npm - @reyaxyz/api-sdk - Versions diffs - 0.111.19 → 0.111.21 - Mend

@reyaxyz/api-sdk 0.111.19 → 0.111.21

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (13) hide show

package/dist/clients/modules/edit-collateral.simulation/index.js CHANGED Viewed

@@ -70,7 +70,7 @@ var EditCollateralSimulationClient = /** @class */ (function () {
         if (!this.loadedData) {
             throw new Error('Data not loaded. Call arm() first.');
         }
-        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);
+        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.mtmRpnlSum, this.loadedData.exposureDataAccount.collateralAddressToExchangePrice);
         var tokenInfo = (0, common_1.getTokenInfoByAddress)(params.tokenAddress);
         if (tokenInfo.isRUSDUnderlying) {
             tokenInfo = (0, common_1.getTokenInfoByName)('RUSD', this.reyaChainId);

package/dist/clients/modules/edit-collateral.simulation/index.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/edit-collateral.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAMA,0CAMyB;AACzB;IAKE,wCAAY,WAAwB,EAAE,aAA4B;QAH1D,cAAS,GAAkB,IAAI,CAAC;QAChC,eAAU,GAAyC,IAAI,CAAC;QAG9D,oBAAoB;QACpB,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACrC,CAAC;IAED,wDAAwD;IAClD,4CAAG,GAAT,UAAU,MAA8C;;;;;;wBACtD,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,eAAe,CAAC;wBAExC,KAAA,IAAI,CAAA;wBACF,qBAAM,IAAI,CAAC,aAAa,CAAC,sCAAsC,CAAC;gCAC9D,eAAe,EAAE,IAAI,CAAC,SAAS;6BAChC,CAAC,EAAA;;wBAHJ,GAAK,UAAU;4BACb,SAEE,CAAC;;;;;KACN;IAED,+DAA+D;IAC/D,iDAAQ,GAAR,UACE,MAA8C;QAE9C,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,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,IAAI,SAAS,GAAG,IAAA,8BAAqB,EAAC,MAAM,CAAC,YAAY,CAAC,CAAC;QAC3D,IAAI,SAAS,CAAC,gBAAgB,EAAE,CAAC;YAC/B,SAAS,GAAG,IAAA,2BAAkB,EAAC,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAC3D,CAAC;aAAM,CAAC;YACN,SAAS,GAAG,IAAA,2BAAkB,EAAC,SAAS,CAAC,IAAI,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QACnE,CAAC;QAED,IAAM,aAAa,GACjB,mBAAmB,CAAC,sCAAsC,CACxD,MAAM,CAAC,YAAY,EACnB,SAAS,CAAC,OAAO,CAClB,CAAC;QAEJ,IAAM,WAAW,GAAG,wBAAe,CAAC,cAAc,CAAC,aAAa,CAAC,CAAC;QAElE,IAAM,iBAAiB,GAAG,wBAAe,CAAC,oBAAoB,CAC5D,WAAW,GAAG,GAAG,CAClB,CAAC;QAEF,OAAO;YACL,WAAW,EAAE,WAAW,GAAG,GAAG;YAC9B,iBAAiB,EAAE,iBAAiB;SACL,CAAC;IACpC,CAAC;IACH,qCAAC;AAAD,CAAC,~~AAvED~~,~~IAuEC~~","sourcesContent":["import {\n EditCollateralSimulationLoadDataParams,\n EditCollateralSimulationSimulateParams,\n SimulateEditCollateralEntity,\n} from './types';\nimport AccountClient from '../account';\nimport {\n EditCollateralSimulationState,\n ExposureCommand,\n ReyaChainId,\n getTokenInfoByAddress,\n getTokenInfoByName,\n} from '@reyaxyz/common';\nexport default class EditCollateralSimulationClient {\n private reyaChainId: ReyaChainId;\n private accountId: number \| null = null;\n private loadedData: EditCollateralSimulationState \| null = null;\n private accountClient: AccountClient;\n constructor(reyaChainId: ReyaChainId, accountClient: AccountClient) {\n // Constructor added\n this.reyaChainId = reyaChainId;\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on accountId\n async arm(params: EditCollateralSimulationLoadDataParams): Promise<void> {\n this.accountId = params.marginAccountId;\n\n this.loadedData =\n await this.accountClient.getEditCollateralSimulationInitialData({\n marginAccountId: this.accountId,\n });\n }\n\n // Synchronous method to simulate operations based on an amount\n simulate(\n params: EditCollateralSimulationSimulateParams,\n ): SimulateEditCollateralEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\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 let tokenInfo = getTokenInfoByAddress(params.tokenAddress);\n if (tokenInfo.isRUSDUnderlying) {\n tokenInfo = getTokenInfoByName('RUSD', this.reyaChainId);\n } else {\n tokenInfo = getTokenInfoByName(tokenInfo.name, this.reyaChainId);\n }\n\n const newMarginInfo =\n userAccountExposure.getUsdNodeMarginInfoPostEditCollateral(\n params.signedAmount,\n tokenInfo.address,\n );\n\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n return {\n marginRatio: marginRatio * 100,\n marginRatioHealth: marginRatioHealth,\n } as SimulateEditCollateralEntity;\n }\n}\n"]}
