@reyaxyz/api-sdk 0.119.0 → 0.120.0

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.
package/README.md CHANGED
@@ -6,5 +6,5 @@
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  | Statements | Branches | Functions | Lines |
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  | --------------------------- | ----------------------- | ------------------------- | ----------------- |
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- | ![Statements](https://img.shields.io/badge/statements-1.48%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-7.37%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-0.61%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-1.48%25-red.svg?style=flat) |
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+ | ![Statements](https://img.shields.io/badge/statements-1.46%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-7.37%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-0.6%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-1.47%25-red.svg?style=flat) |
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@@ -216,7 +216,8 @@ var TradeSimulationClient = /** @class */ (function () {
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  var riskMatrixElement = this.getRiskMatrixElement();
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  var imrMultiplier = (0, common_1.amountNormalizer)(String(userAccountExposure.riskMultipliers.im_multiplier)).toNumber();
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  var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
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- var maxAmountSize = (availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97; // @todo implement dynamic buffer
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+ var maxAmountSize = Math.max((availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97, // @todo implement dynamic buffer
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+ 0);
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  var maxAmountBase = maxAmountSize / params.triggerPrice;
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  var minAmountBase = (0, common_1.amountNormalizer)(tradeSimulationState.marketConfiguration.minimum_order_base).toNumber();
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  var minAmountSize = minAmountBase * params.triggerPrice;
@@ -1 +1 @@
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- 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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n LimitTradeMaxOrderSizeParams,\n LimitTradeMaxOrderSizeResult,\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 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: {\n tradeSimulationState: TradeSimulationState;\n userAccountExposure: ExposureCommand;\n passivePoolExposure: ExposureCommand;\n } | null = null;\n private accountClient: AccountClient;\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: TradeSimulationLoadDataParams): Promise<void> {\n this.marketId = params.marketId;\n this.accountId = params.marginAccountId;\n\n const tradeSimulationState = await this.fetchMarketData(\n this.marketId,\n this.accountId,\n );\n\n const userAccountExposure = new ExposureCommand(\n tradeSimulationState.exposureDataAccount.accountId,\n tradeSimulationState.exposureDataAccount.rootCollateralPoolId,\n tradeSimulationState.exposureDataAccount.oraclePricePerMarket,\n tradeSimulationState.exposureDataAccount.accountBalancePerAsset,\n tradeSimulationState.exposureDataAccount.groupedByCollateral,\n tradeSimulationState.exposureDataAccount.riskMultipliers,\n tradeSimulationState.exposureDataAccount.riskMatrices,\n tradeSimulationState.exposureDataAccount.exchangeInfoPerAsset,\n tradeSimulationState.exposureDataAccount.positionInfoMarketConfiguration,\n tradeSimulationState.exposureDataAccount.uniqueTokenAddresses,\n tradeSimulationState.exposureDataAccount.uniqueQuoteCollaterals,\n tradeSimulationState.exposureDataAccount.tokenMarginInfoPerAsset,\n tradeSimulationState.exposureDataAccount.realizedPnLSum,\n tradeSimulationState.exposureDataAccount.unrealizedPnLSum,\n tradeSimulationState.exposureDataAccount.mtmRpnlSum,\n tradeSimulationState.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n const passivePoolExposure = new ExposureCommand(\n tradeSimulationState.exposureDataPassivePool.accountId,\n tradeSimulationState.exposureDataPassivePool.rootCollateralPoolId,\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket,\n tradeSimulationState.exposureDataPassivePool.accountBalancePerAsset,\n tradeSimulationState.exposureDataPassivePool.groupedByCollateral,\n tradeSimulationState.exposureDataPassivePool.riskMultipliers,\n tradeSimulationState.exposureDataPassivePool.riskMatrices,\n tradeSimulationState.exposureDataPassivePool.exchangeInfoPerAsset,\n tradeSimulationState.exposureDataPassivePool.positionInfoMarketConfiguration,\n tradeSimulationState.exposureDataPassivePool.uniqueTokenAddresses,\n tradeSimulationState.exposureDataPassivePool.uniqueQuoteCollaterals,\n tradeSimulationState.exposureDataPassivePool.tokenMarginInfoPerAsset,\n tradeSimulationState.exposureDataPassivePool.realizedPnLSum,\n tradeSimulationState.exposureDataPassivePool.unrealizedPnLSum,\n tradeSimulationState.exposureDataPassivePool.mtmRpnlSum,\n tradeSimulationState.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n this.loadedData = {\n tradeSimulationState,\n userAccountExposure,\n passivePoolExposure,\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 based on an amount\n simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const { tradeSimulationState, userAccountExposure, passivePoolExposure } =\n this.loadedData;\n\n let amount;\n if (params.fromBase) {\n amount = params.amount;\n } else {\n amount = BigNumber(params.amount)\n .div(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n )\n .toNumber();\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 tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage,\n );\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n slippage,\n );\n\n const fees = ExposureCommand.calculateFee(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n amount,\n tradeSimulationState.feeParameter,\n );\n\n const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n userAccountExposure.getUsdNodeMarginInfoPostTrade(\n amount,\n tradeSimulationState.marketStorage.quote_collateral,\n tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage.risk_block_id,\n );\n\n const newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(\n (marginInfo: MarginInfo) => {\n return (\n marginInfo.assetAddress ===\n tradeSimulationState.