@reyaxyz/api-sdk 0.157.0 → 0.159.0

package/dist/clients/modules/trade.simulation/index.js

@@ -1,331 +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("./utils");
-var TradeSimulationClient = /** @class */ (function () {
-    function TradeSimulationClient(accountClient) {
-        this.marketId = null;
-        this.accountId = null;
-        this.loadedData = null;
-        // Constructor added
-        this.accountClient = accountClient;
-    }
-    // Method to asynchronously load data based on marketId and accountId
-    TradeSimulationClient.prototype.arm = function (params) {
-        return __awaiter(this, void 0, void 0, function () {
-            var tradeSimulationState, userAccountExposure, passivePoolExposure;
-            return __generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        this.marketId = params.marketId;
-                        this.accountId = params.marginAccountId;
-                        return [4 /*yield*/, this.fetchMarketData(this.marketId, this.accountId)];
-                    case 1:
-                        tradeSimulationState = _a.sent();
-                        userAccountExposure = new common_1.ExposureCommand(tradeSimulationState.exposureDataAccount.accountId, tradeSimulationState.exposureDataAccount.rootCollateralPoolId, tradeSimulationState.exposureDataAccount.oraclePricePerMarket, tradeSimulationState.exposureDataAccount.accountBalancePerAsset, tradeSimulationState.exposureDataAccount.groupedByCollateral, tradeSimulationState.exposureDataAccount.riskMultipliers, tradeSimulationState.exposureDataAccount.riskMatrices, tradeSimulationState.exposureDataAccount.exchangeInfoPerAsset, tradeSimulationState.exposureDataAccount.positionInfoMarketConfiguration, tradeSimulationState.exposureDataAccount.uniqueTokenAddresses, tradeSimulationState.exposureDataAccount.uniqueQuoteCollaterals, tradeSimulationState.exposureDataAccount.tokenMarginInfoPerAsset, tradeSimulationState.exposureDataAccount.realizedPnLSum, tradeSimulationState.exposureDataAccount.unrealizedPnLSum, tradeSimulationState.exposureDataAccount.mtmRpnlSum, tradeSimulationState.exposureDataAccount.collateralAddressToExchangePrice);
-                        passivePoolExposure = new common_1.ExposureCommand(tradeSimulationState.exposureDataPassivePool.accountId, tradeSimulationState.exposureDataPassivePool.rootCollateralPoolId, tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket, tradeSimulationState.exposureDataPassivePool.accountBalancePerAsset, tradeSimulationState.exposureDataPassivePool.groupedByCollateral, tradeSimulationState.exposureDataPassivePool.riskMultipliers, tradeSimulationState.exposureDataPassivePool.riskMatrices, tradeSimulationState.exposureDataPassivePool.exchangeInfoPerAsset, tradeSimulationState.exposureDataPassivePool.positionInfoMarketConfiguration, tradeSimulationState.exposureDataPassivePool.uniqueTokenAddresses, tradeSimulationState.exposureDataPassivePool.uniqueQuoteCollaterals, tradeSimulationState.exposureDataPassivePool.tokenMarginInfoPerAsset, tradeSimulationState.exposureDataPassivePool.realizedPnLSum, tradeSimulationState.exposureDataPassivePool.unrealizedPnLSum, tradeSimulationState.exposureDataPassivePool.mtmRpnlSum, tradeSimulationState.exposureDataPassivePool.collateralAddressToExchangePrice);
-                        this.loadedData = {
-                            tradeSimulationState: tradeSimulationState,
-                            userAccountExposure: userAccountExposure,
-                            passivePoolExposure: passivePoolExposure,
-                        };
-                        return [2 /*return*/];
-                }
-            });
-        });
-    };
-    TradeSimulationClient.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 based on an amount
-    TradeSimulationClient.prototype.simulate = function (params) {
-        if (!this.loadedData || !this.marketId) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var _a = this.loadedData, tradeSimulationState = _a.tradeSimulationState, userAccountExposure = _a.userAccountExposure, passivePoolExposure = _a.passivePoolExposure;
-        var oraclePrice = tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id];
-        var amount;
-        if (params.fromBase) {
-            amount = params.amount;
-        }
-        else {
-            amount = (0, bignumber_js_1.default)(params.amount).div(oraclePrice).toNumber();
-        }
-        /*
-          max amount of margin in rUSD terms that can be transferred from the source account to the destination account
-          that performs the isolated position trade (PRE TRADE)
-        */
-        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
-        var marginBalance = userAccountExposure.getUsdNodeMarginInfo.marginBalance;
-        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amount).negated().toNumber(), tradeSimulationState.marketConfiguration, tradeSimulationState.marketStorage);
-        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(oraclePrice, slippage);
-        var feesV2 = (0, utils_1.computeFee)({
-            tradeSimulationState: tradeSimulationState,
