@reyaxyz/api-sdk 0.108.2 → 0.109.0

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Files changed (18) hide show
  1. package/README.md +1 -1
  2. package/dist/clients/modules/isolated-order.simulation/index.js +13 -8
  3. package/dist/clients/modules/isolated-order.simulation/index.js.map +1 -1
  4. package/dist/clients/modules/isolated-order.simulation/types.js.map +1 -1
  5. package/dist/clients/modules/trade.simulation/index.js +10 -5
  6. package/dist/clients/modules/trade.simulation/index.js.map +1 -1
  7. package/dist/clients/modules/trade.simulation/types.js.map +1 -1
  8. package/dist/types/clients/modules/isolated-order.simulation/index.d.ts.map +1 -1
  9. package/dist/types/clients/modules/isolated-order.simulation/types.d.ts +1 -0
  10. package/dist/types/clients/modules/isolated-order.simulation/types.d.ts.map +1 -1
  11. package/dist/types/clients/modules/trade.simulation/index.d.ts.map +1 -1
  12. package/dist/types/clients/modules/trade.simulation/types.d.ts +1 -0
  13. package/dist/types/clients/modules/trade.simulation/types.d.ts.map +1 -1
  14. package/package.json +3 -3
  15. package/src/clients/modules/isolated-order.simulation/index.ts +17 -16
  16. package/src/clients/modules/isolated-order.simulation/types.ts +2 -1
  17. package/src/clients/modules/trade.simulation/index.ts +13 -14
  18. package/src/clients/modules/trade.simulation/types.ts +2 -1
package/README.md CHANGED
@@ -6,5 +6,5 @@
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  | Statements | Branches | Functions | Lines |
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  | --------------------------- | ----------------------- | ------------------------- | ----------------- |
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- | ![Statements](https://img.shields.io/badge/statements-1.75%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-8.03%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-0.65%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-1.76%25-red.svg?style=flat) |
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+ | ![Statements](https://img.shields.io/badge/statements-1.74%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-7.75%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-0.65%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-1.75%25-red.svg?style=flat) |
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package/dist/clients/modules/isolated-order.simulation/index.js CHANGED
@@ -83,20 +83,26 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
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  if (!this.loadedData) {
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  throw new Error('Data not loaded. Call arm() first.');
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  }
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- // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price
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- var amount = (0, bignumber_js_1.default)(params.amount)
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- .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
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- .toNumber();
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+ var amount;
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+ if (params.fromBase) {
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+ amount = params.amount;
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+ }
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+ else {
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+ amount = (0, bignumber_js_1.default)(params.amount)
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+ .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
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+ .toNumber();
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+ }
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  var userAccountExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataAccount);
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  var passivePoolExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataPassivePool);
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  var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
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  var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
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+ var amountSize = estimatedPrice * amount;
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  var fees = common_1.ExposureCommand.calculateFee(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount, this.loadedData.feeParameter);
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  /*
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  amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,
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  this value is equal to absolute size in rUSD terms / leverage
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  */
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- var requiredMargin = (0, bignumber_js_1.default)(params.amount)
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+ var requiredMargin = (0, bignumber_js_1.default)(amountSize)
