@reyaxyz/api-sdk 0.103.3 → 0.104.0

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Files changed (36) hide show
  1. package/dist/clients/modules/account/index.js +0 -7
  2. package/dist/clients/modules/account/index.js.map +1 -1
  3. package/dist/clients/modules/conditional-orders/index.js +49 -29
  4. package/dist/clients/modules/conditional-orders/index.js.map +1 -1
  5. package/dist/clients/modules/conditional-orders/types.js.map +1 -1
  6. package/dist/clients/modules/isolated-order.simulation/index.js +26 -0
  7. package/dist/clients/modules/isolated-order.simulation/index.js.map +1 -1
  8. package/dist/clients/modules/isolated-order.simulation/types.js.map +1 -1
  9. package/dist/clients/modules/trade.simulation/index.js +1 -0
  10. package/dist/clients/modules/trade.simulation/index.js.map +1 -1
  11. package/dist/clients/modules/trade.simulation/types.js.map +1 -1
  12. package/dist/clients/types.js +1 -0
  13. package/dist/clients/types.js.map +1 -1
  14. package/dist/types/clients/modules/account/index.d.ts.map +1 -1
  15. package/dist/types/clients/modules/conditional-orders/index.d.ts +3 -1
  16. package/dist/types/clients/modules/conditional-orders/index.d.ts.map +1 -1
  17. package/dist/types/clients/modules/conditional-orders/types.d.ts +10 -1
  18. package/dist/types/clients/modules/conditional-orders/types.d.ts.map +1 -1
  19. package/dist/types/clients/modules/isolated-order.simulation/index.d.ts +3 -0
  20. package/dist/types/clients/modules/isolated-order.simulation/index.d.ts.map +1 -1
  21. package/dist/types/clients/modules/isolated-order.simulation/types.d.ts +1 -0
  22. package/dist/types/clients/modules/isolated-order.simulation/types.d.ts.map +1 -1
  23. package/dist/types/clients/modules/trade.simulation/index.d.ts.map +1 -1
  24. package/dist/types/clients/modules/trade.simulation/types.d.ts +1 -0
  25. package/dist/types/clients/modules/trade.simulation/types.d.ts.map +1 -1
  26. package/dist/types/clients/types.d.ts +1 -0
  27. package/dist/types/clients/types.d.ts.map +1 -1
  28. package/package.json +3 -3
  29. package/src/clients/modules/account/index.ts +0 -8
  30. package/src/clients/modules/conditional-orders/index.ts +57 -25
  31. package/src/clients/modules/conditional-orders/types.ts +11 -1
  32. package/src/clients/modules/isolated-order.simulation/index.ts +95 -0
  33. package/src/clients/modules/isolated-order.simulation/types.ts +1 -0
  34. package/src/clients/modules/trade.simulation/index.ts +1 -0
  35. package/src/clients/modules/trade.simulation/types.ts +1 -0
  36. package/src/clients/types.ts +1 -0
@@ -81,13 +81,6 @@ var AccountClient = /** @class */ (function (_super) {
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  })];
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  case 1:
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  response = _a.sent();
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- response.forEach(function (account) {
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- account.positions.forEach(function (position) {
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- if (Math.random() > 0.5) {
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- position.stopLossPrice = Math.random() * 1000;
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- }
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- });
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- });
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  return [2 /*return*/, response];
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  }
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  });
@@ -1 +1 @@
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- 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{\n GetMarginAccountParams,\n GetMarginAccountResult,\n GetMarginAccountsParams,\n GetMarginAccountsResult,\n GetMarginAccountTransactionHistoryParams,\n GetMarginAccountTransactionHistoryResult,\n GetMaxOrderSizeAvailableParams,\n GetMaxOrderSizeAvailableResult,\n GetMaxWithdrawBalanceForAccountParams,\n GetMaxWithdrawBalanceForAccountResult,\n GetPositionsForMarginAccountParams,\n GetPositionsForMarginAccountResult,\n GetTransactionSimulationInitialDataParams,\n GetMarginAccountBalanceChartDataParams,\n GetMarginAccountCollateralsBalanceChartDataParams,\n GetAllMarginAccountsBalanceChartDataParams,\n EditMarginAccountParams,\n CloseMarginAccountParams,\n GetAllMarginAccountsSummaryResult,\n GetAllMarginAccountsSummaryParams,\n GetEditCollateralSimulationInitialDataParams,\n EditMarginAccountResult,\n CloseMarginAccountResult,\n GetIsolatedOrderMaxSizeAvailableParams,\n GetIsolatedOrderMaxSizeAvailableResult,\n GetPositionsHistoryForMarginAccountPaginatedParams,\n GetPositionsHistoryForMarginAccountPaginatedResult,\n GetLiquidationHistoryForOwnerAddressResult,\n GetLiquidationHistoryForOwnerAddressParams,\n} from './types';\nimport {\n EditCollateralSimulationState,\n TradeSimulationState,\n GetMarginAccountCollateralsBalanceChartDataResult,\n GetMarginAccountBalanceChartDataResult,\n GetAllMarginAccountsBalanceChartDataResult,\n RestClient,\n} from '@reyaxyz/common';\n\nexport default class AccountClient extends RestClient {\n /**\n * Asynchronously retrieves a list of margin accounts associated with a specific address.\n *\n * This method makes a request to the API endpoint to fetch collateral account data. The data is filtered\n * based on the provided Ethereum address. An optional limit can be specified to control the number of\n * collateral accounts returned in the response.\n *\n * @param {GetMarginAccountsParams} params\n * @returns {Promise<GetMarginAccountsResult>} A promise that resolves to the response containing the margin\n * account data.\n * @memberof account\n * */\n\n async getMarginAccounts(\n params: GetMarginAccountsParams,\n ): Promise<GetMarginAccountsResult> {\n const uri = `/api/accounts/${params.address}`;\n const response: GetMarginAccountsResult = await this.get(uri, {\n limit: params.limit,\n });\n\n response.forEach((account) => {\n account.positions.forEach((position) => {\n if (Math.random() > 0.5) {\n position.stopLossPrice = Math.random() * 1000;\n }\n });\n });\n\n return response;\n }\n\n /**\n * Asynchronously retrieves details of a specific collateral account for a given Ethereum address.\n *\n * This method sends a request to the API to obtain detailed information about a specific collateral account\n * associated with the provided Ethereum address. The account is identified using the collateral account number.\n *\n * @param {GetMarginAccountParams} params\n * @returns {Promise<GetMarginAccountResult>} A promise that resolves to the response containing the detailed\n * information of the specified margin account.\n * @memberof account\n */\n\n async getMarginAccount(\n params: GetMarginAccountParams,\n ): Promise<GetMarginAccountResult> {\n const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}`;\n return this.get(uri);\n }\n\n async getPositionsForMarginAccount(\n params: GetPositionsForMarginAccountParams,\n ): Promise<GetPositionsForMarginAccountResult> {\n const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}/positions`;\n return this.get(uri, { limit: params.limit });\n }\n\n async getPositionsHistoryForMarginAccountPaginated(\n params: GetPositionsHistoryForMarginAccountPaginatedParams,\n ): Promise<GetPositionsHistoryForMarginAccountPaginatedResult> {\n const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}/positions/history/paginated`;\n return this.get(uri, {\n type: params.type,\n page: params.page,\n perPage: params.perPage,\n });\n }\n\n async getLiquidationHistoryForOwnerAddress(\n params: GetLiquidationHistoryForOwnerAddressParams,\n ): Promise<GetLiquidationHistoryForOwnerAddressResult> {\n const uri = `/api/accounts/${params.address}/positions/liquidations`;\n return this.get(uri, {\n timestampFromMS: params.timestampFromMS,\n });\n }\n\n async getMaxOrderSizeAvailable(\n params: GetMaxOrderSizeAvailableParams,\n ): Promise<GetMaxOrderSizeAvailableResult> {\n const uri = `/api/accounts/${params.marginAccountId}/max-order-size`;\n return this.get(uri, {\n marketId: params.marketId,\n direction: params.direction,\n });\n }\n\n async getIsolatedOrderMaxSizeAvailable(\n params: GetIsolatedOrderMaxSizeAvailableParams,\n ): Promise<GetIsolatedOrderMaxSizeAvailableResult> {\n const uri = `/api/accounts/${params.marginAccountId}/max-order-size-isolated`;\n return this.get(uri, {\n marketId: params.marketId,\n direction: params.direction,\n });\n }\n\n async getTransactionSimulationInitialData(\n params: GetTransactionSimulationInitialDataParams,\n ): Promise<TradeSimulationState> {\n const uri = `/api/accounts/${params.marginAccountId}/trade-simulation-data`;\n return this.get(uri, {\n marketId: params.marketId,\n });\n }\n\n async getEditCollateralSimulationInitialData(\n params: GetEditCollateralSimulationInitialDataParams,\n ): Promise<EditCollateralSimulationState> {\n const uri = `/api/accounts/${params.marginAccountId}/edit-collateral-simulation-data`;\n return this.get(uri);\n }\n\n async getMarginAccountTransactionHistory(\n params: GetMarginAccountTransactionHistoryParams,\n ): Promise<GetMarginAccountTransactionHistoryResult> {\n const uri = `/api/accounts/${params.marginAccountId}/transaction-history`;\n return this.get(uri, {\n limit: params.limit,\n });\n }\n\n async getMaxWithdrawBalanceForAccount(\n params: GetMaxWithdrawBalanceForAccountParams,\n ): Promise<GetMaxWithdrawBalanceForAccountResult> {\n const uri = `/api/accounts/${params.marginAccountId}/max-withdraw-amount`;\n return this.get(uri, {\n assetAddress: params.tokenAddress,\n });\n }\n\n async getMarginAccountBalanceChartData(\n params: GetMarginAccountBalanceChartDataParams,\n ): Promise<GetMarginAccountBalanceChartDataResult> {\n const uri = `/api/accounts/${params.marginAccountId}/balance-chart-data`;\n return this.get(uri, {\n timeframeMs: params.filters.timeframeMs,\n granularity: params.filters.granularity,\n });\n }\n\n async getMarginAccountCollateralsBalanceChartData(\n params: GetMarginAccountCollateralsBalanceChartDataParams,\n ): Promise<GetMarginAccountCollateralsBalanceChartDataResult> {\n const uri = `/api/accounts/${params.marginAccountId}/collaterals-balance-chart-data`;\n return this.get(uri, {\n timeframeMs: params.filters.timeframeMs,\n granularity: params.filters.granularity,\n });\n }\n\n async getAllMarginAccountsBalanceChart(\n params: GetAllMarginAccountsBalanceChartDataParams,\n ): Promise<GetAllMarginAccountsBalanceChartDataResult> {\n const uri = `/api/accounts/owner/${params.ownerAddress}/balance`;\n return this.get(uri, {\n timeframeMs: params.filters.timeframeMs,\n granularity: params.filters.granularity,\n });\n }\n\n async getAllMarginAccountsSummary(\n params: GetAllMarginAccountsSummaryParams,\n ): Promise<GetAllMarginAccountsSummaryResult> {\n const uri = `/api/accounts/owner/${params.ownerAddress}/summary`;\n return this.get(uri);\n }\n\n // TODO: Milan validate\n async editMarginAccount(\n params: EditMarginAccountParams,\n ): Promise<EditMarginAccountResult> {\n const name = (params.name || '').trim();\n if (!params.id) {\n throw new Error('Missing margin account id');\n }\n if (name.length === 0 || name.length > 25) {\n throw new Error('Max size 25 characters');\n }\n\n const uri = `/api/accounts/${params.id}/edit`;\n return this.put(uri, {\n id: params.id,\n name: params.name,\n });\n }\n async closeMarginAccount(\n params: CloseMarginAccountParams,\n ): Promise<CloseMarginAccountResult> {\n if (!params.id) {\n throw new Error('Missing margin account id');\n }\n\n const uri = `/api/accounts/${params.id}/close`;\n return this.delete(uri, {\n id: params.id,\n });\n }\n}\n"]}
1
+ 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{\n GetMarginAccountParams,\n GetMarginAccountResult,\n GetMarginAccountsParams,\n GetMarginAccountsResult,\n GetMarginAccountTransactionHistoryParams,\n GetMarginAccountTransactionHistoryResult,\n GetMaxOrderSizeAvailableParams,\n GetMaxOrderSizeAvailableResult,\n GetMaxWithdrawBalanceForAccountParams,\n GetMaxWithdrawBalanceForAccountResult,\n GetPositionsForMarginAccountParams,\n GetPositionsForMarginAccountResult,\n GetTransactionSimulationInitialDataParams,\n GetMarginAccountBalanceChartDataParams,\n GetMarginAccountCollateralsBalanceChartDataParams,\n GetAllMarginAccountsBalanceChartDataParams,\n EditMarginAccountParams,\n CloseMarginAccountParams,\n GetAllMarginAccountsSummaryResult,\n GetAllMarginAccountsSummaryParams,\n GetEditCollateralSimulationInitialDataParams,\n EditMarginAccountResult,\n CloseMarginAccountResult,\n GetIsolatedOrderMaxSizeAvailableParams,\n GetIsolatedOrderMaxSizeAvailableResult,\n GetPositionsHistoryForMarginAccountPaginatedParams,\n GetPositionsHistoryForMarginAccountPaginatedResult,\n GetLiquidationHistoryForOwnerAddressResult,\n GetLiquidationHistoryForOwnerAddressParams,\n} from './types';\nimport {\n EditCollateralSimulationState,\n TradeSimulationState,\n GetMarginAccountCollateralsBalanceChartDataResult,\n GetMarginAccountBalanceChartDataResult,\n GetAllMarginAccountsBalanceChartDataResult,\n RestClient,\n} from '@reyaxyz/common';\n\nexport default class AccountClient extends RestClient {\n /**\n * Asynchronously retrieves a list of margin accounts associated with a specific address.\n *\n * This method makes a request to the API endpoint to fetch collateral account data. The data is filtered\n * based on the provided Ethereum address. An optional limit can be specified to control the number of\n * collateral accounts returned in the response.\n *\n * @param {GetMarginAccountsParams} params\n * @returns {Promise<GetMarginAccountsResult>} A promise that resolves to the response containing the margin\n * account data.\n * @memberof account\n * */\n\n async getMarginAccounts(\n params: GetMarginAccountsParams,\n ): Promise<GetMarginAccountsResult> {\n const uri = `/api/accounts/${params.address}`;\n const response: GetMarginAccountsResult = await this.get(uri, {\n limit: params.limit,\n });\n\n return response;\n }\n\n /**\n * Asynchronously retrieves details of a specific collateral account for a given Ethereum address.\n *\n * This method sends a request to the API to obtain detailed information about a specific collateral account\n * associated with the provided Ethereum address. The account is identified using the collateral account number.\n *\n * @param {GetMarginAccountParams} params\n * @returns {Promise<GetMarginAccountResult>} A promise that resolves to the response containing the detailed\n * information of the specified margin account.