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 tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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 tradeSimulationState.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 getRiskMatrixElement(): number {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const { tradeSimulationState } = this.loadedData;\n\n const riskBlockId = tradeSimulationState.marketStorage.risk_block_id;\n const riskMatrices = tradeSimulationState.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 tradeSimulationState.marketConfiguration.risk_matrix_index;\n\n return Number(riskMatrix.matrix[riskMatrixIndex][riskMatrixIndex]);\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 const { tradeSimulationState, userAccountExposure } = this.loadedData;\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 tradeSimulationState.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 tradeSimulationState.feeParameter,\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 riskMatrixElement = this.getRiskMatrixElement();\n\n const accountLMR =\n userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;\n const accountIMR = accountLMR * imrMultiplier;\n\n const limitOrderLMR =\n Math.sqrt(riskMatrixElement) * Math.abs(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: marginRatio * 100,\n marginRatioHealth,\n availableMargin,\n marginBalance,\n requiredMargin,\n };\n }\n\n getMaxAmountForLimitOrder(\n params: LimitTradeMaxOrderSizeParams,\n ): LimitTradeMaxOrderSizeResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const { userAccountExposure, tradeSimulationState } = this.loadedData;\n\n const riskMatrixElement = this.getRiskMatrixElement();\n\n const imrMultiplier = amountNormalizer(\n String(userAccountExposure.riskMultipliers.im_multiplier),\n ).toNumber();\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const maxAmountSize =\n (availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97; // @todo implement dynamic buffer\n const maxAmountBase = maxAmountSize / params.triggerPrice;\n\n const minAmountBase = amountNormalizer(\n tradeSimulationState.marketConfiguration.minimum_order_base,\n ).toNumber();\n\n const minAmountSize = minAmountBase * params.triggerPrice;\n\n return {\n maxAmountBase,\n maxAmountSize,\n minAmountBase,\n minAmountSize,\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 const { tradeSimulationState } = this.loadedData;\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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 { tradeSimulationState, passivePoolExposure } = this.loadedData;\n\n const amountForSlippage = params.fromBase\n ? params.amount\n : BigNumber(params.amount)\n .div(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amountForSlippage).negated().toNumber(),\n tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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 { tradeSimulationState, passivePoolExposure } = this.loadedData;\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage,\n );\n\n const price =\n tradeSimulationState.exposureDataAccount.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ];\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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\n const { tradeSimulationState } = this.loadedData;\n\n // update price\n const marketId = this.marketId;\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n marketId\n ] = price;\n tradeSimulationState.exposureDataAccount.oraclePricePerMarket[marketId] =\n price;\n }\n}\n"]}
1
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{\n EstimatedPriceParams,\n EstimatedPriceResult,\n LimitTradeMaxOrderSizeParams,\n LimitTradeMaxOrderSizeResult,\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 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: {\n tradeSimulationState: TradeSimulationState;\n userAccountExposure: ExposureCommand;\n passivePoolExposure: ExposureCommand;\n } | null = null;\n private accountClient: AccountClient;\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: TradeSimulationLoadDataParams): Promise<void> {\n this.marketId = params.marketId;\n this.accountId = params.marginAccountId;\n\n const tradeSimulationState = await this.fetchMarketData(\n this.marketId,\n this.accountId,\n );\n\n const userAccountExposure = new ExposureCommand(\n tradeSimulationState.exposureDataAccount.accountId,\n tradeSimulationState.exposureDataAccount.rootCollateralPoolId,\n tradeSimulationState.exposureDataAccount.oraclePricePerMarket,\n tradeSimulationState.exposureDataAccount.accountBalancePerAsset,\n tradeSimulationState.exposureDataAccount.groupedByCollateral,\n tradeSimulationState.exposureDataAccount.riskMultipliers,\n tradeSimulationState.exposureDataAccount.riskMatrices,\n tradeSimulationState.exposureDataAccount.exchangeInfoPerAsset,\n tradeSimulationState.exposureDataAccount.positionInfoMarketConfiguration,\n tradeSimulationState.exposureDataAccount.uniqueTokenAddresses,\n tradeSimulationState.exposureDataAccount.uniqueQuoteCollaterals,\n tradeSimulationState.exposureDataAccount.tokenMarginInfoPerAsset,\n tradeSimulationState.exposureDataAccount.realizedPnLSum,\n tradeSimulationState.exposureDataAccount.unrealizedPnLSum,\n tradeSimulationState.exposureDataAccount.mtmRpnlSum,\n tradeSimulationState.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n const passivePoolExposure = new ExposureCommand(\n tradeSimulationState.exposureDataPassivePool.accountId,\n tradeSimulationState.exposureDataPassivePool.rootCollateralPoolId,\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket,\n tradeSimulationState.exposureDataPassivePool.accountBalancePerAsset,\n tradeSimulationState.exposureDataPassivePool.groupedByCollateral,\n tradeSimulationState.exposureDataPassivePool.riskMultipliers,\n tradeSimulationState.exposureDataPassivePool.riskMatrices,\n tradeSimulationState.exposureDataPassivePool.exchangeInfoPerAsset,\n tradeSimulationState.exposureDataPassivePool.positionInfoMarketConfiguration,\n tradeSimulationState.exposureDataPassivePool.uniqueTokenAddresses,\n tradeSimulationState.exposureDataPassivePool.uniqueQuoteCollaterals,\n tradeSimulationState.exposureDataPassivePool.tokenMarginInfoPerAsset,\n tradeSimulationState.exposureDataPassivePool.realizedPnLSum,\n tradeSimulationState.exposureDataPassivePool.unrealizedPnLSum,\n tradeSimulationState.exposureDataPassivePool.mtmRpnlSum,\n tradeSimulationState.