-            marketId: this.marketId,
-            orderBase: amount,
-        });
-        var _b = userAccountExposure.getUsdNodeMarginInfoPostTrade(amount, tradeSimulationState.marketStorage.quote_collateral, tradeSimulationState.marketConfiguration, tradeSimulationState.marketStorage.risk_block_id), newMarginInfo = _b.usdNodeMarginInfo, tokenMarginInfoPerAsset = _b.tokenMarginInfoPerAsset, positionInfoMarketConfiguration = _b.positionInfoMarketConfiguration;
-        var newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(function (marginInfo) {
-            return (marginInfo.assetAddress ===
-                tradeSimulationState.marketStorage.quote_collateral);
-        });
-        var positionInfo = positionInfoMarketConfiguration.find(function (positionInfo) {
-            return (positionInfo.market_id ===
-                tradeSimulationState.marketConfiguration.market_id);
-        });
-        if (!newQuoteTokenMarginInfo) {
-            throw new Error('Error performing simulation');
-        }
-        /*
-         * Note, required margin is the initial margin requirement in rUSD terms of the account after the trade.
-         * margin balance rusd - initial delta rusd = margin balance rusd - (margin balance rusd - imr rusd) = imr rusd
-         * */
-        var requiredMargin = newQuoteTokenMarginInfo.marginBalance -
-            newQuoteTokenMarginInfo.initialDelta;
-        var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(newMarginInfo.marginBalance, newQuoteTokenMarginInfo.liquidationMarginRequirement, oraclePrice, (0, bignumber_js_1.default)((positionInfo === null || positionInfo === void 0 ? void 0 : positionInfo.base) || 0).toNumber());
-        var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfo);
-        var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio * 100);
-        var baseSpacing = (0, common_1.amountNormalizer)(tradeSimulationState.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,
-            marginBalance: marginBalance,
-            availableMargin: availableMargin,
-            requiredMargin: requiredMargin,
-            snappedAmount: snappedAmount,
-            snappedAmountInBase: snappedAmountInBase,
-            xpEarnRange: {
-                min: xpEarnRangeMin,
-                max: xpEarnRangeMax,
-            },
-            maxSlippage: 1,
-        };
-    };
-    TradeSimulationClient.prototype.getRiskMatrixElement = function () {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var tradeSimulationState = this.loadedData.tradeSimulationState;
-        var riskBlockId = tradeSimulationState.marketStorage.risk_block_id;
-        var riskMatrices = tradeSimulationState.exposureDataAccount.riskMatrices;
-        var riskMatrix = riskMatrices.find(function (riskMatrix) { return riskMatrix.risk_block_id === riskBlockId; });
-        if (!riskMatrix) {
-            throw new Error('Risk matrix not found');
-        }
-        var riskMatrixIndex = tradeSimulationState.marketConfiguration.risk_matrix_index;
-        return Number(riskMatrix.matrix[riskMatrixIndex][riskMatrixIndex]);
-    };
-    // Synchronous method to simulate operations based on an amount
-    TradeSimulationClient.prototype.simulateLimit = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var _a = this.loadedData, tradeSimulationState = _a.tradeSimulationState, userAccountExposure = _a.userAccountExposure;
-        var amount;
-        if (params.fromBase) {
-            amount = params.amount;
-        }
-        else {
-            amount = (0, bignumber_js_1.default)(params.amount).div(params.triggerPrice).toNumber();
-        }
-        var baseSpacing = (0, common_1.amountNormalizer)(tradeSimulationState.marketConfiguration.base_spacing).toNumber();
-        var snappedAmountInBase = this.roundToBaseSpacing(amount, baseSpacing);
-        var snappedAmount = snappedAmountInBase * params.triggerPrice;
-        var fees = common_1.ExposureCommand.calculateFee({
-            oraclePrice: params.triggerPrice,
-            orderBase: amount,
-            poolBasePreTrade: 0,
-            feeParameter: tradeSimulationState.feeParameter,
-            rebalancingFeeParameter: (0, bignumber_js_1.default)(0),
-        }).fee;
-        var marginBalance = userAccountExposure.getUsdNodeMarginInfo.marginBalance;
-        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
-        var imrMultiplier = (0, common_1.amountNormalizer)(String(userAccountExposure.riskMultipliers.im_multiplier)).toNumber();
-        var riskMatrixElement = this.getRiskMatrixElement();
-        var accountLMR = userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement;
-        var accountIMR = accountLMR * imrMultiplier;
-        var limitOrderLMR = Math.sqrt(riskMatrixElement) * Math.abs(snappedAmount);
-        var limitOrderIMR = limitOrderLMR * imrMultiplier;
-        var requiredMargin = accountIMR + limitOrderIMR;
-        var liquidationMarginRequirement = userAccountExposure.getUsdNodeMarginInfo.liquidationMarginRequirement +
-            limitOrderLMR;
-        var marginRatio = common_1.ExposureCommand.getMarginRatio({