\n * @memberof account\n */\n\n async getMarginAccount(\n params: GetMarginAccountParams,\n ): Promise<GetMarginAccountResult> {\n const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}`;\n return this.get(uri);\n }\n\n async getPositionsForMarginAccount(\n params: GetPositionsForMarginAccountParams,\n ): Promise<GetPositionsForMarginAccountResult> {\n const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}/positions`;\n return this.get(uri, { limit: params.limit });\n }\n\n async getPositionsHistoryForMarginAccountPaginated(\n params: GetPositionsHistoryForMarginAccountPaginatedParams,\n ): Promise<GetPositionsHistoryForMarginAccountPaginatedResult> {\n const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}/positions/history/paginated`;\n return this.get(uri, {\n type: params.type,\n page: params.page,\n perPage: params.perPage,\n });\n }\n\n async getLiquidationHistoryForOwnerAddress(\n params: GetLiquidationHistoryForOwnerAddressParams,\n ): Promise<GetLiquidationHistoryForOwnerAddressResult> {\n const uri = `/api/accounts/${params.address}/positions/liquidations`;\n return this.get(uri, {\n timestampFromMS: params.timestampFromMS,\n });\n }\n\n async getMaxOrderSizeAvailable(\n params: GetMaxOrderSizeAvailableParams,\n ): Promise<GetMaxOrderSizeAvailableResult> {\n const uri = `/api/accounts/${params.marginAccountId}/max-order-size`;\n return this.get(uri, {\n marketId: params.marketId,\n direction: params.direction,\n });\n }\n\n async getIsolatedOrderMaxSizeAvailable(\n params: GetIsolatedOrderMaxSizeAvailableParams,\n ): Promise<GetIsolatedOrderMaxSizeAvailableResult> {\n const uri = `/api/accounts/${params.marginAccountId}/max-order-size-isolated`;\n return this.get(uri, {\n marketId: params.marketId,\n direction: params.direction,\n });\n }\n\n async getTransactionSimulationInitialData(\n params: GetTransactionSimulationInitialDataParams,\n ): Promise<TradeSimulationState> {\n const uri = `/api/accounts/${params.marginAccountId}/trade-simulation-data`;\n return this.get(uri, {\n marketId: params.marketId,\n });\n }\n\n async getEditCollateralSimulationInitialData(\n params: GetEditCollateralSimulationInitialDataParams,\n ): Promise<EditCollateralSimulationState> {\n const uri = `/api/accounts/${params.marginAccountId}/edit-collateral-simulation-data`;\n return this.get(uri);\n }\n\n async getMarginAccountTransactionHistory(\n params: GetMarginAccountTransactionHistoryParams,\n ): Promise<GetMarginAccountTransactionHistoryResult> {\n const uri = `/api/accounts/${params.marginAccountId}/transaction-history`;\n return this.get(uri, {\n limit: params.limit,\n });\n }\n\n async getMaxWithdrawBalanceForAccount(\n params: GetMaxWithdrawBalanceForAccountParams,\n ): Promise<GetMaxWithdrawBalanceForAccountResult> {\n const uri = `/api/accounts/${params.marginAccountId}/max-withdraw-amount`;\n return this.get(uri, {\n assetAddress: params.tokenAddress,\n });\n }\n\n async getMarginAccountBalanceChartData(\n params: GetMarginAccountBalanceChartDataParams,\n ): Promise<GetMarginAccountBalanceChartDataResult> {\n const uri = `/api/accounts/${params.marginAccountId}/balance-chart-data`;\n return this.get(uri, {\n timeframeMs: params.filters.timeframeMs,\n granularity: params.filters.granularity,\n });\n }\n\n async getMarginAccountCollateralsBalanceChartData(\n params: GetMarginAccountCollateralsBalanceChartDataParams,\n ): Promise<GetMarginAccountCollateralsBalanceChartDataResult> {\n const uri = `/api/accounts/${params.marginAccountId}/collaterals-balance-chart-data`;\n return this.get(uri, {\n timeframeMs: params.filters.timeframeMs,\n granularity: params.filters.granularity,\n });\n }\n\n async getAllMarginAccountsBalanceChart(\n params: GetAllMarginAccountsBalanceChartDataParams,\n ): Promise<GetAllMarginAccountsBalanceChartDataResult> {\n const uri = `/api/accounts/owner/${params.ownerAddress}/balance`;\n return this.get(uri, {\n timeframeMs: params.filters.timeframeMs,\n granularity: params.filters.granularity,\n });\n }\n\n async getAllMarginAccountsSummary(\n params: GetAllMarginAccountsSummaryParams,\n ): Promise<GetAllMarginAccountsSummaryResult> {\n const uri = `/api/accounts/owner/${params.ownerAddress}/summary`;\n return this.get(uri);\n }\n\n // TODO: Milan validate\n async editMarginAccount(\n params: EditMarginAccountParams,\n ): Promise<EditMarginAccountResult> {\n const name = (params.name || '').trim();\n if (!params.id) {\n throw new Error('Missing margin account id');\n }\n if (name.length === 0 || name.length > 25) {\n throw new Error('Max size 25 characters');\n }\n\n const uri = `/api/accounts/${params.id}/edit`;\n return this.put(uri, {\n id: params.id,\n name: params.name,\n });\n }\n async closeMarginAccount(\n params: CloseMarginAccountParams,\n ): Promise<CloseMarginAccountResult> {\n if (!params.id) {\n throw new Error('Missing margin account id');\n }\n\n const uri = `/api/accounts/${params.id}/close`;\n return this.delete(uri, {\n id: params.id,\n });\n }\n}\n"]}
@@ -67,7 +67,7 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
67
67
  return __generator(this, function (_a) {
68
68
  switch (_a.label) {
69
69
  case 0:
70
- uri = "/api/conditional-orders/sl/get-orders-by-position/".concat(common_1.StopLossOrderStatus.NEW, "/").concat(params.marketId, "/").concat(params.accountId);
70
+ uri = "/api/conditional-orders/sl/get-orders-by-position/".concat(common_1.StopLossOrderStatus.PENDING, "/").concat(params.marketId, "/").concat(params.accountId);
71
71
  return [4 /*yield*/, this.get(uri)];
72
72
  case 1:
73
73
  response = _a.sent();
@@ -81,22 +81,26 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
81
81
  });
82
82
  });
83
83
  };
84
- // todo: need authentication
85
84
  ConditionalOrdersClient.prototype.cancelSLOrder = function (params) {
86
85
  return __awaiter(this, void 0, void 0, function () {
87
- var uri;
86
+ var signature, uri;
88
87
  return __generator(this, function (_a) {
89
- uri = "/api/conditional-orders/sl/set-order-status";
90
- return [2 /*return*/, this.post(uri, {}, {
91
- orderId: params.orderId,
92
- status: common_1.StopLossOrderStatus.CANCELLED,
93
- })];
88
+ switch (_a.label) {
89
+ case 0: return [4 /*yield*/, (0, common_1.signCancelConditionalOrder)(params.signer, params.orderId)];
90
+ case 1:
91
+ signature = _a.sent();
92
+ uri = "/api/conditional-orders/sl/cancel-order";
93
+ return [2 /*return*/, this.put(uri, {}, {
94
+ orderId: params.orderId,
95
+ userSignature: signature,
96
+ })];
97
+ }
94
98
  });
95
99
  });
96
100
  };
97
101
  ConditionalOrdersClient.prototype.registerSLOrder = function (params) {
98
102
  return __awaiter(this, void 0, void 0, function () {
99
- var position, positionBase, orderPriceLimit, inputs, nonce, signature, order, uri, _a, _b;
103
+ var position, positionBase, orderPriceLimit, inputs, creationTimestampMs, nonce, deadline, signature, uri, _a, _b;
100
104
  var _c;
101
105
  return __generator(this, function (_d) {
102
106
  switch (_d.label) {
@@ -107,25 +111,14 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
107
111
  if (positionBase === 0) {
108
112
  throw new Error('Position with no exposure');
109
113
  }
110
- orderPriceLimit = (0, common_1.calculatePriceLimitForTrade)(params.market.currentPrice, positionBase);
111
- inputs = ethers_1.AbiCoder.defaultAbiCoder().encode(['uint256', 'uint256'], [params.stopLossPrice, orderPriceLimit]);
112
- nonce = 0;
113
- return [4 /*yield*/, (0, common_1.signConditionalOrder)(params.signer, this.reyaChainId, params.marginAccountId, params.market.id, params.market.exchangeId, params.market.counterpartyAccountIds, types_1.ConditionalOrderType.StopLoss, inputs, nonce, Number.MAX_VALUE)];
114
+ orderPriceLimit = Number((0, common_1.calculateMaxPriceLimit)(positionBase < 0));
115
+ inputs = ethers_1.AbiCoder.defaultAbiCoder().encode(['uint256', 'uint256'], [(0, common_1.scale)(18)(params.stopLossPrice), orderPriceLimit]);
116
+ creationTimestampMs = Date.now();
117
+ nonce = this.createNonce(params.marginAccountId, params.market.id, creationTimestampMs);
118
+ deadline = Math.pow(10, 18);
119
+ return [4 /*yield*/, (0, common_1.signConditionalOrder)(params.signer, this.reyaChainId, params.marginAccountId, params.market.id, params.market.exchangeId, params.market.counterpartyAccountIds, types_1.ConditionalOrderType.StopLoss, inputs, nonce, deadline)];
114
120
  case 2:
115
121
  signature = _d.sent();
116
- if (!position.stopLossPrice) return [3 /*break*/, 5];
117
- return [4 /*yield*/, this.getPendingSLOrder({
118
- accountId: params.marginAccountId,
119
- marketId: params.market.id,
120
- })];
121
- case 3:
122
- order = _d.sent();
123
- if (!(order != null)) return [3 /*break*/, 5];
124
- return [4 /*yield*/, this.cancelSLOrder({ orderId: order.orderId })];
125
- case 4:
126
- _d.sent();
127
- _d.label = 5;
128
- case 5:
129
122
  uri = "/api/conditional-orders/sl/create-order";
130
123
  _a = this.post;
131
124
  _b = [uri,
@@ -137,15 +130,29 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
137
130
  stopPrice: params.stopLossPrice
138
131
  };
139
132
  return [4 /*yield*/, params.signer.getAddress()];
140
- case 6: return [2 /*return*/, _a.apply(this, _b.concat([(_c.signerWallet = _d.sent(),
133
+ case 3: return [2 /*return*/, _a.apply(this, _b.concat([(_c.signerWallet = _d.sent(),
141
134
  _c.nonce = nonce,
142
- _c.signature = signature.r,
143
- _c.status = common_1.StopLossOrderStatus.NEW,
135
+ _c.signature = signature,
136
+ _c.deadline = deadline,
137
+ _c.orderPriceLimit = orderPriceLimit,
138
+ _c.exchangeId = params.market.exchangeId,
139
+ _c.poolId = params.market.counterpartyAccountIds[0],
140
+ _c.timestampMs = creationTimestampMs,
144
141
  _c)]))];
145
142
  }
146
143
  });
147
144
  });
148
145
  };
146
+ ConditionalOrdersClient.prototype.updateSLOrder = function (params) {
147
+ return __awaiter(this, void 0, void 0, function () {
148
+ return __generator(this, function (_a) {
149
+ switch (_a.label) {
150
+ case 0: return [4 /*yield*/, this.registerSLOrder(params)];
151
+ case 1: return [2 /*return*/, _a.sent()];
152
+ }
153
+ });
154
+ });
155
+ };
149
156
  ConditionalOrdersClient.prototype.getPosition = function (accountId, marketId) {
150
157
  return __awaiter(this, void 0, void 0, function () {
151
158
  var uri;
@@ -155,6 +162,19 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
155
162
  });
156
163
  });
157
164
  };
165
+ ConditionalOrdersClient.prototype.createNonce = function (accountId, marketId, timestampMs) {
166
+ // Validate the input ranges
167
+ if (marketId < 0 || marketId >= Math.pow(2, 32))
168
+ throw new Error('marketId is out of range');
169
+ if (accountId < BigInt(0) || accountId >= Math.pow(2, 128))
170
+ throw new Error('accountId is out of range');
171
+ if (timestampMs < 0 || timestampMs >= Math.pow(2, 64))
172
+ throw new Error('timestamp is out of range');
173
+ var hashUint256 = (BigInt(accountId) << BigInt(98)) |
174
+ (BigInt(timestampMs) << BigInt(32)) |
175
+ BigInt(marketId);
176
+ return hashUint256.toString();
177
+ };
158
178
  return ConditionalOrdersClient;
159
179
  }(common_1.RestClient));
160
180
  exports.default = ConditionalOrdersClient;
@@ -1 +1 @@
1
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// todo derive\n\n const signature = await signConditionalOrder(\n params.signer,\n this.reyaChainId,\n params.marginAccountId,\n params.market.id,\n params.market.exchangeId,\n params.market.counterpartyAccountIds,\n ConditionalOrderType.StopLoss,\n inputs,\n nonce,\n Number.MAX_VALUE,\n );\n\n // cancel old order existing order\n if (position.stopLossPrice) {\n const order = await this.getPendingSLOrder({\n accountId: params.marginAccountId,\n marketId: params.market.id,\n });\n if (order != null) {\n await this.cancelSLOrder({ orderId: order.orderId });\n }\n }\n // create new entry\n const uri = `/api/conditional-orders/sl/create-order`;\n return this.post<StopLossOrder>(\n uri,\n {},\n {\n accountId: params.marginAccountId,\n marketId: params.market.id,\n isLong: positionBase > 0,\n stopPrice: params.stopLossPrice,\n signerWallet: await params.signer.getAddress(),\n nonce: nonce,\n signature: signature.r,\n status: StopLossOrderStatus.NEW,\n },\n );\n }\n\n private async getPosition(\n accountId: number,\n marketId: number,\n ): Promise<PositionEntity> {\n const uri = `/api/account/marginAccount/position/${accountId}/${marketId}`;\n return this.get<PositionEntity>(uri);\n }\n}\n"]}
1
+ 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{\n calculateMaxPriceLimit,\n PositionEntity,\n RestClient,\n ReyaChainId,\n signConditionalOrder,\n signCancelConditionalOrder,\n StopLossOrder,\n StopLossOrderStatus,\n scale,\n} from '@reyaxyz/common';\nimport { AbiCoder } from 'ethers';\nimport {\n CancelSLOrderParams,\n CancelSLOrderResult,\n ConditionalOrderType,\n GetPendingSLOrderParams,\n GetPendingSLOrderResult,\n RegisterSLOrderParams,\n RegisterSLOrderResult,\n UpdateSLOrderParams,\n UpdateSLOrderResult,\n} from './types';\n\nexport default class ConditionalOrdersClient extends RestClient {\n private reyaChainId: ReyaChainId;\n\n constructor(reyaChainId: ReyaChainId, host: string) {\n super(host);\n this.reyaChainId = reyaChainId;\n }\n\n async getPendingSLOrder(\n params: GetPendingSLOrderParams,\n ): Promise<GetPendingSLOrderResult> {\n const uri = `/api/conditional-orders/sl/get-orders-by-position/${StopLossOrderStatus.PENDING}/${params.marketId}/${params.accountId}`;\n const response = await this.get<GetPendingSLOrderResult[]>(uri);\n\n if (response.length > 1) {\n throw new Error('Multiple SL pending orders on a single position');\n }\n\n if (response.length === 0) return null;\n\n return response[0];\n }\n\n async cancelSLOrder(\n params: CancelSLOrderParams,\n ): Promise<CancelSLOrderResult> {\n const signature = await signCancelConditionalOrder(\n params.signer,\n params.orderId,\n );\n\n const uri = `/api/conditional-orders/sl/cancel-order`;\n return this.put<StopLossOrder>(\n uri,\n {},\n {\n orderId: params.orderId,\n userSignature: signature,\n },\n );\n }\n\n async registerSLOrder(\n params: RegisterSLOrderParams,\n ): Promise<RegisterSLOrderResult> {\n const position = await this.getPosition(\n params.marginAccountId,\n params.market.id,\n );\n const positionBase = position.base;\n\n if (positionBase === 0) {\n throw new Error('Position with no exposure');\n }\n\n const orderPriceLimit = Number(calculateMaxPriceLimit(positionBase < 0));\n\n const inputs = AbiCoder.defaultAbiCoder().encode(\n ['uint256', 'uint256'],\n [scale(18)(params.stopLossPrice), orderPriceLimit],\n );\n const creationTimestampMs = Date.now();\n const nonce = this.createNonce(\n params.marginAccountId,\n params.market.id,\n creationTimestampMs,\n );\n const deadline = 10 ** 18; // very big number for timestamp in seconds - infinite deadline\n\n const signature = await signConditionalOrder(\n params.signer,\n this.reyaChainId,\n params.marginAccountId,\n params.market.id,\n params.market.exchangeId,\n params.market.counterpartyAccountIds,\n ConditionalOrderType.StopLoss,\n inputs,\n nonce,\n deadline,\n );\n\n // create new entry\n const uri = `/api/conditional-orders/sl/create-order`;\n return this.post<StopLossOrder>(\n uri,\n {},\n {\n accountId: params.marginAccountId,\n marketId: params.market.id,\n isLong: positionBase > 0,\n stopPrice: params.stopLossPrice,\n signerWallet: await params.signer.getAddress(),\n nonce: nonce,\n signature: signature,\n deadline: deadline,\n orderPriceLimit: orderPriceLimit,\n exchangeId: params.market.exchangeId,\n poolId: params.market.counterpartyAccountIds[0],\n timestampMs: creationTimestampMs,\n },\n );\n }\n\n async updateSLOrder(\n params: UpdateSLOrderParams,\n ): Promise<UpdateSLOrderResult> {\n return await this.registerSLOrder(params as RegisterSLOrderParams);\n }\n\n private async getPosition(\n accountId: number,\n marketId: number,\n ): Promise<PositionEntity> {\n const uri = `/api/account/marginAccount/position/${accountId}/${marketId}`;\n return this.get<PositionEntity>(uri);\n }\n\n private createNonce(\n accountId: number,\n marketId: number,\n timestampMs: number,\n ): string {\n // Validate the input ranges\n if (marketId < 0 || marketId >= 2 ** 32)\n throw new Error('marketId is out of range');\n if (accountId < BigInt(0) || accountId >= 2 ** 128)\n throw new Error('accountId is out of range');\n if (timestampMs < 0 || timestampMs >= 2 ** 64)\n throw new Error('timestamp is out of range');\n\n const hashUint256 =\n (BigInt(accountId) << BigInt(98)) |\n (BigInt(timestampMs) << BigInt(32)) |\n BigInt(marketId);\n\n return hashUint256.toString();\n }\n}\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/conditional-orders/types.ts"],"names":[],"mappings":";;;AAiBA,IAAY,oBAEX;AAFD,WAAY,oBAAoB;IAC9B,uEAAc,CAAA;AAChB,CAAC,EAFW,oBAAoB,oCAApB,oBAAoB,QAE/B","sourcesContent":["import { StopLossOrder } from '@reyaxyz/common';\nimport { Signer, JsonRpcSigner } from 'ethers';\nimport { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type CancelSLOrderParams = {\n orderId: number;\n};\n\nexport type CancelSLOrderResult = StopLossOrder;\n\nexport type GetPendingSLOrderParams = {\n accountId: number;\n marketId: number;\n};\n\nexport type GetPendingSLOrderResult = StopLossOrder | null;\n\nexport enum ConditionalOrderType {\n 'StopLoss' = 0,\n}\n\nexport type ConditionalOrderDetails = {\n accountId: number;\n marketId: number;\n exchangeId: number;\n counterpartyAccountIds: number[];\n orderType: number;\n inputs: string;\n signer: string;\n nonce: number;\n};\n\nexport type MarketParams = {\n id: MarketEntity['id'];\n exchangeId: MarketEntity['orderInfo']['exchangeId'];\n counterpartyAccountIds: MarketEntity['orderInfo']['counterpartyAccountIds'];\n currentPrice: number;\n};\n\nexport type RegisterSLOrderParams = {\n signer: Signer | JsonRpcSigner;\n marginAccountId: MarginAccountEntity['id'];\n stopLossPrice: number;\n market: MarketParams;\n};\n\nexport type RegisterSLOrderResult = StopLossOrder;\n"]}
1
+ {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/conditional-orders/types.ts"],"names":[],"mappings":";;;AAkBA,IAAY,oBAEX;AAFD,WAAY,oBAAoB;IAC9B,uEAAc,CAAA;AAChB,CAAC,EAFW,oBAAoB,oCAApB,oBAAoB,QAE/B","sourcesContent":["import { StopLossOrder } from '@reyaxyz/common';\nimport { Signer, JsonRpcSigner } from 'ethers';\nimport { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type CancelSLOrderParams = {\n signer: Signer | JsonRpcSigner;\n orderId: number;\n};\n\nexport type CancelSLOrderResult = StopLossOrder;\n\nexport type GetPendingSLOrderParams = {\n accountId: number;\n marketId: number;\n};\n\nexport type GetPendingSLOrderResult = StopLossOrder | null;\n\nexport enum ConditionalOrderType {\n 'StopLoss' = 0,\n}\n\nexport type ConditionalOrderDetails = {\n accountId: number;\n marketId: number;\n exchangeId: number;\n counterpartyAccountIds: number[];\n orderType: number;\n inputs: string;\n signer: string;\n nonce: string;\n};\n\nexport type MarketParams = {\n id: MarketEntity['id'];\n exchangeId: MarketEntity['orderInfo']['exchangeId'];\n counterpartyAccountIds: MarketEntity['orderInfo']['counterpartyAccountIds'];\n currentPrice: number;\n};\n\nexport type RegisterSLOrderParams = {\n signer: Signer | JsonRpcSigner;\n marginAccountId: MarginAccountEntity['id'];\n stopLossPrice: number;\n market: MarketParams;\n};\n\nexport type UpdateSLOrderParams = {\n signer: Signer | JsonRpcSigner;\n orderId: number;\n marginAccountId: MarginAccountEntity['id'];\n stopLossPrice: number;\n market: MarketParams;\n};\n\nexport type RegisterSLOrderResult = StopLossOrder;\nexport type UpdateSLOrderResult = StopLossOrder;\n"]}