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  .abs()
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  .div((0, bignumber_js_1.default)(params.isolatedPositionLeverage))
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  .toNumber();
@@ -105,7 +111,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
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  /*
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  * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade
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  * */
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- var isolatedLMR = this.calculateIsolatedLMR(params.amount);
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+ var isolatedLMR = this.calculateIsolatedLMR(amountSize);
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  /*
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  * margin balance of the destination account is the requiredMargin which is expected to be transferred
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  * to the destination account that performs the isolated trade
@@ -118,9 +124,8 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
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  var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfoSource);
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  var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio * 100);
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  var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
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- var spotPrice = this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
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  var snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
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- var snappedAmount = snappedAmountInBase * spotPrice;
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+ var snappedAmount = snappedAmountInBase * estimatedPrice;
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  var xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);
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  var xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);
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  return {
package/dist/clients/modules/isolated-order.simulation/index.js.map CHANGED
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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 private marketId: number | null = null;\n\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.marketId = params.marketId;\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 amountForSlippage = params.fromBase\n ? params.amount\n : BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amountForSlippage).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 updatePrice(price: number): void {\n if (!this.loadedData || !this.marketId) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n // update price\n const marketId = this.marketId;\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =\n price;\n this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;\n }\n}\n"]}
1
+ 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{\n SimulateIsolatedOrderEntity,\n IsolatedOrderSimulationConvertValueParams,\n IsolatedOrderSimulationConvertValueResult,\n IsolatedOrderSimulationLoadDataParams,\n IsolatedOrderSimulationSimulateParams,\n LeverageBoundsAndAvailableMarginResult,\n LeverageBoundsAndAvailableMarginParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n ExposureCommandState,\n RiskMatrix,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { EditCollateralAction } from '@reyaxyz/common';\nimport {\n EstimatedPriceParams,\n EstimatedPriceResult,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueResult,\n} from '../trade.simulation/types';\n\nexport default class IsolatedOrderSimulationClient {\n private loadedData: TradeSimulationState | null = null;\n private accountClient: AccountClient;\n private marketId: number | null = null;\n\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.marketId = params.marketId;\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 let amount;\n if (params.fromBase) {\n amount = params.amount;\n } else {\n amount = BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\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 amountSize = estimatedPrice * amount;\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(amountSize)\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(amountSize);\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 snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n const snappedAmount = snappedAmountInBase * estimatedPrice;\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 amountForSlippage = params.fromBase\n ? params.amount\n : BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amountForSlippage).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 updatePrice(price: number): void {\n if (!this.loadedData || !this.marketId) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n // update price\n const marketId = this.marketId;\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =\n price;\n this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;\n }\n}\n"]}
