@reyaxyz/api-sdk 0.157.0 → 0.159.0

package/src/clients/modules/owner/index.ts

@@ -1,16 +1,8 @@
 import {
-  AddFavoriteMarketParams,
-  AddFavoriteMarketResult,
-  GetAccountOwnerMetadataParams,
-  GetAccountOwnerMetadataResult,
-  GetOwnerConfigurationSettingsParams,
-  GetOwnerConfigurationSettingsResult,
   GetOwnerLastSeenNotificationTimestampParams,
   GetOwnerLastSeenNotificationTimestampResult,
   GetOwnerMetadataParams,
   GetOwnerMetadataResult,
-  RemoveFavoriteMarketParams,
-  RemoveFavoriteMarketResult,
   SetOwnerLastSeenNotificationTimestampParams,
   SetOwnerLastSeenNotificationTimestampResult,
 } from './types';
@@ -24,34 +16,6 @@ export default class OwnerClient extends RestClient {
     return this.get(uri);
   }
 
-  async getAccountOwnerMetadata(
-    params: GetAccountOwnerMetadataParams,
-  ): Promise<GetAccountOwnerMetadataResult> {
-    const uri = `/api/owner/${params.accountId}/account-owner-metadata`;
-    return this.get(uri);
-  }
-
-  async getOwnerConfigurationSettings(
-    params: GetOwnerConfigurationSettingsParams,
-  ): Promise<GetOwnerConfigurationSettingsResult> {
-    const uri = `/api/owner/${params.ownerAddress}/configuration/settings`;
-    return this.get(uri);
-  }
-
-  async addFavoriteMarket(
-    params: AddFavoriteMarketParams,
-  ): Promise<AddFavoriteMarketResult> {
-    const uri = `/api/owner/${params.ownerAddress}/configuration/favorite-market`;
-    return this.post(uri, undefined, params);
-  }
-
-  async removeFavoriteMarket(
-    params: RemoveFavoriteMarketParams,
-  ): Promise<RemoveFavoriteMarketResult> {
-    const uri = `/api/owner/${params.ownerAddress}/configuration/favorite-market`;
-    return this.delete(uri, undefined, params);
-  }
-
   async getOwnerLastSeenNotificationTimestamp(
     params: GetOwnerLastSeenNotificationTimestampParams,
   ): Promise<GetOwnerLastSeenNotificationTimestampResult> {

package/src/clients/modules/transfer-MA-Pool.simulation/types.ts

@@ -1,4 +1,4 @@
-import { MarginAccountEntity, TokenEntity } from '@reyaxyz/common';
+import { MarginRatioHealth, TokenEntity } from '@reyaxyz/common';
 import { EditCollateralSimulationLoadDataParams } from '../edit-collateral.simulation/types';
 
 export type TransferMAPoolSimulationLoadDataParams =
@@ -10,6 +10,6 @@ export type TransferMAPoolSimulationSimulateParams = {
 };
 
 export type SimulateTransferMAPoolEntity = {
-  marginRatio: MarginAccountEntity['marginRatioPercentage'];
-  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
+  marginRatio: number;
+  marginRatioHealth: MarginRatioHealth;
 };

package/src/clients/modules/transfer-margin-between-MAs.simulation/types.ts

@@ -1,8 +1,8 @@
-import { MarginAccountEntity, TokenEntity } from '@reyaxyz/common';
+import { MarginRatioHealth, TokenEntity } from '@reyaxyz/common';
 
 export type TransferMarginBetweenMAsSimulationLoadDataParams = {
-  fromMarginAccountId: MarginAccountEntity['id'];
-  toMarginAccountId: MarginAccountEntity['id'];
+  fromMarginAccountId: number;
+  toMarginAccountId: number;
 };
 
 export type TransferMarginBetweenMAsSimulationSimulateParams = {
@@ -11,8 +11,8 @@ export type TransferMarginBetweenMAsSimulationSimulateParams = {
 };
 
 export type SimulateTransferMarginBetweenMAsEntity = {
-  fromMarginRatio: MarginAccountEntity['marginRatioPercentage'];
-  fromMarginRatioHealth: MarginAccountEntity['marginRatioHealth'];
-  toMarginRatio: MarginAccountEntity['marginRatioPercentage'];
-  toMarginRatioHealth: MarginAccountEntity['marginRatioHealth'];
+  fromMarginRatio: number;
+  fromMarginRatioHealth: MarginRatioHealth;
+  toMarginRatio: number;
+  toMarginRatioHealth: MarginRatioHealth;
 };