-            marginBalance: marginBalance,
-            liquidationMarginRequirement: liquidationMarginRequirement,
-        });
-        var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio * 100);
-        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 {
-            fees: fees,
-            takerFeesPercentage: (0, bignumber_js_1.default)(tradeSimulationState.feeParameter).toNumber() * 100,
-            snappedAmount: snappedAmount,
-            snappedAmountInBase: snappedAmountInBase,
-            estimatedPrice: params.triggerPrice,
-            marginRatio: marginRatio * 100,
-            marginRatioHealth: marginRatioHealth,
-            availableMargin: availableMargin,
-            marginBalance: marginBalance,
-            requiredMargin: requiredMargin,
-            xpEarnRange: {
-                min: xpEarnRangeMin,
-                max: xpEarnRangeMax,
-            },
-        };
-    };
-    TradeSimulationClient.prototype.getMaxAmountForLimitOrder = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var _a = this.loadedData, userAccountExposure = _a.userAccountExposure, tradeSimulationState = _a.tradeSimulationState;
-        var riskMatrixElement = this.getRiskMatrixElement();
-        var imrMultiplier = (0, common_1.amountNormalizer)(String(userAccountExposure.riskMultipliers.im_multiplier)).toNumber();
-        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
-        var maxAmountSize = Math.max((availableMargin / Math.sqrt(riskMatrixElement) / imrMultiplier) * 0.97, // @todo implement dynamic buffer
-        0);
-        var maxAmountBase = maxAmountSize / params.triggerPrice;
-        var minAmountBase = (0, common_1.amountNormalizer)(tradeSimulationState.marketConfiguration.minimum_order_base).toNumber();
-        var minAmountSize = minAmountBase * params.triggerPrice;
-        return {
-            maxAmountBase: maxAmountBase,
-            maxAmountSize: maxAmountSize,
-            minAmountBase: minAmountBase,
-            minAmountSize: minAmountSize,
-        };
-    };
-    TradeSimulationClient.prototype.convertValue = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var tradeSimulationState = this.loadedData.tradeSimulationState;
-        if (!params.fromBase)
-            return (0, bignumber_js_1.default)(params.amount)
-                .div(tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id])
-                .toNumber();
-        else
-            return (0, bignumber_js_1.default)(params.amount)
-                .times(tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id])
-                .toNumber();
-    };
-    TradeSimulationClient.prototype.convertValueEstimatedPrice = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var _a = this.loadedData, tradeSimulationState = _a.tradeSimulationState, passivePoolExposure = _a.passivePoolExposure;
-        var amountForSlippage = params.fromBase
-            ? params.amount
-            : (0, bignumber_js_1.default)(params.amount)
-                .div(tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id])
-                .toNumber();
-        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amountForSlippage).negated().toNumber(), tradeSimulationState.marketConfiguration, tradeSimulationState.marketStorage);
-        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.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();
-    };
-    TradeSimulationClient.prototype.customLeverage = function () {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var tradeSimulationState = this.loadedData.tradeSimulationState;
-        return tradeSimulationState.customLeverage;
-    };
-    TradeSimulationClient.prototype.estimatedPrice = function (params) {
-        if (!this.loadedData) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var _a = this.loadedData, tradeSimulationState = _a.tradeSimulationState, passivePoolExposure = _a.passivePoolExposure;
-        var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(params.amount).negated().toNumber(), tradeSimulationState.marketConfiguration, tradeSimulationState.marketStorage);
-        var price = tradeSimulationState.exposureDataAccount.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id];
-        var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id], slippage);
-        return {
-            estimatedPrice: estimatedPrice,
-            markPrice: price,
-        };
-    };
-    TradeSimulationClient.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;
-    };
-    TradeSimulationClient.prototype.updatePrice = function (price) {
-        if (!this.loadedData || !this.marketId) {
-            throw new Error('Data not loaded. Call arm() first.');
-        }
-        var tradeSimulationState = this.loadedData.tradeSimulationState;
-        // update price
-        var marketId = this.marketId;
-        tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[marketId] = price;
-        tradeSimulationState.exposureDataAccount.oraclePricePerMarket[marketId] =
-            price;
-    };
-    return TradeSimulationClient;
-}());
-exports.default = TradeSimulationClient;
-//# sourceMappingURL=index.js.map

