@reyaxyz/api-sdk 0.117.0 → 0.117.1
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.
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@@ -180,10 +180,11 @@ var TradeSimulationClient = /** @class */ (function () {
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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);
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var marginBalance = userAccountExposure.getUsdNodeMarginInfo.marginBalance;
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var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
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+
var imrMultiplier = (0, common_1.amountNormalizer)(String(userAccountExposure.riskMultipliers.im_multiplier)).toNumber();
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var accountLMR = userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;
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-
var accountIMR = accountLMR *
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+
var accountIMR = accountLMR * imrMultiplier;
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var limitOrderLMR = this.computeLimitOrderLMR(snappedAmount);
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-
var limitOrderIMR = limitOrderLMR *
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+
var limitOrderIMR = limitOrderLMR * imrMultiplier;
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var requiredMargin = accountIMR + limitOrderIMR;
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var liquidationMarginRequirement = userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement +
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limitOrderLMR;
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@@ -1 +1 @@
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1
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-
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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n SimulateLimitTradeEntity,\n SimulateTradeEntity,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateLimitParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountDenormalizer,\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\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\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n const fees = ExposureCommand.calculateFee(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n this.loadedData.feeParameter,\n );\n\n 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 private computeLimitOrderLMR(exposure: number): number {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const riskBlockId = this.loadedData.marketStorage.risk_block_id;\n const riskMatrices = this.loadedData.exposureDataAccount.riskMatrices;\n\n const riskMatrix = riskMatrices.find(\n (riskMatrix) => riskMatrix.risk_block_id === riskBlockId,\n );\n\n if (!riskMatrix) {\n throw new Error('Risk matrix not found');\n }\n\n const riskMatrixIndex =\n this.loadedData.marketConfiguration.risk_matrix_index;\n\n const riskMatrixElement =\n riskMatrix.matrix[riskMatrixIndex][riskMatrixIndex];\n\n const lmr = ExposureCommand.computeLiquidationMarginRequirement(\n [[riskMatrixElement]],\n [amountDenormalizer(exposure)],\n );\n\n return amountNormalizer(lmr).toNumber();\n }\n\n // Synchronous method to simulate operations based on an amount\n simulateLimit(\n params: TradeSimulationSimulateLimitParams,\n ): SimulateLimitTradeEntity {\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).div(params.triggerPrice).toNumber();\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 * params.triggerPrice;\n\n const fees = ExposureCommand.calculateFee(\n params.triggerPrice,\n amount,\n this.loadedData.feeParameter,\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 const marginBalance =\n userAccountExposure.getUsdNodeMarginInfo.marginBalance;\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const accountLMR =\n userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;\n const accountIMR =\n accountLMR * userAccountExposure.riskMultipliers.im_multiplier;\n\n const limitOrderLMR = this.computeLimitOrderLMR(snappedAmount);\n const limitOrderIMR =\n limitOrderLMR * userAccountExposure.riskMultipliers.im_multiplier;\n\n const requiredMargin = accountIMR + limitOrderIMR;\n\n const liquidationMarginRequirement =\n userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement +\n limitOrderLMR;\n\n const marginRatio = ExposureCommand.getMarginRatio({\n marginBalance,\n liquidationMarginRequirement,\n });\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n return {\n fees,\n snappedAmount,\n snappedAmountInBase,\n estimatedPrice: params.triggerPrice,\n marginRatio,\n marginRatioHealth,\n availableMargin,\n marginBalance,\n requiredMargin,\n };\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"]}
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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n SimulateLimitTradeEntity,\n SimulateTradeEntity,\n TradeSimulationConvertValueEstimatedPriceParams,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateLimitParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountDenormalizer,\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\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\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n slippage,\n );\n\n const fees = ExposureCommand.calculateFee(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n this.loadedData.feeParameter,\n );\n\n 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 private computeLimitOrderLMR(exposure: number): number {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const riskBlockId = this.loadedData.marketStorage.risk_block_id;\n const riskMatrices = this.loadedData.exposureDataAccount.riskMatrices;\n\n const riskMatrix = riskMatrices.find(\n (riskMatrix) => riskMatrix.risk_block_id === riskBlockId,\n );\n\n if (!riskMatrix) {\n throw new Error('Risk matrix not found');\n }\n\n const riskMatrixIndex =\n