package/src/clients/modules/withdraw-MA.simulation/types.ts

@@ -1,5 +1,5 @@
 import {
-  MarginAccountEntity,
+  MarginRatioHealth,
   MoneyInOutChainId,
   TokenEntity,
 } from '@reyaxyz/common';
@@ -18,6 +18,6 @@ export type WithdrawMASimulationSimulateParams = {
 export type SimulateWithdrawMAEntity = {
   socketWithdrawFees: SocketWithdrawFees;
   bridgeTimeInMS: number;
-  marginRatio: MarginAccountEntity['marginRatioPercentage'];
-  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
+  marginRatio: number;
+  marginRatioHealth: MarginRatioHealth;
 };

package/src/clients/types.ts

@@ -10,7 +10,7 @@ export {
   TransactionHistoryType,
   MarginAccountTransactionHistoryType,
   MarginAccountTransactionHistoryEntity,
-  MarginAccountEntity,
+  StrippedMarginAccountEntity,
   LpPositionEntity,
   LpPoolEntity,
   ReyaChainId,
@@ -33,7 +33,6 @@ export * from './modules/conditional-orders/types';
 export * from './modules/lp/types';
 export * from './modules/markets/types';
 export * from './modules/tokens/types';
-export * from './modules/trade.simulation/types';
 export * from './modules/owner/types';
 export * from './modules/deposit-existing-MA.simulation/types';
 export * from './modules/deposit-new-MA.simulation/types';
@@ -46,5 +45,3 @@ export * from './modules/transfer-MA-Pool.simulation/types';
 export * from './modules/funding-rate/types';
 export * from './modules/depth-chart.simulation/types';
 export * from './modules/deposit-passive-pool.simulation/types';
-export * from './modules/isolated-order.simulation/types';
-export * from './modules/rage-trade/types';