@@ -136,6 +136,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
136
136
  min: xpEarnRangeMin,
137
137
  max: xpEarnRangeMax,
138
138
  },
139
+ maxSlippage: 1,
139
140
  };
140
141
  };
141
142
  IsolatedOrderSimulationClient.prototype.convertValue = function (params) {
@@ -151,6 +152,31 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
151
152
  .times(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
152
153
  .toNumber();
153
154
  };
155
+ IsolatedOrderSimulationClient.prototype.convertValueEstimatedPrice = function (params) {
156
+ if (!this.loadedData) {
157
+ throw new Error('Data not loaded. Call arm() first.');
158
+ }
159
+ var passivePoolExposure = new common_1.ExposureCommand(this.loadedData.exposureDataPassivePool.accountId, this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePricePerMarket, this.loadedData.exposureDataPassivePool.accountBalancePerAsset, this.loadedData.exposureDataPassivePool.groupedByCollateral, this.loadedData.exposureDataPassivePool.riskMultipliers, this.loadedData.exposureDataPassivePool.riskMatrices, this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset, this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration, this.loadedData.exposureDataPassivePool.uniqueTokenAddresses, this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals, this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset, this.loadedData.exposureDataPassivePool.realizedPnLSum, this.loadedData.exposureDataPassivePool.unrealizedPnLSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
160
+ var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(params.amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
161
+ var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
162
+ if (!params.fromBase)
163
+ return (0, bignumber_js_1.default)(params.amount).div(estimatedPrice).toNumber();
164
+ else
165
+ return (0, bignumber_js_1.default)(params.amount).times(estimatedPrice).toNumber();
166
+ };
167
+ IsolatedOrderSimulationClient.prototype.estimatedPrice = function (params) {
168
+ if (!this.loadedData) {
169
+ throw new Error('Data not loaded. Call arm() first.');
170
+ }
171
+ var passivePoolExposure = new common_1.ExposureCommand(this.loadedData.exposureDataPassivePool.accountId, this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePricePerMarket, this.loadedData.exposureDataPassivePool.accountBalancePerAsset, this.loadedData.exposureDataPassivePool.groupedByCollateral, this.loadedData.exposureDataPassivePool.riskMultipliers, this.loadedData.exposureDataPassivePool.riskMatrices, this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset, this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration, this.loadedData.exposureDataPassivePool.uniqueTokenAddresses, this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals, this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset, this.loadedData.exposureDataPassivePool.realizedPnLSum, this.loadedData.exposureDataPassivePool.unrealizedPnLSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
172
+ var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(params.amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
173
+ var price = this.loadedData.exposureDataAccount.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
174
+ var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
175
+ return {
176
+ estimatedPrice: estimatedPrice,
177
+ markPrice: price,
178
+ };
179
+ };
154
180
  IsolatedOrderSimulationClient.prototype.roundToBaseSpacing = function (amount, baseSpacing) {
155
181
  var snappedAmount = (0, bignumber_js_1.default)(amount)
156
182
  .abs()
@@ -1 +1 @@
1
- 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{\n SimulateIsolatedOrderEntity,\n IsolatedOrderSimulationConvertValueParams,\n IsolatedOrderSimulationConvertValueResult,\n IsolatedOrderSimulationLoadDataParams,\n IsolatedOrderSimulationSimulateParams,\n LeverageBoundsAndAvailableMarginResult,\n LeverageBoundsAndAvailableMarginParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n ExposureCommandState,\n RiskMatrix,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { EditCollateralAction } from '@reyaxyz/common';\n\nexport default class IsolatedOrderSimulationClient {\n private loadedData: TradeSimulationState | null = null;\n private accountClient: AccountClient;\n constructor(accountClient: AccountClient) {\n // Constructor added\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on marketId and accountId\n async arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void> {\n this.loadedData = await this.fetchMarketData(\n params.marketId,\n params.marginAccountId,\n );\n }\n\n static genExposureCommandObject(\n exposureCommandState: ExposureCommandState,\n ): ExposureCommand {\n return new ExposureCommand(\n exposureCommandState.accountId,\n exposureCommandState.rootCollateralPoolId,\n exposureCommandState.oraclePricePerMarket,\n exposureCommandState.accountBalancePerAsset,\n exposureCommandState.groupedByCollateral,\n exposureCommandState.riskMultipliers,\n exposureCommandState.riskMatrices,\n exposureCommandState.exchangeInfoPerAsset,\n exposureCommandState.positionInfoMarketConfiguration,\n exposureCommandState.uniqueTokenAddresses,\n exposureCommandState.uniqueQuoteCollaterals,\n exposureCommandState.tokenMarginInfoPerAsset,\n exposureCommandState.realizedPnLSum,\n exposureCommandState.unrealizedPnLSum,\n exposureCommandState.collateralAddressToExchangePrice,\n );\n }\n\n private async fetchMarketData(\n marketId: number,\n accountId: number,\n ): Promise<TradeSimulationState> {\n return this.accountClient.getTransactionSimulationInitialData({\n marginAccountId: accountId,\n marketId: marketId,\n });\n }\n\n // Synchronous method to simulate operations\n simulate(\n params: IsolatedOrderSimulationSimulateParams,\n ): SimulateIsolatedOrderEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price\n const amount = BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const userAccountExposure =\n IsolatedOrderSimulationClient.genExposureCommandObject(\n this.loadedData.exposureDataAccount,\n );\n\n const passivePoolExposure =\n IsolatedOrderSimulationClient.genExposureCommandObject(\n this.loadedData.exposureDataPassivePool,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n const fees = ExposureCommand.calculateFee(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n this.loadedData.feeParameter,\n );\n\n /*\n amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,\n this value is equal to absolute size in rUSD terms / leverage\n */\n\n const requiredMargin = BigNumber(params.amount)\n .abs()\n .div(BigNumber(params.isolatedPositionLeverage))\n .toNumber();\n\n const editCollateralActions: EditCollateralAction[] =\n userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);\n\n const newMarginInfoSource =\n userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(\n editCollateralActions,\n );\n\n /*\n * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade\n * */\n\n const isolatedLMR = this.calculateIsolatedLMR(params.amount);\n\n /*\n * margin balance of the destination account is the requiredMargin which is expected to be transferred\n * to the destination account that performs the isolated trade\n * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for\n * the market where the trade is being made by the isolated account that is going to be created as part of isolated\n * trade operation\n * */\n const liquidationPrice = ExposureCommand.calculateLiquidation(\n requiredMargin,\n isolatedLMR,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n );\n\n // todo: p1: margin ratio seems to be wrong on ui\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n const snappedAmount = snappedAmountInBase * spotPrice;\n const xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);\n const xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);\n\n return {\n estimatedPrice: estimatedPrice,\n estimatedSlippage: slippage * 100,\n fees: fees,\n liquidationPrice: liquidationPrice.toNumber(),\n marginRatio: marginRatio * 100,\n marginRatioHealth: marginRatioHealth,\n snappedAmount,\n snappedAmountInBase,\n requiredMargin: requiredMargin,\n editCollateralActions: editCollateralActions,\n xpEarnRange: {\n min: xpEarnRangeMin,\n max: xpEarnRangeMax,\n },\n } as SimulateIsolatedOrderEntity;\n }\n\n convertValue(\n params: IsolatedOrderSimulationConvertValueParams,\n ): IsolatedOrderSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\n\n roundToBaseSpacing(amount: number, baseSpacing: number): number {\n const snappedAmount = BigNumber(amount)\n .abs()\n .dividedBy(baseSpacing)\n .integerValue(BigNumber.ROUND_FLOOR)\n .multipliedBy(baseSpacing)\n .toNumber();\n\n if (amount < 0) {\n return -snappedAmount;\n }\n return snappedAmount;\n }\n\n amountToSnappedAmount(\n amountInRusd: number,\n spotPrice: number,\n baseSpacing: number,\n ): number {\n const amountInBase = BigNumber(amountInRusd)\n .div(BigNumber(spotPrice))\n .toNumber();\n\n return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;\n }\n\n calculateIsolatedLMR(isolatedExposure: number): number {\n // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!this.loadedData.marketStorage) {\n throw new Error('Market storage not loaded');\n }\n\n // todo: p2: carefully test\n const marketRiskMatrix =\n this.loadedData.exposureDataAccount.riskMatrices.find(\n (riskMatrix: RiskMatrix) => {\n return (\n riskMatrix.risk_block_id ===\n BigNumber(\n String(this.loadedData?.marketStorage.risk_block_id),\n ).toNumber()\n );\n },\n );\n\n if (!marketRiskMatrix) {\n throw new Error('Failed to load risk matrix');\n }\n\n const marketDiagonalRiskParam =\n marketRiskMatrix.matrix[\n this.loadedData.marketConfiguration.risk_matrix_index\n ][this.loadedData.marketConfiguration.risk_matrix_index];\n const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];\n const isolatedFilledExposures: BigNumber[] = [BigNumber(isolatedExposure)];\n\n return ExposureCommand.computeLiquidationMarginRequirement(\n isolatedRiskMatrix,\n isolatedFilledExposures,\n );\n }\n\n leverageBoundsAndAvailableMargin({\n amountTradedInRusd,\n }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n const snappedAmountInRusd = this.amountToSnappedAmount(\n amountTradedInRusd,\n spotPrice,\n baseSpacing,\n );\n\n /*\n todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl\n and actually depending on the size of the trade the estimated price would change -> different upnl\n as upnl is calculated against oracle prioce + rpnl is also affected through the fees\n * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow\n * which will prompt the user to choose a desired leverage value\n * 0.1 can be hardcoded to be the min bound\n * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position\n * with 1 rUSD exposure in the market -> max leverage = 1/IMR\n * */\n\n // set max bound\n\n const lmrUnitExposure = this.calculateIsolatedLMR(1);\n\n const imrUnitExposure: BigNumber = amountNormalizer(\n String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier),\n ).multipliedBy(lmrUnitExposure);\n\n const maxBound = BigNumber(1).dividedBy(imrUnitExposure).toNumber();\n\n // set min bound\n\n const userAccountExposure =\n IsolatedOrderSimulationClient.genExposureCommandObject(\n this.loadedData.exposureDataAccount,\n );\n\n /*\n max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n that performs the isolated position trade\n */\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const minBound = BigNumber(snappedAmountInRusd)\n .abs()\n .dividedBy(availableMargin)\n .toNumber();\n\n if (minBound > maxBound) {\n throw Error('Min leverage bound higher than max');\n }\n\n return {\n minBound: minBound,\n maxBound: maxBound,\n availableMargin: availableMargin,\n };\n }\n}\n"]}
1
+ 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{\n SimulateIsolatedOrderEntity,\n IsolatedOrderSimulationConvertValueParams,\n IsolatedOrderSimulationConvertValueResult,\n IsolatedOrderSimulationLoadDataParams,\n IsolatedOrderSimulationSimulateParams,\n LeverageBoundsAndAvailableMarginResult,\n LeverageBoundsAndAvailableMarginParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n ExposureCommandState,\n RiskMatrix,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { EditCollateralAction } from '@reyaxyz/common';\nimport {\n EstimatedPriceParams,\n EstimatedPriceResult,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueResult,\n} from '../trade.simulation/types';\n\nexport default class IsolatedOrderSimulationClient {\n private loadedData: TradeSimulationState | null = null;\n private accountClient: AccountClient;\n constructor(accountClient: AccountClient) {\n // Constructor added\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on marketId and accountId\n async arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void> {\n this.loadedData = await this.fetchMarketData(\n params.marketId,\n params.marginAccountId,\n );\n }\n\n static genExposureCommandObject(\n exposureCommandState: ExposureCommandState,\n ): ExposureCommand {\n return new ExposureCommand(\n exposureCommandState.accountId,\n exposureCommandState.rootCollateralPoolId,\n exposureCommandState.oraclePricePerMarket,\n exposureCommandState.accountBalancePerAsset,\n exposureCommandState.groupedByCollateral,\n exposureCommandState.riskMultipliers,\n exposureCommandState.riskMatrices,\n exposureCommandState.exchangeInfoPerAsset,\n exposureCommandState.positionInfoMarketConfiguration,\n exposureCommandState.uniqueTokenAddresses,\n exposureCommandState.uniqueQuoteCollaterals,\n exposureCommandState.tokenMarginInfoPerAsset,\n exposureCommandState.realizedPnLSum,\n exposureCommandState.unrealizedPnLSum,\n exposureCommandState.collateralAddressToExchangePrice,\n );\n }\n\n private async fetchMarketData(\n marketId: number,\n accountId: number,\n ): Promise<TradeSimulationState> {\n return this.accountClient.getTransactionSimulationInitialData({\n marginAccountId: accountId,\n marketId: marketId,\n });\n }\n\n // Synchronous method to simulate operations\n simulate(\n params: IsolatedOrderSimulationSimulateParams,\n ): SimulateIsolatedOrderEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price\n const amount = BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const userAccountExposure =\n IsolatedOrderSimulationClient.genExposureCommandObject(\n this.loadedData.exposureDataAccount,\n );\n\n const passivePoolExposure =\n IsolatedOrderSimulationClient.genExposureCommandObject(\n this.loadedData.exposureDataPassivePool,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n const fees = ExposureCommand.calculateFee(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n this.loadedData.feeParameter,\n );\n\n /*\n amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,\n this value is equal to absolute size in rUSD terms / leverage\n */\n\n const requiredMargin = BigNumber(params.amount)\n .abs()\n .div(BigNumber(params.isolatedPositionLeverage))\n .toNumber();\n\n const editCollateralActions: EditCollateralAction[] =\n userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);\n\n const newMarginInfoSource =\n userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(\n editCollateralActions,\n );\n\n /*\n * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade\n * */\n\n const isolatedLMR = this.calculateIsolatedLMR(params.amount);\n\n /*\n * margin balance of the destination account is the requiredMargin which is expected to be transferred\n * to the destination account that performs the isolated trade\n * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for\n * the market where the trade is being made by the isolated account that is going to be created as part of isolated\n * trade operation\n * */\n const liquidationPrice = ExposureCommand.calculateLiquidation(\n requiredMargin,\n isolatedLMR,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n );\n\n // todo: p1: margin ratio seems to be wrong on ui\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n const snappedAmount = snappedAmountInBase * spotPrice;\n const xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);\n const xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);\n\n return {\n estimatedPrice: estimatedPrice,\n estimatedSlippage: slippage * 100,\n fees: fees,\n liquidationPrice: liquidationPrice.toNumber(),\n marginRatio: marginRatio * 100,\n marginRatioHealth: marginRatioHealth,\n snappedAmount,\n snappedAmountInBase,\n requiredMargin: requiredMargin,\n editCollateralActions: editCollateralActions,\n xpEarnRange: {\n min: xpEarnRangeMin,\n max: xpEarnRangeMax,\n },\n maxSlippage: 1,\n } as SimulateIsolatedOrderEntity;\n }\n\n convertValue(\n params: IsolatedOrderSimulationConvertValueParams,\n ): IsolatedOrderSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\n\n convertValueEstimatedPrice(\n params: TradeSimulationConvertValueEstimatedPriceParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n if (!params.fromBase)\n return BigNumber(params.amount).div(estimatedPrice).toNumber();\n else return BigNumber(params.amount).times(estimatedPrice).toNumber();\n }\n\n estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n\n const price =\n this.loadedData.exposureDataAccount.