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

@@ -1 +0,0 @@
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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  PositionInfo,\n  TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { INSTANT_TRADING_RATE_XP } from '@reyaxyz/common';\nimport { computeFee } from './utils';\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 || !this.marketId) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const { tradeSimulationState, userAccountExposure, passivePoolExposure } =\n      this.loadedData;\n\n    const oraclePrice =\n      tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[\n        tradeSimulationState.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    /*\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      oraclePrice,\n      slippage,\n    );\n\n    const feesV2 = computeFee({\n      tradeSimulationState,\n      marketId: this.marketId,\n      orderBase: amount,\n    });\n\n    const {\n      usdNodeMarginInfo: newMarginInfo,\n      tokenMarginInfoPerAsset,\n      positionInfoMarketConfiguration,\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    const positionInfo = positionInfoMarketConfiguration.find(\n      (positionInfo: PositionInfo) => {\n        return (\n          positionInfo.market_id ===\n          tradeSimulationState.marketConfiguration.market_id\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      oraclePrice,\n      BigNumber(positionInfo?.base || 0).toNumber(),\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: feesV2.fee,\n      takerFeesPercentage: feesV2.feePercentage,\n      feesV2,\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    };\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 { fee: fees } = ExposureCommand.calculateFee({\n      oraclePrice: params.triggerPrice,\n      orderBase: amount,\n      poolBasePreTrade: 0,\n      feeParameter: tradeSimulationState.feeParameter,\n      rebalancingFeeParameter: BigNumber(0),\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    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      fees,\n      takerFeesPercentage:\n        BigNumber(tradeSimulationState.feeParameter).toNumber() * 100,\n      snappedAmount,\n      snappedAmountInBase,\n      estimatedPrice: params.triggerPrice,\n      marginRatio: marginRatio * 100,\n      marginRatioHealth,\n      availableMargin,\n      marginBalance,\n      requiredMargin,\n      xpEarnRange: {\n        min: xpEarnRangeMin,\n        max: xpEarnRangeMax,\n      },\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  customLeverage(): number | null {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const { tradeSimulationState } = this.loadedData;\n\n    return tradeSimulationState.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 { 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"]}