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n this.loadedData = {\n tradeSimulationState,\n userAccountExposure,\n passivePoolExposure,\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 based on an amount\n simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const { tradeSimulationState, userAccountExposure, passivePoolExposure } =\n this.loadedData;\n\n let amount;\n if (params.fromBase) {\n amount = params.amount;\n } else {\n amount = BigNumber(params.amount)\n .div(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n )\n .toNumber();\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 tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage,\n );\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n slippage,\n );\n\n const fees = ExposureCommand.calculateFee(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n amount,\n tradeSimulationState.feeParameter,\n );\n\n const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n userAccountExposure.getUsdNodeMarginInfoPostTrade(\n amount,\n tradeSimulationState.marketStorage.quote_collateral,\n tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage.risk_block_id,\n );\n\n const newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(\n (marginInfo: MarginInfo) => {\n return (\n marginInfo.assetAddress ===\n tradeSimulationState.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 tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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 tradeSimulationState.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 getRiskMatrixElement(): number {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const { tradeSimulationState } = this.loadedData;\n\n const riskBlockId = tradeSimulationState.marketStorage.risk_block_id;\n const riskMatrices = tradeSimulationState.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 tradeSimulationState.marketConfiguration.risk_matrix_index;\n\n return Number(riskMatrix.matrix[riskMatrixIndex][riskMatrixIndex]);\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 const { tradeSimulationState, userAccountExposure } = this.loadedData;\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 tradeSimulationState.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 tradeSimulationState.feeParameter,\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 riskMatrixElement = this.getRiskMatrixElement();\n\n const accountLMR =\n userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;\n const accountIMR = accountLMR * imrMultiplier;\n\n const limitOrderLMR =\n Math.sqrt(riskMatrixElement) * Math.abs(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: marginRatio * 100,\n marginRatioHealth,\n availableMargin,\n marginBalance,\n requiredMargin,\n };\n }\n\n getMaxAmountForLimitOrder(\n params: LimitTradeMaxOrderSizeParams,\n ): LimitTradeMaxOrderSizeResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n const { userAccountExposure, tradeSimulationState } = this.loadedData;\n\n const riskMatrixElement = this.getRiskMatrixElement();\n\n const imrMultiplier = amountNormalizer(\n String(userAccountExposure.riskMultipliers.im_multiplier),\n ).toNumber();\n\n const availableMargin =\n userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n const maxAmountSize = Math.max(\n (availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97, // @todo implement dynamic buffer\n 0,\n );\n const maxAmountBase = maxAmountSize / params.triggerPrice;\n\n const minAmountBase = amountNormalizer(\n tradeSimulationState.marketConfiguration.minimum_order_base,\n ).toNumber();\n\n const minAmountSize = minAmountBase * params.triggerPrice;\n\n return {\n maxAmountBase,\n maxAmountSize,\n minAmountBase,\n minAmountSize,\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 const { tradeSimulationState } = this.loadedData;\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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 { tradeSimulationState, passivePoolExposure } = this.loadedData;\n\n const amountForSlippage = params.fromBase\n ? params.amount\n : BigNumber(params.amount)\n .div(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ],\n )\n .toNumber();\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amountForSlippage).negated().toNumber(),\n tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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 { tradeSimulationState, passivePoolExposure } = this.loadedData;\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(params.amount).negated().toNumber(),\n tradeSimulationState.marketConfiguration,\n tradeSimulationState.marketStorage,\n );\n\n const price =\n tradeSimulationState.exposureDataAccount.oraclePricePerMarket[\n tradeSimulationState.marketConfiguration.market_id\n ];\n\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n tradeSimulationState.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\n const { tradeSimulationState } = this.loadedData;\n\n // update price\n const marketId = this.marketId;\n tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n marketId\n ] = price;\n tradeSimulationState.exposureDataAccount.oraclePricePerMarket[marketId] =\n price;\n }\n}\n"]}
@@ -26,6 +26,7 @@ var OutgoingMessageTypes;
26
26
  var SocketChannels;
27
27
  (function (SocketChannels) {
28
28
  SocketChannels["CANDLES"] = "candles";
29
+ SocketChannels["PRICES"] = "prices";
29
30
  })(SocketChannels || (SocketChannels = {}));
30
31
  var IncomingMessageTypes;
31
32
  (function (IncomingMessageTypes) {
@@ -194,6 +195,29 @@ var SocketClient = /** @class */ (function () {
194
195
  };
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  this.unsubscribe(channel, params);
196
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  };
198
+ /**
199
+ * @description Subscribe to prices channel
200
+ * for a specific assets pair.
201
+ *
202
+ */
203
+ SocketClient.prototype.subscribeToPrices = function (assetsPair) {
204
+ var channel = SocketChannels.PRICES;
205
+ var params = {
206
+ id: assetsPair,
207
+ };
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+ this.subscribe(channel, params);
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+ };
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+ /**
211
+ * @description Unsubscribe from candles channel
212
+ * for a specific market and resolution.
