@reyaxyz/api-sdk 0.103.4 → 0.104.1

package/dist/clients/modules/conditional-orders/index.js

@@ -61,6 +61,23 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
         _this.reyaChainId = reyaChainId;
         return _this;
     }
+    ConditionalOrdersClient.prototype.alreadyGaveTradePermissions = function (params) {
+        return __awaiter(this, void 0, void 0, function () {
+            var uri, response;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        uri = "/api/conditional-orders/gave-trade-permission/".concat(params.accountId);
+                        return [4 /*yield*/, this.get(uri)];
+                    case 1:
+                        response = _a.sent();
+                        return [2 /*return*/, {
+                                permissionGiven: response,
+                            }];
+                }
+            });
+        });
+    };
     ConditionalOrdersClient.prototype.getPendingSLOrder = function (params) {
         return __awaiter(this, void 0, void 0, function () {
             var uri, response;
@@ -100,44 +117,32 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
     };
     ConditionalOrdersClient.prototype.registerSLOrder = function (params) {
         return __awaiter(this, void 0, void 0, function () {
-            var position, positionBase, orderPriceLimit, inputs, creationTimestampMs, nonce, deadline, signature, uri, _a, _b;
+            var inputs, uri, _a, _b;
             var _c;
             return __generator(this, function (_d) {
                 switch (_d.label) {
-                    case 0: return [4 /*yield*/, this.getPosition(params.marginAccountId, params.market.id)];
+                    case 0: return [4 /*yield*/, this.parseSlOrderInputs(params.signer, params.marginAccountId, params.marketId, params.stopLossPrice, params.supportingParams.exchangeId, params.supportingParams.counterpartyAccountIds)];
                     case 1:
-                        position = _d.sent();
-                        positionBase = position.base;
-                        if (positionBase === 0) {
-                            throw new Error('Position with no exposure');
-                        }
-                        orderPriceLimit = Number((0, common_1.calculateMaxPriceLimit)(positionBase < 0));
-                        inputs = ethers_1.AbiCoder.defaultAbiCoder().encode(['uint256', 'uint256'], [(0, common_1.scale)(18)(params.stopLossPrice), orderPriceLimit]);
-                        creationTimestampMs = Date.now();
-                        nonce = this.createNonce(params.marginAccountId, params.market.id, creationTimestampMs);
-                        deadline = Math.pow(10, 18);
-                        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)];
-                    case 2:
-                        signature = _d.sent();
+                        inputs = _d.sent();
                         uri = "/api/conditional-orders/sl/create-order";
                         _a = this.post;
                         _b = [uri,
                             {}];
                         _c = {
                             accountId: params.marginAccountId,
-                            marketId: params.market.id,
-                            isLong: positionBase > 0,
+                            marketId: params.marketId,
+                            isLong: inputs.positionBase > 0,
                             stopPrice: params.stopLossPrice
                         };
                         return [4 /*yield*/, params.signer.getAddress()];
-                    case 3: return [2 /*return*/, _a.apply(this, _b.concat([(_c.signerWallet = _d.sent(),
-                                _c.nonce = nonce,
-                                _c.signature = signature,
-                                _c.deadline = deadline,
-                                _c.orderPriceLimit = orderPriceLimit,
-                                _c.exchangeId = params.market.exchangeId,
-                                _c.poolId = params.market.counterpartyAccountIds[0],
-                                _c.timestampMs = creationTimestampMs,
+                    case 2: return [2 /*return*/, _a.apply(this, _b.concat([(_c.signerWallet = _d.sent(),
+                                _c.nonce = inputs.nonce.toString(),
+                                _c.signature = inputs.signature,
+                                _c.deadline = inputs.deadline,
+                                _c.orderPriceLimit = inputs.orderPriceLimit,
+                                _c.exchangeId = params.supportingParams.exchangeId,
+                                _c.poolId = params.supportingParams.counterpartyAccountIds[0],