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

@@ -1,302 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (g && (g = 0, op[0] && (_ = 0)), _) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-var common_1 = require("@reyaxyz/common");
-var bignumber_js_1 = __importDefault(require("bignumber.js"));
-var common_2 = require("@reyaxyz/common");
-var utils_1 = require("../trade.simulation/utils");
-var IsolatedOrderSimulationClient = /** @class */ (function () {
-    function IsolatedOrderSimulationClient(accountClient) {
-        this.loadedData = null;
-        this.marketId = null;
-        // Constructor added
-        this.accountClient = accountClient;
-    }
-    // Method to asynchronously load data based on marketId and accountId
-    IsolatedOrderSimulationClient.prototype.arm = function (params) {
-        return __awaiter(this, void 0, void 0, function () {
-            var _a;
-            return __generator(this, function (_b) {
-                switch (_b.label) {
-                    case 0:
-                        this.marketId = params.marketId;
-                        _a = this;
-                        return [4 /*yield*/, this.fetchMarketData(params.marketId, params.marginAccountId)];
-                    case 1:
-                        _a.loadedData = _b.sent();
-                        return [2 /*return*/];
-                }
-            });
-        });
-    };
-    IsolatedOrderSimulationClient.genExposureCommandObject = function (exposureCommandState) {
-        return new common_1.ExposureCommand(exposureCommandState.accountId, exposureCommandState.rootCollateralPoolId, exposureCommandState.oraclePricePerMarket, exposureCommandState.accountBalancePerAsset, exposureCommandState.groupedByCollateral, exposureCommandState.riskMultipliers, exposureCommandState.riskMatrices, exposureCommandState.exchangeInfoPerAsset, exposureCommandState.positionInfoMarketConfiguration, exposureCommandState.uniqueTokenAddresses, exposureCommandState.uniqueQuoteCollaterals, exposureCommandState.tokenMarginInfoPerAsset, exposureCommandState.realizedPnLSum, exposureCommandState.unrealizedPnLSum, exposureCommandState.mtmRpnlSum, exposureCommandState.collateralAddressToExchangePrice);
-    };
-    IsolatedOrderSimulationClient.prototype.fetchMarketData = function (marketId, accountId) {
-        return __awaiter(this, void 0, void 0, function () {
-            return __generator(this, function (_a) {
-                return [2 /*return*/, this.accountClient.getTransactionSimulationInitialData({
-                        marginAccountId: accountId,
-                        marketId: marketId,
-                    })];
-            });
-        });
-    };
-    // Synchronous method to simulate operations
-    IsolatedOrderSimulationClient.prototype.simulate = function (params) {
-        if (!this.loadedData || !this.marketId) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var oraclePrice = this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
-        var amount;
-        if (params.fromBase) {
-            amount = params.amount;
-        }
-        else {
-            amount = (0, bignumber_js_1.default)(params.amount).div(oraclePrice).toNumber();
-        }
-        var userAccountExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataAccount);
-        var passivePoolExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataPassivePool);
-        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
-        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(oraclePrice, slippage);
-        var amountSize = estimatedPrice * amount;
-        var feesV2 = (0, utils_1.computeFee)({
-            tradeSimulationState: this.loadedData,
-            marketId: this.marketId,
-            orderBase: amount,
-        });
-        /*
-           amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,
-           this value is equal to absolute size in rUSD terms / leverage
-         */
-        var requiredMargin = (0, bignumber_js_1.default)(amountSize)
-            .abs()
-            .div((0, bignumber_js_1.default)(params.isolatedPositionLeverage))
-            .toNumber();
-        var editCollateralActions = userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);
-        var newMarginInfoSource = userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(editCollateralActions);
-        /*
-         * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade
-         * */
-        var isolatedLMR = this.calculateIsolatedLMR(amountSize);
-        /*
-         * margin balance of the destination account is the requiredMargin which is expected to be transferred
-         * to the destination account that performs the isolated trade
-         * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for
-         * the market where the trade is being made by the isolated account that is going to be created as part of isolated
-         * trade operation
-         * */
-        var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(requiredMargin, isolatedLMR, oraclePrice, amount);
-        // todo: p1:  margin ratio seems to be wrong on ui
-        var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfoSource);
-        var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio * 100);
-        var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
-        var snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
-        var snappedAmount = snappedAmountInBase * estimatedPrice;
-        var xpEarnRangeMin = Math.round(Math.abs(snappedAmount) / common_2.INSTANT_TRADING_RATE_XP);
-        var xpEarnRangeMax = Math.round((100 * Math.abs(snappedAmount)) / common_2.INSTANT_TRADING_RATE_XP);
-        return {
-            estimatedPrice: estimatedPrice,
-            estimatedSlippage: slippage * 100,
-            fees: feesV2.fee,
-            takerFeesPercentage: feesV2.feePercentage,
-            feesV2: feesV2,
-            liquidationPrice: liquidationPrice.toNumber(),
-            marginRatio: marginRatio * 100,
-            marginRatioHealth: marginRatioHealth,
-            snappedAmount: snappedAmount,
-            snappedAmountInBase: snappedAmountInBase,
-            requiredMargin: requiredMargin,
-            editCollateralActions: editCollateralActions,
-            xpEarnRange: {
-                min: xpEarnRangeMin,
-                max: xpEarnRangeMax,
-            },
-            maxSlippage: 1,
-        };
-    };
-    IsolatedOrderSimulationClient.prototype.convertValue = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        if (!params.fromBase)
-            return (0, bignumber_js_1.default)(params.amount)
-                .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
-                .toNumber();
-        else
-            return (0, bignumber_js_1.default)(params.amount)
-                .times(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
-                .toNumber();
-    };
-    IsolatedOrderSimulationClient.prototype.convertValueEstimatedPrice = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var passivePoolExposure = new common_1.ExposureCommand(this.loadedData.exposureDataPassivePool.accountId, this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePricePerMarket, this.loadedData.exposureDataPassivePool.accountBalancePerAsset, this.loadedData.exposureDataPassivePool.groupedByCollateral, this.loadedData.exposureDataPassivePool.riskMultipliers, this.loadedData.exposureDataPassivePool.riskMatrices, this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset, this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration, this.loadedData.exposureDataPassivePool.uniqueTokenAddresses, this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals, this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset, this.loadedData.exposureDataPassivePool.realizedPnLSum, this.loadedData.exposureDataPassivePool.unrealizedPnLSum, this.loadedData.exposureDataPassivePool.mtmRpnlSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
