@pendle/sdk-boros 1.7.0 → 1.7.1
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
|
@@ -1,5 +1,23 @@
|
|
|
1
1
|
# @pendle/sdk-boros
|
|
2
2
|
|
|
3
|
+
## 1.7.1
|
|
4
|
+
|
|
5
|
+
### Patch Changes
|
|
6
|
+
|
|
7
|
+
- 6efb777: The leverage-free V2 margin helpers accept an optional `kIM` override, so a caller can price a position at an account's **personal kIM** instead of the market-global one.
|
|
8
|
+
|
|
9
|
+
- `getMarginRequiredFor1YUV2(market, kIM?: bigint)`
|
|
10
|
+
- `getMarginRequiredFor1YUFixedX18V2(market, kIM?: bigint)`
|
|
11
|
+
- `getStrategyMarginRequirementsV2(long, short, kIM?: { long?: bigint; short?: bigint })`
|
|
12
|
+
|
|
13
|
+
`kIM` is a raw FixedX18 value, the same domain as `market.config.kIM` — feed it straight from `GET /apis/v1/accounts/margin-config`, which returns one entry per market where a personal override is set. Omit it (or omit a leg) for the market-global figure; every existing call site is unaffected.
|
|
14
|
+
|
|
15
|
+
Without this, the only way to reach the margin factor was to hand the SDK a `MarketResponse` whose `config.kIM` had been swapped out — an object that then lies about the market to everything else reading it (`getStrategyFees`, `calculateAprTimesMaxLeverage`, and any UI rendering the market's published risk params).
|
|
16
|
+
|
|
17
|
+
A non-positive override falls back to the market value: a personal kIM only ever ratchets the global one up, so `0n` is a caller bug, not a request to price at zero margin.
|
|
18
|
+
|
|
19
|
+
The deprecated V1 helpers are deliberately left alone — they carry a `leverage` knob that V2 dropped, and leverage on Boros is a cosmetic `1/kIM` echo, not a contract input.
|
|
20
|
+
|
|
3
21
|
## 1.7.0
|
|
4
22
|
|
|
5
23
|
### Minor Changes
|
|
@@ -1,9 +1,9 @@
|
|
|
1
1
|
import { FixedX18 } from '@pendle/boros-offchain-math';
|
|
2
2
|
import type { MarketResponse } from '../../backend/secrettune/BorosCoreSDK';
|
|
3
3
|
export declare function getMarginRequiredFor1YU(market: MarketResponse, leverage?: number): number;
|
|
4
|
-
export declare function getMarginRequiredFor1YUV2(market: MarketResponse): number;
|
|
4
|
+
export declare function getMarginRequiredFor1YUV2(market: MarketResponse, kIM?: bigint): number;
|
|
5
5
|
export declare function getMarginRequiredFor1YUFixedX18(market: MarketResponse, leverage?: number): FixedX18;
|
|
6
|
-
export declare function getMarginRequiredFor1YUFixedX18V2(market: MarketResponse): FixedX18;
|
|
6
|
+
export declare function getMarginRequiredFor1YUFixedX18V2(market: MarketResponse, kIM?: bigint): FixedX18;
|
|
7
7
|
export declare function getStrategyBorosMargin(longMarket: MarketResponse, shortMarket: MarketResponse, leverage?: number): number;
|
|
8
8
|
export declare function getStrategyMarginRequirements(longMarket: MarketResponse, shortMarket: MarketResponse, leverage?: {
|
|
9
9
|
longLeverage?: number;
|
|
@@ -13,7 +13,10 @@ export declare function getStrategyMarginRequirements(longMarket: MarketResponse
|
|
|
13
13
|