package/dist/clients/modules/isolated-order.simulation/types.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n MarginAccountEntity,\n MarketEntity,\n EditCollateralAction,\n} from '@reyaxyz/common';\n\nexport type IsolatedOrderSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type IsolatedOrderSimulationSimulateParams = {\n amount: number; // position size in rUSD terms, + for long | - for short\n isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n};\n\nexport type IsolatedOrderSimulationConvertValueParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type SimulateIsolatedOrderEntity = {\n liquidationPrice: number;\n fees: number;\n estimatedPrice: number;\n estimatedSlippage: number;\n marginRatio: MarginAccountEntity['marginRatioPercentage'];\n marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n snappedAmount: number;\n snappedAmountInBase: number;\n requiredMargin: number;\n editCollateralActions: EditCollateralAction[];\n 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"]}
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 / base terms, + for long | - for short\n isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n fromBase: boolean;\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 CHANGED
@@ -83,9 +83,15 @@ var TradeSimulationClient = /** @class */ (function () {
83
83
  if (!this.loadedData) {
84
84
  throw new Error('Data not loaded. Call arm() first.');
85
85
  }
86
- var amount = (0, bignumber_js_1.default)(params.amount)
87
- .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
88
- .toNumber();
86
+ var amount;
87
+ if (params.fromBase) {
88
+ amount = params.amount;
89
+ }
90
+ else {
91
+ amount = (0, bignumber_js_1.default)(params.amount)
92
+ .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
93
+ .toNumber();
94
+ }
89
95
  var userAccountExposure = new common_1.ExposureCommand(this.loadedData.exposureDataAccount.accountId, this.loadedData.exposureDataAccount.rootCollateralPoolId, this.loadedData.exposureDataAccount.oraclePricePerMarket, this.loadedData.exposureDataAccount.accountBalancePerAsset, this.loadedData.exposureDataAccount.groupedByCollateral, this.loadedData.exposureDataAccount.riskMultipliers, this.loadedData.exposureDataAccount.riskMatrices, this.loadedData.exposureDataAccount.exchangeInfoPerAsset, this.loadedData.exposureDataAccount.positionInfoMarketConfiguration, this.loadedData.exposureDataAccount.uniqueTokenAddresses, this.loadedData.exposureDataAccount.uniqueQuoteCollaterals, this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset, this.loadedData.exposureDataAccount.realizedPnLSum, this.loadedData.exposureDataAccount.unrealizedPnLSum, this.loadedData.exposureDataAccount.collateralAddressToExchangePrice);
90
96
  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);
91
97
  /*
@@ -116,9 +122,8 @@ var TradeSimulationClient = /** @class */ (function () {
116
122
  var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfo);
117
123
  var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio * 100);
118
124
  var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
119
- var spotPrice = this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
120
125
  var snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
121
- var snappedAmount = snappedAmountInBase * spotPrice;
126
+ var snappedAmount = snappedAmountInBase * estimatedPrice;
122
127
  var xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);
123
128
  var xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);
124
129
  return {
package/dist/clients/modules/trade.simulation/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAWA,0CAKyB;AACzB,8DAAqC;AAErC;IAKE,+BAAY,aAA4B;QAJhC,aAAQ,GAAkB,IAAI,CAAC;QAC/B,cAAS,GAAkB,IAAI,CAAC;QAChC,eAAU,GAAgC,IAAI,CAAC;QAGrD,oBAAoB;QACpB,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACrC,CAAC;IAED,qEAAqE;IAC/D,mCAAG,GAAT,UAAU,MAAqC;;;;;;wBAC7C,IAAI,CAAC,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC;wBAChC,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,eAAe,CAAC;wBAExC,KAAA,IAAI,CAAA;wBAAc,qBAAM,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,EAAA;;wBAA3E,GAAK,UAAU,GAAG,SAAyD,CAAC;;;;;KAC7E;IAEa,+CAAe,GAA7B,UACE,QAAgB,EAChB,SAAiB;;;gBAEjB,sBAAO,IAAI,CAAC,aAAa,CAAC,mCAAmC,CAAC;wBAC5D,eAAe,EAAE,SAAS;wBAC1B,QAAQ,EAAE,QAAQ;qBACnB,CAAC,EAAC;;;KACJ;IAED,+DAA+D;IAC/D,wCAAQ,GAAR,UAAS,MAAqC;QAA9C,iBA4JC;QA3JC,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAM,MAAM,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;aACpC,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;aACA,QAAQ,EAAE,CAAC;QAEd,IAAM,mBAAmB,GAAG,IAAI,wBAAe,CAC7C,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,EAC7C,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,sBAAsB,EAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,mBAAmB,EACvD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,eAAe,EACnD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,EAChD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,+BAA+B,EACnE,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,oBAAoB,EACxD