@reyaxyz/account-figures 0.2.0 → 0.3.0

package/dist/index.d.ts

@@ -10,3 +10,5 @@ export { accountFigures, computeAccountFigures, MARGIN_ASSUMPTIONS, positionRisk
 export type { AccountFigures, PositionFigures, PositionRisk } from './figures';
 export { formatPct, formatUsd } from './format';
 export type { Rounding } from './format';
+export { accountRiskResponse } from './response';
+export type { AccountRiskInputs, PositionValuation } from './response';

package/dist/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.formatUsd = exports.formatPct = exports.positionRisk = exports.MARGIN_ASSUMPTIONS = exports.computeAccountFigures = exports.accountFigures = exports.RUSD = exports.imMultiplierFrom = exports.buildMarginSnapshot = exports.roundTowardMark = exports.marginUsage = exports.liquidationPrice = exports.distanceToLiquidation = exports.SETTLEMENT_RESERVE_RATE = exports.SETTLEMENT_RESERVE = exports.roundingAllowance = exports.project = exports.LIQUIDATION_THRESHOLD = exports.INITIAL_MARGIN = exports.applyFill = exports.admit = exports.RUSD_DECIMALS = exports.AccountFiguresInputError = void 0;
+exports.accountRiskResponse = exports.formatUsd = exports.formatPct = exports.positionRisk = exports.MARGIN_ASSUMPTIONS = exports.computeAccountFigures = exports.accountFigures = exports.RUSD = exports.imMultiplierFrom = exports.buildMarginSnapshot = exports.roundTowardMark = exports.marginUsage = exports.liquidationPrice = exports.distanceToLiquidation = exports.SETTLEMENT_RESERVE_RATE = exports.SETTLEMENT_RESERVE = exports.roundingAllowance = exports.project = exports.LIQUIDATION_THRESHOLD = exports.INITIAL_MARGIN = exports.applyFill = exports.admit = exports.RUSD_DECIMALS = exports.AccountFiguresInputError = void 0;
 var errors_1 = require("./errors");
 Object.defineProperty(exports, "AccountFiguresInputError", { enumerable: true, get: function () { return errors_1.AccountFiguresInputError; } });
 var decimal_1 = require("./decimal");
@@ -31,3 +31,5 @@ Object.defineProperty(exports, "positionRisk", { enumerable: true, get: function
 var format_1 = require("./format");
 Object.defineProperty(exports, "formatPct", { enumerable: true, get: function () { return format_1.formatPct; } });
 Object.defineProperty(exports, "formatUsd", { enumerable: true, get: function () { return format_1.formatUsd; } });
+var response_1 = require("./response");
+Object.defineProperty(exports, "accountRiskResponse", { enumerable: true, get: function () { return response_1.accountRiskResponse; } });

package/dist/response.d.ts

@@ -0,0 +1,47 @@
+import { MarginInputs } from './snapshot';
+/** Added to a position only when the complete account can be valued. */
+export interface PositionValuation {
+    markPrice: string;
+    notional: string;
+    unrealizedPnl: string;
+    liquidationMarginRequirement: string;
+    liquidationPrice: string | null;
+    hasCorrelatedCollateral: boolean;
+    updatedAt: number;
+    pricesUpdatedAt: number | null;
+}
+export interface AccountRiskInputs extends MarginInputs {
+    marketSummaries: readonly (MarginInputs['marketSummaries'][number] & {
+        pricesUpdatedAt?: number;
+    })[];
+    assetOraclePrices?: readonly (NonNullable<MarginInputs['assetOraclePrices']>[number] & {
+        updatedAt: number;
+    })[];
+}
+/** Keep source freshness separate from the time at which this response is calculated. */
+export declare function accountRiskResponse(inputs: AccountRiskInputs, updatedAt: number): {
+    summary: {
+        updatedAt: number;
+        pricesUpdatedAt: number | null;
+        accountId: number;
+        collateralValue: string;
+        unrealizedPnl: string;
+        marginBalance: string;
+        initialMarginRequirement: string;
+        liquidationMarginRequirement: string;
+        freeCollateral: string;
+        initialMarginRatio: string | null;
+        liquidationMarginRatio: string | null;
+    };
+    positions: {
+        updatedAt: number;
+        pricesUpdatedAt: number | null;
+        symbol: string;
+        markPrice: string;
+        notional: string;
+        unrealizedPnl: string;
+        liquidationMarginRequirement: string;
+        liquidationPrice: string | null;
+        hasCorrelatedCollateral: boolean;
+    }[];
+};