package/dist/clients/modules/trade.simulation/types.js

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

package/dist/clients/modules/trade.simulation/types.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n  amount: number; // position size / base, + for long | - for short\n  fromBase?: boolean;\n};\n\nexport type TradeSimulationConvertValueParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type EstimatedPriceParams = {\n  amount: number; // amount in base\n};\n\nexport type EstimatedPriceResult = {\n  estimatedPrice: number;\n  markPrice: number;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type TradeSimulationConvertValueEstimatedPriceResult = number;\n\nexport type SimulateTradeFeeEntity = {\n  feeTier: number;\n  feePercentage: number;\n  rebalancingFeePercentage: number;\n  fee: number;\n  imbalancingFee: number;\n  rebalancingFee: number;\n};\n\nexport type SimulateTradeEntity = {\n  liquidationPrice: number;\n  fees: number; // TODO: deprecate when feeV2 is linked up\n  takerFeesPercentage: number; // TODO: deprecate when feeV2 is linked up\n  feesV2: SimulateTradeFeeEntity;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  availableMargin: number;\n  marginBalance: number;\n  requiredMargin: number;\n  snappedAmount: number;\n  snappedAmountInBase: number;\n  xpEarnRange?: {\n    min: number;\n    max: number;\n  };\n  maxSlippage: number;\n};\n\nexport type TradeSimulationSimulateLimitParams = {\n  triggerPrice: number;\n  amount: number; // position size / base, + for long | - for short\n  fromBase?: boolean;\n};\n\nexport type SimulateLimitTradeEntity = {\n  fees: number;\n  takerFeesPercentage: number;\n  snappedAmount: number;\n  snappedAmountInBase: number;\n  estimatedPrice: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  availableMargin: number;\n  marginBalance: number;\n  requiredMargin: number;\n  xpEarnRange: {\n    min: number;\n    max: number;\n  };\n};\n\nexport type LimitTradeMaxOrderSizeParams = {\n  triggerPrice: number;\n};\n\nexport type LimitTradeMaxOrderSizeResult = {\n  maxAmountBase: number;\n  maxAmountSize: number;\n  minAmountBase: number;\n  minAmountSize: number;\n};\n\nexport type TradeSimulationConvertValueResult = number;\n"]}

package/dist/clients/modules/trade.simulation/utils.js

@@ -1,35 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.computeFee = void 0;
-var common_1 = require("@reyaxyz/common");
-var computeFee = function (_a) {
-    var tradeSimulationState = _a.tradeSimulationState, marketId = _a.marketId, orderBase = _a.orderBase;
-    var oraclePrice = tradeSimulationState.exposureDataPassivePool.oraclePricePerMarket[tradeSimulationState.marketConfiguration.market_id];
-    var poolPosition = tradeSimulationState.exposureDataPassivePool.positionInfoMarketConfiguration.find(function (p) { return p.market_id === marketId; });
-    var poolBasePreTrade = Number((poolPosition === null || poolPosition === void 0 ? void 0 : poolPosition.base) || 0);
-    // TODO: once api is updated, change to the following:
-    // const { feeParameter, rebalancingFeeParameter, feeTier } =
-    //   tradeSimulationState.feeParameters;
-    var feeParameter = tradeSimulationState.feeParameter;
-    var rebalancingFeeParameter = tradeSimulationState.feeParameter;
-    var feeTier = 0;
-    var _b = common_1.ExposureCommand.calculateFee({
-        oraclePrice: oraclePrice,
-        orderBase: orderBase,
-        poolBasePreTrade: poolBasePreTrade,
-        feeParameter: feeParameter,
-        rebalancingFeeParameter: rebalancingFeeParameter,
-    }), fee = _b.fee, rebalancingFee = _b.rebalancingFee, imbalancingFee = _b.imbalancingFee;
-    var feePercentage = Number(feeParameter) * 100;
-    var rebalancingFeePercentage = Number(rebalancingFeeParameter) * 100;
-    return {
-        feeTier: feeTier,
-        feePercentage: feePercentage,
-        rebalancingFeePercentage: rebalancingFeePercentage,
-        fee: fee,
-        rebalancingFee: rebalancingFee,
-        imbalancingFee: imbalancingFee,
-    };
-};
-exports.computeFee = computeFee;
-//# sourceMappingURL=utils.js.map

package/dist/clients/modules/trade.simulation/utils.js.map

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package/dist/types/clients/modules/isolated-order.simulation/index.d.ts