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,sBAAsB,EAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,uBAAuB,EAC3D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,cAAc,EAClD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,gBAAgB,EACpD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,gCAAgC,CACrE,CAAC;QAEF,IAAM,mBAAmB,GAAG,IAAI,wBAAe,CAC7C,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,SAAS,EACjD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,sBAAsB,EAC9D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,mBAAmB,EAC3D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,eAAe,EACvD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,YAAY,EACpD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,+BAA+B,EACvE,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,EAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,sBAAsB,EAC9D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,uBAAuB,EAC/D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,cAAc,EACtD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,gBAAgB,EACxD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,gCAAgC,CACzE,CAAC;QAEF;;;UAGE;QAEF,IAAM,eAAe,GACnB,mBAAmB,CAAC,oBAAoB,CAAC,YAAY,CAAC;QAExD,IAAM,aAAa,GACjB,mBAAmB,CAAC,oBAAoB,CAAC,aAAa,CAAC;QAEzD,IAAM,QAAQ,GAAG,mBAAmB,CAAC,WAAW,CAC9C,IAAA,sBAAS,EAAC,MAAM,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE,EACtC,IAAI,CAAC,UAAU,CAAC,mBAAmB,EACnC,IAAI,CAAC,UAAU,CAAC,aAAa,CAC9B,CAAC;QACF,IAAM,cAAc,GAAG,wBAAe,CAAC,uBAAuB,CAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,QAAQ,CACT,CAAC;QACF,IAAM,IAAI,GAAG,wBAAe,CAAC,YAAY,CACvC,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,EACN,IAAI,CAAC,UAAU,CAAC,YAAY,CAC7B,CAAC;QAEI,IAAA,KACJ,mBAAmB,CAAC,6BAA6B,CAC/C,MAAM,EACN,IAAI,CAAC,UAAU,CAAC,aAAa,CAAC,gBAAgB,EAC9C,IAAI,CAAC,UAAU,CAAC,mBAAmB,EACnC,IAAI,CAAC,UAAU,CAAC,aAAa,CAAC,aAAa,CAC5C,EANwB,aAAa,uBAAA,EAAE,uBAAuB,6BAM9D,CAAC;QAEJ,IAAM,uBAAuB,GAAG,uBAAuB,CAAC,IAAI,CAC1D,UAAC,UAAsB;;YACrB,OAAO,CACL,UAAU,CAAC,YAAY;iBACvB,MAAA,MAAA,KAAI,CAAC,UAAU,0CAAE,aAAa,0CAAE,gBAAgB,CAAA,CACjD,CAAC;QACJ,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,uBAAuB,EAAE,CAAC;YAC7B,MAAM,IAAI,KAAK,CAAC,6BAA6B,CAAC,CAAC;QACjD,CAAC;QAED;;;aAGK;QAEL,IAAM,cAAc,GAClB,uBAAuB,CAAC,aAAa;YACrC,uBAAuB,CAAC,YAAY,CAAC;QAEvC,IAAM,gBAAgB,GAAG,wBAAe,CAAC,oBAAoB,CAC3D,aAAa,CAAC,aAAa,EAC3B,uBAAuB,CAAC,4BAA4B,EACpD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,CACP,CAAC;QAEF,IAAM,WAAW,GAAG,wBAAe,CAAC,cAAc,CAAC,aAAa,CAAC,CAAC;QAElE,IAAM,iBAAiB,GAAG,wBAAe,CAAC,oBAAoB,CAC5D,WAAW,GAAG,GAAG,CAClB,CAAC;QAEF,IAAM,WAAW,GAAG,IAAA,yBAAgB,EAClC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CACjD,CAAC,QAAQ,EAAE,CAAC;QAEb,IAAM,SAAS,GACb,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CAAC;QAEJ,IAAM,mBAAmB,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;QACzE,IAAM,aAAa,GAAG,mBAAmB,GAAG,SAAS,CAAC;QACtD,IAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,GAAG,GAAG,CAAC,CAAC;QACjE,IAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC;QAEzE,OAAO;YACL,cAAc,gBAAA;YACd,iBAAiB,EAAE,QAAQ,GAAG,GAAG;YACjC,IAAI,MAAA;YACJ,gBAAgB,EAAE,gBAAgB,CAAC,QAAQ,EAAE;YAC7C,WAAW,EAAE,WAAW,GAAG,GAAG;YAC9B,iBAAiB,mBAAA;YACjB,aAAa,eAAA;YACb,eAAe,iBAAA;YACf,cAAc,gBAAA;YACd,aAAa,eAAA;YACb,mBAAmB,qBAAA;YACnB,WAAW,EAAE;gBACX,GAAG,EAAE,cAAc;gBACnB,GAAG,EAAE,cAAc;aACpB;YACD,WAAW,EAAE,CAAC;SACQ,CAAC;IAC3B,CAAC;IAED,4CAAY,GAAZ,UACE,MAAyC;QAEzC,IAAI,CAAC,IAAI,CAAC,UAAU,E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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 amountForSlippage = params.fromBase\n ? params.amount\n : BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amountForSlippage).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 updatePrice(price: number): void {\n if (!this.loadedData || !this.marketId) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n // update price\n const marketId = this.marketId;\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =\n price;\n this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;\n }\n}\n"]}
1
+ 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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n SimulateTradeEntity,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n MarginInfo,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n private marketId: number | null = null;\n private accountId: number | null = null;\n private loadedData: TradeSimulationState | null = null;\n private accountClient: AccountClient;\n constructor(accountClient: AccountClient) {\n // Constructor added\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on marketId and accountId\n async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n this.marketId = params.marketId;\n this.accountId = params.marginAccountId;\n\n this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n }\n\n private async fetchMarketData(\n marketId: number,\n accountId: number,\n ): Promise<TradeSimulationState> {\n return this.accountClient.getTransactionSimulationInitialData({\n marginAccountId: accountId,\n marketId: marketId,\n });\n }\n\n // Synchronous method to simulate operations based on an amount\n simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n let amount;\n if (params.fromBase) {\n amount = params.amount;\n } else {\n 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 snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n const snappedAmount = snappedAmountInBase * estimatedPrice;\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 amountForSlippage = params.fromBase\n ? params.amount\n : BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amountForSlippage).