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n return {\n estimatedPrice,\n markPrice: price,\n };\n }\n\n roundToBaseSpacing(amount: number, baseSpacing: number): number {\n const snappedAmount = BigNumber(amount)\n .abs()\n .dividedBy(baseSpacing)\n .integerValue(BigNumber.ROUND_FLOOR)\n .multipliedBy(baseSpacing)\n .toNumber();\n\n if (amount < 0) {\n return -snappedAmount;\n }\n return snappedAmount;\n }\n\n amountToSnappedAmount(\n amountInRusd: number,\n spotPrice: number,\n baseSpacing: number,\n ): number {\n const amountInBase = BigNumber(amountInRusd)\n .div(BigNumber(spotPrice))\n .toNumber();\n\n return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;\n }\n\n calculateIsolatedLMR(isolatedExposure: number): number {\n // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!this.loadedData.marketStorage) {\n throw new Error('Market storage not loaded');\n }\n\n // todo: p2: carefully test\n const marketRiskMatrix =\n this.loadedData.exposureDataAccount.riskMatrices.find(\n (riskMatrix: RiskMatrix) => {\n return (\n riskMatrix.risk_block_id ===\n BigNumber(\n String(this.loadedData?.marketStorage.risk_block_id),\n ).toNumber()\n );\n },\n );\n\n if (!marketRiskMatrix) {\n throw new Error('Failed to load risk matrix');\n }\n\n const marketDiagonalRiskParam =\n marketRiskMatrix.matrix[\n this.loadedData.marketConfiguration.risk_matrix_index\n ][this.loadedData.marketConfiguration.risk_matrix_index];\n const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];\n const isolatedFilledExposures: BigNumber[] = [BigNumber(isolatedExposure)];\n\n return ExposureCommand.computeLiquidationMarginRequirement(\n isolatedRiskMatrix,\n isolatedFilledExposures,\n );\n }\n\n leverageBoundsAndAvailableMargin({\n amountTradedInRusd,\n }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n const snappedAmountInRusd = this.amountToSnappedAmount(\n amountTradedInRusd,\n spotPrice,\n baseSpacing,\n );\n\n /*\n todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl\n and actually depending on the size of the trade the estimated price would change -> different upnl\n as upnl is calculated against oracle prioce + rpnl is also affected through the fees\n * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow\n * which will prompt the user to choose a desired leverage value\n * 0.1 can be hardcoded to be the min bound\n * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position\n * with 1 rUSD exposure in the market -> max leverage = 1/IMR\n * */\n\n // set max bound\n\n const lmrUnitExposure = this.calculateIsolatedLMR(1);\n\n const imrUnitExposure: BigNumber = amountNormalizer(\n String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier),\n ).multipliedBy(lmrUnitExposure);\n\n const maxBound = BigNumber(1).dividedBy(imrUnitExposure).toNumber();\n\n // set min bound\n\n const userAccountExposure =\n IsolatedOrderSimulationClient.genExposureCommandObject(\n this.loadedData.exposureDataAccount,\n );\n\n /*\n max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n that performs the isolated position trade\n */\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const minBound = BigNumber(snappedAmountInRusd)\n .abs()\n .dividedBy(availableMargin)\n .toNumber();\n\n if (minBound > maxBound) {\n throw Error('Min leverage bound higher than max');\n }\n\n return {\n minBound: minBound,\n maxBound: maxBound,\n availableMargin: availableMargin,\n };\n }\n}\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n MarginAccountEntity,\n MarketEntity,\n EditCollateralAction,\n} from '@reyaxyz/common';\n\nexport type IsolatedOrderSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type IsolatedOrderSimulationSimulateParams = {\n amount: number; // position size in rUSD terms, + for long | - for short\n isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n};\n\nexport type IsolatedOrderSimulationConvertValueParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type SimulateIsolatedOrderEntity = {\n liquidationPrice: number;\n fees: number;\n estimatedPrice: number;\n estimatedSlippage: number;\n marginRatio: MarginAccountEntity['marginRatioPercentage'];\n marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n snappedAmount: number;\n snappedAmountInBase: number;\n requiredMargin: number;\n editCollateralActions: EditCollateralAction[];\n xpEarnRange?: {\n min: number;\n max: number;\n };\n};\n\nexport type IsolatedOrderSimulationConvertValueResult = number;\n\nexport type LeverageBoundsAndAvailableMarginResult = {\n minBound: number;\n maxBound: number;\n availableMargin: number;\n};\n\nexport type LeverageBoundsAndAvailableMarginParams = {\n // Note, this amount is not expected to be snapped\n amountTradedInRusd: number;\n};\n"]}
1
+ {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n MarginAccountEntity,\n MarketEntity,\n EditCollateralAction,\n} from '@reyaxyz/common';\n\nexport type IsolatedOrderSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type IsolatedOrderSimulationSimulateParams = {\n amount: number; // position size in rUSD terms, + for long | - for short\n isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n};\n\nexport type IsolatedOrderSimulationConvertValueParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type SimulateIsolatedOrderEntity = {\n liquidationPrice: number;\n fees: number;\n estimatedPrice: number;\n estimatedSlippage: number;\n marginRatio: MarginAccountEntity['marginRatioPercentage'];\n marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n snappedAmount: number;\n snappedAmountInBase: number;\n requiredMargin: number;\n editCollateralActions: EditCollateralAction[];\n maxSlippage: number;\n xpEarnRange?: {\n min: number;\n max: number;\n };\n};\n\nexport type IsolatedOrderSimulationConvertValueResult = number;\n\nexport type LeverageBoundsAndAvailableMarginResult = {\n minBound: number;\n maxBound: number;\n availableMargin: number;\n};\n\nexport type LeverageBoundsAndAvailableMarginParams = {\n // Note, this amount is not expected to be snapped\n amountTradedInRusd: number;\n};\n"]}
@@ -137,6 +137,7 @@ var TradeSimulationClient = /** @class */ (function () {
137
137
  min: xpEarnRangeMin,
138
138
  max: xpEarnRangeMax,
139
139
  },
140
+ maxSlippage: 1,
140
141
  };
141
142
  };
142
143
  TradeSimulationClient.prototype.convertValue = function (params) {
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAWA,0CAKyB;AACzB,8DAAqC;AAErC;IAKE,+BAAY,aAA4B;QAJhC,aAAQ,GAAkB,IAAI,CAAC;QAC/B,cAAS,GAAkB,IAAI,CAAC;QAChC,eAAU,GAAgC,IAAI,CAAC;QAGrD,oBAAoB;QACpB,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACrC,CAAC;IAED,qEAAqE;IAC/D,mCAAG,GAAT,UAAU,MAAqC;;;;;;wBAC7C,IAAI,CAAC,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC;wBAChC,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,eAAe,CAAC;wBAExC,KAAA,IAAI,CAAA;wBAAc,qBAAM,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,EAAA;;wBAA3E,GAAK,UAAU,GAAG,SAAyD,CAAC;;;;;KAC7E;IAEa,+CAAe,GAA7B,UACE,QAAgB,EAChB,SAAiB;;;gBAEjB,sBAAO,IAAI,CAAC,aAAa,CAAC,mCAAmC,CAAC;wBAC5D,eAAe,EAAE,SAAS;wBAC1B,QAAQ,EAAE,QAAQ;qBACnB,CAAC,EAAC;;;KACJ;IAED,+DAA+D;IAC/D,wCAAQ,GAAR,UAAS,MAAqC;QAA9C,iBA2JC;QA1JC,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAM,MAAM,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;aACpC,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;aACA,QAAQ,EAAE,CAAC;QAEd,IAAM,mBAAmB,GAAG,IAAI,wBAAe,CAC7C,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,EAC7C,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,sBAAsB,EAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,mBAAmB,EACvD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,eAAe,EACnD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,EAChD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,+BAA+B,EACnE,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,sBAAsB,EAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,uBAAuB,EAC3D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,cAAc,EAClD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,gBAAgB,EACpD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,gCAAgC,CACrE,CAAC;QAEF,IAAM,mBAAmB,GAAG,IAAI,wBAAe,CAC7C,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,SAAS,EACjD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,sBAAsB,EAC9D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,mBAAmB,EAC3D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,eAAe,EACvD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,YAAY,EACpD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,+BAA+B,EACvE,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,sBAAsB,EAC9D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,uBAAuB,EAC/D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,cAAc,EACtD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,gBAAgB,EACxD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,gCAAgC,CACzE,CAAC;QAEF;;;UAGE;QAEF,IAAM,eAAe,GACnB,mBAAmB,CAAC,oBAAoB,CAAC,YAAY,CAAC;QAExD,IAAM,aAAa,GACjB,mBAAmB,CAAC,oBAAoB,CAAC,aAAa,CAAC;QAEzD,IAAM,QAAQ,GAAG,mBAAmB,CAAC,WAAW,CAC9C,IAAA,sBAAS,EAAC,MAAM,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE,EACtC,IAAI,CAAC,UAAU,CAAC,mBAAmB,EACnC,IAAI,CAAC,UAAU,CAAC,aAAa,CAC9B,CAAC;QACF,IAAM,cAAc,GAAG,wBAAe,CAAC,uBAAuB,CAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,QAAQ,CACT,CAAC;QACF,IAAM,IAAI,GAAG,wBAAe,CAAC,YAAY,CACvC,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,EACN,IAAI,CAAC,UAAU,CAAC,YAAY,CAC7B,CAAC;QAEI,IAAA,KACJ,mBAAmB,CAAC,6BAA6B,CAC/C,MAAM,EACN,IAAI,CAAC,UAAU,CAAC,aAAa,CAAC,gBAAgB,EAC9C,IAAI,CAAC,UAAU,CAAC,mBAAmB,EACnC,IAAI,CAAC,UAAU,CAAC,aAAa,CAAC,aAAa,CAC5C,EANwB,aAAa,uBAAA,EAAE,uBAAuB,6BAM9D,CAAC;QAEJ,IAAM,uBAAuB,GAAG,uBAAuB,CAAC,IAAI,CAC1D,UAAC,UAAsB;;YACrB,OAAO,CACL,UAAU,CAAC,YAAY;iBACvB,MAAA,MAAA,KAAI,CAAC,UAAU,0CAAE,aAAa,0CAAE,gBAAgB,CAAA,CACjD,CAAC;QACJ,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,uBAAuB,EAAE,CAAC;YAC7B,MAAM,IAAI,KAAK,CAAC,6BAA6B,CAAC,CAAC;QACjD,CAAC;QAED;;;aAGK;QAEL,IAAM,cAAc,GAClB,uBAAuB,CAAC,aAAa;YACrC,uBAAuB,CAAC,YAAY,CAAC;QAEvC,IAAM,gBAAgB,GAAG,wBAAe,CAAC,oBAAoB,CAC3D,aAAa,CAAC,aAAa,EAC3B,uBAAuB,CAAC,4BAA4B,EACpD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,CACP,CAAC;QAEF,IAAM,WAAW,GAAG,wBAAe,CAAC,cAAc,CAAC,aAAa,CAAC,CAAC;QAElE,IAAM,iBAAiB,GAAG,wBAAe,CAAC,oBAAoB,CAC5D,WAAW,GAAG,GAAG,CAClB,CAAC;QAEF,IAAM,WAAW,GAAG,IAAA,yBAAgB,EAClC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CACjD,CAAC,QAAQ,EAAE,CAAC;QAEb,IAAM,SAAS,GACb,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CAAC;QAEJ,IAAM,mBAAmB,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;QACzE,IAAM,aAAa,GAAG,mBAAmB,GAAG,SAAS,CAAC;QACtD,IAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,GAAG,GAAG,CAAC,CAAC;QACjE,IAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC;QAEzE,OAAO;YACL,cAAc,gBAAA;YACd,iBAAiB,EAAE,QAAQ,GAAG,GAAG;YACjC,IAAI,MAAA;YACJ,gBAAgB,EAAE,gBAAgB,CAAC,QAAQ,EAAE;YAC7C,WAAW,EAAE,WAAW,GAAG,GAAG;YAC9B,iBAAiB,mBAAA;YACjB,aAAa,eAAA;YACb,eAAe,iBAAA;YACf,cAAc,gBAAA;YACd,aAAa,eAAA;YACb,mBAAmB,qBAAA;YACnB,WAAW,EAAE;gBACX,GAAG,EAAE,cAAc;gBACnB,GAAG,EAAE,cAAc;aACpB;SACqB,CAAC;IAC3B,CAAC;IAED,4CAAY,GAAZ,UACE,MAAyC;QAEzC,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n SimulateTradeEntity,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n MarginInfo,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n private marketId: number | null = null;\n private accountId: number | null = null;\n private loadedData: TradeSimulationState | null = null;\n private accountClient: AccountClient;\n constructor(accountClient: AccountClient) {\n // Constructor added\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on marketId and accountId\n async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n this.marketId = params.marketId;\n this.accountId = params.marginAccountId;\n\n this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n }\n\n private async fetchMarketData(\n marketId: number,\n accountId: number,\n ): Promise<TradeSimulationState> {\n return this.accountClient.getTransactionSimulationInitialData({\n marginAccountId: accountId,\n marketId: marketId,\n });\n }\n\n // Synchronous method to simulate operations based on an amount\n simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const amount = BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const userAccountExposure = new ExposureCommand(\n this.loadedData.exposureDataAccount.accountId,\n this.loadedData.exposureDataAccount.rootCollateralPoolId,\n this.loadedData.exposureDataAccount.oraclePricePerMarket,\n this.loadedData.exposureDataAccount.accountBalancePerAsset,\n this.loadedData.exposureDataAccount.groupedByCollateral,\n this.loadedData.exposureDataAccount.riskMultipliers,\n this.loadedData.exposureDataAccount.riskMatrices,\n this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataAccount.realizedPnLSum,\n this.loadedData.exposureDataAccount.unrealizedPnLSum,\n this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n /*\n max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n that performs the isolated position trade (PRE TRADE)\n */\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const marginBalance =\n userAccountExposure.getUsdNodeMarginInfo.marginBalance;\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n const fees = ExposureCommand.calculateFee(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n this.loadedData.feeParameter,\n );\n\n const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n userAccountExposure.getUsdNodeMarginInfoPostTrade(\n amount,\n this.loadedData.marketStorage.quote_collateral,\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage.risk_block_id,\n );\n\n const newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(\n (marginInfo: MarginInfo) => {\n return (\n marginInfo.assetAddress ===\n this.loadedData?.marketStorage?.quote_collateral\n );\n },\n );\n\n if (!newQuoteTokenMarginInfo) {\n throw new Error('Error performing simulation');\n }\n\n /*\n * Note, required margin is the initial margin requirement in rUSD terms of the account after the trade.\n * margin balance rusd - initial delta rusd = margin balance rusd - (margin balance rusd - imr rusd) = imr rusd\n * */\n\n const requiredMargin =\n newQuoteTokenMarginInfo.marginBalance -\n newQuoteTokenMarginInfo.initialDelta;\n\n const liquidationPrice = ExposureCommand.calculateLiquidation(\n newMarginInfo.marginBalance,\n newQuoteTokenMarginInfo.liquidationMarginRequirement,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n );\n\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n const snappedAmount = snappedAmountInBase * spotPrice;\n const xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);\n const xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);\n\n return {\n estimatedPrice,\n estimatedSlippage: slippage * 100,\n fees,\n liquidationPrice: liquidationPrice.toNumber(),\n marginRatio: marginRatio * 100,\n marginRatioHealth,\n marginBalance,\n availableMargin,\n requiredMargin,\n snappedAmount,\n snappedAmountInBase,\n xpEarnRange: {\n min: xpEarnRangeMin,\n max: xpEarnRangeMax,\n },\n } as SimulateTradeEntity;\n }\n\n convertValue(\n params: TradeSimulationConvertValueParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\n\n convertValueEstimatedPrice(\n params: TradeSimulationConvertValueEstimatedPriceParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n if (!params.fromBase)\n return BigNumber(params.amount).div(estimatedPrice).toNumber();\n else return BigNumber(params.amount).times(estimatedPrice).toNumber();\n }\n\n estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n\n const price =\n this.loadedData.exposureDataAccount.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n return {\n estimatedPrice,\n markPrice: price,\n };\n }\n\n roundToBaseSpacing(amount: number, baseSpacing: number): number {\n const snappedAmount = BigNumber(amount)\n .abs()\n .dividedBy(baseSpacing)\n .integerValue(BigNumber.ROUND_FLOOR)\n .multipliedBy(baseSpacing)\n .toNumber();\n\n if (amount < 0) {\n return -snappedAmount;\n }\n return snappedAmount;\n }\n}\n"]}
1