-        var amountForSlippage = params.fromBase
-            ? params.amount
-            : (0, bignumber_js_1.default)(params.amount)
-                .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
-                .toNumber();
-        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amountForSlippage).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
-        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
-        if (!params.fromBase)
-            return (0, bignumber_js_1.default)(params.amount).div(estimatedPrice).toNumber();
-        else
-            return (0, bignumber_js_1.default)(params.amount).times(estimatedPrice).toNumber();
-    };
-    IsolatedOrderSimulationClient.prototype.customLeverage = function () {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var customLeverage = this.loadedData.customLeverage;
-        return customLeverage;
-    };
-    IsolatedOrderSimulationClient.prototype.estimatedPrice = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var passivePoolExposure = new common_1.ExposureCommand(this.loadedData.exposureDataPassivePool.accountId, this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePricePerMarket, this.loadedData.exposureDataPassivePool.accountBalancePerAsset, this.loadedData.exposureDataPassivePool.groupedByCollateral, this.loadedData.exposureDataPassivePool.riskMultipliers, this.loadedData.exposureDataPassivePool.riskMatrices, this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset, this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration, this.loadedData.exposureDataPassivePool.uniqueTokenAddresses, this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals, this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset, this.loadedData.exposureDataPassivePool.realizedPnLSum, this.loadedData.exposureDataPassivePool.unrealizedPnLSum, this.loadedData.exposureDataPassivePool.mtmRpnlSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
-        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(params.amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
-        var price = this.loadedData.exposureDataAccount.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
-        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
-        return {
-            estimatedPrice: estimatedPrice,
-            markPrice: price,
-        };
-    };
-    IsolatedOrderSimulationClient.prototype.roundToBaseSpacing = function (amount, baseSpacing) {
-        var snappedAmount = (0, bignumber_js_1.default)(amount)
-            .abs()
-            .dividedBy(baseSpacing)
-            .integerValue(bignumber_js_1.default.ROUND_FLOOR)
-            .multipliedBy(baseSpacing)
-            .toNumber();
-        if (amount < 0) {
-            return -snappedAmount;
-        }
-        return snappedAmount;
-    };
-    IsolatedOrderSimulationClient.prototype.amountToSnappedAmount = function (amountInRusd, spotPrice, baseSpacing) {
-        var amountInBase = (0, bignumber_js_1.default)(amountInRusd)
-            .div((0, bignumber_js_1.default)(spotPrice))
-            .toNumber();
-        return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;
-    };
-    IsolatedOrderSimulationClient.prototype.calculateIsolatedLMR = function (isolatedExposure) {
-        var _this = this;
-        // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        if (!this.loadedData.marketStorage) {
-            throw new Error('Market storage not loaded');
-        }
-        // todo: p2: carefully test
-        var marketRiskMatrix = this.loadedData.exposureDataAccount.riskMatrices.find(function (riskMatrix) {
-            var _a;
-            return (riskMatrix.risk_block_id ===
-                (0, bignumber_js_1.default)(String((_a = _this.loadedData) === null || _a === void 0 ? void 0 : _a.marketStorage.risk_block_id)).toNumber());
-        });
-        if (!marketRiskMatrix) {
-            throw new Error('Failed to load risk matrix');
-        }
-        var marketDiagonalRiskParam = marketRiskMatrix.matrix[this.loadedData.marketConfiguration.risk_matrix_index][this.loadedData.marketConfiguration.risk_matrix_index];
-        var isolatedRiskMatrix = [[marketDiagonalRiskParam]];
-        var isolatedFilledExposures = [(0, bignumber_js_1.default)(isolatedExposure)];
-        return common_1.ExposureCommand.computeLiquidationMarginRequirement(isolatedRiskMatrix, isolatedFilledExposures);
-    };
-    IsolatedOrderSimulationClient.prototype.leverageBoundsAndAvailableMargin = function (_a) {
-        var amountTradedInRusd = _a.amountTradedInRusd;
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var spotPrice = this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
-        var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
-        var snappedAmountInRusd = this.amountToSnappedAmount(amountTradedInRusd, spotPrice, baseSpacing);
-        /*
-          todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl
-          and actually depending on the size of the trade the estimated price would change -> different upnl
-          as upnl is calculated against oracle prioce + rpnl is also affected through the fees
-         * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow
-         * which will prompt the user to choose a desired leverage value
-         * 0.1 can be hardcoded to be the min bound
-         * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position
-         * with 1 rUSD exposure in the market -> max leverage = 1/IMR
-         * */
-        // set max bound
-        var lmrUnitExposure = this.calculateIsolatedLMR(1);
-        var imrUnitExposure = (0, common_1.amountNormalizer)(String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier)).multipliedBy(lmrUnitExposure);
-        var maxBound = (0, bignumber_js_1.default)(1).dividedBy(imrUnitExposure).toNumber();
-        // set min bound
-        var userAccountExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataAccount);
-        /*
-          max amount of margin in rUSD terms that can be transferred from the source account to the destination account
-          that performs the isolated position trade
-        */
-        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
-        var minBound = (0, bignumber_js_1.default)(snappedAmountInRusd)
-            .abs()
-            .dividedBy(availableMargin)
-            .toNumber();
-        if (minBound > maxBound) {
-            throw Error('Min leverage bound higher than max');
-        }
-        return {
-            minBound: minBound,
-            maxBound: maxBound,
-            availableMargin: availableMargin,
-        };
-    };
-    IsolatedOrderSimulationClient.prototype.updatePrice = function (price) {
-        if (!this.loadedData || !this.marketId) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        // update price
-        var marketId = this.marketId;
-        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =
-            price;
-        this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;
-    };
-    return IsolatedOrderSimulationClient;
-}());
-exports.default = IsolatedOrderSimulationClient;
-//# sourceMappingURL=index.js.map