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 updatePrice(price: number): void {\n if (!this.loadedData || !this.marketId) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n // update price\n const marketId = this.marketId;\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =\n price;\n this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;\n }\n}\n"]}
package/dist/clients/modules/trade.simulation/types.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n amount: number; // position size, + for long | - for short\n};\n\nexport type TradeSimulationConvertValueParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type EstimatedPriceParams = {\n amount: number; // amount in base\n};\n\nexport type EstimatedPriceResult = {\n estimatedPrice: number;\n markPrice: number;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceParams = {\n amount: number;\n fromBase: boolean;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceResult = number;\n\nexport type SimulateTradeEntity = {\n liquidationPrice: number;\n fees: number;\n estimatedPrice: number;\n estimatedSlippage: number;\n marginRatio: MarginAccountEntity['marginRatioPercentage'];\n marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n availableMargin: number;\n marginBalance: number;\n requiredMargin: number;\n snappedAmount: number;\n snappedAmountInBase: number;\n xpEarnRange?: {\n min: number;\n max: number;\n };\n maxSlippage: number;\n};\n\nexport type TradeSimulationConvertValueResult = number;\n"]}
1
+ {"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n marketId: MarketEntity['id'];\n marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n amount: number; // position size / base, + for long | - for short\n fromBase?: boolean;\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"]}
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package/dist/types/clients/modules/isolated-order.simulation/types.d.ts CHANGED
@@ -6,6 +6,7 @@ export type IsolatedOrderSimulationLoadDataParams = {
6
6
  export type IsolatedOrderSimulationSimulateParams = {
7
7
  amount: number;
8
8
  isolatedPositionLeverage: number;
9
+ fromBase: boolean;
9
10
  };
10
11
  export type IsolatedOrderSimulationConvertValueParams = {
11
12
  amount: number;
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package/dist/types/clients/modules/trade.simulation/types.d.ts CHANGED
@@ -5,6 +5,7 @@ export type TradeSimulationLoadDataParams = {
5
5
  };
6
6
  export type TradeSimulationSimulateParams = {
7
7
  amount: number;
8
+ fromBase?: boolean;
8
9
  };
9
10
  export type TradeSimulationConvertValueParams = {
10
11
  amount: number;
package/dist/types/clients/modules/trade.simulation/types.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAEpE,MAAM,MAAM,6BAA6B,GAAG;IAC1C,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,6BAA6B,GAAG;IAC1C,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,iCAAiC,GAAG;IAC9C,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,cAAc,EAAE,MAAM,CAAC;IACvB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+CAA+C,GAAG;IAC5D,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,+CAA+C,GAAG,MAAM,CAAC;AAErE,MAAM,MAAM,mBAAmB,GAAG;IAChC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,eAAe,EAAE,MAAM,CAAC;IACxB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,WAAW,CAAC,EAAE;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;KACb,CAAC;IACF,WAAW,EAAE,MAAM,CAAC;CACrB,CAAC;AAEF,MAAM,MAAM,iCAAiC,GAAG,MAAM,CAAC"}
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAEpE,MAAM,MAAM,6BAA6B,GAAG;IAC1C,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,6BAA6B,GAAG;IAC1C,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,CAAC,EAAE,OAAO,CAAC;CACpB,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 CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@reyaxyz/api-sdk",
3
- "version": "0.108.2",
3
+ "version": "0.109.0",
4
4
  "publishConfig": {
5
5
  "access": "public",
6
6
  "registry": "https://registry.npmjs.org"
@@ -33,14 +33,14 @@
33
33
  "generate:coverage-badges": "npx istanbul-badges-readme --silent"
34
34
  },
35
35
  "dependencies": {
36
- "@reyaxyz/common": "0.159.3",
36
+ "@reyaxyz/common": "0.160.0",
37
37
  "bignumber.js": "^9.1.2",
38
38
  "ethers": "6.9.0",
39
39
  "isomorphic-ws": "^5.0.0",
40
40
  "ws": "^8.16.0"
41
41
  },
42
42
  "packageManager": "pnpm@8.3.1",
43
- "gitHead": "d4b4e5846e0f9e21374840912546a043909a57b4",
43
+ "gitHead": "905bbf7cab1a576d8366c3e7d5ce183843213086",
44
44
  "devDependencies": {
45
45
  "@types/ws": "8.5.10"
46
46
  }
package/src/clients/modules/isolated-order.simulation/index.ts CHANGED
@@ -83,14 +83,18 @@ export default class IsolatedOrderSimulationClient {
83
83
  throw new Error('Data not loaded. Call arm() first.');
84
84
  }
85
85
 