@@ -1,24 +0,0 @@
-import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams, LeverageBoundsAndAvailableMarginResult, LeverageBoundsAndAvailableMarginParams } from './types';
-import AccountClient from '../account';
-import { ExposureCommand, ExposureCommandState } from '@reyaxyz/common';
-import { EstimatedPriceParams, EstimatedPriceResult, TradeSimulationConvertValueEstimatedPriceParams, TradeSimulationConvertValueResult } from '../trade.simulation/types';
-export default class IsolatedOrderSimulationClient {
-    private loadedData;
-    private accountClient;
-    private marketId;
-    constructor(accountClient: AccountClient);
-    arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void>;
-    static genExposureCommandObject(exposureCommandState: ExposureCommandState): ExposureCommand;
-    private fetchMarketData;
-    simulate(params: IsolatedOrderSimulationSimulateParams): SimulateIsolatedOrderEntity;
-    convertValue(params: IsolatedOrderSimulationConvertValueParams): IsolatedOrderSimulationConvertValueResult;
-    convertValueEstimatedPrice(params: TradeSimulationConvertValueEstimatedPriceParams): TradeSimulationConvertValueResult;
-    customLeverage(): number | null;
-    estimatedPrice(params: EstimatedPriceParams): EstimatedPriceResult;
-    roundToBaseSpacing(amount: number, baseSpacing: number): number;
-    amountToSnappedAmount(amountInRusd: number, spotPrice: number, baseSpacing: number): number;
-    calculateIsolatedLMR(isolatedExposure: number): number;
-    leverageBoundsAndAvailableMargin({ amountTradedInRusd, }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult;
-    updatePrice(price: number): void;
-}
-//# sourceMappingURL=index.d.ts.map

package/dist/types/clients/modules/isolated-order.simulation/index.d.ts.map

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package/dist/types/clients/modules/isolated-order.simulation/types.d.ts

@@ -1,44 +0,0 @@
-import { MarginAccountEntity, MarketEntity, EditCollateralAction } from '@reyaxyz/common';
-import { SimulateTradeFeeEntity } from '../trade.simulation/types';
-export type IsolatedOrderSimulationLoadDataParams = {
-    marketId: MarketEntity['id'];
-    marginAccountId: MarginAccountEntity['id'];
-};
-export type IsolatedOrderSimulationSimulateParams = {
-    amount: number;
-    isolatedPositionLeverage: number;
-    fromBase?: boolean;
-};
-export type IsolatedOrderSimulationConvertValueParams = {
-    amount: number;
-    fromBase: boolean;
-};
-export type SimulateIsolatedOrderEntity = {
-    liquidationPrice: number;
-    fees: number;
-    takerFeesPercentage: number;
-    feesV2: SimulateTradeFeeEntity;
-    estimatedPrice: number;
-    estimatedSlippage: number;
-    marginRatio: MarginAccountEntity['marginRatioPercentage'];
-    marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
-    snappedAmount: number;
-    snappedAmountInBase: number;
-    requiredMargin: number;
-    editCollateralActions: EditCollateralAction[];
-    maxSlippage: number;
-    xpEarnRange?: {
-        min: number;
-        max: number;
-    };
-};
-export type IsolatedOrderSimulationConvertValueResult = number;
-export type LeverageBoundsAndAvailableMarginResult = {
-    minBound: number;
-    maxBound: number;
-    availableMargin: number;
-};
-export type LeverageBoundsAndAvailableMarginParams = {
-    amountTradedInRusd: number;
-};
-//# sourceMappingURL=types.d.ts.map