+ 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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n SimulateTradeEntity,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n MarginInfo,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n private marketId: number | null = null;\n private accountId: number | null = null;\n private loadedData: TradeSimulationState | null = null;\n private accountClient: AccountClient;\n constructor(accountClient: AccountClient) {\n // Constructor added\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on marketId and accountId\n async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n this.marketId = params.marketId;\n this.accountId = params.marginAccountId;\n\n this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n }\n\n private async fetchMarketData(\n marketId: number,\n accountId: number,\n ): Promise<TradeSimulationState> {\n return this.accountClient.getTransactionSimulationInitialData({\n marginAccountId: accountId,\n marketId: marketId,\n });\n }\n\n // Synchronous method to simulate operations based on an amount\n simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const amount = BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const userAccountExposure = new ExposureCommand(\n this.loadedData.exposureDataAccount.accountId,\n this.loadedData.exposureDataAccount.rootCollateralPoolId,\n this.loadedData.exposureDataAccount.oraclePricePerMarket,\n this.loadedData.exposureDataAccount.accountBalancePerAsset,\n this.loadedData.exposureDataAccount.groupedByCollateral,\n this.loadedData.exposureDataAccount.riskMultipliers,\n this.loadedData.exposureDataAccount.riskMatrices,\n this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataAccount.realizedPnLSum,\n this.loadedData.exposureDataAccount.unrealizedPnLSum,\n this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n /*\n max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n that performs the isolated position trade (PRE TRADE)\n */\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const marginBalance =\n userAccountExposure.getUsdNodeMarginInfo.marginBalance;\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n const fees = ExposureCommand.calculateFee(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n this.loadedData.feeParameter,\n );\n\n const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n userAccountExposure.getUsdNodeMarginInfoPostTrade(\n amount,\n this.loadedData.marketStorage.quote_collateral,\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage.risk_block_id,\n );\n\n const newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(\n (marginInfo: MarginInfo) => {\n return (\n marginInfo.assetAddress ===\n this.loadedData?.marketStorage?.quote_collateral\n );\n },\n );\n\n if (!newQuoteTokenMarginInfo) {\n throw new Error('Error performing simulation');\n }\n\n /*\n * Note, required margin is the initial margin requirement in rUSD terms of the account after the trade.\n * margin balance rusd - initial delta rusd = margin balance rusd - (margin balance rusd - imr rusd) = imr rusd\n * */\n\n const requiredMargin =\n newQuoteTokenMarginInfo.marginBalance -\n newQuoteTokenMarginInfo.initialDelta;\n\n const liquidationPrice = ExposureCommand.calculateLiquidation(\n newMarginInfo.marginBalance,\n newQuoteTokenMarginInfo.liquidationMarginRequirement,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n );\n\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n const snappedAmount = snappedAmountInBase * spotPrice;\n const xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);\n const xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);\n\n return {\n estimatedPrice,\n estimatedSlippage: slippage * 100,\n fees,\n liquidationPrice: liquidationPrice.toNumber(),\n marginRatio: marginRatio * 100,\n marginRatioHealth,\n marginBalance,\n availableMargin,\n requiredMargin,\n snappedAmount,\n snappedAmountInBase,\n xpEarnRange: {\n min: xpEarnRangeMin,\n max: xpEarnRangeMax,\n },\n maxSlippage: 1,\n } as SimulateTradeEntity;\n }\n\n convertValue(\n params: TradeSimulationConvertValueParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\n\n convertValueEstimatedPrice(\n params: TradeSimulationConvertValueEstimatedPriceParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n if (!params.fromBase)\n return BigNumber(params.amount).div(estimatedPrice).toNumber();\n else return BigNumber(params.amount).times(estimatedPrice).toNumber();\n }\n\n estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n\n const price =\n this.loadedData.exposureDataAccount.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ];\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n return {\n estimatedPrice,\n markPrice: price,\n };\n }\n\n roundToBaseSpacing(amount: number, baseSpacing: number): number {\n const snappedAmount = BigNumber(amount)\n .abs()\n .dividedBy(baseSpacing)\n .integerValue(BigNumber.ROUND_FLOOR)\n .multipliedBy(baseSpacing)\n .toNumber();\n\n if (amount < 0) {\n return -snappedAmount;\n }\n return snappedAmount;\n }\n}\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n amount: number; // position size, + for long | - for short\n};\n\nexport type TradeSimulationConvertValueParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type EstimatedPriceParams = {\n amount: number; // amount in base\n};\n\nexport type EstimatedPriceResult = {\n estimatedPrice: number;\n markPrice: number;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceResult = number;\n\nexport type SimulateTradeEntity = {\n liquidationPrice: number;\n fees: number;\n estimatedPrice: number;\n estimatedSlippage: number;\n marginRatio: MarginAccountEntity['marginRatioPercentage'];\n marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n availableMargin: number;\n marginBalance: number;\n requiredMargin: number;\n snappedAmount: number;\n snappedAmountInBase: number;\n xpEarnRange?: {\n min: number;\n max: number;\n };\n};\n\nexport type TradeSimulationConvertValueResult = number;\n"]}
1
+ {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n amount: number; // position size, + for long | - for short\n};\n\nexport type TradeSimulationConvertValueParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type EstimatedPriceParams = {\n amount: number; // amount in base\n};\n\nexport type EstimatedPriceResult = {\n estimatedPrice: number;\n markPrice: number;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceResult = number;\n\nexport type SimulateTradeEntity = {\n liquidationPrice: number;\n fees: number;\n estimatedPrice: number;\n estimatedSlippage: number;\n marginRatio: MarginAccountEntity['marginRatioPercentage'];\n marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n availableMargin: number;\n marginBalance: number;\n requiredMargin: number;\n snappedAmount: number;\n snappedAmountInBase: number;\n xpEarnRange?: {\n min: number;\n max: number;\n };\n maxSlippage: number;\n};\n\nexport type TradeSimulationConvertValueResult = number;\n"]}
@@ -26,6 +26,7 @@ Object.defineProperty(exports, "MarginAccountCollateralsBalanceGranularity", { e
26
26
  Object.defineProperty(exports, "AllMarginAccountsBalanceGranularity", { enumerable: true, get: function () { return common_1.AllMarginAccountsBalanceGranularity; } });
27
27
  Object.defineProperty(exports, "FundingRateHistoryGranularity", { enumerable: true, get: function () { return common_1.FundingRateHistoryGranularity; } });
28
28
  __exportStar(require("./modules/account/types"), exports);
29
+ __exportStar(require("./modules/conditional-orders/types"), exports);
29
30
  __exportStar(require("./modules/lp/types"), exports);
30
31
  __exportStar(require("./modules/markets/types"), exports);
31
32
  __exportStar(require("./modules/tokens/types"), exports);
@@ -1 +1 @@
1
- {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/types.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AAAA,qDAAqD;AACrD,0CA4ByB;AA1BvB,2GAAA,iBAAiB,OAAA;AAYjB,qGAAA,WAAW,OAAA;AACX,2GAAA,iBAAiB,OAAA;AAGjB,8GAAA,oBAAoB,OAAA;AACpB,yHAAA,+BAA+B,OAAA;AAE/B,oIAAA,0CAA0C,OAAA;AAG1C,6HAAA,mCAAmC,OAAA;AAEnC,uHAAA,6BAA6B,OAAA;AAG/B,0DAAwC;AACxC,qDAAmC;AACnC,0DAAwC;AACxC,yDAAuC;AACvC,mEAAiD;AACjD,wDAAsC;AACtC,iFAA+D;AAC/D,4EAA0D;AAC1D,kFAAgE;AAChE,6EAA2D;AAC3D,yEAAuD;AACvD,mFAAiE;AACjE,yFAAuE;AACvE,8EAA4D;AAC5D,+DAA6C;AAC7C,yEAAuD;AACvD,kFAAgE;AAChE,4EAA0D","sourcesContent":["// reexporting what we want to share with integrators\nexport {\n Candle,\n CandlesResolution,\n MarketEntity,\n LpTransactionHistoryEntity,\n TradingHistoryEntity,\n PositionHistoryEntity,\n PositionEntity,\n TransactionHistoryType,\n MarginAccountTransactionHistoryType,\n MarginAccountTransactionHistoryEntity,\n MarginAccountEntity,\n LpPositionEntity,\n LpPoolEntity,\n ReyaChainId,\n MoneyInOutChainId,\n GetLpPoolPerformanceChartDataResult,\n GetLpPoolBalanceChartDataResult,\n LpBalanceGranularity,\n MarginAccountBalanceGranularity,\n GetMarginAccountBalanceChartDataResult,\n MarginAccountCollateralsBalanceGranularity,\n GetMarginAccountCollateralsBalanceChartDataResult,\n GetAllMarginAccountsBalanceChartDataResult,\n AllMarginAccountsBalanceGranularity,\n GetFundingRateChartDataResult,\n FundingRateHistoryGranularity,\n MoneyInOutConfigurationPerTokenName,\n} from '@reyaxyz/common';\nexport * from './modules/account/types';\nexport * from './modules/lp/types';\nexport * from './modules/markets/types';\nexport * from './modules/tokens/types';\nexport * from './modules/trade.simulation/types';\nexport * from './modules/owner/types';\nexport * from './modules/deposit-existing-MA.simulation/types';\nexport * from './modules/deposit-new-MA.simulation/types';\nexport * from './modules/deposit-passive-pool.simulation/types';\nexport * from './modules/edit-collateral.simulation/types';\nexport * from './modules/withdraw-MA.simulation/types';\nexport * from './modules/withdraw-passive-pool.simulation/types';\nexport * from './modules/transfer-margin-between-MAs.simulation/types';\nexport * from './modules/transfer-MA-Pool.simulation/types';\nexport * from './modules/funding-rate/types';\nexport * from './modules/depth-chart.simulation/types';\nexport * from './modules/deposit-passive-pool.simulation/types';\nexport * from './modules/isolated-order.simulation/types';\n"]}
1
+ {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/types.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AAAA,qDAAqD;AACrD,0CA4ByB;AA1BvB,2GAAA,iBAAiB,OAAA;AAYjB,qGAAA,WAAW,OAAA;AACX,2GAAA,iBAAiB,OAAA;AAGjB,8GAAA,oBAAoB,OAAA;AACpB,yHAAA,+BAA+B,OAAA;AAE/B,oIAAA,0CAA0C,OAAA;AAG1C,6HAAA,mCAAmC,OAAA;AAEnC,uHAAA,6BAA6B,OAAA;AAG/B,0DAAwC;AACxC,qEAAmD;AACnD,qDAAmC;AACnC,0DAAwC;AACxC,yDAAuC;AACvC,mEAAiD;AACjD,wDAAsC;AACtC,iFAA+D;AAC/D,4EAA0D;AAC1D,kFAAgE;AAChE,6EAA2D;AAC3D,yEAAuD;AACvD,mFAAiE;AACjE,yFAAuE;AACvE,8EAA4D;AAC5D,+DAA6C;AAC7C,yEAAuD;AACvD,kFAAgE;AAChE,4EAA0D","sourcesContent":["// reexporting what we want to share with integrators\nexport {\n Candle,\n CandlesResolution,\n MarketEntity,\n LpTransactionHistoryEntity,\n TradingHistoryEntity,\n PositionHistoryEntity,\n PositionEntity,\n TransactionHistoryType,\n MarginAccountTransactionHistoryType,\n MarginAccountTransactionHistoryEntity,\n MarginAccountEntity,\n LpPositionEntity,\n LpPoolEntity,\n ReyaChainId,\n MoneyInOutChainId,\n GetLpPoolPerformanceChartDataResult,\n GetLpPoolBalanceChartDataResult,\n LpBalanceGranularity,\n MarginAccountBalanceGranularity,\n GetMarginAccountBalanceChartDataResult,\n MarginAccountCollateralsBalanceGranularity,\n GetMarginAccountCollateralsBalanceChartDataResult,\n GetAllMarginAccountsBalanceChartDataResult,\n AllMarginAccountsBalanceGranularity,\n GetFundingRateChartDataResult,\n FundingRateHistoryGranularity,\n MoneyInOutConfigurationPerTokenName,\n} from '@reyaxyz/common';\nexport * from './modules/account/types';\nexport * from './modules/conditional-orders/types';\nexport * from './modules/lp/types';\nexport * from './modules/markets/types';\nexport * from './modules/tokens/types';\nexport * from './modules/trade.simulation/types';\nexport * from './modules/owner/types';\nexport * from './modules/deposit-existing-MA.simulation/types';\nexport * from './modules/deposit-new-MA.simulation/types';\nexport * from './modules/deposit-passive-pool.simulation/types';\nexport * from './modules/edit-collateral.simulation/types';\nexport * from './modules/withdraw-MA.simulation/types';\nexport * from './modules/withdraw-passive-pool.simulation/types';\nexport * from './modules/transfer-margin-between-MAs.simulation/types';\nexport * from './modules/transfer-MA-Pool.simulation/types';\nexport * from './modules/funding-rate/types';\nexport * from './modules/depth-chart.simulation/types';\nexport * from './modules/deposit-passive-pool.simulation/types';\nexport * from './modules/isolated-order.simulation/types';\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/account/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,sBAAsB,EACtB,sBAAsB,EACtB,uBAAuB,EACvB,uBAAuB,EACvB,wCAAwC,EACxC,wCAAwC,EACxC,8BAA8B,EAC9B,8BAA8B,EAC9B,qCAAqC,EACrC,qCAAqC,EACrC,kCAAkC,EAClC,kCAAkC,EAClC,yCAAyC,EACzC,sCAAsC,EACtC,iDAAiD,EACjD,0CAA0C,EAC1C,uBAAuB,EACvB,wBAAwB,EACxB,iCAAiC,EACjC,iCAAiC,EACjC,4CAA4C,EAC5C,uBAAuB,EACvB,wBAAwB,EACxB,sCAAsC,EACtC,sCAAsC,EACtC,kDAAkD,EAClD,kDAAkD,EAClD,0CAA0C,EAC1C,0CAA0C,EAC3C,MAAM,SAAS,CAAC;AACjB,OAAO,EACL,6BAA6B,EAC7B,oBAAoB,EACpB,iDAAiD,EACjD,sCAAsC,EACtC,0CAA0C,EAC1C,UAAU,EACX,MAAM,iBAAiB,CAAC;AAEzB,MAAM,CAAC,OAAO,OAAO,aAAc,SAAQ,UAAU;IACnD;;;;;;;;;;;SAWK;IAEC,iBAAiB,CACrB,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,uBAAuB,CAAC;IAiBnC;;;;;;;;;;OAUG;IAEG,gBAAgB,CACpB,MAAM,EAAE,sBAAsB,GAC7B,OAAO,CAAC,sBAAsB,CAAC;IAK5B,4BAA4B,CAChC,MAAM,EAAE,kCAAkC,GACzC,OAAO,CAAC,kCAAkC,CAAC;IAKxC,4CAA4C,CAChD,MAAM,EAAE,kDAAkD,GACzD,OAAO,CAAC,kDAAkD,CAAC;IASxD,oCAAoC,CACxC,MAAM,EAAE,0CAA0C,GACjD,OAAO,CAAC,0CAA0C,CAAC;IAOhD,wBAAwB,CAC5B,MAAM,EAAE,8BAA8B,GACrC,OAAO,CAAC,8BAA8B,CAAC;IAQpC,gCAAgC,CACpC,MAAM,EAAE,sCAAsC,GAC7C,OAAO,CAAC,sCAAsC,CAAC;IAQ5C,mCAAmC,CACvC,MAAM,EAAE,yCAAyC,GAChD,OAAO,CAAC,oBAAoB,CAAC;IAO1B,sCAAsC,CAC1C,MAAM,EAAE,4CAA4C,GACnD,OAAO,CAAC,6BAA6B,CAAC;IAKnC,kCAAkC,CACtC,MAAM,EAAE,wCAAwC,GAC/C,OAAO,CAAC,wCAAwC,CAAC;IAO9C,+BAA+B,CACnC,MAAM,EAAE,qCAAqC,GAC5C,OAAO,CAAC,qCAAqC,CAAC;IAO3C,gCAAgC,CACpC,MAAM,EAAE,sCAAsC,GAC7C,OAAO,CAAC,sCAAsC,CAAC;IAQ5C,2CAA2C,CAC/C,MAAM,EAAE,iDAAiD,GACxD,OAAO,CAAC,iDAAiD,CAAC;IAQvD,gCAAgC,CACpC,MAAM,EAAE,0CAA0C,GACjD,OAAO,CAAC,0CAA0C,CAAC;IAQhD,2BAA2B,CAC/B,MAAM,EAAE,iCAAiC,GACxC,OAAO,CAAC,iCAAiC,CAAC;IAMvC,iBAAiB,CACrB,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,uBAAuB,CAAC;IAe7B,kBAAkB,CACtB,MAAM,EAAE,wBAAwB,GAC/B,OAAO,CAAC,wBAAwB,CAAC;CAUrC"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/account/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,sBAAsB,EACtB,sBAAsB,EACtB,uBAAuB,EACvB,uBAAuB,EACvB,wCAAwC,EACxC,wCAAwC,EACxC,8BAA8B,EAC9B,8BAA8B,EAC9B,qCAAqC,EACrC,qCAAqC,EACrC,kCAAkC,EAClC,kCAAkC,EAClC,yCAAyC,EACzC,sCAAsC,EACtC,iDAAiD,EACjD,0CAA0C,EAC1C,uBAAuB,EACvB,wBAAwB,EACxB,iCAAiC,EACjC,iCAAiC,EACjC,4CAA4C,EAC5C,uBAAuB,EACvB,wBAAwB,EACxB,sCAAsC,EACtC,sCAAsC,EACtC,kDAAkD,EAClD,kDAAkD,EAClD,0CAA0C,EAC1C,0CAA0C,EAC3C,MAAM,SAAS,CAAC;AACjB,OAAO,EACL,6BAA6B,EAC7B,oBAAoB,EACpB,iDAAiD,EACjD,sCAAsC,EACtC,0CAA0C,EAC1C,UAAU,EACX,MAAM,iBAAiB,CAAC;AAEzB,MAAM,CAAC,OAAO,OAAO,aAAc,SAAQ,UAAU;IACnD;;;;;;;;;;;SAWK;IAEC,iBAAiB,CACrB,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,uBAAuB,CAAC;IASnC;;;;;;;;;;OAUG;IAEG,gBAAgB,CACpB,MAAM,EAAE,sBAAsB,GAC7B,OAAO,CAAC,sBAAsB,CAAC;IAK5B,4BAA4B,CAChC,MAAM,EAAE,kCAAkC,GACzC,OAAO,CAAC,kCAAkC,CAAC;IAKxC,4CAA4C,CAChD,MAAM,EAAE,kDAAkD,GACzD,OAAO,CAAC,kDAAkD,CAAC;IASxD,oCAAoC,CACxC,MAAM,EAAE,0CAA0C,GACjD,OAAO,CAAC,0CAA0C,CAAC;IAOhD,wBAAwB,CAC5B,MAAM,EAAE,8BAA8B,GACrC,OAAO,CAAC,8BAA8B,CAAC;IAQpC,gCAAgC,CACpC,MAAM,EAAE,sCAAsC,GAC7C,OAAO,CAAC,sCAAsC,CAAC;IAQ5C,mCAAmC,CACvC,MAAM,EAAE,yCAAyC,GAChD,OAAO,CAAC,oBAAoB,CAAC;IAO1B,sCAAsC,CAC1C,MAAM,EAAE,4CAA4C,GACnD,OAAO,CAAC,6BAA6B,CAAC;IAKnC,kCAAkC,CACtC,MAAM,EAAE,wCAAwC,GAC/C,OAAO,CAAC,wCAAwC,CAAC;IAO9C,+BAA+B,CACnC,MAAM,EAAE,qCAAqC,GAC5C,OAAO,CAAC,qCAAqC,CAAC;IAO3C,gCAAgC,CACpC,MAAM,EAAE,sCAAsC,GAC7C,OAAO,CAAC,sCAAsC,CAAC;IAQ5C,2CAA2C,CAC/C,MAAM,EAAE,iDAAiD,GACxD,OAAO,CAAC,iDAAiD,CAAC;IAQvD,gCAAgC,CACpC,MAAM,EAAE,0CAA0C,GACjD,OAAO,CAAC,0CAA0C,CAAC;IAQhD,2BAA2B,CAC/B,MAAM,EAAE,iCAAiC,GACxC,OAAO,CAAC,iCAAiC,CAAC;IAMvC,iBAAiB,CACrB,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,uBAAuB,CAAC;IAe7B,kBAAkB,CACtB,MAAM,EAAE,wBAAwB,GAC/B,OAAO,CAAC,wBAAwB,CAAC;CAUrC"}
@@ -1,11 +1,13 @@
1
1
  import { RestClient, ReyaChainId } from '@reyaxyz/common';
2
- import { CancelSLOrderParams, CancelSLOrderResult, GetPendingSLOrderParams, GetPendingSLOrderResult, RegisterSLOrderParams, RegisterSLOrderResult } from './types';
2
+ import { CancelSLOrderParams, CancelSLOrderResult, GetPendingSLOrderParams, GetPendingSLOrderResult, RegisterSLOrderParams, RegisterSLOrderResult, UpdateSLOrderParams, UpdateSLOrderResult } from './types';
3
3
  export default class ConditionalOrdersClient extends RestClient {
4
4
  private reyaChainId;
5
5
  constructor(reyaChainId: ReyaChainId, host: string);
6
6
  getPendingSLOrder(params: GetPendingSLOrderParams): Promise<GetPendingSLOrderResult>;
7
7
  cancelSLOrder(params: CancelSLOrderParams): Promise<CancelSLOrderResult>;
8
8
  registerSLOrder(params: RegisterSLOrderParams): Promise<RegisterSLOrderResult>;