1	+ {"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/edit-collateral.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAMA,0CAMyB;AACzB;IAKE,wCAAY,WAAwB,EAAE,aAA4B;QAH1D,cAAS,GAAkB,IAAI,CAAC;QAChC,eAAU,GAAyC,IAAI,CAAC;QAG9D,oBAAoB;QACpB,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACrC,CAAC;IAED,wDAAwD;IAClD,4CAAG,GAAT,UAAU,MAA8C;;;;;;wBACtD,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,eAAe,CAAC;wBAExC,KAAA,IAAI,CAAA;wBACF,qBAAM,IAAI,CAAC,aAAa,CAAC,sCAAsC,CAAC;gCAC9D,eAAe,EAAE,IAAI,CAAC,SAAS;6BAChC,CAAC,EAAA;;wBAHJ,GAAK,UAAU;4BACb,SAEE,CAAC;;;;;KACN;IAED,+DAA+D;IAC/D,iDAAQ,GAAR,UACE,MAA8C;QAE9C,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,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,UAAU,EAC9C,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,gCAAgC,CACrE,CAAC;QAEF,IAAI,SAAS,GAAG,IAAA,8BAAqB,EAAC,MAAM,CAAC,YAAY,CAAC,CAAC;QAC3D,IAAI,SAAS,CAAC,gBAAgB,EAAE,CAAC;YAC/B,SAAS,GAAG,IAAA,2BAAkB,EAAC,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAC3D,CAAC;aAAM,CAAC;YACN,SAAS,GAAG,IAAA,2BAAkB,EAAC,SAAS,CAAC,IAAI,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QACnE,CAAC;QAED,IAAM,aAAa,GACjB,mBAAmB,CAAC,sCAAsC,CACxD,MAAM,CAAC,YAAY,EACnB,SAAS,CAAC,OAAO,CAClB,CAAC;QAEJ,IAAM,WAAW,GAAG,wBAAe,CAAC,cAAc,CAAC,aAAa,CAAC,CAAC;QAElE,IAAM,iBAAiB,GAAG,wBAAe,CAAC,oBAAoB,CAC5D,WAAW,GAAG,GAAG,CAClB,CAAC;QAEF,OAAO;YACL,WAAW,EAAE,WAAW,GAAG,GAAG;YAC9B,iBAAiB,EAAE,iBAAiB;SACL,CAAC;IACpC,CAAC;IACH,qCAAC;AAAD,CAAC,AAxED,IAwEC","sourcesContent":["import {\n EditCollateralSimulationLoadDataParams,\n EditCollateralSimulationSimulateParams,\n SimulateEditCollateralEntity,\n} from './types';\nimport AccountClient from '../account';\nimport {\n EditCollateralSimulationState,\n ExposureCommand,\n ReyaChainId,\n getTokenInfoByAddress,\n getTokenInfoByName,\n} from '@reyaxyz/common';\nexport default class EditCollateralSimulationClient {\n private reyaChainId: ReyaChainId;\n private accountId: number \| null = null;\n private loadedData: EditCollateralSimulationState \| null = null;\n private accountClient: AccountClient;\n constructor(reyaChainId: ReyaChainId, accountClient: AccountClient) {\n // Constructor added\n this.reyaChainId = reyaChainId;\n this.accountClient = accountClient;\n }\n\n // Method to asynchronously load data based on accountId\n async arm(params: EditCollateralSimulationLoadDataParams): Promise<void> {\n this.accountId = params.marginAccountId;\n\n this.loadedData =\n await this.accountClient.getEditCollateralSimulationInitialData({\n marginAccountId: this.accountId,\n });\n }\n\n // Synchronous method to simulate operations based on an amount\n simulate(\n params: EditCollateralSimulationSimulateParams,\n ): SimulateEditCollateralEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\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.mtmRpnlSum,\n this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n let tokenInfo = getTokenInfoByAddress(params.tokenAddress);\n if (tokenInfo.isRUSDUnderlying) {\n tokenInfo = getTokenInfoByName('RUSD', this.reyaChainId);\n } else {\n tokenInfo = getTokenInfoByName(tokenInfo.name, this.reyaChainId);\n }\n\n const newMarginInfo =\n userAccountExposure.getUsdNodeMarginInfoPostEditCollateral(\n params.signedAmount,\n tokenInfo.address,\n );\n\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n return {\n marginRatio: marginRatio * 100,\n marginRatioHealth: marginRatioHealth,\n } as SimulateEditCollateralEntity;\n }\n}\n"]}