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

@@ -1 +0,0 @@
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{\n  SimulateIsolatedOrderEntity,\n  IsolatedOrderSimulationConvertValueParams,\n  IsolatedOrderSimulationConvertValueResult,\n  IsolatedOrderSimulationLoadDataParams,\n  IsolatedOrderSimulationSimulateParams,\n  LeverageBoundsAndAvailableMarginResult,\n  LeverageBoundsAndAvailableMarginParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n  amountNormalizer,\n  ExposureCommand,\n  ExposureCommandState,\n  RiskMatrix,\n  TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { EditCollateralAction } from '@reyaxyz/common';\nimport {\n  EstimatedPriceParams,\n  EstimatedPriceResult,\n  TradeSimulationConvertValueEstimatedPriceParams,\n  TradeSimulationConvertValueResult,\n} from '../trade.simulation/types';\nimport { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';\nimport { computeFee } from '../trade.simulation/utils';\n\nexport default class IsolatedOrderSimulationClient {\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  private marketId: number | null = null;\n\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void> {\n    this.marketId = params.marketId;\n    this.loadedData = await this.fetchMarketData(\n      params.marketId,\n      params.marginAccountId,\n    );\n  }\n\n  static genExposureCommandObject(\n    exposureCommandState: ExposureCommandState,\n  ): ExposureCommand {\n    return new ExposureCommand(\n      exposureCommandState.accountId,\n      exposureCommandState.rootCollateralPoolId,\n      exposureCommandState.oraclePricePerMarket,\n      exposureCommandState.accountBalancePerAsset,\n      exposureCommandState.groupedByCollateral,\n      exposureCommandState.riskMultipliers,\n      exposureCommandState.riskMatrices,\n      exposureCommandState.exchangeInfoPerAsset,\n      exposureCommandState.positionInfoMarketConfiguration,\n      exposureCommandState.uniqueTokenAddresses,\n      exposureCommandState.uniqueQuoteCollaterals,\n      exposureCommandState.tokenMarginInfoPerAsset,\n      exposureCommandState.realizedPnLSum,\n      exposureCommandState.unrealizedPnLSum,\n      exposureCommandState.mtmRpnlSum,\n      exposureCommandState.collateralAddressToExchangePrice,\n    );\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations\n  simulate(\n    params: IsolatedOrderSimulationSimulateParams,\n  ): SimulateIsolatedOrderEntity {\n    if (!this.loadedData || !this.marketId) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const oraclePrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n\n    let amount;\n    if (params.fromBase) {\n      amount = params.amount;\n    } else {\n      amount = BigNumber(params.amount).div(oraclePrice).toNumber();\n    }\n\n    const userAccountExposure =\n      IsolatedOrderSimulationClient.genExposureCommandObject(\n        this.loadedData.exposureDataAccount,\n      );\n\n    const passivePoolExposure =\n      IsolatedOrderSimulationClient.genExposureCommandObject(\n        this.loadedData.exposureDataPassivePool,\n      );\n\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(amount).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      oraclePrice,\n      slippage,\n    );\n\n    const amountSize = estimatedPrice * amount;\n\n    const feesV2 = computeFee({\n      tradeSimulationState: this.loadedData,\n      marketId: this.marketId,\n      orderBase: amount,\n    });\n\n    /*\n       amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,\n       this value is equal to absolute size in rUSD terms / leverage\n     */\n\n    const requiredMargin = BigNumber(amountSize)\n      .abs()\n      .div(BigNumber(params.isolatedPositionLeverage))\n      .toNumber();\n\n    const editCollateralActions: EditCollateralAction[] =\n      userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);\n\n    const newMarginInfoSource =\n      userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(\n        editCollateralActions,\n      );\n\n    /*\n     * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade\n     * */\n\n    const isolatedLMR = this.calculateIsolatedLMR(amountSize);\n\n    /*\n     * margin balance of the destination account is the requiredMargin which is expected to be transferred\n     * to the destination account that performs the isolated trade\n     * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for\n     * the market where the trade is being made by the isolated account that is going to be created as part of isolated\n     * trade operation\n     * */\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      requiredMargin,\n      isolatedLMR,\n      oraclePrice,\n      amount,\n    );\n\n    // todo: p1:  margin ratio seems to be wrong on ui\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n      marginRatio * 100,\n    );\n\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n\n    const snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);\n    const snappedAmount = snappedAmountInBase * estimatedPrice;\n    const xpEarnRangeMin = Math.round(\n      Math.abs(snappedAmount) / INSTANT_TRADING_RATE_XP,\n    );\n    const xpEarnRangeMax = Math.round(\n      (100 * Math.abs(snappedAmount)) / INSTANT_TRADING_RATE_XP,\n    );\n\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: feesV2.fee,\n      takerFeesPercentage: feesV2.feePercentage,\n      feesV2,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio * 100,\n      marginRatioHealth: marginRatioHealth,\n      snappedAmount,\n      snappedAmountInBase,\n      requiredMargin: requiredMargin,\n      editCollateralActions: editCollateralActions,\n      xpEarnRange: {\n        min: xpEarnRangeMin,\n        max: xpEarnRangeMax,\n      },\n      maxSlippage: 1,\n    };\n  }\n\n  convertValue(\n    params: IsolatedOrderSimulationConvertValueParams,\n  ): IsolatedOrderSimulationConvertValueResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    if (!params.fromBase)\n      return BigNumber(params.amount)\n        .div(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n    else\n      return BigNumber(params.amount)\n        .times(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n  }\n\n  convertValueEstimatedPrice(\n    params: TradeSimulationConvertValueEstimatedPriceParams,\n  ): TradeSimulationConvertValueResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const passivePoolExposure = new ExposureCommand(\n      this.loadedData.exposureDataPassivePool.accountId,\n      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n      this.loadedData.exposureDataPassivePool.groupedByCollateral,\n      this.loadedData.exposureDataPassivePool.riskMultipliers,\n      this.loadedData.exposureDataPassivePool.riskMatrices,\n      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.realizedPnLSum,\n      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n      this.loadedData.exposureDataPassivePool.mtmRpnlSum,\n      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n    );\n\n    const amountForSlippage = params.fromBase\n      ? params.amount\n      : BigNumber(params.amount)\n          .div(\n            this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n              this.loadedData.marketConfiguration.market_id\n            ],\n          )\n          .toNumber();\n\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(amountForSlippage).