+                                _c.timestampMs = inputs.creationTimestampMs,
                                 _c)]))];
                 }
             });
@@ -145,10 +150,33 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
     };
     ConditionalOrdersClient.prototype.updateSLOrder = function (params) {
         return __awaiter(this, void 0, void 0, function () {
-            return __generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0: return [4 /*yield*/, this.registerSLOrder(params)];
-                    case 1: return [2 /*return*/, _a.sent()];
+            var inputs, uri, _a, _b;
+            var _c;
+            return __generator(this, function (_d) {
+                switch (_d.label) {
+                    case 0: return [4 /*yield*/, this.parseSlOrderInputs(params.signer, params.marginAccountId, params.marketId, params.stopLossPrice, params.supportingParams.exchangeId, params.supportingParams.counterpartyAccountIds)];
+                    case 1:
+                        inputs = _d.sent();
+                        uri = "/api/conditional-orders/sl/update-order";
+                        _a = this.post;
+                        _b = [uri,
+                            {}];
+                        _c = {
+                            accountId: params.marginAccountId,
+                            marketId: params.marketId,
+                            isLong: inputs.positionBase > 0,
+                            stopPrice: params.stopLossPrice
+                        };
+                        return [4 /*yield*/, params.signer.getAddress()];
+                    case 2: return [2 /*return*/, _a.apply(this, _b.concat([(_c.signerWallet = _d.sent(),
+                                _c.nonce = inputs.nonce.toString(),
+                                _c.signature = inputs.signature,
+                                _c.deadline = inputs.deadline,
+                                _c.orderPriceLimit = inputs.orderPriceLimit,
+                                _c.exchangeId = params.supportingParams.exchangeId,
+                                _c.poolId = params.supportingParams.counterpartyAccountIds[0],
+                                _c.timestampMs = inputs.creationTimestampMs,
+                                _c)]))];
                 }
             });
         });
@@ -173,7 +201,39 @@ var ConditionalOrdersClient = /** @class */ (function (_super) {
         var hashUint256 = (BigInt(accountId) << BigInt(98)) |
             (BigInt(timestampMs) << BigInt(32)) |
             BigInt(marketId);
-        return hashUint256.toString();
+        return hashUint256;
+    };
+    ConditionalOrdersClient.prototype.parseSlOrderInputs = function (signer, accountId, marketId, stopLossPrice, exchangeId, counterpartyAccountIds) {
+        return __awaiter(this, void 0, void 0, function () {
+            var position, positionBase, orderPriceLimit, inputs, creationTimestampMs, nonce, deadline, signature;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0: return [4 /*yield*/, this.getPosition(accountId, marketId)];
+                    case 1:
+                        position = _a.sent();
+                        positionBase = position.base;
+                        if (positionBase === 0) {
+                            throw new Error('Position with no exposure');
+                        }
+                        orderPriceLimit = Number((0, common_1.calculateMaxPriceLimit)(positionBase < 0));
+                        inputs = ethers_1.AbiCoder.defaultAbiCoder().encode(['uint256', 'uint256'], [(0, common_1.scale)(18)(stopLossPrice), orderPriceLimit]);
+                        creationTimestampMs = Date.now();
+                        nonce = this.createNonce(accountId, marketId, creationTimestampMs);
+                        deadline = Math.pow(10, 18);
+                        return [4 /*yield*/, (0, common_1.signConditionalOrder)(signer, this.reyaChainId, accountId, marketId, exchangeId, counterpartyAccountIds, types_1.ConditionalOrderType.StopLoss, inputs, nonce, deadline)];
+                    case 2:
+                        signature = _a.sent();
+                        return [2 /*return*/, {
+                                signature: signature,
+                                positionBase: positionBase,
+                                orderPriceLimit: orderPriceLimit,
+                                nonce: nonce,
+                                deadline: deadline,
+                                creationTimestampMs: creationTimestampMs,
+                            }];
+                }
+            });
+        });
     };
     return ConditionalOrdersClient;
 }(common_1.RestClient));