this.loadedData.marketConfiguration.risk_matrix_index;\n\n const riskMatrixElement =\n riskMatrix.matrix[riskMatrixIndex][riskMatrixIndex];\n\n const lmr = ExposureCommand.computeLiquidationMarginRequirement(\n [[riskMatrixElement]],\n [amountDenormalizer(exposure)],\n );\n\n return amountNormalizer(lmr).toNumber();\n }\n\n // Synchronous method to simulate operations based on an amount\n simulateLimit(\n params: TradeSimulationSimulateLimitParams,\n ): SimulateLimitTradeEntity {\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).div(params.triggerPrice).toNumber();\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 * params.triggerPrice;\n\n const fees = ExposureCommand.calculateFee(\n params.triggerPrice,\n amount,\n this.loadedData.feeParameter,\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 const marginBalance =\n userAccountExposure.getUsdNodeMarginInfo.marginBalance;\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const imrMultiplier = amountNormalizer(\n String(userAccountExposure.riskMultipliers.im_multiplier),\n ).toNumber();\n\n const accountLMR =\n userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;\n const accountIMR = accountLMR * imrMultiplier;\n\n const limitOrderLMR = this.computeLimitOrderLMR(snappedAmount);\n const limitOrderIMR = limitOrderLMR * imrMultiplier;\n\n const requiredMargin = accountIMR + limitOrderIMR;\n\n const liquidationMarginRequirement =\n userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement +\n limitOrderLMR;\n\n const marginRatio = ExposureCommand.getMarginRatio({\n marginBalance,\n liquidationMarginRequirement,\n });\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio * 100,\n );\n\n return {\n fees,\n snappedAmount,\n snappedAmountInBase,\n estimatedPrice: params.triggerPrice,\n marginRatio,\n marginRatioHealth,\n availableMargin,\n marginBalance,\n requiredMargin,\n };\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"]}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,wBAAwB,EACxB,mBAAmB,EACnB,+CAA+C,EAC/C,iCAAiC,EACjC,iCAAiC,EACjC,6BAA6B,EAC7B,kCAAkC,EAClC,6BAA6B,EAC9B,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AAWvC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAOjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;IAsKpE,OAAO,CAAC,oBAAoB;IA+B5B,aAAa,CACX,MAAM,EAAE,kCAAkC,GACzC,wBAAwB;
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1
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+
{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,wBAAwB,EACxB,mBAAmB,EACnB,+CAA+C,EAC/C,iCAAiC,EACjC,iCAAiC,EACjC,6BAA6B,EAC7B,kCAAkC,EAClC,6BAA6B,EAC9B,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AAWvC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAOjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;IAsKpE,OAAO,CAAC,oBAAoB;IA+B5B,aAAa,CACX,MAAM,EAAE,kCAAkC,GACzC,wBAAwB;IAyF3B,YAAY,CACV,MAAM,EAAE,iCAAiC,GACxC,iCAAiC;IAuBpC,0BAA0B,CACxB,MAAM,EAAE,+CAA+C,GACtD,iCAAiC;IAmDpC,cAAc,CAAC,MAAM,EAAE,oBAAoB,GAAG,oBAAoB;IA+ClE,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAc/D,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI;CAUjC"}
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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2
2
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"name": "@reyaxyz/api-sdk",
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3
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-
"version": "0.117.
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3
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+
"version": "0.117.1",
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4
4
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"publishConfig": {
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5
5
|
"access": "public",
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6
6
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"registry": "https://registry.npmjs.org"
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@@ -40,7 +40,7 @@
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40
40
|
"ws": "^8.16.0"
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|
41
41
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},
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|
42
42
|
"packageManager": "pnpm@8.3.1",
|
|
43
|
-
"gitHead": "
|
|
43
|
+
"gitHead": "6f4751cbbe75151ed84271ddff7b614e9517915d",
|
|
44
44
|
"devDependencies": {
|
|
45
45
|
"@types/ws": "8.5.10"
|
|
46
46
|
}
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|
@@ -299,14 +299,16 @@ export default class TradeSimulationClient {
|
|
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299
299
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const availableMargin =
|
|
300
300
|
userAccountExposure.getUsdNodeMarginInfo.initialDelta;
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|
301
301
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|
|
302
|
+
const imrMultiplier = amountNormalizer(
|
|
303
|
+
String(userAccountExposure.riskMultipliers.im_multiplier),
|
|
304
|
+
).toNumber();
|
|
305
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+
|
|
302
306
|
const accountLMR =
|
|
303
307
|
userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;
|
|
304
|
-
const accountIMR =
|
|
305
|
-
accountLMR * userAccountExposure.riskMultipliers.im_multiplier;
|
|
308
|
+
const accountIMR = accountLMR * imrMultiplier;
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|
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309
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307
310
|
const limitOrderLMR = this.computeLimitOrderLMR(snappedAmount);
|
|
308
|
-
const limitOrderIMR =
|
|
309
|
-
limitOrderLMR * userAccountExposure.riskMultipliers.im_multiplier;
|
|
311
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+
const limitOrderIMR = limitOrderLMR * imrMultiplier;
|
|
310
312
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|
|
311
313
|
const requiredMargin = accountIMR + limitOrderIMR;
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