213
+ */
214
+ SocketClient.prototype.unsubscribeFromPrices = function (assetsPair) {
215
+ var channel = SocketChannels.PRICES;
216
+ var params = {
217
+ id: assetsPair,
218
+ };
219
+ this.unsubscribe(channel, params);
220
+ };
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  return SocketClient;
198
222
  }());
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  exports.SocketClient = SocketClient;
@@ -1 +1 @@
1
- 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WebSocket, { MessageEvent } from 'isomorphic-ws';\n\nimport {\n API_CLIENT_CONFIGS,\n Candle,\n CandlesResolution,\n ServiceConfig,\n} from '@reyaxyz/common';\n\nenum OutgoingMessageTypes {\n PING = 'ping',\n SUBSCRIBE = 'subscribe',\n UNSUBSCRIBE = 'unsubscribe',\n}\n\nenum SocketChannels {\n CANDLES = 'candles',\n}\n\nexport enum IncomingMessageTypes {\n CONNECTED = 'connected',\n SUBSCRIBED = 'subscribed',\n ERROR = 'error',\n CHANNEL_DATA = 'channel_data',\n CHANNEL_BATCH_DATA = 'channel_batch_data',\n PONG = 'pong',\n}\nexport enum OutgoingMessageType {\n ERROR = 'error',\n CONNECTED = 'connected',\n SUBSCRIBED = 'subscribed',\n UNSUBSCRIBED = 'unsubscribed',\n CHANNEL_DATA = 'channel_data',\n CHANNEL_BATCH_DATA = 'channel_batch_data',\n PONG = 'pong',\n}\nexport interface OutgoingMessage {\n type: OutgoingMessageType;\n connection_id: string;\n message_id: number;\n}\nexport interface SocketMessage {\n message_id: number;\n connection_id: string;\n type: OutgoingMessageType;\n channel?: SocketChannels;\n contents?: unknown;\n id?: string;\n}\n\nexport interface CandleMessage extends SocketMessage {\n type: OutgoingMessageType;\n connection_id: string;\n message_id: number;\n channel: SocketChannels.CANDLES;\n id: string;\n contents: {\n candles: Candle[];\n };\n}\n\nexport interface SocketClientConfig {\n environment: ServiceConfig['environment'];\n onOpen: () => void;\n onClose: () => void;\n onMessage: (event: SocketMessage) => void;\n}\n\nexport class SocketClient {\n private url: string;\n private ws?: WebSocket;\n private onOpenCallback?: () => void;\n private onCloseCallback?: () => void;\n private onMessageCallback?: (event: SocketMessage) => void;\n private pingInterval: number = 30_000;\n private lastMessageTime: number = Date.now();\n private pingIntervalId?: NodeJS.Timeout;\n constructor(config: SocketClientConfig) {\n this.onOpenCallback = config.onOpen;\n this.onCloseCallback = config.onClose;\n this.onMessageCallback = config.onMessage;\n this.url = (\n API_CLIENT_CONFIGS[config.environment] || API_CLIENT_CONFIGS['test']\n ).webSocketEndpoint;\n }\n\n connect(): void {\n this.ws = new WebSocket(this.url);\n this.ws.addEventListener('open', this.handleOpen.bind(this));\n this.ws.addEventListener('close', this.handleClose.bind(this));\n this.ws.addEventListener('message', this.handleMessage.bind(this));\n }\n\n /**\n * @description Close the websocket connection.\n *\n */\n close(): void {\n this.ws?.close();\n this.ws = undefined;\n }\n\n /**\n * @description Send data to the websocket connection.\n *\n */\n send(data: string): void {\n this.ws?.send(data);\n }\n\n private handleOpen(): void {\n if (this.onOpenCallback) {\n this.onOpenCallback();\n }\n this.restartPingInterval();\n }\n\n private handleClose(): void {\n if (this.onCloseCallback) {\n this.onCloseCallback();\n }\n clearInterval(this.pingIntervalId);\n }\n\n private handleMessage(event: MessageEvent): void {\n if (event.data === 'PING') {\n this.send('PONG');\n } else {\n this.lastMessageTime = Date.now();\n try {\n const parsedMessage: SocketMessage = JSON.parse(event.data as string);\n if (typeof this.onMessageCallback === 'function') {\n this.onMessageCallback(parsedMessage);\n }\n } catch (error) {\n console.error('Error parsing message', error);\n }\n }\n this.restartPingInterval();\n }\n\n private restartPingInterval(): void {\n clearInterval(this.pingIntervalId);\n this.pingIntervalId = setInterval(() => {\n const elapsedTime = Date.now() - this.lastMessageTime;\n if (elapsedTime > this.pingInterval) {\n const message = {\n type: OutgoingMessageTypes.PING,\n };\n this.send(JSON.stringify(message));\n }\n }, this.pingInterval);\n }\n\n /**\n * @description Set callback when the socket is opened.\n *\n */\n set onOpen(callback: () => void) {\n this.onOpenCallback = callback;\n }\n\n /**\n * @description Set callback when the socket is closed.\n *\n */\n set onClose(callback: () => void) {\n this.onCloseCallback = callback;\n }\n\n /**\n * @description Set callback when the socket receives a message.\n *\n */\n set onMessage(callback: (event: SocketMessage) => void) {\n this.onMessageCallback = callback;\n }\n\n /**\n * @description Send a subscribe message to the websocket connection.\n *\n */\n subscribe(channel: string, params?: object): void {\n const message = {\n type: OutgoingMessageTypes.SUBSCRIBE,\n channel,\n ...params,\n };\n this.send(JSON.stringify(message));\n }\n\n /**\n * @description Send an unsubscribe message to the websocket connection.