package/dist/clients/modules/conditional-orders/index.js.map

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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}/${marketId}`;\n    return this.get<PositionEntity>(uri);\n  }\n\n  private createNonce(\n    accountId: number,\n    marketId: number,\n    timestampMs: number,\n  ): string {\n    // Validate the input ranges\n    if (marketId < 0 || marketId >= 2 ** 32)\n      throw new Error('marketId is out of range');\n    if (accountId < BigInt(0) || accountId >= 2 ** 128)\n      throw new Error('accountId is out of range');\n    if (timestampMs < 0 || timestampMs >= 2 ** 64)\n      throw new Error('timestamp is out of range');\n\n    const hashUint256 =\n      (BigInt(accountId) << BigInt(98)) |\n      (BigInt(timestampMs) << BigInt(32)) |\n      BigInt(marketId);\n\n    return hashUint256.toString();\n  }\n}\n"]}
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{\n  calculateMaxPriceLimit,\n  PositionEntity,\n  RestClient,\n  ReyaChainId,\n  signConditionalOrder,\n  signCancelConditionalOrder,\n  StopLossOrder,\n  StopLossOrderStatus,\n  scale,\n} from '@reyaxyz/common';\nimport { AbiCoder } from 'ethers';\nimport { Signer, JsonRpcSigner } from 'ethers';\nimport {\n  AlreadyGaveTradePermissionParams,\n  AlreadyGaveTradePermissionResult,\n  CancelSLOrderParams,\n  CancelSLOrderResult,\n  ConditionalOrderType,\n  GetPendingSLOrderParams,\n  GetPendingSLOrderResult,\n  RegisterSLOrderParams,\n  RegisterSLOrderResult,\n  UpdateSLOrderParams,\n  UpdateSLOrderResult,\n} from './types';\n\nexport default class ConditionalOrdersClient extends RestClient {\n  private reyaChainId: ReyaChainId;\n\n  constructor(reyaChainId: ReyaChainId, host: string) {\n    super(host);\n    this.reyaChainId = reyaChainId;\n  }\n\n  async alreadyGaveTradePermissions(\n    params: AlreadyGaveTradePermissionParams,\n  ): Promise<AlreadyGaveTradePermissionResult> {\n    const uri = `/api/conditional-orders/gave-trade-permission/${params.accountId}`;\n    const response = await this.get<boolean>(uri);\n\n    return {\n      permissionGiven: response,\n    };\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 inputs = await this.parseSlOrderInputs(\n      params.signer,\n      params.marginAccountId,\n      params.marketId,\n      params.stopLossPrice,\n      params.supportingParams.exchangeId,\n      params.supportingParams.counterpartyAccountIds,\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.marketId,\n        isLong: inputs.positionBase > 0,\n        stopPrice: params.stopLossPrice,\n        signerWallet: await params.signer.getAddress(),\n        nonce: inputs.nonce.toString(),\n        signature: inputs.signature,\n        deadline: inputs.deadline,\n        orderPriceLimit: inputs.orderPriceLimit,\n        exchangeId: params.supportingParams.exchangeId,\n        poolId: params.supportingParams.counterpartyAccountIds[0],\n        timestampMs: inputs.creationTimestampMs,\n      },\n    );\n  }\n\n  async updateSLOrder(\n    params: UpdateSLOrderParams,\n  ): Promise<UpdateSLOrderResult> {\n    const inputs = await this.parseSlOrderInputs(\n      params.signer,\n      params.marginAccountId,\n      params.marketId,\n      params.stopLossPrice,\n      params.supportingParams.exchangeId,\n      params.supportingParams.counterpartyAccountIds,\n    );\n\n    // create new entry\n    const uri = `/api/conditional-orders/sl/update-order`;\n    return this.post<StopLossOrder>(\n      uri,\n      {},\n      {\n        accountId: params.marginAccountId,\n        marketId: params.marketId,\n        isLong: inputs.positionBase > 0,\n        stopPrice: params.stopLossPrice,\n        signerWallet: await params.signer.getAddress(),\n        nonce: inputs.nonce.toString(),\n        signature: inputs.signature,\n        deadline: inputs.deadline,\n        orderPriceLimit: inputs.orderPriceLimit,\n        exchangeId: params.supportingParams.exchangeId,\n        poolId: params.supportingParams.counterpartyAccountIds[0],\n        timestampMs: inputs.creationTimestampMs,\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  private createNonce(\n    accountId: number,\n    marketId: number,\n    timestampMs: number,\n  ): bigint {\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;\n  }\n\n  private async parseSlOrderInputs(\n    signer: Signer | JsonRpcSigner,\n    accountId: number,\n    marketId: number,\n    stopLossPrice: number,\n    exchangeId: number,\n    counterpartyAccountIds: number[],\n  ): Promise<{\n    signature: string;\n    positionBase: number;\n    orderPriceLimit: number;\n    nonce: bigint;\n    deadline: number;\n    creationTimestampMs: number;\n  }> {\n    const position = await this.getPosition(accountId, marketId);\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)(stopLossPrice), orderPriceLimit],\n    );\n    const creationTimestampMs = Date.now();\n    const nonce = this.createNonce(accountId, marketId, creationTimestampMs);\n    const deadline = 10 ** 18; // very big number for timestamp in seconds - infinite deadline\n\n    const signature = await signConditionalOrder(\n      signer,\n      this.reyaChainId,\n      accountId,\n      marketId,\n      exchangeId,\n      counterpartyAccountIds,\n      ConditionalOrderType.StopLoss,\n      inputs,\n      nonce,\n      deadline,\n    );\n\n    return {\n      signature,\n      positionBase,\n      orderPriceLimit,\n      nonce,\n      deadline,\n      creationTimestampMs,\n    };\n  }\n}\n"]}

