 0;
+    }
+    const periodsPerYear = 365 / daysToMaturity;
+    const periodRate = apr * daysToMaturity / 365;
+    return Math.pow(1 + periodRate, periodsPerYear) - 1;
+}
+//# sourceMappingURL=strategyUtils.js.map

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

@@ -0,0 +1 @@
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