@pendle/sdk-boros 1.1.38 → 1.1.39
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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@@ -82,7 +82,7 @@ function calculateStrategyAprFromStrategy(params) {
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function calculateAprTimesMaxLeverage(strategy, borosMargin, fees, perpleverage) {
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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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85
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-
const maxPerpLeverage = perpleverage ??
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85
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+
const maxPerpLeverage = perpleverage ?? (0, strategyUtils_1.calculateMaxPerpLeverage)(strategy.longMarket.market, strategy.shortMarket.market);
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return calculateStrategyFixedApr({
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perpLeverage: maxPerpLeverage,
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daysToMaturity,
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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":";;AAcA,8DA+BC;AAKD,8EA+CC;AAWD,8CAyCC;AAKD,4EAgCC;AAWD,
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1
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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,8CAyCC;AAKD,4EAgCC;AAWD,oEAgCC;AArOD,qEAAuD;AAEvD,mDAAoJ;AAYpJ,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;QACxB,GAAG;KACJ,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,EACD,YAAqB;IAErB,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,YAAY,IAAI,IAAA,wCAAwB,EAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,EAAE,QAAQ,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;IAE1H,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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@@ -59,7 +59,7 @@ function calculateImpliedAprSpread(impliedApr1, impliedApr2) {
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return Math.abs(impliedApr1 - impliedApr2);
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}
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function calculateMaxPerpLeverage(market1, market2) {
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return Math.min(getMaxPerpLeverage(market1), getMaxPerpLeverage(market2));
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return Math.min(10, getMaxPerpLeverage(market1), getMaxPerpLeverage(market2));
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}
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function aprToApy(apr, daysToMaturity) {
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if (daysToMaturity <= 0) {
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@@ -1 +1 @@
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1
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-
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{"version":3,"file":"strategyUtils.js","sourceRoot":"","sources":["../../../src/entities/Calculator/strategyUtils.ts"],"names":[],"mappings":";;AAWA,kCAEC;AAMD,sCAEC;AAKD,wCAEC;AAED,gDAEC;AAKD,0CAEC;AAKD,wCAEC;AAKD,kCAEC;AAKD,oDAEC;AAKD,4BAEC;AAaD,0DAKC;AASD,0DAMC;AASD,sDAUC;AASD,8DAKC;AASD,4DAKC;AAUD,4BAOC;AAlKD,MAAM,eAAe,GAAG,KAAK,CAAC;AAS9B,SAAgB,WAAW,CAAC,MAAsB;IAChD,OAAO,MAAM,CAAC,QAAQ,CAAC;AACzB,CAAC;AAMD,SAAgB,aAAa,CAAC,MAAsB;IAClD,OAAO,MAAM,CAAC,IAAI,EAAE,MAAM,IAAI,MAAM,CAAC,IAAI,EAAE,aAAa,IAAI,CAAC,CAAC;AAChE,CAAC;AAKD,SAAgB,cAAc,CAAC,MAAsB;IACnD,OAAO,MAAM,CAAC,QAAQ,EAAE,WAAW,IAAI,CAAC,CAAC;AAC3C,CAAC;AAED,SAAgB,kBAAkB,CAAC,MAAsB;IACvD,OAAO,MAAM,CAAC,QAAQ,EAAE,eAAe,IAAI,cAAc,CAAC,MAAM,CAAC,CAAC;AACpE,CAAC;AAKD,SAAgB,eAAe,CAAC,MAAsB;IACpD,OAAO,MAAM,CAAC,QAAQ,EAAE,YAAY,IAAI,EAAE,CAAC;AAC7C,CAAC;AAKD,SAAgB,cAAc,CAAC,MAAsB;IACnD,OAAO,MAAM,CAAC,QAAQ,EAAE,WAAW,IAAI,EAAE,CAAC;AAC5C,CAAC;AAKD,SAAgB,WAAW,CAAC,MAAsB;IAChD,OAAO,MAAM,CAAC,MAAM,CAAC,QAAQ,CAAC;AAChC,CAAC;AAKD,SAAgB,oBAAoB,CAAC,MAAsB;IACzD,OAAO,MAAM,CAAC,OAAO,CAAC;AACxB,CAAC;AAKD,SAAgB,QAAQ,CAAC,MAAsB;IAC7C,OAAO,MAAM,CAAC,QAAQ,EAAE,KAAK,CAAC;AAChC,CAAC;AAaD,SAAgB,uBAAuB,CACrC,YAAoB,EACpB,cAAsB,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC;IAEnD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,YAAY,GAAG,WAAW,CAAC,CAAC;AACjD,CAAC;AASD,SAAgB,uBAAuB,CACrC,YAAoB,EACpB,cAAsB,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC;IAEnD,MAAM,cAAc,GAAG,uBAAuB,CAAC,YAAY,EAAE,WAAW,CAAC,CAAC;IAC1E,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,IAAI,CAAC,cAAc,GAAG,eAAe,CAAC,CAAC,CAAC;AAClE,CAAC;AASD,SAAgB,qBAAqB,CACnC,YAAoB,EACpB,cAAsB,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC;IAKnD,MAAM,cAAc,GAAG,uBAAuB,CAAC,YAAY,EAAE,WAAW,CAAC,CAAC;IAC1E,MAAM,cAAc,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,IAAI,CAAC,cAAc,GAAG,eAAe,CAAC,CAAC,CAAC;IAChF,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,CAAC;AAC5C,CAAC;AASD,SAAgB,yBAAyB,CACvC,WAAmB,EACnB,WAAmB;IAEnB,OAAO,IAAI,CAAC,GAAG,CAAC,WAAW,GAAG,WAAW,CAAC,CAAC;AAC7C,CAAC;AASD,SAAgB,wBAAwB,CACtC,OAAuB,EACvB,OAAuB;IAEvB,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,kBAAkB,CAAC,OAAO,CAAC,EAAE,kBAAkB,CAAC,OAAO,CAAC,CAAC,CAAC;AAChF,CAAC;AAUD,SAAgB,QAAQ,CAAC,GAAW,EAAE,cAAsB;IAC1D,IAAI,cAAc,IAAI,CAAC,EAAE,CAAC;QACxB,OAAO,CAAC,CAAC;IACX,CAAC;IACD,MAAM,cAAc,GAAG,GAAG,GAAG,cAAc,CAAC;IAC5C,MAAM,UAAU,GAAG,GAAG,GAAG,cAAc,GAAG,GAAG,CAAC;IAC9C,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,UAAU,EAAE,cAAc,CAAC,GAAG,CAAC,CAAC;AACtD,CAAC"}
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