86
- // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price
87
- const amount = BigNumber(params.amount)
88
- .div(
89
- this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
90
- this.loadedData.marketConfiguration.market_id
91
- ],
92
- )
93
- .toNumber();
86
+ let amount;
87
+ if (params.fromBase) {
88
+ amount = params.amount;
89
+ } else {
90
+ amount = BigNumber(params.amount)
91
+ .div(
92
+ this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
93
+ this.loadedData.marketConfiguration.market_id
94
+ ],
95
+ )
96
+ .toNumber();
97
+ }
94
98
 
95
99
  const userAccountExposure =
96
100
  IsolatedOrderSimulationClient.genExposureCommandObject(
@@ -114,6 +118,8 @@ export default class IsolatedOrderSimulationClient {
114
118
  slippage,
115
119
  );
116
120
 
121
+ const amountSize = estimatedPrice * amount;
122
+
117
123
  const fees = ExposureCommand.calculateFee(
118
124
  this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
119
125
  this.loadedData.marketConfiguration.market_id
@@ -127,7 +133,7 @@ export default class IsolatedOrderSimulationClient {
127
133
  this value is equal to absolute size in rUSD terms / leverage
128
134
  */
129
135
 
130
- const requiredMargin = BigNumber(params.amount)
136
+ const requiredMargin = BigNumber(amountSize)
131
137
  .abs()
132
138
  .div(BigNumber(params.isolatedPositionLeverage))
133
139
  .toNumber();
@@ -144,7 +150,7 @@ export default class IsolatedOrderSimulationClient {
144
150
  * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade
145
151
  * */
146
152
 
147
- const isolatedLMR = this.calculateIsolatedLMR(params.amount);
153
+ const isolatedLMR = this.calculateIsolatedLMR(amountSize);
148
154
 
149
155
  /*
150
156
  * margin balance of the destination account is the requiredMargin which is expected to be transferred
@@ -173,13 +179,8 @@ export default class IsolatedOrderSimulationClient {
173
179
  this.loadedData.marketConfiguration.base_spacing,
174
180
  ).toNumber();
175
181
 
176
- const spotPrice =
177
- this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
178
- this.loadedData.marketConfiguration.market_id
179
- ];
180
-
181
182
  const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
182
- const snappedAmount = snappedAmountInBase * spotPrice;
183
+ const snappedAmount = snappedAmountInBase * estimatedPrice;
183
184
  const xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);
184
185
  const xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);
185
186
 
package/src/clients/modules/isolated-order.simulation/types.ts CHANGED
@@ -10,8 +10,9 @@ export type IsolatedOrderSimulationLoadDataParams = {
10
10
  };
11
11
 
12
12
  export type IsolatedOrderSimulationSimulateParams = {
13
- amount: number; // position size in rUSD terms, + for long | - for short
13
+ amount: number; // position size in rUSD / base terms, + for long | - for short
14
14
  isolatedPositionLeverage: number; // leverage chosen for isolated position trade
15
+ fromBase: boolean;
15
16
  };
16
17
 
17
18
  export type IsolatedOrderSimulationConvertValueParams = {
package/src/clients/modules/trade.simulation/index.ts CHANGED
@@ -51,14 +51,18 @@ export default class TradeSimulationClient {
51
51
  throw new Error('Data not loaded. Call arm() first.');
52
52
  }
53
53
 
54
- const amount = BigNumber(params.amount)
55
- .div(
56
- this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
57
- this.loadedData.marketConfiguration.market_id
58
- ],
59
- )
60
- .toNumber();
61
-
54
+ let amount;
55
+ if (params.fromBase) {
56
+ amount = params.amount;
57
+ } else {
58
+ amount = BigNumber(params.amount)
59
+ .div(
60
+ this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
61
+ this.loadedData.marketConfiguration.market_id
62
+ ],
63
+ )
64
+ .toNumber();
65
+ }
62
66
  const userAccountExposure = new ExposureCommand(
63
67
  this.loadedData.exposureDataAccount.accountId,
64
68
  this.loadedData.exposureDataAccount.rootCollateralPoolId,
@@ -174,13 +178,8 @@ export default class TradeSimulationClient {
174
178
  this.loadedData.marketConfiguration.base_spacing,
175
179
  ).toNumber();
176
180
 
177
- const spotPrice =
178
- this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
179
- this.loadedData.marketConfiguration.market_id
180
- ];
181
-
182
181
  const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
183
- const snappedAmount = snappedAmountInBase * spotPrice;
182
+ const snappedAmount = snappedAmountInBase * estimatedPrice;
184
183
  const xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / 200);
185
184
  const xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / 200);
186
185
 
package/src/clients/modules/trade.simulation/types.ts CHANGED
@@ -6,7 +6,8 @@ export type TradeSimulationLoadDataParams = {
6
6
  };
7
7
 
8
8
  export type TradeSimulationSimulateParams = {
9
- amount: number; // position size, + for long | - for short
9
+ amount: number; // position size / base, + for long | - for short
10
+ fromBase?: boolean;
10
11
  };
11
12
 
12
13
  export type TradeSimulationConvertValueParams = {