package/dist/clients/modules/conditional-orders/types.js.map

@@ -1 +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"]}
+{"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: string;\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: bigint;\n};\n\nexport type OrderSupportingParams = {\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  marketId: number;\n  supportingParams: OrderSupportingParams;\n};\n\nexport type UpdateSLOrderParams = {\n  signer: Signer | JsonRpcSigner;\n  marginAccountId: MarginAccountEntity['id'];\n  stopLossPrice: number;\n  marketId: number;\n  supportingParams: OrderSupportingParams;\n};\n\nexport type RegisterSLOrderResult = StopLossOrder;\nexport type UpdateSLOrderResult = StopLossOrder;\n\nexport type AlreadyGaveTradePermissionParams = {\n  accountId: number;\n};\n\nexport type AlreadyGaveTradePermissionResult = {\n  permissionGiven: boolean;\n};\n"]}

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/conditional-orders/index.d.ts

@@ -1,13 +1,15 @@
 import { RestClient, ReyaChainId } from '@reyaxyz/common';
-import { CancelSLOrderParams, CancelSLOrderResult, GetPendingSLOrderParams, GetPendingSLOrderResult, RegisterSLOrderParams, RegisterSLOrderResult, UpdateSLOrderParams, UpdateSLOrderResult } from './types';
+import { AlreadyGaveTradePermissionParams, AlreadyGaveTradePermissionResult, CancelSLOrderParams, CancelSLOrderResult, GetPendingSLOrderParams, GetPendingSLOrderResult, RegisterSLOrderParams, RegisterSLOrderResult, UpdateSLOrderParams, UpdateSLOrderResult } from './types';
 export default class ConditionalOrdersClient extends RestClient {
     private reyaChainId;
     constructor(reyaChainId: ReyaChainId, host: string);
+    alreadyGaveTradePermissions(params: AlreadyGaveTradePermissionParams): Promise<AlreadyGaveTradePermissionResult>;
     getPendingSLOrder(params: GetPendingSLOrderParams): Promise<GetPendingSLOrderResult>;
     cancelSLOrder(params: CancelSLOrderParams): Promise<CancelSLOrderResult>;
     registerSLOrder(params: RegisterSLOrderParams): Promise<RegisterSLOrderResult>;
     updateSLOrder(params: UpdateSLOrderParams): Promise<UpdateSLOrderResult>;
     private getPosition;
     private createNonce;
+    private parseSlOrderInputs;
 }
 //# sourceMappingURL=index.d.ts.map

package/dist/types/clients/modules/conditional-orders/index.d.ts.map

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package/dist/types/clients/modules/conditional-orders/types.d.ts