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

@@ -67,7 +67,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         });
     };
     IsolatedOrderSimulationClient.genExposureCommandObject = function (exposureCommandState) {
-        return new common_1.ExposureCommand(exposureCommandState.accountId, exposureCommandState.rootCollateralPoolId, exposureCommandState.oraclePricePerMarket, exposureCommandState.accountBalancePerAsset, exposureCommandState.groupedByCollateral, exposureCommandState.riskMultipliers, exposureCommandState.riskMatrices, exposureCommandState.exchangeInfoPerAsset, exposureCommandState.positionInfoMarketConfiguration, exposureCommandState.uniqueTokenAddresses, exposureCommandState.uniqueQuoteCollaterals, exposureCommandState.tokenMarginInfoPerAsset, exposureCommandState.realizedPnLSum, exposureCommandState.unrealizedPnLSum, exposureCommandState.collateralAddressToExchangePrice);
+        return new common_1.ExposureCommand(exposureCommandState.accountId, exposureCommandState.rootCollateralPoolId, exposureCommandState.oraclePricePerMarket, exposureCommandState.accountBalancePerAsset, exposureCommandState.groupedByCollateral, exposureCommandState.riskMultipliers, exposureCommandState.riskMatrices, exposureCommandState.exchangeInfoPerAsset, exposureCommandState.positionInfoMarketConfiguration, exposureCommandState.uniqueTokenAddresses, exposureCommandState.uniqueQuoteCollaterals, exposureCommandState.tokenMarginInfoPerAsset, exposureCommandState.realizedPnLSum, exposureCommandState.unrealizedPnLSum, exposureCommandState.mtmRpnlSum, exposureCommandState.collateralAddressToExchangePrice);
     };
     IsolatedOrderSimulationClient.prototype.fetchMarketData = function (marketId, accountId) {
         return __awaiter(this, void 0, void 0, function () {
@@ -164,7 +164,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         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 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.mtmRpnlSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
         var amountForSlippage = params.fromBase
             ? params.amount
             : (0, bignumber_js_1.default)(params.amount)
@@ -181,7 +181,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         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 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.mtmRpnlSum, 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);

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

	@@ -1 +1 @@
1	- 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{\n SimulateIsolatedOrderEntity,\n IsolatedOrderSimulationConvertValueParams,\n IsolatedOrderSimulationConvertValueResult,\n IsolatedOrderSimulationLoadDataParams,\n IsolatedOrderSimulationSimulateParams,\n LeverageBoundsAndAvailableMarginResult,\n LeverageBoundsAndAvailableMarginParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n ExposureCommandState,\n RiskMatrix,\n TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { EditCollateralAction } from '@reyaxyz/common';\nimport {\n EstimatedPriceParams,\n EstimatedPriceResult,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueResult,\n} from '../trade.simulation/types';\nimport { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';\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(\n Math.abs(snappedAmount) / INSTANT_TRADING_RATE_XP,\n );\n const xpEarnRangeMax = Math.round(\n (100 * Math.abs(snappedAmount)) / INSTANT_TRADING_RATE_XP,\n );\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';\nimport { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';\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.mtmRpnlSum,\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(\n Math.abs(snappedAmount) / INSTANT_TRADING_RATE_XP,\n );\n const xpEarnRangeMax = Math.round(\n (100 * Math.abs(snappedAmount)) / INSTANT_TRADING_RATE_XP,\n );\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.mtmRpnlSum,\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.mtmRpnlSum,\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/trade.simulation/index.js CHANGED Viewed

@@ -93,8 +93,8 @@ var TradeSimulationClient = /** @class */ (function () {
                 .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
                 .toNumber();
         }
-        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);
-        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 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.mtmRpnlSum, this.loadedData.exposureDataAccount.collateralAddressToExchangePrice);
+        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.mtmRpnlSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
         /*
           max amount of margin in rUSD terms that can be transferred from the source account to the destination account
           that performs the isolated position trade (PRE TRADE)
@@ -163,7 +163,7 @@ var TradeSimulationClient = /** @class */ (function () {
         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 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.mtmRpnlSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
         var amountForSlippage = params.fromBase
             ? params.amount
             : (0, bignumber_js_1.default)(params.amount)
@@ -180,7 +180,7 @@ var TradeSimulationClient = /** @class */ (function () {
         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 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.mtmRpnlSum, 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);