marginRequired2: number;
|
|
14
14
|
totalBorosMargin: number;
|
|
15
15
|
};
|
|
16
|
-
export declare function getStrategyMarginRequirementsV2(longMarket: MarketResponse, shortMarket: MarketResponse
|
|
16
|
+
export declare function getStrategyMarginRequirementsV2(longMarket: MarketResponse, shortMarket: MarketResponse, kIM?: {
|
|
17
|
+
long?: bigint;
|
|
18
|
+
short?: bigint;
|
|
19
|
+
}): {
|
|
17
20
|
marginRequired1: number;
|
|
18
21
|
marginRequired2: number;
|
|
19
22
|
totalBorosMargin: number;
|
|
@@ -12,11 +12,16 @@ const market_1 = require("../market/market");
|
|
|
12
12
|
const DEFAULT_MIN_MARGIN_INDEX_RATE = boros_offchain_math_1.FixedX18.fromNumber(0.1);
|
|
13
13
|
const DEFAULT_MIN_MARGIN_INDEX_DURATION_S = 604800;
|
|
14
14
|
const ONE_YU = 10n ** 18n;
|
|
15
|
-
function
|
|
16
|
-
|
|
17
|
-
|
|
15
|
+
function resolveMarginFactor(market, kIM) {
|
|
16
|
+
if (kIM !== undefined && kIM > 0n)
|
|
17
|
+
return boros_offchain_math_1.FixedX18.fromRawValue(kIM);
|
|
18
|
+
return market.config.kIM
|
|
18
19
|
? boros_offchain_math_1.FixedX18.fromRawValue(BigInt(market.config.kIM))
|
|
19
20
|
: boros_offchain_math_1.FixedX18.fromNumber(0.5);
|
|
21
|
+
}
|
|
22
|
+
function extractMarketParams(market, leverage) {
|
|
23
|
+
const effectiveLeverage = leverage ?? market.metadata?.maxLeverage ?? 1;
|
|
24
|
+
const marginFactor = resolveMarginFactor(market);
|
|
20
25
|
const minMarginIndexDuration_s = market.config.tThresh ?? DEFAULT_MIN_MARGIN_INDEX_DURATION_S;
|
|
21
26
|
const timeToMaturity = market.data?.timeToMaturity ??
|
|
22
27
|
Math.max(0, market.imData.maturity - Math.floor(Date.now() / 1000));
|
|
@@ -34,10 +39,8 @@ function extractMarketParams(market, leverage) {
|
|
|
34
39
|
isMarketOrder: true,
|
|
35
40
|
};
|
|
36
41
|
}
|
|
37
|
-
function extractMarketParamsV2(market) {
|
|
38
|
-
const marginFactor = market
|
|
39
|
-
? boros_offchain_math_1.FixedX18.fromRawValue(BigInt(market.config.kIM))
|
|
40
|
-
: boros_offchain_math_1.FixedX18.fromNumber(0.5);
|
|
42
|
+
function extractMarketParamsV2(market, kIM) {
|
|
43
|
+
const marginFactor = resolveMarginFactor(market, kIM);
|
|
41
44
|
const minMarginIndexDuration_s = market.config.tThresh ?? DEFAULT_MIN_MARGIN_INDEX_DURATION_S;
|
|
42
45
|
const timeToMaturity = market.data?.timeToMaturity ??
|
|
43
46
|
Math.max(0, market.imData.maturity - Math.floor(Date.now() / 1000));
|
|
@@ -62,9 +65,9 @@ function getMarginRequiredFor1YU(market, leverage) {
|
|
|
62
65
|
}, false);
|
|
63
66
|
return Number(marginBigInt) / 1e18;
|
|
64
67
|
}
|
|
65
|
-
function getMarginRequiredFor1YUV2(market) {
|
|
68
|
+
function getMarginRequiredFor1YUV2(market, kIM) {
|
|
66
69
|
const marginBigInt = market_1.Market.getInitialMarginByOrderSizeV2({
|
|
67
|
-
...extractMarketParamsV2(market),
|
|
70
|
+
...extractMarketParamsV2(market, kIM),
|
|
68
71
|
orderSize: ONE_YU,
|
|
69
72
|
});
|
|
70
73
|
return Number(marginBigInt) / 1e18;
|
|
@@ -77,9 +80,9 @@ function getMarginRequiredFor1YUFixedX18(market, leverage) {