@@ -3,7 +3,7 @@ import { Signer, JsonRpcSigner } from 'ethers';
 import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
 export type CancelSLOrderParams = {
     signer: Signer | JsonRpcSigner;
-    orderId: number;
+    orderId: string;
 };
 export type CancelSLOrderResult = StopLossOrder;
 export type GetPendingSLOrderParams = {
@@ -22,10 +22,9 @@ export type ConditionalOrderDetails = {
     orderType: number;
     inputs: string;
     signer: string;
-    nonce: string;
+    nonce: bigint;
 };
-export type MarketParams = {
-    id: MarketEntity['id'];
+export type OrderSupportingParams = {
     exchangeId: MarketEntity['orderInfo']['exchangeId'];
     counterpartyAccountIds: MarketEntity['orderInfo']['counterpartyAccountIds'];
     currentPrice: number;
@@ -34,15 +33,22 @@ export type RegisterSLOrderParams = {
     signer: Signer | JsonRpcSigner;
     marginAccountId: MarginAccountEntity['id'];
     stopLossPrice: number;
-    market: MarketParams;
+    marketId: number;
+    supportingParams: OrderSupportingParams;
 };
 export type UpdateSLOrderParams = {
     signer: Signer | JsonRpcSigner;
-    orderId: number;
     marginAccountId: MarginAccountEntity['id'];
     stopLossPrice: number;
-    market: MarketParams;
+    marketId: number;
+    supportingParams: OrderSupportingParams;
 };
 export type RegisterSLOrderResult = StopLossOrder;
 export type UpdateSLOrderResult = StopLossOrder;
+export type AlreadyGaveTradePermissionParams = {
+    accountId: number;
+};
+export type AlreadyGaveTradePermissionResult = {
+    permissionGiven: boolean;
+};
 //# sourceMappingURL=types.d.ts.map

package/dist/types/clients/modules/conditional-orders/types.d.ts.map

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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

@@ -1 +1 @@
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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

@@ -1 +1 @@
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+{"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"}

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

@@ -1 +1 @@
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+{"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"}

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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+{"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"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.103.4",
+  "version": "0.104.1",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -33,14 +33,14 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "dependencies": {
-    "@reyaxyz/common": "0.155.3",
+    "@reyaxyz/common": "0.155.4",
     "bignumber.js": "^9.1.2",
     "ethers": "6.9.0",
     "isomorphic-ws": "^5.0.0",
     "ws": "^8.16.0"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "d588a7b45d04c349ac09d10aff233fbc15c0833e",
+  "gitHead": "4e75716af3de0ca01c4619535861e7353e783a73",
   "devDependencies": {
     "@types/ws": "8.5.10"
   }

package/src/clients/modules/conditional-orders/index.ts

@@ -10,7 +10,10 @@ import {
   scale,
 } from '@reyaxyz/common';
 import { AbiCoder } from 'ethers';
+import { Signer, JsonRpcSigner } from 'ethers';
 import {
+  AlreadyGaveTradePermissionParams,
+  AlreadyGaveTradePermissionResult,
   CancelSLOrderParams,
   CancelSLOrderResult,
   ConditionalOrderType,
@@ -30,6 +33,17 @@ export default class ConditionalOrdersClient extends RestClient {
     this.reyaChainId = reyaChainId;
   }
 