9
+ updateSLOrder(params: UpdateSLOrderParams): Promise<UpdateSLOrderResult>;
9
10
  private getPosition;
11
+ private createNonce;
10
12
  }
11
13
  //# sourceMappingURL=index.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/conditional-orders/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,UAAU,EACV,WAAW,EAIZ,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EACL,mBAAmB,EACnB,mBAAmB,EAEnB,uBAAuB,EACvB,uBAAuB,EACvB,qBAAqB,EACrB,qBAAqB,EACtB,MAAM,SAAS,CAAC;AAEjB,MAAM,CAAC,OAAO,OAAO,uBAAwB,SAAQ,UAAU;IAC7D,OAAO,CAAC,WAAW,CAAc;gBAErB,WAAW,EAAE,WAAW,EAAE,IAAI,EAAE,MAAM;IAK5C,iBAAiB,CACrB,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,uBAAuB,CAAC;IAc7B,aAAa,CACjB,MAAM,EAAE,mBAAmB,GAC1B,OAAO,CAAC,mBAAmB,CAAC;IAYzB,eAAe,CACnB,MAAM,EAAE,qBAAqB,GAC5B,OAAO,CAAC,qBAAqB,CAAC;YA+DnB,WAAW;CAO1B"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/conditional-orders/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,UAAU,EACV,WAAW,EAMZ,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EACL,mBAAmB,EACnB,mBAAmB,EAEnB,uBAAuB,EACvB,uBAAuB,EACvB,qBAAqB,EACrB,qBAAqB,EACrB,mBAAmB,EACnB,mBAAmB,EACpB,MAAM,SAAS,CAAC;AAEjB,MAAM,CAAC,OAAO,OAAO,uBAAwB,SAAQ,UAAU;IAC7D,OAAO,CAAC,WAAW,CAAc;gBAErB,WAAW,EAAE,WAAW,EAAE,IAAI,EAAE,MAAM;IAK5C,iBAAiB,CACrB,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,uBAAuB,CAAC;IAa7B,aAAa,CACjB,MAAM,EAAE,mBAAmB,GAC1B,OAAO,CAAC,mBAAmB,CAAC;IAiBzB,eAAe,CACnB,MAAM,EAAE,qBAAqB,GAC5B,OAAO,CAAC,qBAAqB,CAAC;IA4D3B,aAAa,CACjB,MAAM,EAAE,mBAAmB,GAC1B,OAAO,CAAC,mBAAmB,CAAC;YAIjB,WAAW;IAQzB,OAAO,CAAC,WAAW;CAoBpB"}
@@ -2,6 +2,7 @@ import { StopLossOrder } from '@reyaxyz/common';
2
2
  import { Signer, JsonRpcSigner } from 'ethers';
3
3
  import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
4
4
  export type CancelSLOrderParams = {
5
+ signer: Signer | JsonRpcSigner;
5
6
  orderId: number;
6
7
  };
7
8
  export type CancelSLOrderResult = StopLossOrder;
@@ -21,7 +22,7 @@ export type ConditionalOrderDetails = {
21
22
  orderType: number;
22
23
  inputs: string;
23
24
  signer: string;
24
- nonce: number;
25
+ nonce: string;
25
26
  };
26
27
  export type MarketParams = {
27
28
  id: MarketEntity['id'];
@@ -35,5 +36,13 @@ export type RegisterSLOrderParams = {
35
36
  stopLossPrice: number;
36
37
  market: MarketParams;
37
38
  };
39
+ export type UpdateSLOrderParams = {
40
+ signer: Signer | JsonRpcSigner;
41
+ orderId: number;
42
+ marginAccountId: MarginAccountEntity['id'];
43
+ stopLossPrice: number;
44
+ market: MarketParams;
45
+ };
38
46
  export type RegisterSLOrderResult = StopLossOrder;
47
+ export type UpdateSLOrderResult = StopLossOrder;
39
48
  //# sourceMappingURL=types.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/conditional-orders/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,QAAQ,CAAC;AAC/C,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAEpE,MAAM,MAAM,mBAAmB,GAAG;IAChC,OAAO,EAAE,MAAM,CAAC;CACjB,CAAC;AAEF,MAAM,MAAM,mBAAmB,GAAG,aAAa,CAAC;AAEhD,MAAM,MAAM,uBAAuB,GAAG;IACpC,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF,MAAM,MAAM,uBAAuB,GAAG,aAAa,GAAG,IAAI,CAAC;AAE3D,oBAAY,oBAAoB;IAC9B,UAAU,IAAI;CACf;AAED,MAAM,MAAM,uBAAuB,GAAG;IACpC,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;IACnB,sBAAsB,EAAE,MAAM,EAAE,CAAC;IACjC,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;CACf,CAAC;AAEF,MAAM,MAAM,YAAY,GAAG;IACzB,EAAE,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IACvB,UAAU,EAAE,YAAY,CAAC,WAAW,CAAC,CAAC,YAAY,CAAC,CAAC;IACpD,sBAAsB,EAAE,YAAY,CAAC,WAAW,CAAC,CAAC,wBAAwB,CAAC,CAAC;IAC5E,YAAY,EAAE,MAAM,CAAC;CACtB,CAAC;AAEF,MAAM,MAAM,qBAAqB,GAAG;IAClC,MAAM,EAAE,MAAM,GAAG,aAAa,CAAC;IAC/B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;IAC3C,aAAa,EAAE,MAAM,CAAC;IACtB,MAAM,EAAE,YAAY,CAAC;CACtB,CAAC;AAEF,MAAM,MAAM,qBAAqB,GAAG,aAAa,CAAC"}
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/conditional-orders/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,QAAQ,CAAC;AAC/C,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAEpE,MAAM,MAAM,mBAAmB,GAAG;IAChC,MAAM,EAAE,MAAM,GAAG,aAAa,CAAC;IAC/B,OAAO,EAAE,MAAM,CAAC;CACjB,CAAC;AAEF,MAAM,MAAM,mBAAmB,GAAG,aAAa,CAAC;AAEhD,MAAM,MAAM,uBAAuB,GAAG;IACpC,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF,MAAM,MAAM,uBAAuB,GAAG,aAAa,GAAG,IAAI,CAAC;AAE3D,oBAAY,oBAAoB;IAC9B,UAAU,IAAI;CACf;AAED,MAAM,MAAM,uBAAuB,GAAG;IACpC,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;IACnB,sBAAsB,EAAE,MAAM,EAAE,CAAC;IACjC,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;CACf,CAAC;AAEF,MAAM,MAAM,YAAY,GAAG;IACzB,EAAE,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IACvB,UAAU,EAAE,YAAY,CAAC,WAAW,CAAC,CAAC,YAAY,CAAC,CAAC;IACpD,sBAAsB,EAAE,YAAY,CAAC,WAAW,CAAC,CAAC,wBAAwB,CAAC,CAAC;IAC5E,YAAY,EAAE,MAAM,CAAC;CACtB,CAAC;AAEF,MAAM,MAAM,qBAAqB,GAAG;IAClC,MAAM,EAAE,MAAM,GAAG,aAAa,CAAC;IAC/B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;IAC3C,aAAa,EAAE,MAAM,CAAC;IACtB,MAAM,EAAE,YAAY,CAAC;CACtB,CAAC;AAEF,MAAM,MAAM,mBAAmB,GAAG;IAChC,MAAM,EAAE,MAAM,GAAG,aAAa,CAAC;IAC/B,OAAO,EAAE,MAAM,CAAC;IAChB,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;IAC3C,aAAa,EAAE,MAAM,CAAC;IACtB,MAAM,EAAE,YAAY,CAAC;CACtB,CAAC;AAEF,MAAM,MAAM,qBAAqB,GAAG,aAAa,CAAC;AAClD,MAAM,MAAM,mBAAmB,GAAG,aAAa,CAAC"}
@@ -1,6 +1,7 @@
1
1
  import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams, LeverageBoundsAndAvailableMarginResult, LeverageBoundsAndAvailableMarginParams } from './types';
2
2
  import AccountClient from '../account';
3
3
  import { ExposureCommand, ExposureCommandState } from '@reyaxyz/common';
4
+ import { EstimatedPriceParams, EstimatedPriceResult, TradeSimulationConvertValueEstimatedPriceParams, TradeSimulationConvertValueResult } from '../trade.simulation/types';
4
5
  export default class IsolatedOrderSimulationClient {
5
6
  private loadedData;
6
7
  private accountClient;
@@ -10,6 +11,8 @@ export default class IsolatedOrderSimulationClient {
10
11
  private fetchMarketData;
11
12
  simulate(params: IsolatedOrderSimulationSimulateParams): SimulateIsolatedOrderEntity;
12
13
  convertValue(params: IsolatedOrderSimulationConvertValueParams): IsolatedOrderSimulationConvertValueResult;
14
+ convertValueEstimatedPrice(params: TradeSimulationConvertValueEstimatedPriceParams): TradeSimulationConvertValueResult;
15
+ estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult;
13
16
  roundToBaseSpacing(amount: number, baseSpacing: number): number;
14
17
  amountToSnappedAmount(amountInRusd: number, spotPrice: number, baseSpacing: number): number;
15
18
  calculateIsolatedLMR(isolatedExposure: number): number;
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,2BAA2B,EAC3B,yCAAyC,EACzC,yCAAyC,EACzC,qCAAqC,EACrC,qCAAqC,EACrC,sCAAsC,EACtC,sCAAsC,EACvC,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AACvC,OAAO,EAEL,eAAe,EACf,oBAAoB,EAGrB,MAAM,iBAAiB,CAAC;AAIzB,MAAM,CAAC,OAAO,OAAO,6BAA6B;IAChD,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,qCAAqC,GAAG,OAAO,CAAC,IAAI,CAAC;IAOvE,MAAM,CAAC,wBAAwB,CAC7B,oBAAoB,EAAE,oBAAoB,GACzC,eAAe;YAoBJ,eAAe;IAW7B,QAAQ,CACN,MAAM,EAAE,qCAAqC,GAC5C,2BAA2B;IA2H9B,YAAY,CACV,MAAM,EAAE,yCAAyC,GAChD,yCAAyC;IAuB5C,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAc/D,qBAAqB,CACnB,YAAY,EAAE,MAAM,EACpB,SAAS,EAAE,MAAM,EACjB,WAAW,EAAE,MAAM,GAClB,MAAM;IAQT,oBAAoB,CAAC,gBAAgB,EAAE,MAAM,GAAG,MAAM;IAwCtD,gCAAgC,CAAC,EAC/B,kBAAkB,GACnB,EAAE,sCAAsC,GAAG,sCAAsC;CAqEnF"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,2BAA2B,EAC3B,yCAAyC,EACzC,yCAAyC,EACzC,qCAAqC,EACrC,qCAAqC,EACrC,sCAAsC,EACtC,sCAAsC,EACvC,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AACvC,OAAO,EAEL,eAAe,EACf,oBAAoB,EAGrB,MAAM,iBAAiB,CAAC;AAGzB,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,+CAA+C,EAC/C,iCAAiC,EAClC,MAAM,2BAA2B,CAAC;AAEnC,MAAM,CAAC,OAAO,OAAO,6BAA6B;IAChD,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,qCAAqC,GAAG,OAAO,CAAC,IAAI,CAAC;IAOvE,MAAM,CAAC,wBAAwB,CAC7B,oBAAoB,EAAE,oBAAoB,GACzC,eAAe;YAoBJ,eAAe;IAW7B,QAAQ,CACN,MAAM,EAAE,qCAAqC,GAC5C,2BAA2B;IA4H9B,YAAY,CACV,MAAM,EAAE,yCAAyC,GAChD,yCAAyC;IAuB5C,0BAA0B,CACxB,MAAM,EAAE,+CAA+C,GACtD,iCAAiC;IAwCpC,cAAc,CAAC,MAAM,EAAE,oBAAoB,GAAG,oBAAoB;IA8ClE,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAc/D,qBAAqB,CACnB,YAAY,EAAE,MAAM,EACpB,SAAS,EAAE,MAAM,EACjB,WAAW,EAAE,MAAM,GAClB,MAAM;IAQT,oBAAoB,CAAC,gBAAgB,EAAE,MAAM,GAAG,MAAM;IAwCtD,gCAAgC,CAAC,EAC/B,kBAAkB,GACnB,EAAE,sCAAsC,GAAG,sCAAsC;CAqEnF"}
@@ -22,6 +22,7 @@ export type SimulateIsolatedOrderEntity = {
22
22
  snappedAmountInBase: number;
23
23
  requiredMargin: number;
24
24
  editCollateralActions: EditCollateralAction[];
25
+ maxSlippage: number;
25
26
  xpEarnRange?: {
26
27
  min: number;
27
28
  max: number;
@@ -1 +1 @@
1
- {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,YAAY,EACZ,oBAAoB,EACrB,MAAM,iBAAiB,CAAC;AAEzB,MAAM,MAAM,qCAAqC,GAAG;IAClD,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,qCAAqC,GAAG;IAClD,MAAM,EAAE,MAAM,CAAC;IACf,wBAAwB,EAAE,MAAM,CAAC;CAClC,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG;IACtD,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,2BAA2B,GAAG;IACxC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,cAAc,EAAE,MAAM,CAAC;IACvB,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;IAC9C,WAAW,CAAC,EAAE;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;KACb,CAAC;CACH,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG,MAAM,CAAC;AAE/D,MAAM,MAAM,sCAAsC,GAAG;IACnD,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe,EAAE,MAAM,CAAC;CACzB,CAAC;AAEF,MAAM,MAAM,sCAAsC,GAAG;IAEnD,kBAAkB,EAAE,MAAM,CAAC;CAC5B,CAAC"}
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,YAAY,EACZ,oBAAoB,EACrB,MAAM,iBAAiB,CAAC;AAEzB,MAAM,MAAM,qCAAqC,GAAG;IAClD,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,qCAAqC,GAAG;IAClD,MAAM,EAAE,MAAM,CAAC;IACf,wBAAwB,EAAE,MAAM,CAAC;CAClC,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG;IACtD,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,2BAA2B,GAAG;IACxC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,cAAc,EAAE,MAAM,CAAC;IACvB,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;IAC9C,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,CAAC,EAAE;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;KACb,CAAC;CACH,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG,MAAM,CAAC;AAE/D,MAAM,MAAM,sCAAsC,GAAG;IACnD,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe,EAAE,MAAM,CAAC;CACzB,CAAC;AAEF,MAAM,MAAM,sCAAsC,GAAG;IAEnD,kBAAkB,EAAE,MAAM,CAAC;CAC5B,CAAC"}
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,mBAAmB,EACnB,+CAA+C,EAC/C,iCAAiC,EACjC,iCAAiC,EACjC,6BAA6B,EAC7B,6BAA6B,EAC9B,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AASvC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAOjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;IA6JpE,YAAY,CACV,MAAM,EAAE,iCAAiC,GACxC,iCAAiC;IAuBpC,0BAA0B,CACxB,MAAM,EAAE,+CAA+C,GACtD,iCAAiC;IAwCpC,cAAc,CAAC,MAAM,EAAE,oBAAoB,GAAG,oBAAoB;IA8ClE,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;CAahE"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,mBAAmB,EACnB,+CAA+C,EAC/C,iCAAiC,EACjC,iCAAiC,EACjC,6BAA6B,EAC7B,6BAA6B,EAC9B,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AASvC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAOjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;IA8JpE,YAAY,CACV,MAAM,EAAE,iCAAiC,GACxC,iCAAiC;IAuBpC,0BAA0B,CACxB,MAAM,EAAE,+CAA+C,GACtD,iCAAiC;IAwCpC,cAAc,CAAC,MAAM,EAAE,oBAAoB,GAAG,oBAAoB;IA8ClE,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;CAahE"}
@@ -38,6 +38,7 @@ export type SimulateTradeEntity = {
38
38
  min: number;
39
39
  max: number;
40
40
  };
41
+ maxSlippage: number;
41
42
  };
42
43
  export type TradeSimulationConvertValueResult = number;
43
44
  //# sourceMappingURL=types.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAEpE,MAAM,MAAM,6BAA6B,GAAG;IAC1C,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,6BAA6B,GAAG;IAC1C,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,iCAAiC,GAAG;IAC9C,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,cAAc,EAAE,MAAM,CAAC;IACvB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+CAA+C,GAAG;IAC5D,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+CAA+C,GAAG,MAAM,CAAC;AAErE,MAAM,MAAM,mBAAmB,GAAG;IAChC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,eAAe,EAAE,MAAM,CAAC;IACxB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,WAAW,CAAC,EAAE;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;KACb,CAAC;CACH,CAAC;AAEF,MAAM,MAAM,iCAAiC,GAAG,MAAM,CAAC"}
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAEpE,MAAM,MAAM,6BAA6B,GAAG;IAC1C,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,6BAA6B,GAAG;IAC1C,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,iCAAiC,GAAG;IAC9C,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,cAAc,EAAE,MAAM,CAAC;IACvB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+CAA+C,GAAG;IAC5D,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+CAA+C,GAAG,MAAM,CAAC;AAErE,MAAM,MAAM,mBAAmB,GAAG;IAChC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,eAAe,EAAE,MAAM,CAAC;IACxB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,WAAW,CAAC,EAAE;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;KACb,CAAC;IACF,WAAW,EAAE,MAAM,CAAC;CACrB,CAAC;AAEF,MAAM,MAAM,iCAAiC,GAAG,MAAM,CAAC"}
@@ -1,5 +1,6 @@
1
1
  export { Candle, CandlesResolution, MarketEntity, LpTransactionHistoryEntity, TradingHistoryEntity, PositionHistoryEntity, PositionEntity, TransactionHistoryType, MarginAccountTransactionHistoryType, MarginAccountTransactionHistoryEntity, MarginAccountEntity, LpPositionEntity, LpPoolEntity, ReyaChainId, MoneyInOutChainId, GetLpPoolPerformanceChartDataResult, GetLpPoolBalanceChartDataResult, LpBalanceGranularity, MarginAccountBalanceGranularity, GetMarginAccountBalanceChartDataResult, MarginAccountCollateralsBalanceGranularity, GetMarginAccountCollateralsBalanceChartDataResult, GetAllMarginAccountsBalanceChartDataResult, AllMarginAccountsBalanceGranularity, GetFundingRateChartDataResult, FundingRateHistoryGranularity, MoneyInOutConfigurationPerTokenName, } from '@reyaxyz/common';
2
2
  export * from './modules/account/types';
3
+ export * from './modules/conditional-orders/types';
3
4
  export * from './modules/lp/types';
4
5
  export * from './modules/markets/types';
5
6
  export * from './modules/tokens/types';
@@ -1 +1 @@
1
- {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/types.ts"],"names":[],"mappings":"AACA,OAAO,EACL,MAAM,EACN,iBAAiB,EACjB,YAAY,EACZ,0BAA0B,EAC1B,oBAAoB,EACpB,qBAAqB,EACrB,cAAc,EACd,sBAAsB,EACtB,mCAAmC,EACnC,qCAAqC,EACrC,mBAAmB,EACnB,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,iBAAiB,EACjB,mCAAmC,EACnC,+BAA+B,EAC/B,oBAAoB,EACpB,+BAA+B,EAC/B,sCAAsC,EACtC,0CAA0C,EAC1C,iDAAiD,EACjD,0CAA0C,EAC1C,mCAAmC,EACnC,6BAA6B,EAC7B,6BAA6B,EAC7B,mCAAmC,GACpC,MAAM,iBAAiB,CAAC;AACzB,cAAc,yBAAyB,CAAC;AACxC,cAAc,oBAAoB,CAAC;AACnC,cAAc,yBAAyB,CAAC;AACxC,cAAc,wBAAwB,CAAC;AACvC,cAAc,kCAAkC,CAAC;AACjD,cAAc,uBAAuB,CAAC;AACtC,cAAc,gDAAgD,CAAC;AAC/D,cAAc,2CAA2C,CAAC;AAC1D,cAAc,iDAAiD,CAAC;AAChE,cAAc,4CAA4C,CAAC;AAC3D,cAAc,wCAAwC,CAAC;AACvD,cAAc,kDAAkD,CAAC;AACjE,cAAc,wDAAwD,CAAC;AACvE,cAAc,6CAA6C,CAAC;AAC5D,cAAc,8BAA8B,CAAC;AAC7C,cAAc,wCAAwC,CAAC;AACvD,cAAc,iDAAiD,CAAC;AAChE,cAAc,2CAA2C,CAAC"}
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/types.ts"],"names":[],"mappings":"AACA,OAAO,EACL,MAAM,EACN,iBAAiB,EACjB,YAAY,EACZ,0BAA0B,EAC1B,oBAAoB,EACpB,qBAAqB,EACrB,cAAc,EACd,sBAAsB,EACtB,mCAAmC,EACnC,qCAAqC,EACrC,mBAAmB,EACnB,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,iBAAiB,EACjB,mCAAmC,EACnC,+BAA+B,EAC/B,oBAAoB,EACpB,+BAA+B,EAC/B,sCAAsC,EACtC,0CAA0C,EAC1C,iDAAiD,EACjD,0CAA0C,EAC1C,mCAAmC,EACnC,6BAA6B,EAC7B,6BAA6B,EAC7B,mCAAmC,GACpC,MAAM,iBAAiB,CAAC;AACzB,cAAc,yBAAyB,CAAC;AACxC,cAAc,oCAAoC,CAAC;AACnD,cAAc,oBAAoB,CAAC;AACnC,cAAc,yBAAyB,CAAC;AACxC,cAAc,wBAAwB,CAAC;AACvC,cAAc,kCAAkC,CAAC;AACjD,cAAc,uBAAuB,CAAC;AACtC,cAAc,gDAAgD,CAAC;AAC/D,cAAc,2CAA2C,CAAC;AAC1D,cAAc,iDAAiD,CAAC;AAChE,cAAc,4CAA4C,CAAC;AAC3D,cAAc,wCAAwC,CAAC;AACvD,cAAc,kDAAkD,CAAC;AACjE,cAAc,wDAAwD,CAAC;AACvE,cAAc,6CAA6C,CAAC;AAC5D,cAAc,8BAA8B,CAAC;AAC7C,cAAc,wCAAwC,CAAC;AACvD,cAAc,iDAAiD,CAAC;AAChE,cAAc,2CAA2C,CAAC"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@reyaxyz/api-sdk",
3
- "version": "0.103.3",
3
+ "version": "0.104.0",
4
4
  "publishConfig": {
5
5
  "access": "public",
6
6
  "registry": "https://registry.npmjs.org"
@@ -33,14 +33,14 @@
33
33
  "generate:coverage-badges": "npx istanbul-badges-readme --silent"
34
34
  },
35
35
  "dependencies": {
36
- "@reyaxyz/common": "0.155.2",
36
+ "@reyaxyz/common": "0.155.3",
37
37
  "bignumber.js": "^9.1.2",
38
38
  "ethers": "6.9.0",
39
39
  "isomorphic-ws": "^5.0.0",
40
40
  "ws": "^8.16.0"
41
41
  },
42
42
  "packageManager": "pnpm@8.3.1",
43
- "gitHead": "240612564e67810b06016413f108a43c6b234e25",
43
+ "gitHead": "a976b14d07232c97e81e2eee793f171ea4c92773",
44
44
  "devDependencies": {
45
45
  "@types/ws": "8.5.10"
46
46
  }
@@ -60,14 +60,6 @@ export default class AccountClient extends RestClient {
60
60
  limit: params.limit,
61
61
  });
62
62
 
