@reyaxyz/api-sdk 0.103.4 → 0.104.0

package/dist/clients/modules/isolated-order.simulation/index.js

@@ -136,6 +136,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
                 min: xpEarnRangeMin,
                 max: xpEarnRangeMax,
             },
+            maxSlippage: 1,
         };
     };
     IsolatedOrderSimulationClient.prototype.convertValue = function (params) {
@@ -151,6 +152,31 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
                 .times(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
                 .toNumber();
     };
+    IsolatedOrderSimulationClient.prototype.convertValueEstimatedPrice = function (params) {
+        if (!this.loadedData) {
+            throw new Error('Data not loaded. Call arm() first.');
+        }
+        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);
+        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(params.amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
+        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
+        if (!params.fromBase)
+            return (0, bignumber_js_1.default)(params.amount).div(estimatedPrice).toNumber();
+        else
+            return (0, bignumber_js_1.default)(params.amount).times(estimatedPrice).toNumber();
+    };
+    IsolatedOrderSimulationClient.prototype.estimatedPrice = function (params) {
+        if (!this.loadedData) {
+            throw new Error('Data not loaded. Call arm() first.');
+        }
+        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);
+        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(params.amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
+        var price = this.loadedData.exposureDataAccount.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
+        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
+        return {
+            estimatedPrice: estimatedPrice,
+            markPrice: price,
+        };
+    };
     IsolatedOrderSimulationClient.prototype.roundToBaseSpacing = function (amount, baseSpacing) {
         var snappedAmount = (0, bignumber_js_1.default)(amount)
             .abs()

package/dist/clients/modules/isolated-order.simulation/index.js.map

@@ -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"]}
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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"]}

package/dist/clients/modules/isolated-order.simulation/types.js.map

@@ -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"]}
+{"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"]}

package/dist/clients/modules/trade.simulation/index.js

@@ -137,6 +137,7 @@ var TradeSimulationClient = /** @class */ (function () {
                 min: xpEarnRangeMin,
                 max: xpEarnRangeMax,
             },
+            maxSlippage: 1,
         };
     };
     TradeSimulationClient.prototype.convertValue = function (params) {

package/dist/clients/modules/trade.simulation/index.js.map

@@ -1 +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    } 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"]}
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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"]}

package/dist/clients/modules/trade.simulation/types.js.map

@@ -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"]}
+{"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"]}

package/dist/types/clients/modules/isolated-order.simulation/index.d.ts

@@ -1,6 +1,7 @@
 import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams, LeverageBoundsAndAvailableMarginResult, LeverageBoundsAndAvailableMarginParams } from './types';
 import AccountClient from '../account';
 import { ExposureCommand, ExposureCommandState } from '@reyaxyz/common';
+import { EstimatedPriceParams, EstimatedPriceResult, TradeSimulationConvertValueEstimatedPriceParams, TradeSimulationConvertValueResult } from '../trade.simulation/types';
 export default class IsolatedOrderSimulationClient {
     private loadedData;
     private accountClient;
@@ -10,6 +11,8 @@ export default class IsolatedOrderSimulationClient {
     private fetchMarketData;
     simulate(params: IsolatedOrderSimulationSimulateParams): SimulateIsolatedOrderEntity;
     convertValue(params: IsolatedOrderSimulationConvertValueParams): IsolatedOrderSimulationConvertValueResult;
+    convertValueEstimatedPrice(params: TradeSimulationConvertValueEstimatedPriceParams): TradeSimulationConvertValueResult;
+    estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult;
     roundToBaseSpacing(amount: number, baseSpacing: number): number;
     amountToSnappedAmount(amountInRusd: number, spotPrice: number, baseSpacing: number): number;
     calculateIsolatedLMR(isolatedExposure: number): number;

package/dist/types/clients/modules/isolated-order.simulation/index.d.ts.map

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package/dist/types/clients/modules/isolated-order.simulation/types.d.ts

@@ -22,6 +22,7 @@ export type SimulateIsolatedOrderEntity = {
     snappedAmountInBase: number;
     requiredMargin: number;
     editCollateralActions: EditCollateralAction[];
+    maxSlippage: number;
     xpEarnRange?: {
         min: number;
         max: number;

package/dist/types/clients/modules/isolated-order.simulation/types.d.ts.map

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package/dist/types/clients/modules/trade.simulation/index.d.ts.map