+  async alreadyGaveTradePermissions(
+    params: AlreadyGaveTradePermissionParams,
+  ): Promise<AlreadyGaveTradePermissionResult> {
+    const uri = `/api/conditional-orders/gave-trade-permission/${params.accountId}`;
+    const response = await this.get<boolean>(uri);
+
+    return {
+      permissionGiven: response,
+    };
+  }
+
   async getPendingSLOrder(
     params: GetPendingSLOrderParams,
   ): Promise<GetPendingSLOrderResult> {
@@ -67,41 +81,13 @@ export default class ConditionalOrdersClient extends RestClient {
   async registerSLOrder(
     params: RegisterSLOrderParams,
   ): Promise<RegisterSLOrderResult> {
-    const position = await this.getPosition(
-      params.marginAccountId,
-      params.market.id,
-    );
-    const positionBase = position.base;
-
-    if (positionBase === 0) {
-      throw new Error('Position with no exposure');
-    }
-
-    const orderPriceLimit = Number(calculateMaxPriceLimit(positionBase < 0));
-
-    const inputs = AbiCoder.defaultAbiCoder().encode(
-      ['uint256', 'uint256'],
-      [scale(18)(params.stopLossPrice), orderPriceLimit],
-    );
-    const creationTimestampMs = Date.now();
-    const nonce = this.createNonce(
-      params.marginAccountId,
-      params.market.id,
-      creationTimestampMs,
-    );
-    const deadline = 10 ** 18; // very big number for timestamp in seconds - infinite deadline
-
-    const signature = await signConditionalOrder(
+    const inputs = await this.parseSlOrderInputs(
       params.signer,
-      this.reyaChainId,
       params.marginAccountId,
-      params.market.id,
-      params.market.exchangeId,
-      params.market.counterpartyAccountIds,
-      ConditionalOrderType.StopLoss,
-      inputs,
-      nonce,
-      deadline,
+      params.marketId,
+      params.stopLossPrice,
+      params.supportingParams.exchangeId,
+      params.supportingParams.counterpartyAccountIds,
     );
 
     // create new entry
@@ -111,17 +97,17 @@ export default class ConditionalOrdersClient extends RestClient {
       {},
       {
         accountId: params.marginAccountId,
-        marketId: params.market.id,
-        isLong: positionBase > 0,
+        marketId: params.marketId,
+        isLong: inputs.positionBase > 0,
         stopPrice: params.stopLossPrice,
         signerWallet: await params.signer.getAddress(),
-        nonce: nonce,
-        signature: signature,
-        deadline: deadline,
-        orderPriceLimit: orderPriceLimit,
-        exchangeId: params.market.exchangeId,
-        poolId: params.market.counterpartyAccountIds[0],
-        timestampMs: creationTimestampMs,
+        nonce: inputs.nonce.toString(),
+        signature: inputs.signature,
+        deadline: inputs.deadline,
+        orderPriceLimit: inputs.orderPriceLimit,
+        exchangeId: params.supportingParams.exchangeId,
+        poolId: params.supportingParams.counterpartyAccountIds[0],
+        timestampMs: inputs.creationTimestampMs,
       },
     );
   }
@@ -129,7 +115,35 @@ export default class ConditionalOrdersClient extends RestClient {
   async updateSLOrder(
     params: UpdateSLOrderParams,
   ): Promise<UpdateSLOrderResult> {
-    return await this.registerSLOrder(params as RegisterSLOrderParams);
+    const inputs = await this.parseSlOrderInputs(
+      params.signer,
+      params.marginAccountId,
+      params.marketId,
+      params.stopLossPrice,
+      params.supportingParams.exchangeId,
+      params.supportingParams.counterpartyAccountIds,
+    );
+
+    // create new entry
+    const uri = `/api/conditional-orders/sl/update-order`;
+    return this.post<StopLossOrder>(
+      uri,
+      {},
+      {
+        accountId: params.marginAccountId,
+        marketId: params.marketId,
+        isLong: inputs.positionBase > 0,
+        stopPrice: params.stopLossPrice,
+        signerWallet: await params.signer.getAddress(),
+        nonce: inputs.nonce.toString(),
+        signature: inputs.signature,
+        deadline: inputs.deadline,
+        orderPriceLimit: inputs.orderPriceLimit,
+        exchangeId: params.supportingParams.exchangeId,
+        poolId: params.supportingParams.counterpartyAccountIds[0],
+        timestampMs: inputs.creationTimestampMs,
+      },
+    );
   }
 
   private async getPosition(
@@ -144,7 +158,7 @@ export default class ConditionalOrdersClient extends RestClient {
     accountId: number,
     marketId: number,
     timestampMs: number,
-  ): string {
+  ): bigint {
     // Validate the input ranges
     if (marketId < 0 || marketId >= 2 ** 32)
       throw new Error('marketId is out of range');
@@ -158,6 +172,61 @@ export default class ConditionalOrdersClient extends RestClient {
       (BigInt(timestampMs) << BigInt(32)) |
       BigInt(marketId);
 