63
- response.forEach((account) => {
64
- account.positions.forEach((position) => {
65
- if (Math.random() > 0.5) {
66
- position.stopLossPrice = Math.random() * 1000;
67
- }
68
- });
69
- });
70
-
71
63
  return response;
72
64
  }
73
65
 
@@ -1,11 +1,13 @@
1
1
  import {
2
- calculatePriceLimitForTrade,
2
+ calculateMaxPriceLimit,
3
3
  PositionEntity,
4
4
  RestClient,
5
5
  ReyaChainId,
6
6
  signConditionalOrder,
7
+ signCancelConditionalOrder,
7
8
  StopLossOrder,
8
9
  StopLossOrderStatus,
10
+ scale,
9
11
  } from '@reyaxyz/common';
10
12
  import { AbiCoder } from 'ethers';
11
13
  import {
@@ -16,6 +18,8 @@ import {
16
18
  GetPendingSLOrderResult,
17
19
  RegisterSLOrderParams,
18
20
  RegisterSLOrderResult,
21
+ UpdateSLOrderParams,
22
+ UpdateSLOrderResult,
19
23
  } from './types';
20
24
 
21
25
  export default class ConditionalOrdersClient extends RestClient {
@@ -29,7 +33,7 @@ export default class ConditionalOrdersClient extends RestClient {
29
33
  async getPendingSLOrder(
30
34
  params: GetPendingSLOrderParams,
31
35
  ): Promise<GetPendingSLOrderResult> {
32
- const uri = `/api/conditional-orders/sl/get-orders-by-position/${StopLossOrderStatus.NEW}/${params.marketId}/${params.accountId}`;
36
+ const uri = `/api/conditional-orders/sl/get-orders-by-position/${StopLossOrderStatus.PENDING}/${params.marketId}/${params.accountId}`;
33
37
  const response = await this.get<GetPendingSLOrderResult[]>(uri);
34
38
 