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n\n    if (!params.fromBase)\n      return BigNumber(params.amount).div(estimatedPrice).toNumber();\n    else return BigNumber(params.amount).times(estimatedPrice).toNumber();\n  }\n\n  customLeverage(): number | null {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n    const { customLeverage } = this.loadedData;\n\n    return customLeverage;\n  }\n\n  estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const passivePoolExposure = new ExposureCommand(\n      this.loadedData.exposureDataPassivePool.accountId,\n      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n      this.loadedData.exposureDataPassivePool.groupedByCollateral,\n      this.loadedData.exposureDataPassivePool.riskMultipliers,\n      this.loadedData.exposureDataPassivePool.riskMatrices,\n      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.realizedPnLSum,\n      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n      this.loadedData.exposureDataPassivePool.mtmRpnlSum,\n      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n    );\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(params.amount).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n\n    const price =\n      this.loadedData.exposureDataAccount.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n\n    return {\n      estimatedPrice,\n      markPrice: price,\n    };\n  }\n\n  roundToBaseSpacing(amount: number, baseSpacing: number): number {\n    const snappedAmount = BigNumber(amount)\n      .abs()\n      .dividedBy(baseSpacing)\n      .integerValue(BigNumber.ROUND_FLOOR)\n      .multipliedBy(baseSpacing)\n      .toNumber();\n\n    if (amount < 0) {\n      return -snappedAmount;\n    }\n    return snappedAmount;\n  }\n\n  amountToSnappedAmount(\n    amountInRusd: number,\n    spotPrice: number,\n    baseSpacing: number,\n  ): number {\n    const amountInBase = BigNumber(amountInRusd)\n      .div(BigNumber(spotPrice))\n      .toNumber();\n\n    return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;\n  }\n\n  calculateIsolatedLMR(isolatedExposure: number): number {\n    // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    if (!this.loadedData.marketStorage) {\n      throw new Error('Market storage not loaded');\n    }\n\n    // todo: p2: carefully test\n    const marketRiskMatrix =\n      this.loadedData.exposureDataAccount.riskMatrices.find(\n        (riskMatrix: RiskMatrix) => {\n          return (\n            riskMatrix.risk_block_id ===\n            BigNumber(\n              String(this.loadedData?.marketStorage.risk_block_id),\n            ).toNumber()\n          );\n        },\n      );\n\n    if (!marketRiskMatrix) {\n      throw new Error('Failed to load risk matrix');\n    }\n\n    const marketDiagonalRiskParam =\n      marketRiskMatrix.matrix[\n        this.loadedData.marketConfiguration.risk_matrix_index\n      ][this.loadedData.marketConfiguration.risk_matrix_index];\n    const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];\n    const isolatedFilledExposures: BigNumber[] = [BigNumber(isolatedExposure)];\n\n    return ExposureCommand.computeLiquidationMarginRequirement(\n      isolatedRiskMatrix,\n      isolatedFilledExposures,\n    );\n  }\n\n  leverageBoundsAndAvailableMargin({\n    amountTradedInRusd,\n  }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const spotPrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n    const snappedAmountInRusd = this.amountToSnappedAmount(\n      amountTradedInRusd,\n      spotPrice,\n      baseSpacing,\n    );\n\n    /*\n      todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl\n      and actually depending on the size of the trade the estimated price would change -> different upnl\n      as upnl is calculated against oracle prioce + rpnl is also affected through the fees\n     * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow\n     * which will prompt the user to choose a desired leverage value\n     * 0.1 can be hardcoded to be the min bound\n     * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position\n     * with 1 rUSD exposure in the market -> max leverage = 1/IMR\n     * */\n\n    // set max bound\n\n    const lmrUnitExposure = this.calculateIsolatedLMR(1);\n\n    const imrUnitExposure: BigNumber = amountNormalizer(\n      String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier),\n    ).multipliedBy(lmrUnitExposure);\n\n    const maxBound = BigNumber(1).dividedBy(imrUnitExposure).toNumber();\n\n    // set min bound\n\n    const userAccountExposure =\n      IsolatedOrderSimulationClient.genExposureCommandObject(\n        this.loadedData.exposureDataAccount,\n      );\n\n    /*\n      max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n      that performs the isolated position trade\n    */\n\n    const availableMargin =\n      userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n    const minBound = BigNumber(snappedAmountInRusd)\n      .abs()\n      .dividedBy(availableMargin)\n      .toNumber();\n\n    if (minBound > maxBound) {\n      throw Error('Min leverage bound higher than max');\n    }\n\n    return {\n      minBound: minBound,\n      maxBound: maxBound,\n      availableMargin: availableMargin,\n    };\n  }\n\n  updatePrice(price: number): void {\n    if (!this.loadedData || !this.marketId) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n    // update price\n    const marketId = this.marketId;\n    this.loadedData.exposureDataPassivePool.oraclePricePerMarket[marketId] =\n      price;\n    this.loadedData.exposureDataAccount.oraclePricePerMarket[marketId] = price;\n  }\n}\n"]}