|
|
|
77
80
|
}, false);
|
|
78
81
|
return boros_offchain_math_1.FixedX18.fromRawValue(marginBigInt);
|
|
79
82
|
}
|
|
80
|
-
function getMarginRequiredFor1YUFixedX18V2(market) {
|
|
83
|
+
function getMarginRequiredFor1YUFixedX18V2(market, kIM) {
|
|
81
84
|
const marginBigInt = market_1.Market.getInitialMarginByOrderSizeV2({
|
|
82
|
-
...extractMarketParamsV2(market),
|
|
85
|
+
...extractMarketParamsV2(market, kIM),
|
|
83
86
|
orderSize: ONE_YU,
|
|
84
87
|
});
|
|
85
88
|
return boros_offchain_math_1.FixedX18.fromRawValue(marginBigInt);
|
|
@@ -98,9 +101,9 @@ function getStrategyMarginRequirements(longMarket, shortMarket, leverage) {
|
|
|
98
101
|
totalBorosMargin: marginRequired1 + marginRequired2,
|
|
99
102
|
};
|
|
100
103
|
}
|
|
101
|
-
function getStrategyMarginRequirementsV2(longMarket, shortMarket) {
|
|
102
|
-
const marginRequired1 = getMarginRequiredFor1YUV2(longMarket);
|
|
103
|
-
const marginRequired2 = getMarginRequiredFor1YUV2(shortMarket);
|
|
104
|
+
function getStrategyMarginRequirementsV2(longMarket, shortMarket, kIM) {
|
|
105
|
+
const marginRequired1 = getMarginRequiredFor1YUV2(longMarket, kIM?.long);
|
|
106
|
+
const marginRequired2 = getMarginRequiredFor1YUV2(shortMarket, kIM?.short);
|
|
104
107
|
return {
|
|
105
108
|
marginRequired1,
|
|
106
109
|
marginRequired2,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"marginCalculator.js","sourceRoot":"","sources":["../../../src/entities/Calculator/marginCalculator.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"marginCalculator.js","sourceRoot":"","sources":["../../../src/entities/Calculator/marginCalculator.ts"],"names":[],"mappings":";;AAsGA,0DAiBC;AAQD,8DAMC;AAOD,0EAeC;AAcD,8EAMC;AAUD,wDAQC;AAOD,sEAmBC;AASD,0EAmBC;AAvPD,qEAAsE;AAEtE,6CAA0C;AAM1C,MAAM,6BAA6B,GAAG,8BAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;AAK/D,MAAM,mCAAmC,GAAG,MAAM,CAAC;AAKnD,MAAM,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC;AAS1B,SAAS,mBAAmB,CAAC,MAAsB,EAAE,GAAY;IAC/D,IAAI,GAAG,KAAK,SAAS,IAAI,GAAG,GAAG,EAAE;QAAE,OAAO,8BAAQ,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;IACrE,OAAO,MAAM,CAAC,MAAM,CAAC,GAAG;QACtB,CAAC,CAAC,8BAAQ,CAAC,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;QAClD,CAAC,CAAC,8BAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;AAC/B,CAAC;AAKD,SAAS,mBAAmB,CAAC,MAAsB,EAAE,QAAiB;IACpE,MAAM,iBAAiB,GAAG,QAAQ,IAAI,MAAM,CAAC,QAAQ,EAAE,WAAW,IAAI,CAAC,CAAC;IAExE,MAAM,YAAY,GAAG,mBAAmB,CAAC,MAAM,CAAC,CAAC;IAGjD,MAAM,wBAAwB,GAAG,MAAM,CAAC,MAAM,CAAC,OAAO,IAAI,mCAAmC,CAAC;IAG9F,MAAM,cAAc,GAAG,MAAM,CAAC,IAAI,EAAE,cAAc;QAChD,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,MAAM,CAAC,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC;IAGtE,MAAM,UAAU,GAAG,MAAM,CAAC,IAAI,EAAE,aAAa,IAAI,MAAM,CAAC,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC;IAC1E,MAAM,SAAS,GAAG,8BAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC;IAGlD,MAAM,QAAQ,GAAG,8BAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,IAAI,EAAE,OAAO,IAAI,UAAU,CAAC,CAAC;IAEzE,OAAO;QACL,YAAY;QACZ,QAAQ;QACR,kBAAkB,EAAE,IAAA,mCAAa,EAAC,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,WAAW,CAAC,EAAE,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;QACpG,wBAAwB;QACxB,cAAc;QACd,QAAQ,EAAE,iBAAiB;QAC3B,SAAS;QACT,aAAa,EAAE,IAAI;KACpB,CAAC;AACJ,CAAC;AAED,SAAS,qBAAqB,CAAC,MAAsB,EAAE,GAAY;IACjE,MAAM,YAAY,GAAG,mBAAmB,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;IAEtD,MAAM,wBAAwB,GAAG,MAAM,CAAC,MAAM,CAAC,OAAO,IAAI,mCAAmC,CAAC;IAE9F,MAAM,cAAc,GAAG,MAAM,CAAC,IAAI,EAAE,cAAc;QAChD,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,MAAM,CAAC,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC;IAEtE,MAAM,UAAU,GAAG,MAAM,CAAC,IAAI,EAAE,aAAa,IAAI,MAAM,CAAC,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC;IAC1E,MAAM,SAAS,GAAG,8BAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,QAAQ,GAAG,8BAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,IAAI,EAAE,OAAO,IAAI,UAAU,CAAC,CAAC;IAEzE,OAAO;QACL,YAAY;QACZ,QAAQ;QACR,kBAAkB,EAAE,IAAA,mCAAa,EAAC,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,WAAW,CAAC,EAAE,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;QACpG,wBAAwB;QACxB,cAAc;QACd,SAAS;QACT,aAAa,EAAE,IAAa;KAC7B,CAAC;AACJ,CAAC;AAaD,SAAgB,uBAAuB,CACrC,MAAsB,EACtB,QAAiB;IAEjB,MAAM,MAAM,GAAG,mBAAmB,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IAGrD,MAAM,YAAY,GAAG,eAAM,CAAC,2BAA2B,CACrD;QACE,GAAG,MAAM;QACT,SAAS,EAAE,MAAM;KAClB,EACD,KAAK,CACN,CAAC;IAGF,OAAO,MAAM,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC;AACrC,CAAC;AAQD,SAAgB,yBAAyB,CAAC,MAAsB,EAAE,GAAY;IAC5E,MAAM,YAAY,GAAG,eAAM,CAAC,6BAA6B,CAAC;QACxD,GAAG,qBAAqB,CAAC,MAAM,EAAE,GAAG,CAAC;QACrC,SAAS,EAAE,MAAM;KAClB,CAAC,CAAC;IACH,OAAO,MAAM,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC;AACrC,CAAC;AAOD,SAAgB,+BAA+B,CAC7C,MAAsB,EACtB,QAAiB;IAEjB,MAAM,MAAM,GAAG,mBAAmB,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IAErD,MAAM,YAAY,GAAG,eAAM,CAAC,2BAA2B,CACrD;QACE,GAAG,MAAM;QACT,SAAS,EAAE,MAAM;KAClB,EACD,KAAK,CACN,CAAC;IAEF,OAAO,8BAAQ,CAAC,YAAY,CAAC,YAAY,CAAC,CAAC;AAC7C,CAAC;AAcD,SAAgB,iCAAiC,CAAC,MAAsB,EAAE,GAAY;IACpF,MAAM,YAAY,GAAG,eAAM,CAAC,6BAA6B,CAAC;QACxD,GAAG,qBAAqB,CAAC,MAAM,EAAE,GAAG,CAAC;QACrC,SAAS,EAAE,MAAM;KAClB,CAAC,CAAC;IACH,OAAO,8BAAQ,CAAC,YAAY,CAAC,YAAY,CAAC,CAAC;AAC7C,CAAC;AAUD,SAAgB,sBAAsB,CACpC,UAA0B,EAC1B,WAA2B,EAC3B,QAAiB;IAEjB,MAAM,eAAe,GAAG,uBAAuB,CAAC,UAAU,EAAE,QAAQ,CAAC,CAAC;IACtE,MAAM,eAAe,GAAG,uBAAuB,CAAC,WAAW,EAAE,QAAQ,CAAC,CAAC;IACvE,OAAO,eAAe,GAAG,eAAe,CAAC;AAC3C,CAAC;AAOD,SAAgB,6BAA6B,CAC3C,UAA0B,EAC1B,WAA2B,EAC3B,QAGC;IAMD,MAAM,eAAe,GAAG,uBAAuB,CAAC,UAAU,EAAE,QAAQ,EAAE,YAAY,CAAC,CAAC;IACpF,MAAM,eAAe,GAAG,uBAAuB,CAAC,WAAW,EAAE,QAAQ,EAAE,aAAa,CAAC,CAAC;IACtF,OAAO;QACL,eAAe;QACf,eAAe;QACf,gBAAgB,EAAE,eAAe,GAAG,eAAe;KACpD,CAAC;AACJ,CAAC;AASD,SAAgB,+BAA+B,CAC7C,UAA0B,EAC1B,WAA2B,EAC3B,GAGC;IAMD,MAAM,eAAe,GAAG,yBAAyB,CAAC,UAAU,EAAE,GAAG,EAAE,IAAI,CAAC,CAAC;IACzE,MAAM,eAAe,GAAG,yBAAyB,CAAC,WAAW,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;IAC3E,OAAO;QACL,eAAe;QACf,eAAe;QACf,gBAAgB,EAAE,eAAe,GAAG,eAAe;KACpD,CAAC;AACJ,CAAC"}
|