-    return hashUint256.toString();
+    return hashUint256;
+  }
+
+  private async parseSlOrderInputs(
+    signer: Signer | JsonRpcSigner,
+    accountId: number,
+    marketId: number,
+    stopLossPrice: number,
+    exchangeId: number,
+    counterpartyAccountIds: number[],
+  ): Promise<{
+    signature: string;
+    positionBase: number;
+    orderPriceLimit: number;
+    nonce: bigint;
+    deadline: number;
+    creationTimestampMs: number;
+  }> {
+    const position = await this.getPosition(accountId, marketId);
+    const positionBase = position.base;
+
+    if (positionBase === 0) {
+      throw new Error('Position with no exposure');
+    }
+
+    const orderPriceLimit = Number(calculateMaxPriceLimit(positionBase < 0));
+
+    const inputs = AbiCoder.defaultAbiCoder().encode(
+      ['uint256', 'uint256'],
+      [scale(18)(stopLossPrice), orderPriceLimit],
+    );
+    const creationTimestampMs = Date.now();
+    const nonce = this.createNonce(accountId, marketId, creationTimestampMs);
+    const deadline = 10 ** 18; // very big number for timestamp in seconds - infinite deadline
+
+    const signature = await signConditionalOrder(
+      signer,
+      this.reyaChainId,
+      accountId,
+      marketId,
+      exchangeId,
+      counterpartyAccountIds,
+      ConditionalOrderType.StopLoss,
+      inputs,
+      nonce,
+      deadline,
+    );
+
+    return {
+      signature,
+      positionBase,
+      orderPriceLimit,
+      nonce,
+      deadline,
+      creationTimestampMs,
+    };
   }
 }

package/src/clients/modules/conditional-orders/types.ts

@@ -4,7 +4,7 @@ import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
 
 export type CancelSLOrderParams = {
   signer: Signer | JsonRpcSigner;
-  orderId: number;
+  orderId: string;
 };
 
 export type CancelSLOrderResult = StopLossOrder;
@@ -28,11 +28,10 @@ export type ConditionalOrderDetails = {
   orderType: number;
   inputs: string;
   signer: string;
-  nonce: string;
+  nonce: bigint;
 };
 
-export type MarketParams = {
-  id: MarketEntity['id'];
+export type OrderSupportingParams = {
   exchangeId: MarketEntity['orderInfo']['exchangeId'];
   counterpartyAccountIds: MarketEntity['orderInfo']['counterpartyAccountIds'];
   currentPrice: number;
@@ -42,16 +41,25 @@ export type RegisterSLOrderParams = {
   signer: Signer | JsonRpcSigner;
   marginAccountId: MarginAccountEntity['id'];
   stopLossPrice: number;
-  market: MarketParams;
+  marketId: number;
+  supportingParams: OrderSupportingParams;
 };
 
 export type UpdateSLOrderParams = {
   signer: Signer | JsonRpcSigner;
-  orderId: number;
   marginAccountId: MarginAccountEntity['id'];
   stopLossPrice: number;
-  market: MarketParams;
+  marketId: number;
+  supportingParams: OrderSupportingParams;
 };
 
 export type RegisterSLOrderResult = StopLossOrder;
 export type UpdateSLOrderResult = StopLossOrder;
+
+export type AlreadyGaveTradePermissionParams = {
+  accountId: number;
+};
+
+export type AlreadyGaveTradePermissionResult = {
+  permissionGiven: boolean;
+};

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;