@@ -1 +1 @@
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package/dist/types/clients/modules/trade.simulation/types.d.ts

@@ -38,6 +38,7 @@ export type SimulateTradeEntity = {
         min: number;
         max: number;
     };
+    maxSlippage: number;
 };
 export type TradeSimulationConvertValueResult = number;
 //# sourceMappingURL=types.d.ts.map

package/dist/types/clients/modules/trade.simulation/types.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.103.4",
+  "version": "0.104.0",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -40,7 +40,7 @@
     "ws": "^8.16.0"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "d588a7b45d04c349ac09d10aff233fbc15c0833e",
+  "gitHead": "a976b14d07232c97e81e2eee793f171ea4c92773",
   "devDependencies": {
     "@types/ws": "8.5.10"
   }

package/src/clients/modules/isolated-order.simulation/index.ts

@@ -17,6 +17,12 @@ import {
 } from '@reyaxyz/common';
 import BigNumber from 'bignumber.js';
 import { EditCollateralAction } from '@reyaxyz/common';
+import {
+  EstimatedPriceParams,
+  EstimatedPriceResult,
+  TradeSimulationConvertValueEstimatedPriceParams,
+  TradeSimulationConvertValueResult,
+} from '../trade.simulation/types';
 
 export default class IsolatedOrderSimulationClient {
   private loadedData: TradeSimulationState | null = null;
@@ -189,6 +195,7 @@ export default class IsolatedOrderSimulationClient {
         min: xpEarnRangeMin,
         max: xpEarnRangeMax,
       },
+      maxSlippage: 1,
     } as SimulateIsolatedOrderEntity;
   }
 
@@ -217,6 +224,94 @@ export default class IsolatedOrderSimulationClient {
         .toNumber();
   }
 
+  convertValueEstimatedPrice(
+    params: TradeSimulationConvertValueEstimatedPriceParams,
+  ): TradeSimulationConvertValueResult {
+    if (!this.loadedData) {
+      throw new Error('Data not loaded. Call arm() first.');
+    }
+
+    const passivePoolExposure = new 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,
+    );
+
+    const slippage = passivePoolExposure.getSlippage(
+      BigNumber(params.amount).negated().toNumber(),
+      this.loadedData.marketConfiguration,
+      this.loadedData.marketStorage,
+    );
+    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ],
+      slippage,
+    );
+
+    if (!params.fromBase)
+      return BigNumber(params.amount).div(estimatedPrice).toNumber();
+    else return BigNumber(params.amount).times(estimatedPrice).toNumber();
+  }
+
+  estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {
+    if (!this.loadedData) {
+      throw new Error('Data not loaded. Call arm() first.');
+    }
+
+    const passivePoolExposure = new 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,
+    );
+    const slippage = passivePoolExposure.getSlippage(
+      BigNumber(params.amount).negated().toNumber(),
+      this.loadedData.marketConfiguration,
+      this.loadedData.marketStorage,
+    );
+
+    const price =
+      this.loadedData.exposureDataAccount.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ];
+
+    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ],
+      slippage,
+    );
+
+    return {
+      estimatedPrice,
+      markPrice: price,
+    };
+  }
+
   roundToBaseSpacing(amount: number, baseSpacing: number): number {
     const snappedAmount = BigNumber(amount)
       .abs()

package/src/clients/modules/isolated-order.simulation/types.ts

@@ -30,6 +30,7 @@ export type SimulateIsolatedOrderEntity = {
   snappedAmountInBase: number;
   requiredMargin: number;
   editCollateralActions: EditCollateralAction[];
+  maxSlippage: number;
   xpEarnRange?: {
     min: number;
     max: number;

package/src/clients/modules/trade.simulation/index.ts

@@ -200,6 +200,7 @@ export default class TradeSimulationClient {
         min: xpEarnRangeMin,
         max: xpEarnRangeMax,
       },
+      maxSlippage: 1,
     } as SimulateTradeEntity;
   }
 

package/src/clients/modules/trade.simulation/types.ts

@@ -46,6 +46,7 @@ export type SimulateTradeEntity = {
     min: number;
     max: number;
   };
+  maxSlippage: number;
 };
 
 export type TradeSimulationConvertValueResult = number;