package/dist/clients/modules/isolated-order.simulation/types.js

@@ -1,3 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=types.js.map

package/dist/clients/modules/isolated-order.simulation/types.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n  MarginAccountEntity,\n  MarketEntity,\n  EditCollateralAction,\n} from '@reyaxyz/common';\nimport { SimulateTradeFeeEntity } from '../trade.simulation/types';\n\nexport type IsolatedOrderSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type IsolatedOrderSimulationSimulateParams = {\n  amount: number; // position size in rUSD / base terms, + for long | - for short\n  isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n  fromBase?: boolean;\n};\n\nexport type IsolatedOrderSimulationConvertValueParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type SimulateIsolatedOrderEntity = {\n  liquidationPrice: number;\n  fees: number;\n  takerFeesPercentage: number;\n  feesV2: SimulateTradeFeeEntity;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  snappedAmount: number;\n  snappedAmountInBase: number;\n  requiredMargin: number;\n  editCollateralActions: EditCollateralAction[];\n  maxSlippage: number;\n  xpEarnRange?: {\n    min: number;\n    max: number;\n  };\n};\n\nexport type IsolatedOrderSimulationConvertValueResult = number;\n\nexport type LeverageBoundsAndAvailableMarginResult = {\n  minBound: number;\n  maxBound: number;\n  availableMargin: number;\n};\n\nexport type LeverageBoundsAndAvailableMarginParams = {\n  // Note, this amount is not expected to be snapped\n  amountTradedInRusd: number;\n};\n"]}