\n *\n */\n unsubscribe(channel: string, params?: object): void {\n const message = {\n type: OutgoingMessageTypes.UNSUBSCRIBE,\n channel,\n ...params,\n };\n this.send(JSON.stringify(message));\n }\n /**\n * @description Subscribe to candles channel\n * for a specific market and resolution.\n *\n */\n subscribeToCandles(\n marketTicker: string,\n resolution: CandlesResolution,\n ): void {\n const channel = SocketChannels.CANDLES;\n const params = {\n id: `${marketTicker}/${resolution}`,\n batched: true,\n };\n this.subscribe(channel, params);\n }\n\n /**\n * @description Unsubscribe from candles channel\n * for a specific market and resolution.\n */\n unsubscribeFromCandles(market: string, resolution: CandlesResolution): void {\n const channel = SocketChannels.CANDLES;\n const params = {\n id: `${market}/${resolution}`,\n };\n this.unsubscribe(channel, params);\n }\n}\n"]}
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WebSocket, { MessageEvent } from 'isomorphic-ws';\n\nimport {\n API_CLIENT_CONFIGS,\n Candle,\n CandlesResolution,\n ServiceConfig,\n StorkSignedPayload,\n} from '@reyaxyz/common';\n\nenum OutgoingMessageTypes {\n PING = 'ping',\n SUBSCRIBE = 'subscribe',\n UNSUBSCRIBE = 'unsubscribe',\n}\n\nenum SocketChannels {\n CANDLES = 'candles',\n PRICES = 'prices',\n}\n\nexport enum IncomingMessageTypes {\n CONNECTED = 'connected',\n SUBSCRIBED = 'subscribed',\n ERROR = 'error',\n CHANNEL_DATA = 'channel_data',\n CHANNEL_BATCH_DATA = 'channel_batch_data',\n PONG = 'pong',\n}\nexport enum OutgoingMessageType {\n ERROR = 'error',\n CONNECTED = 'connected',\n SUBSCRIBED = 'subscribed',\n UNSUBSCRIBED = 'unsubscribed',\n CHANNEL_DATA = 'channel_data',\n CHANNEL_BATCH_DATA = 'channel_batch_data',\n PONG = 'pong',\n}\nexport interface OutgoingMessage {\n type: OutgoingMessageType;\n connection_id: string;\n message_id: number;\n}\nexport interface SocketMessage {\n message_id: number;\n connection_id: string;\n type: OutgoingMessageType;\n channel?: SocketChannels;\n contents?: unknown;\n id?: string;\n}\n\nexport interface CandleMessage extends SocketMessage {\n type: OutgoingMessageType;\n connection_id: string;\n message_id: number;\n channel: SocketChannels.CANDLES;\n id: string;\n contents: {\n candles: Candle[];\n };\n}\n\nexport interface PricesMessage extends SocketMessage {\n type: OutgoingMessageType;\n connection_id: string;\n message_id: number;\n channel: SocketChannels.PRICES;\n id: string;\n contents: StorkSignedPayload;\n}\n\nexport interface SocketClientConfig {\n environment: ServiceConfig['environment'];\n onOpen: () => void;\n onClose: () => void;\n onMessage: (event: SocketMessage) => void;\n}\n\nexport class SocketClient {\n private url: string;\n private ws?: WebSocket;\n private onOpenCallback?: () => void;\n private onCloseCallback?: () => void;\n private onMessageCallback?: (event: SocketMessage) => void;\n private pingInterval: number = 30_000;\n private lastMessageTime: number = Date.now();\n private pingIntervalId?: NodeJS.Timeout;\n constructor(config: SocketClientConfig) {\n this.onOpenCallback = config.onOpen;\n this.onCloseCallback = config.onClose;\n this.onMessageCallback = config.onMessage;\n this.url = (\n API_CLIENT_CONFIGS[config.environment] || API_CLIENT_CONFIGS['test']\n ).webSocketEndpoint;\n }\n\n connect(): void {\n this.ws = new WebSocket(this.url);\n this.ws.addEventListener('open', this.handleOpen.bind(this));\n this.ws.addEventListener('close', this.handleClose.bind(this));\n this.ws.addEventListener('message', this.handleMessage.bind(this));\n }\n\n /**\n * @description Close the websocket connection.\n *\n */\n close(): void {\n this.ws?.close();\n this.ws = undefined;\n }\n\n /**\n * @description Send data to the websocket connection.\n *\n */\n send(data: string): void {\n this.ws?.send(data);\n }\n\n private handleOpen(): void {\n if (this.onOpenCallback) {\n this.onOpenCallback();\n }\n this.restartPingInterval();\n }\n\n private handleClose(): void {\n if (this.onCloseCallback) {\n this.onCloseCallback();\n }\n clearInterval(this.pingIntervalId);\n }\n\n private handleMessage(event: MessageEvent): void {\n if (event.data === 'PING') {\n this.send('PONG');\n } else {\n this.lastMessageTime = Date.now();\n try {\n const parsedMessage: SocketMessage = JSON.parse(event.data as string);\n if (typeof this.onMessageCallback === 'function') {\n this.onMessageCallback(parsedMessage);\n }\n } catch (error) {\n console.error('Error parsing message', error);\n }\n }\n this.restartPingInterval();\n }\n\n private restartPingInterval(): void {\n clearInterval(this.pingIntervalId);\n this.pingIntervalId = setInterval(() => {\n const elapsedTime = Date.now() - this.lastMessageTime;\n if (elapsedTime > this.pingInterval) {\n const message = {\n type: OutgoingMessageTypes.PING,\n };\n this.send(JSON.stringify(message));\n }\n }, this.pingInterval);\n }\n\n /**\n * @description Set callback when the socket is opened.