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

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package/dist/types/clients/modules/rage-trade/index.d.ts

@@ -1,9 +0,0 @@
-import { GetRageTradeDailyVolumeForPeriodParams, GetRageTradeDailyVolumeForPeriodResult, GetRageTradeLeaderboardForEpochAndTierResult, GetRageTradeLeaderboardForWalletAddressParams, GetRageTradeLeaderboardForWalletAddressResult, GetRageTradeRewardsPerEpochAndTierParams, GetRageTradeRewardsPerEpochAndTierResult } from './types';
-import { RestClient } from '@reyaxyz/common';
-export default class RageTradeClient extends RestClient {
-    getRewardsPerEpochAndTier(): Promise<GetRageTradeRewardsPerEpochAndTierResult>;
-    getLeaderboardForEpochAndTier(params: GetRageTradeRewardsPerEpochAndTierParams): Promise<GetRageTradeLeaderboardForEpochAndTierResult>;
-    getLeaderboardDetailsForWalletAddress(params: GetRageTradeLeaderboardForWalletAddressParams): Promise<GetRageTradeLeaderboardForWalletAddressResult>;
-    getDailyVolumeForPeriod(params: GetRageTradeDailyVolumeForPeriodParams): Promise<GetRageTradeDailyVolumeForPeriodResult>;
-}
-//# sourceMappingURL=index.d.ts.map

package/dist/types/clients/modules/rage-trade/index.d.ts.map

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package/dist/types/clients/modules/rage-trade/types.d.ts

@@ -1,80 +0,0 @@
-export type GetRageTradeRewardsPerEpochAndTierResult = {
-    rewards: RageTradeRewards[];
-    collateralTierLimits: RageTradeCollateralTierLimits;
-};
-export type RageTradeCollateralTierLimits = {
-    '1': number;
-    '2': number;
-    '3': number;
-    '4': number;
-};
-export type RageTradeRewards = {
-    epochId: number;
-    startTimeStamp: number;
-    endTimeStamp: number;
-    competitionName: string;
-    rewards: RageTradeReward[];
-};
-export type RageTradeReward = {
-    tierId: number;
-    rewardsPerRank: RageTradeRewardsPerRank;
-};
-export type RageTradeRewardsPerRank = {
-    '1': number;
-    '2': number;
-    '3': number;
-    '4': number;
-    '5': number;
-    '6': number;
-    '7': number;
-    '8': number;
-    '9': number;
-    '10': number;
-};
-export type GetRageTradeLeaderboardForEpochAndTierResult = {
-    totalCount: number;
-    leaderboard: RageTradeLeaderboard[];
-    maxCollateralAverage: number;
-};
-export type RageTradeLeaderboard = {
-    epochId: number;
-    tierId: number;
-    rank: number;
-    address: string;
-    maxCollateral: number;
-    pnl: number;
-    roi: number;
-};
-export type GetRageTradeRewardsPerEpochAndTierParams = {
-    epochId: string;
-    tierId: string;
-    skip: number;
-    limit: number;
-    walletAddress: string;
-};
-export type GetRageTradeLeaderboardForWalletAddressParams = {
-    walletAddress: string;
-};
-export type GetRageTradeLeaderboardForWalletAddressResult = {
-    tierId: number;
-    address: string;
-    rank: number;
-    points: number;
-    pnl: number;
-    roi: number;
-    maxCollateral: number;
-};
-export type GetRageTradeDailyVolumeForPeriodParams = {
-    timestampFrom: number;
-    timestampTo: number;
-};
-export type GetRageTradeDailyVolumeForPeriodResult = {
-    total: number;
-    data: RageTradeDailyVolumeForPeriodData[];
-};
-export type RageTradeDailyVolumeForPeriodData = {
-    dateStartTimestamp: number;
-    dateEndTimestamp: number;
-    total_volume: number;
-};
-//# sourceMappingURL=types.d.ts.map