package/dist/clients/modules/rage-trade/index.js

@@ -1,99 +0,0 @@
-"use strict";
-var __extends = (this && this.__extends) || (function () {
-    var extendStatics = function (d, b) {
-        extendStatics = Object.setPrototypeOf ||
-            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
-            function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
-        return extendStatics(d, b);
-    };
-    return function (d, b) {
-        if (typeof b !== "function" && b !== null)
-            throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
-        extendStatics(d, b);
-        function __() { this.constructor = d; }
-        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
-    };
-})();
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (g && (g = 0, op[0] && (_ = 0)), _) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-var common_1 = require("@reyaxyz/common");
-var RageTradeClient = /** @class */ (function (_super) {
-    __extends(RageTradeClient, _super);
-    function RageTradeClient() {
-        return _super !== null && _super.apply(this, arguments) || this;
-    }
-    RageTradeClient.prototype.getRewardsPerEpochAndTier = function () {
-        return __awaiter(this, void 0, void 0, function () {
-            var uri;
-            return __generator(this, function (_a) {
-                uri = "/api/rage-trade/rewards-per-epoch-and-tier";
-                return [2 /*return*/, this.get(uri)];
-            });
-        });
-    };
-    RageTradeClient.prototype.getLeaderboardForEpochAndTier = function (params) {
-        return __awaiter(this, void 0, void 0, function () {
-            var uri;
-            return __generator(this, function (_a) {
-                uri = "/api/rage-trade/leaderboard-for-epoch-and-tier/".concat(params.walletAddress, "?epochId=").concat(params.epochId, "&tierId=").concat(params.tierId, "&skip=").concat(params.skip, "&limit=").concat(params.limit);
-                return [2 /*return*/, this.get(uri)];
-            });
-        });
-    };
-    RageTradeClient.prototype.getLeaderboardDetailsForWalletAddress = function (params) {
-        return __awaiter(this, void 0, void 0, function () {
-            var uri;
-            return __generator(this, function (_a) {
-                uri = "/api/rage-trade/leaderboard/".concat(params.walletAddress);
-                return [2 /*return*/, this.get(uri)];
-            });
-        });
-    };
-    RageTradeClient.prototype.getDailyVolumeForPeriod = function (params) {
-        return __awaiter(this, void 0, void 0, function () {
-            var uri;
-            return __generator(this, function (_a) {
-                uri = "/api/rage-trade/daily-volume-for-period?timestampFrom=".concat(params.timestampFrom, "&timestampTo=").concat(params.timestampTo);
-                return [2 /*return*/, this.get(uri)];
-            });
-        });
-    };
-    return RageTradeClient;
-}(common_1.RestClient));
-exports.default = RageTradeClient;
-//# sourceMappingURL=index.js.map

package/dist/clients/modules/rage-trade/index.js.map

@@ -1 +0,0 @@
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package/dist/clients/modules/rage-trade/types.js

@@ -1,3 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=types.js.map

package/dist/clients/modules/rage-trade/types.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/rage-trade/types.ts"],"names":[],"mappings":"","sourcesContent":["export type GetRageTradeRewardsPerEpochAndTierResult = {\n  rewards: RageTradeRewards[];\n  collateralTierLimits: RageTradeCollateralTierLimits;\n};\n\nexport type RageTradeCollateralTierLimits = {\n  '1': number;\n  '2': number;\n  '3': number;\n  '4': number;\n};\n\nexport type RageTradeRewards = {\n  epochId: number;\n  startTimeStamp: number;\n  endTimeStamp: number;\n  competitionName: string;\n  rewards: RageTradeReward[];\n};\n\nexport type RageTradeReward = {\n  tierId: number;\n  rewardsPerRank: RageTradeRewardsPerRank;\n};\n\nexport type RageTradeRewardsPerRank = {\n  '1': number;\n  '2': number;\n  '3': number;\n  '4': number;\n  '5': number;\n  '6': number;\n  '7': number;\n  '8': number;\n  '9': number;\n  '10': number;\n};\n\nexport type GetRageTradeLeaderboardForEpochAndTierResult = {\n  totalCount: number;\n  leaderboard: RageTradeLeaderboard[];\n  maxCollateralAverage: number;\n};\n\nexport type RageTradeLeaderboard = {\n  epochId: number;\n  tierId: number;\n  rank: number;\n  address: string;\n  maxCollateral: number;\n  pnl: number;\n  roi: number;\n};\n\nexport type GetRageTradeRewardsPerEpochAndTierParams = {\n  epochId: string;\n  tierId: string;\n  skip: number;\n  limit: number;\n  walletAddress: string;\n};\n\nexport type GetRageTradeLeaderboardForWalletAddressParams = {\n  walletAddress: string;\n};\n\nexport type GetRageTradeLeaderboardForWalletAddressResult = {\n  tierId: number;\n  address: string;\n  rank: number;\n  points: number;\n  pnl: number;\n  roi: number;\n  maxCollateral: number;\n};\n\nexport type GetRageTradeDailyVolumeForPeriodParams = {\n  timestampFrom: number;\n  timestampTo: number;\n};\n\nexport type GetRageTradeDailyVolumeForPeriodResult = {\n  total: number;\n  data: RageTradeDailyVolumeForPeriodData[];\n};\n\nexport type RageTradeDailyVolumeForPeriodData = {\n  dateStartTimestamp: number;\n  dateEndTimestamp: number;\n  total_volume: number;\n};\n"]}