\n *\n */\n set onOpen(callback: () => void) {\n this.onOpenCallback = callback;\n }\n\n /**\n * @description Set callback when the socket is closed.\n *\n */\n set onClose(callback: () => void) {\n this.onCloseCallback = callback;\n }\n\n /**\n * @description Set callback when the socket receives a message.\n *\n */\n set onMessage(callback: (event: SocketMessage) => void) {\n this.onMessageCallback = callback;\n }\n\n /**\n * @description Send a subscribe message to the websocket connection.\n *\n */\n subscribe(channel: string, params?: object): void {\n const message = {\n type: OutgoingMessageTypes.SUBSCRIBE,\n channel,\n ...params,\n };\n this.send(JSON.stringify(message));\n }\n\n /**\n * @description Send an unsubscribe message to the websocket connection.\n *\n */\n unsubscribe(channel: string, params?: object): void {\n const message = {\n type: OutgoingMessageTypes.UNSUBSCRIBE,\n channel,\n ...params,\n };\n this.send(JSON.stringify(message));\n }\n /**\n * @description Subscribe to candles channel\n * for a specific market and resolution.\n *\n */\n subscribeToCandles(\n marketTicker: string,\n resolution: CandlesResolution,\n ): void {\n const channel = SocketChannels.CANDLES;\n const params = {\n id: `${marketTicker}/${resolution}`,\n batched: true,\n };\n this.subscribe(channel, params);\n }\n\n /**\n * @description Unsubscribe from candles channel\n * for a specific market and resolution.\n */\n unsubscribeFromCandles(market: string, resolution: CandlesResolution): void {\n const channel = SocketChannels.CANDLES;\n const params = {\n id: `${market}/${resolution}`,\n };\n this.unsubscribe(channel, params);\n }\n\n /**\n * @description Subscribe to prices channel\n * for a specific assets pair.\n *\n */\n subscribeToPrices(assetsPair: string): void {\n const channel = SocketChannels.PRICES;\n const params = {\n id: assetsPair,\n };\n this.subscribe(channel, params);\n }\n\n /**\n * @description Unsubscribe from candles channel\n * for a specific market and resolution.\n */\n unsubscribeFromPrices(assetsPair: string): void {\n const channel = SocketChannels.PRICES;\n const params = {\n id: assetsPair,\n };\n this.unsubscribe(channel, params);\n }\n}\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,4BAA4B,EAC5B,4BAA4B,EAC5B,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;AAUvC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAIF;IAChB,OAAO,CAAC,aAAa,CAAgB;gBAEzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAsDjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;IAmIpE,oBAAoB,IAAI,MAAM;IAyB9B,aAAa,CACX,MAAM,EAAE,kCAAkC,GACzC,wBAAwB;IA2E3B,yBAAyB,CACvB,MAAM,EAAE,4BAA4B,GACnC,4BAA4B;IAkC/B,YAAY,CACV,MAAM,EAAE,iCAAiC,GACxC,iCAAiC;IAyBpC,0BAA0B,CACxB,MAAM,EAAE,+CAA+C,GACtD,iCAAiC;IAkCpC,cAAc,CAAC,MAAM,EAAE,oBAAoB,GAAG,oBAAoB;IA+BlE,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAc/D,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI;CAejC"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,4BAA4B,EAC5B,4BAA4B,EAC5B,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;AAUvC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAIF;IAChB,OAAO,CAAC,aAAa,CAAgB;gBAEzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAsDjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;IAmIpE,oBAAoB,IAAI,MAAM;IAyB9B,aAAa,CACX,MAAM,EAAE,kCAAkC,GACzC,wBAAwB;IA2E3B,yBAAyB,CACvB,MAAM,EAAE,4BAA4B,GACnC,4BAA4B;IAoC/B,YAAY,CACV,MAAM,EAAE,iCAAiC,GACxC,iCAAiC;IAyBpC,0BAA0B,CACxB,MAAM,EAAE,+CAA+C,GACtD,iCAAiC;IAkCpC,cAAc,CAAC,MAAM,EAAE,oBAAoB,GAAG,oBAAoB;IA+BlE,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAc/D,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI;CAejC"}
@@ -1,6 +1,7 @@
1
- import { Candle, CandlesResolution, ServiceConfig } from '@reyaxyz/common';
1
+ import { Candle, CandlesResolution, ServiceConfig, StorkSignedPayload } from '@reyaxyz/common';
2
2
  declare enum SocketChannels {
3
- CANDLES = "candles"
3
+ CANDLES = "candles",
4
+ PRICES = "prices"
4
5
  }
5
6
  export declare enum IncomingMessageTypes {
6
7
  CONNECTED = "connected",
@@ -42,6 +43,14 @@ export interface CandleMessage extends SocketMessage {
42
43
  candles: Candle[];
43
44
  };
44
45
  }
46
+ export interface PricesMessage extends SocketMessage {
47
+ type: OutgoingMessageType;
48
+ connection_id: string;
49
+ message_id: number;
50
+ channel: SocketChannels.PRICES;
51
+ id: string;
52
+ contents: StorkSignedPayload;
53
+ }
45
54
  export interface SocketClientConfig {
46
55
  environment: ServiceConfig['environment'];
47
56
  onOpen: () => void;
@@ -109,6 +118,17 @@ export declare class SocketClient {
109
118
  * for a specific market and resolution.
110
119
  */
111
120
  unsubscribeFromCandles(market: string, resolution: CandlesResolution): void;
121
+ /**
122
+ * @description Subscribe to prices channel
123
+ * for a specific assets pair.
124
+ *
125
+ */
126
+ subscribeToPrices(assetsPair: string): void;
127
+ /**
128
+ * @description Unsubscribe from candles channel
129
+ * for a specific market and resolution.