package/dist/response.js

@@ -0,0 +1,64 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.accountRiskResponse = void 0;
+const figures_1 = require("./figures");
+const snapshot_1 = require("./snapshot");
+const bignumber_js_1 = __importDefault(require("bignumber.js"));
+/** Keep source freshness separate from the time at which this response is calculated. */
+function accountRiskResponse(inputs, updatedAt) {
+    const figures = (0, figures_1.computeAccountFigures)(inputs);
+    const timestamps = [];
+    for (const position of figures.positions) {
+        const timestamp = inputs.marketSummaries.find((row) => row.symbol === position.symbol)?.pricesUpdatedAt;
+        if (!Number.isSafeInteger(timestamp) || timestamp <= 0) {
+            throw new Error(`Missing mark timestamp for ${position.symbol}`);
+        }
+        timestamps.push(timestamp);
+    }
+    for (const collateral of figures.collateral) {
+        if (collateral.asset === snapshot_1.RUSD || new bignumber_js_1.default(collateral.balance).isZero())
+            continue;
+        const timestamp = inputs.assetOraclePrices?.find((row) => row.asset === collateral.asset)?.updatedAt;
+        if (!Number.isSafeInteger(timestamp) || timestamp <= 0) {
+            throw new Error(`Missing collateral timestamp for ${collateral.asset}`);
+        }
+        timestamps.push(timestamp);
+    }
+    const freshness = {
+        updatedAt,
+        pricesUpdatedAt: timestamps.length ? Math.min(...timestamps) : null,
+    };
+    return {
+        summary: {
+            accountId: Number(inputs.accountId),
+            collateralValue: figures.realBalance,
+            unrealizedPnl: figures.unrealizedPnl,
+            marginBalance: figures.equity,
+            initialMarginRequirement: figures.imr,
+            liquidationMarginRequirement: figures.lmr,
+            freeCollateral: figures.availableMargin,
+            initialMarginRatio: ratio(figures.initialMarginUsage),
+            liquidationMarginRatio: ratio(figures.liquidationMarginUsage),
+            ...freshness,
+        },
+        positions: figures.positions
+            .map((position) => ({
+            symbol: position.symbol,
+            markPrice: position.markPrice,
+            notional: position.notional,
+            unrealizedPnl: position.unrealizedPnl,
+            liquidationMarginRequirement: position.lmr,
+            liquidationPrice: position.liquidationPrice,
+            hasCorrelatedCollateral: position.assumesFixedCollateral,
+            ...freshness,
+        }))
+            .sort((a, b) => a.symbol.localeCompare(b.symbol)),
+    };
+}
+exports.accountRiskResponse = accountRiskResponse;
+const ratio = (value) => value === null
+    ? null
+    : new bignumber_js_1.default(value).decimalPlaces(18, bignumber_js_1.default.ROUND_UP).toFixed();

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/account-figures",
-  "version": "0.2.0",
+  "version": "0.3.0",
   "description": "Reya account figures from public V2 data: equity, margin requirements, margin usage and liquidation prices",
   "publishConfig": {
     "access": "public",
@@ -38,8 +38,8 @@
     "bignumber.js": "9.1.2"
   },
   "devDependencies": {
-    "@reyaxyz/api-v2-sdk": "0.315.0",
+    "@reyaxyz/api-v2-sdk": "0.316.0",
     "typescript": "5.3.3"
   },
-  "gitHead": "1b24b3638169c934eae514c43fc6a91bdecf667f"
+  "gitHead": "c79e1c00f842259ddcb7c435ed799ea0b49e9939"
 }