35
39
  if (response.length > 1) {
@@ -41,17 +45,21 @@ export default class ConditionalOrdersClient extends RestClient {
41
45
  return response[0];
42
46
  }
43
47
 
44
- // todo: need authentication
45
48
  async cancelSLOrder(
46
49
  params: CancelSLOrderParams,
47
50
  ): Promise<CancelSLOrderResult> {
48
- const uri = `/api/conditional-orders/sl/set-order-status`;
49
- return this.post<StopLossOrder>(
51
+ const signature = await signCancelConditionalOrder(
52
+ params.signer,
53
+ params.orderId,
54
+ );
55
+
56
+ const uri = `/api/conditional-orders/sl/cancel-order`;
57
+ return this.put<StopLossOrder>(
50
58
  uri,
51
59
  {},
52
60
  {
53
61
  orderId: params.orderId,
54
- status: StopLossOrderStatus.CANCELLED,
62
+ userSignature: signature,
55
63
  },
56
64
  );
57
65
  }
@@ -69,16 +77,19 @@ export default class ConditionalOrdersClient extends RestClient {
69
77
  throw new Error('Position with no exposure');
70
78
  }
71
79
 
72
- const orderPriceLimit = calculatePriceLimitForTrade(
73
- params.market.currentPrice,
74
- positionBase,
75
- );
80
+ const orderPriceLimit = Number(calculateMaxPriceLimit(positionBase < 0));
76
81
 
77
82
  const inputs = AbiCoder.defaultAbiCoder().encode(
78
83
  ['uint256', 'uint256'],
79
- [params.stopLossPrice, orderPriceLimit],
84
+ [scale(18)(params.stopLossPrice), orderPriceLimit],
80
85
  );
81
- const nonce = 0; // todo derive
86
+ const creationTimestampMs = Date.now();
87
+ const nonce = this.createNonce(
88
+ params.marginAccountId,
89
+ params.market.id,
90
+ creationTimestampMs,
91
+ );
92
+ const deadline = 10 ** 18; // very big number for timestamp in seconds - infinite deadline
82
93
 
83
94
  const signature = await signConditionalOrder(
84
95
  params.signer,
@@ -90,19 +101,9 @@ export default class ConditionalOrdersClient extends RestClient {
90
101
  ConditionalOrderType.StopLoss,
91
102
  inputs,
92
103
  nonce,
93
- Number.MAX_VALUE,
104
+ deadline,
94
105
  );
95
106
 
96
- // cancel old order existing order
97
- if (position.stopLossPrice) {
98
- const order = await this.getPendingSLOrder({
99
- accountId: params.marginAccountId,
100
- marketId: params.market.id,
101
- });
102
- if (order != null) {
103
- await this.cancelSLOrder({ orderId: order.orderId });
104
- }
105
- }
106
107
  // create new entry
107
108
  const uri = `/api/conditional-orders/sl/create-order`;
108
109
  return this.post<StopLossOrder>(
@@ -115,12 +116,22 @@ export default class ConditionalOrdersClient extends RestClient {
115
116
  stopPrice: params.stopLossPrice,
116
117
  signerWallet: await params.signer.getAddress(),
117
118
  nonce: nonce,
118
- signature: signature.r,
119
- status: StopLossOrderStatus.NEW,
119
+ signature: signature,
120
+ deadline: deadline,
121
+ orderPriceLimit: orderPriceLimit,
122
+ exchangeId: params.market.exchangeId,
123
+ poolId: params.market.counterpartyAccountIds[0],
124
+ timestampMs: creationTimestampMs,
120
125
  },
121
126
  );
122
127
  }
123
128
 
129
+ async updateSLOrder(
130
+ params: UpdateSLOrderParams,
131
+ ): Promise<UpdateSLOrderResult> {
132
+ return await this.registerSLOrder(params as RegisterSLOrderParams);
133
+ }
134
+
124
135
  private async getPosition(
125
136
  accountId: number,
126
137
  marketId: number,
@@ -128,4 +139,25 @@ export default class ConditionalOrdersClient extends RestClient {
128
139
  const uri = `/api/account/marginAccount/position/${accountId}/${marketId}`;
129
140
  return this.get<PositionEntity>(uri);
130
141
  }
142
+
143
+ private createNonce(
144
+ accountId: number,
145
+ marketId: number,
146
+ timestampMs: number,
147
+ ): string {
148
+ // Validate the input ranges
149
+ if (marketId < 0 || marketId >= 2 ** 32)
150
+ throw new Error('marketId is out of range');
151
+ if (accountId < BigInt(0) || accountId >= 2 ** 128)
152
+ throw new Error('accountId is out of range');
153
+ if (timestampMs < 0 || timestampMs >= 2 ** 64)
154
+ throw new Error('timestamp is out of range');
155
+
156
+ const hashUint256 =
157
+ (BigInt(accountId) << BigInt(98)) |
158
+ (BigInt(timestampMs) << BigInt(32)) |
159
+ BigInt(marketId);
160
+
161
+ return hashUint256.toString();
162
+ }
131
163
  }
@@ -3,6 +3,7 @@ import { Signer, JsonRpcSigner } from 'ethers';
3
3
  import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
4
4
 
5
5
  export type CancelSLOrderParams = {
6
+ signer: Signer | JsonRpcSigner;
6
7
  orderId: number;
7
8
  };
8
9
 
@@ -27,7 +28,7 @@ export type ConditionalOrderDetails = {
27
28
  orderType: number;
28
29
  inputs: string;
29
30
  signer: string;
30
- nonce: number;
31
+ nonce: string;
31
32
  };
32
33
 
33
34
  export type MarketParams = {
@@ -44,4 +45,13 @@ export type RegisterSLOrderParams = {
44
45
  market: MarketParams;
45
46
  };
46
47
 
48
+ export type UpdateSLOrderParams = {
49
+ signer: Signer | JsonRpcSigner;
50
+ orderId: number;
51
+ marginAccountId: MarginAccountEntity['id'];
52
+ stopLossPrice: number;
53
+ market: MarketParams;
54
+ };
55
+
47
56
  export type RegisterSLOrderResult = StopLossOrder;
57
+ export type UpdateSLOrderResult = StopLossOrder;
@@ -17,6 +17,12 @@ import {
17
17
  } from '@reyaxyz/common';
18
18
  import BigNumber from 'bignumber.js';
19
19
  import { EditCollateralAction } from '@reyaxyz/common';
20
+ import {
21
+ EstimatedPriceParams,
22
+ EstimatedPriceResult,
23
+ TradeSimulationConvertValueEstimatedPriceParams,
24
+ TradeSimulationConvertValueResult,
25
+ } from '../trade.simulation/types';
20
26
 
21
27
  export default class IsolatedOrderSimulationClient {
22
28
  private loadedData: TradeSimulationState | null = null;
@@ -189,6 +195,7 @@ export default class IsolatedOrderSimulationClient {
189
195
  min: xpEarnRangeMin,
190
196
  max: xpEarnRangeMax,
191
197
  },
198
+ maxSlippage: 1,
192
199
  } as SimulateIsolatedOrderEntity;
193
200
  }
194
201
 
@@ -217,6 +224,94 @@ export default class IsolatedOrderSimulationClient {
217
224
  .toNumber();
218
225
  }
219
226
 
227
+ convertValueEstimatedPrice(
228
+ params: TradeSimulationConvertValueEstimatedPriceParams,
229
+ ): TradeSimulationConvertValueResult {
230
+ if (!this.loadedData) {
231
+ throw new Error('Data not loaded. Call arm() first.');
232
+ }
233
+
234
+ const passivePoolExposure = new ExposureCommand(
235
+ this.loadedData.exposureDataPassivePool.accountId,
236
+ this.loadedData.exposureDataPassivePool.rootCollateralPoolId,
237
+ this.loadedData.exposureDataPassivePool.oraclePricePerMarket,
238
+ this.loadedData.exposureDataPassivePool.accountBalancePerAsset,
239
+ this.loadedData.exposureDataPassivePool.groupedByCollateral,
240
+ this.loadedData.exposureDataPassivePool.riskMultipliers,
241
+ this.loadedData.exposureDataPassivePool.riskMatrices,
242
+ this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,
243
+ this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,
244
+ this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,
245
+ this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,
246
+ this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
247
+ this.loadedData.exposureDataPassivePool.realizedPnLSum,
248
+ this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
249
+ this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
250
+ );
251
+
252
+ const slippage = passivePoolExposure.getSlippage(
253
+ BigNumber(params.amount).negated().toNumber(),
254
+ this.loadedData.marketConfiguration,
255
+ this.loadedData.marketStorage,
256
+ );
257
+ const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
258
+ this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
259
+ this.loadedData.marketConfiguration.market_id
260
+ ],
261
+ slippage,
262
+ );
263
+
264
+ if (!params.fromBase)
265
+ return BigNumber(params.amount).div(estimatedPrice).toNumber();
266
+ else return BigNumber(params.amount).times(estimatedPrice).toNumber();
267
+ }
268
+
269
+ estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {
270
+ if (!this.loadedData) {
271
+ throw new Error('Data not loaded. Call arm() first.');
272
+ }
273
+
274
+ const passivePoolExposure = new ExposureCommand(
275
+ this.loadedData.exposureDataPassivePool.accountId,
276
+ this.loadedData.exposureDataPassivePool.rootCollateralPoolId,
277
+ this.loadedData.exposureDataPassivePool.oraclePricePerMarket,
278
+ this.loadedData.exposureDataPassivePool.accountBalancePerAsset,
279
+ this.loadedData.exposureDataPassivePool.groupedByCollateral,
280
+ this.loadedData.exposureDataPassivePool.riskMultipliers,
281
+ this.loadedData.exposureDataPassivePool.riskMatrices,
282
+ this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,
283
+ this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,
284
+ this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,
285
+ this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,
286
+ this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
287
+ this.loadedData.exposureDataPassivePool.realizedPnLSum,
288
+ this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
289
+ this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
290
+ );
291
+ const slippage = passivePoolExposure.getSlippage(
292
+ BigNumber(params.amount).negated().toNumber(),
293
+ this.loadedData.marketConfiguration,
294
+ this.loadedData.marketStorage,
295
+ );
296
+
297
+ const price =
298
+ this.loadedData.exposureDataAccount.oraclePricePerMarket[
299
+ this.loadedData.marketConfiguration.market_id
300
+ ];
301
+
302
+ const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
303
+ this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
304
+ this.loadedData.marketConfiguration.market_id
305
+ ],
306
+ slippage,
307
+ );
308
+
309
+ return {
310
+ estimatedPrice,
311
+ markPrice: price,
312
+ };
313
+ }
314
+
220
315
  roundToBaseSpacing(amount: number, baseSpacing: number): number {
221
316
  const snappedAmount = BigNumber(amount)
222
317
  .abs()
@@ -30,6 +30,7 @@ export type SimulateIsolatedOrderEntity = {
30
30
  snappedAmountInBase: number;
31
31
  requiredMargin: number;
32
32
  editCollateralActions: EditCollateralAction[];
33
+ maxSlippage: number;
33
34
  xpEarnRange?: {
34
35
  min: number;
35
36
  max: number;
@@ -200,6 +200,7 @@ export default class TradeSimulationClient {
200
200
  min: xpEarnRangeMin,
201
201
  max: xpEarnRangeMax,
202
202
  },
203
+ maxSlippage: 1,
203
204
  } as SimulateTradeEntity;
204
205
  }
205
206
 
@@ -46,6 +46,7 @@ export type SimulateTradeEntity = {
46
46
  min: number;
47
47
  max: number;
48
48
  };
49
+ maxSlippage: number;
49
50
  };
50
51
 
51
52
  export type TradeSimulationConvertValueResult = number;
@@ -29,6 +29,7 @@ export {
29
29
  MoneyInOutConfigurationPerTokenName,
30
30
  } from '@reyaxyz/common';
31
31
  export * from './modules/account/types';
32
+ export * from './modules/conditional-orders/types';
32
33
  export * from './modules/lp/types';
33
34
  export * from './modules/markets/types';
34
35
  export * from './modules/tokens/types';