130
+ */
131
+ unsubscribeFromPrices(assetsPair: string): void;
112
132
  }
113
133
  export {};
114
134
  //# sourceMappingURL=socket-client.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"socket-client.d.ts","sourceRoot":"/","sources":["clients/socket-client.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,MAAM,EACN,iBAAiB,EACjB,aAAa,EACd,MAAM,iBAAiB,CAAC;AAQzB,aAAK,cAAc;IACjB,OAAO,YAAY;CACpB;AAED,oBAAY,oBAAoB;IAC9B,SAAS,cAAc;IACvB,UAAU,eAAe;IACzB,KAAK,UAAU;IACf,YAAY,iBAAiB;IAC7B,kBAAkB,uBAAuB;IACzC,IAAI,SAAS;CACd;AACD,oBAAY,mBAAmB;IAC7B,KAAK,UAAU;IACf,SAAS,cAAc;IACvB,UAAU,eAAe;IACzB,YAAY,iBAAiB;IAC7B,YAAY,iBAAiB;IAC7B,kBAAkB,uBAAuB;IACzC,IAAI,SAAS;CACd;AACD,MAAM,WAAW,eAAe;IAC9B,IAAI,EAAE,mBAAmB,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,CAAC;CACpB;AACD,MAAM,WAAW,aAAa;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,IAAI,EAAE,mBAAmB,CAAC;IAC1B,OAAO,CAAC,EAAE,cAAc,CAAC;IACzB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,EAAE,CAAC,EAAE,MAAM,CAAC;CACb;AAED,MAAM,WAAW,aAAc,SAAQ,aAAa;IAClD,IAAI,EAAE,mBAAmB,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,CAAC;IACnB,OAAO,EAAE,cAAc,CAAC,OAAO,CAAC;IAChC,EAAE,EAAE,MAAM,CAAC;IACX,QAAQ,EAAE;QACR,OAAO,EAAE,MAAM,EAAE,CAAC;KACnB,CAAC;CACH;AAED,MAAM,WAAW,kBAAkB;IACjC,WAAW,EAAE,aAAa,CAAC,aAAa,CAAC,CAAC;IAC1C,MAAM,EAAE,MAAM,IAAI,CAAC;IACnB,OAAO,EAAE,MAAM,IAAI,CAAC;IACpB,SAAS,EAAE,CAAC,KAAK,EAAE,aAAa,KAAK,IAAI,CAAC;CAC3C;AAED,qBAAa,YAAY;IACvB,OAAO,CAAC,GAAG,CAAS;IACpB,OAAO,CAAC,EAAE,CAAC,CAAY;IACvB,OAAO,CAAC,cAAc,CAAC,CAAa;IACpC,OAAO,CAAC,eAAe,CAAC,CAAa;IACrC,OAAO,CAAC,iBAAiB,CAAC,CAAiC;IAC3D,OAAO,CAAC,YAAY,CAAkB;IACtC,OAAO,CAAC,eAAe,CAAsB;IAC7C,OAAO,CAAC,cAAc,CAAC,CAAiB;gBAC5B,MAAM,EAAE,kBAAkB;IAStC,OAAO,IAAI,IAAI;IAOf;;;OAGG;IACH,KAAK,IAAI,IAAI;IAKb;;;OAGG;IACH,IAAI,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI;IAIxB,OAAO,CAAC,UAAU;IAOlB,OAAO,CAAC,WAAW;IAOnB,OAAO,CAAC,aAAa;IAiBrB,OAAO,CAAC,mBAAmB;IAa3B;;;OAGG;IACH,IAAI,MAAM,CAAC,QAAQ,EAAE,MAAM,IAAI,EAE9B;IAED;;;OAGG;IACH,IAAI,OAAO,CAAC,QAAQ,EAAE,MAAM,IAAI,EAE/B;IAED;;;OAGG;IACH,IAAI,SAAS,CAAC,QAAQ,EAAE,CAAC,KAAK,EAAE,aAAa,KAAK,IAAI,EAErD;IAED;;;OAGG;IACH,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,IAAI;IASjD;;;OAGG;IACH,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,IAAI;IAQnD;;;;OAIG;IACH,kBAAkB,CAChB,YAAY,EAAE,MAAM,EACpB,UAAU,EAAE,iBAAiB,GAC5B,IAAI;IASP;;;OAGG;IACH,sBAAsB,CAAC,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,iBAAiB,GAAG,IAAI;CAO5E"}
1
+ {"version":3,"file":"socket-client.d.ts","sourceRoot":"/","sources":["clients/socket-client.ts"],"names":[],"mappings":"AAEA,OAAO,EAEL,MAAM,EACN,iBAAiB,EACjB,aAAa,EACb,kBAAkB,EACnB,MAAM,iBAAiB,CAAC;AAQzB,aAAK,cAAc;IACjB,OAAO,YAAY;IACnB,MAAM,WAAW;CAClB;AAED,oBAAY,oBAAoB;IAC9B,SAAS,cAAc;IACvB,UAAU,eAAe;IACzB,KAAK,UAAU;IACf,YAAY,iBAAiB;IAC7B,kBAAkB,uBAAuB;IACzC,IAAI,SAAS;CACd;AACD,oBAAY,mBAAmB;IAC7B,KAAK,UAAU;IACf,SAAS,cAAc;IACvB,UAAU,eAAe;IACzB,YAAY,iBAAiB;IAC7B,YAAY,iBAAiB;IAC7B,kBAAkB,uBAAuB;IACzC,IAAI,SAAS;CACd;AACD,MAAM,WAAW,eAAe;IAC9B,IAAI,EAAE,mBAAmB,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,CAAC;CACpB;AACD,MAAM,WAAW,aAAa;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,IAAI,EAAE,mBAAmB,CAAC;IAC1B,OAAO,CAAC,EAAE,cAAc,CAAC;IACzB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,EAAE,CAAC,EAAE,MAAM,CAAC;CACb;AAED,MAAM,WAAW,aAAc,SAAQ,aAAa;IAClD,IAAI,EAAE,mBAAmB,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,CAAC;IACnB,OAAO,EAAE,cAAc,CAAC,OAAO,CAAC;IAChC,EAAE,EAAE,MAAM,CAAC;IACX,QAAQ,EAAE;QACR,OAAO,EAAE,MAAM,EAAE,CAAC;KACnB,CAAC;CACH;AAED,MAAM,WAAW,aAAc,SAAQ,aAAa;IAClD,IAAI,EAAE,mBAAmB,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,CAAC;IACnB,OAAO,EAAE,cAAc,CAAC,MAAM,CAAC;IAC/B,EAAE,EAAE,MAAM,CAAC;IACX,QAAQ,EAAE,kBAAkB,CAAC;CAC9B;AAED,MAAM,WAAW,kBAAkB;IACjC,WAAW,EAAE,aAAa,CAAC,aAAa,CAAC,CAAC;IAC1C,MAAM,EAAE,MAAM,IAAI,CAAC;IACnB,OAAO,EAAE,MAAM,IAAI,CAAC;IACpB,SAAS,EAAE,CAAC,KAAK,EAAE,aAAa,KAAK,IAAI,CAAC;CAC3C;AAED,qBAAa,YAAY;IACvB,OAAO,CAAC,GAAG,CAAS;IACpB,OAAO,CAAC,EAAE,CAAC,CAAY;IACvB,OAAO,CAAC,cAAc,CAAC,CAAa;IACpC,OAAO,CAAC,eAAe,CAAC,CAAa