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

	@@ -1 +1 @@
1	- {"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAWA,0CAKyB;AACzB,8DAAqC;AACrC,0CAA0D;AAE1D;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,iBA+JC;QA9JC,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAI,MAAM,CAAC;QACX,IAAI,MAAM,CAAC,QAAQ,EAAE,CAAC;YACpB,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;QACzB,CAAC;aAAM,CAAC;YACN,MAAM,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;iBAC9B,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;iBACA,QAAQ,EAAE,CAAC;QAChB,CAAC;QACD,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,mBAAmB,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;QACzE,IAAM,aAAa,GAAG,mBAAmB,GAAG,cAAc,CAAC;QAC3D,IAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAC/B,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,GAAG,gCAAuB,CAClD,CAAC;QACF,IAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAC/B,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC,GAAG,gCAAuB,CAC1D,CAAC;QAEF,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,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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';\nimport { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';\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(\n Math.abs(snappedAmount) / INSTANT_TRADING_RATE_XP,\n );\n const xpEarnRangeMax = Math.round(\n (100 * Math.abs(snappedAmount)) / INSTANT_TRADING_RATE_XP,\n );\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';\nimport { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';\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.mtmRpnlSum,\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.mtmRpnlSum,\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(\n Math.abs(snappedAmount) / INSTANT_TRADING_RATE_XP,\n );\n const xpEarnRangeMax = Math.round(\n (100 * Math.abs(snappedAmount)) / INSTANT_TRADING_RATE_XP,\n );\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.mtmRpnlSum,\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.mtmRpnlSum,\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/types/clients/modules/edit-collateral.simulation/index.d.ts.map CHANGED Viewed

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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.111.19",
+  "version": "0.111.21",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -33,14 +33,14 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "dependencies": {
-    "@reyaxyz/common": "0.168.10",
+    "@reyaxyz/common": "0.169.1",
     "bignumber.js": "^9.1.2",
     "ethers": "6.9.0",
     "isomorphic-ws": "^5.0.0",
     "ws": "^8.16.0"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "effc0d019045631375a2293c850fbc98f01ccc9c",
+  "gitHead": "4228d32a65766e59f9e5071d8516c0c0ecab512e",
   "devDependencies": {
     "@types/ws": "8.5.10"
   }

package/src/clients/modules/edit-collateral.simulation/index.ts CHANGED Viewed

@@ -55,6 +55,7 @@ export default class EditCollateralSimulationClient {
       this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataAccount.realizedPnLSum,
       this.loadedData.exposureDataAccount.unrealizedPnLSum,
+      this.loadedData.exposureDataAccount.mtmRpnlSum,
       this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,
     );

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

@@ -62,6 +62,7 @@ export default class IsolatedOrderSimulationClient {
       exposureCommandState.tokenMarginInfoPerAsset,
       exposureCommandState.realizedPnLSum,
       exposureCommandState.unrealizedPnLSum,
+      exposureCommandState.mtmRpnlSum,
       exposureCommandState.collateralAddressToExchangePrice,
     );
   }
@@ -255,6 +256,7 @@ export default class IsolatedOrderSimulationClient {
       this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataPassivePool.realizedPnLSum,
       this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
+      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
       this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
     );
@@ -305,6 +307,7 @@ export default class IsolatedOrderSimulationClient {
       this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataPassivePool.realizedPnLSum,
       this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
+      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
       this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
     );
     const slippage = passivePoolExposure.getSlippage(

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

@@ -79,6 +79,7 @@ export default class TradeSimulationClient {
       this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataAccount.realizedPnLSum,
       this.loadedData.exposureDataAccount.unrealizedPnLSum,
+      this.loadedData.exposureDataAccount.mtmRpnlSum,
       this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,
     );
@@ -97,6 +98,7 @@ export default class TradeSimulationClient {
       this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataPassivePool.realizedPnLSum,
       this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
+      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
       this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
     );
@@ -255,6 +257,7 @@ export default class TradeSimulationClient {
       this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataPassivePool.realizedPnLSum,
       this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
+      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
       this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
     );
@@ -305,6 +308,7 @@ export default class TradeSimulationClient {
       this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
       this.loadedData.exposureDataPassivePool.realizedPnLSum,
       this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
+      this.loadedData.exposureDataPassivePool.mtmRpnlSum,
       this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
     );
     const slippage = passivePoolExposure.getSlippage(