;IACrC,OAAO,CAAC,iBAAiB,CAAC,CAAiC;IAC3D,OAAO,CAAC,YAAY,CAAkB;IACtC,OAAO,CAAC,eAAe,CAAsB;IAC7C,OAAO,CAAC,cAAc,CAAC,CAAiB;gBAC5B,MAAM,EAAE,kBAAkB;IAStC,OAAO,IAAI,IAAI;IAOf;;;OAGG;IACH,KAAK,IAAI,IAAI;IAKb;;;OAGG;IACH,IAAI,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI;IAIxB,OAAO,CAAC,UAAU;IAOlB,OAAO,CAAC,WAAW;IAOnB,OAAO,CAAC,aAAa;IAiBrB,OAAO,CAAC,mBAAmB;IAa3B;;;OAGG;IACH,IAAI,MAAM,CAAC,QAAQ,EAAE,MAAM,IAAI,EAE9B;IAED;;;OAGG;IACH,IAAI,OAAO,CAAC,QAAQ,EAAE,MAAM,IAAI,EAE/B;IAED;;;OAGG;IACH,IAAI,SAAS,CAAC,QAAQ,EAAE,CAAC,KAAK,EAAE,aAAa,KAAK,IAAI,EAErD;IAED;;;OAGG;IACH,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,IAAI;IASjD;;;OAGG;IACH,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,IAAI;IAQnD;;;;OAIG;IACH,kBAAkB,CAChB,YAAY,EAAE,MAAM,EACpB,UAAU,EAAE,iBAAiB,GAC5B,IAAI;IASP;;;OAGG;IACH,sBAAsB,CAAC,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,iBAAiB,GAAG,IAAI;IAQ3E;;;;OAIG;IACH,iBAAiB,CAAC,UAAU,EAAE,MAAM,GAAG,IAAI;IAQ3C;;;OAGG;IACH,qBAAqB,CAAC,UAAU,EAAE,MAAM,GAAG,IAAI;CAOhD"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@reyaxyz/api-sdk",
3
- "version": "0.119.0",
3
+ "version": "0.120.0",
4
4
  "publishConfig": {
5
5
  "access": "public",
6
6
  "registry": "https://registry.npmjs.org"
@@ -33,7 +33,7 @@
33
33
  "generate:coverage-badges": "npx istanbul-badges-readme --silent"
34
34
  },
35
35
  "dependencies": {
36
- "@reyaxyz/common": "0.184.1",
36
+ "@reyaxyz/common": "0.185.0",
37
37
  "@simplewebauthn/browser": "^10.0.0",
38
38
  "@simplewebauthn/types": "^10.0.0",
39
39
  "axios": "^1.6.2",
@@ -43,7 +43,7 @@
43
43
  "ws": "^8.16.0"
44
44
  },
45
45
  "packageManager": "pnpm@8.3.1",
46
- "gitHead": "abab5eb84fadd8a20ff0aa49e48216d445b83750",
46
+ "gitHead": "ea6c0ba19b703139df94f8420746771c3968f183",
47
47
  "devDependencies": {
48
48
  "@types/ws": "8.5.10"
49
49
  }
@@ -354,8 +354,10 @@ export default class TradeSimulationClient {
354
354
  const availableMargin =
355
355
  userAccountExposure.getUsdNodeMarginInfo.initialDelta;
356
356
 
357
- const maxAmountSize =
358
- (availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97; // @todo implement dynamic buffer
357
+ const maxAmountSize = Math.max(
358
+ (availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97, // @todo implement dynamic buffer
359
+ 0,
360
+ );
359
361
  const maxAmountBase = maxAmountSize / params.triggerPrice;
360
362
 
361
363
  const minAmountBase = amountNormalizer(
@@ -5,6 +5,7 @@ import {
5
5
  Candle,
6
6
  CandlesResolution,
7
7
  ServiceConfig,
8
+ StorkSignedPayload,
8
9
  } from '@reyaxyz/common';
9
10
 
10
11
  enum OutgoingMessageTypes {
@@ -15,6 +16,7 @@ enum OutgoingMessageTypes {
15
16
 
16
17
  enum SocketChannels {
17
18
  CANDLES = 'candles',
19
+ PRICES = 'prices',
18
20
  }
19
21
 
20
22
  export enum IncomingMessageTypes {
@@ -59,6 +61,15 @@ export interface CandleMessage extends SocketMessage {
59
61
  };
60
62
  }
61
63
 
64
+ export interface PricesMessage extends SocketMessage {
65
+ type: OutgoingMessageType;
66
+ connection_id: string;
67
+ message_id: number;
68
+ channel: SocketChannels.PRICES;
69
+ id: string;
70
+ contents: StorkSignedPayload;
71
+ }
72
+
62
73
  export interface SocketClientConfig {
63
74
  environment: ServiceConfig['environment'];
64
75
  onOpen: () => void;
@@ -229,4 +240,29 @@ export class SocketClient {
229
240
  };
230
241
  this.unsubscribe(channel, params);
231
242
  }
243
+
244
+ /**
245
+ * @description Subscribe to prices channel
246
+ * for a specific assets pair.
247
+ *
248
+ */
249
+ subscribeToPrices(assetsPair: string): void {
250
+ const channel = SocketChannels.PRICES;
251
+ const params = {
252
+ id: assetsPair,
253
+ };
254
+ this.subscribe(channel, params);
255
+ }
256
+
257
+ /**
258
+ * @description Unsubscribe from candles channel
259
+ * for a specific market and resolution.
260
+ */
261
+ unsubscribeFromPrices(assetsPair: string): void {
262
+ const channel = SocketChannels.PRICES;
263
+ const params = {
264
+ id: assetsPair,
265
+ };
266
+ this.unsubscribe(channel, params);
267
+ }
232
268
  }