@reyaxyz/api-sdk 0.21.0 → 0.22.1

package/dist/clients/helpers/exposure.calculator.js

@@ -17,10 +17,9 @@ var bignumber_js_1 = __importDefault(require("bignumber.js"));
 var lodash_1 = __importDefault(require("lodash"));
 var number_1 = require("./number");
 var ExposureCommand = /** @class */ (function () {
-    function ExposureCommand(rootCollateralPoolId, oraclePrice, rate, accountBalancePerAsset, groupedByCollateral, riskMultipliers, riskMatrices, exchangeInfoPerAsset, positionInfoMarketConfiguration, uniqueTokenAddresses, uniqueQuoteCollaterals, tokenMarginInfoPerAsset, realizedPnLSum, unrealizedPnLSum) {
+    function ExposureCommand(rootCollateralPoolId, oraclePricePerMarket, accountBalancePerAsset, groupedByCollateral, riskMultipliers, riskMatrices, exchangeInfoPerAsset, positionInfoMarketConfiguration, uniqueTokenAddresses, uniqueQuoteCollaterals, tokenMarginInfoPerAsset, realizedPnLSum, unrealizedPnLSum) {
         this.rootCollateralPoolId = rootCollateralPoolId;
-        this.oraclePrice = oraclePrice;
-        this.rate = rate;
+        this.oraclePricePerMarket = oraclePricePerMarket;
         this.accountBalancePerAsset = accountBalancePerAsset;
         this.groupedByCollateral = groupedByCollateral;
         this.riskMultipliers = riskMultipliers;
@@ -36,8 +35,7 @@ var ExposureCommand = /** @class */ (function () {
     ExposureCommand.prototype.getState = function () {
         return {
             rootCollateralPoolId: this.rootCollateralPoolId,
-            oraclePrice: this.oraclePrice,
-            rate: this.rate,
+            oraclePricePerMarket: this.oraclePricePerMarket,
             accountBalancePerAsset: this.accountBalancePerAsset,
             groupedByCollateral: this.groupedByCollateral,
             riskMultipliers: this.riskMultipliers,
@@ -93,14 +91,14 @@ var ExposureCommand = /** @class */ (function () {
         }
         var uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);
         uniqueQuoteCollaterals.add(collateralAddress);
-        var tokenMarginInfoPerAsset = ExposureCommand.calculateTokenMarginInfoPerAsset(this.groupedByCollateral, this.rootCollateralPoolId, this.riskMatrices, this.riskMultipliers, uniqueQuoteCollaterals, this.realizedPnLSum, this.unrealizedPnLSum, positionInfoMarketConfiguration, this.oraclePrice);
+        var tokenMarginInfoPerAsset = ExposureCommand.calculateTokenMarginInfoPerAsset(this.groupedByCollateral, this.rootCollateralPoolId, this.riskMatrices, this.riskMultipliers, uniqueQuoteCollaterals, this.realizedPnLSum, this.unrealizedPnLSum, positionInfoMarketConfiguration, this.oraclePricePerMarket);
         var uniqueTokenAddresses = __spreadArray([], this.uniqueTokenAddresses, true);
         if (!this.uniqueTokenAddresses.includes(collateralAddress)) {
             uniqueTokenAddresses.push(collateralAddress);
         }
         return ExposureCommand.getUsdNodeMarginInfo(this.rootCollateralPoolId, uniqueTokenAddresses, this.exchangeInfoPerAsset, tokenMarginInfoPerAsset);
     };
-    ExposureCommand.calculateTokenMarginInfoPerAsset = function (groupedByCollateral, rootCollateralPoolId, riskMatrices, riskMultipliers, uniqueQuoteCollaterals, realizedPnLSum, unrealizedPnLSum, positionInfoMarketConfiguration, oraclePrice) {
+    ExposureCommand.calculateTokenMarginInfoPerAsset = function (groupedByCollateral, rootCollateralPoolId, riskMatrices, riskMultipliers, uniqueQuoteCollaterals, realizedPnLSum, unrealizedPnLSum, positionInfoMarketConfiguration, oraclePricePerMarket) {
         var _a;
         var tokenMarginInfoPerAsset = [];
         var uniqueQuoteTokens = Array.from(uniqueQuoteCollaterals);
@@ -108,7 +106,7 @@ var ExposureCommand = /** @class */ (function () {
         var uniqueTokenAddresses = Array.from(tokenUnion);
         for (var _i = 0, uniqueTokenAddresses_1 = uniqueTokenAddresses; _i < uniqueTokenAddresses_1.length; _i++) {
             var token = uniqueTokenAddresses_1[_i];
-            tokenMarginInfoPerAsset.push(ExposureCommand.getTokenMarginInfo(rootCollateralPoolId, riskMatrices, riskMultipliers, ExposureCommand.getCollateralInfo(token, uniqueQuoteCollaterals.has(token) ? realizedPnLSum : (0, bignumber_js_1.default)(0), uniqueQuoteCollaterals.has(token) ? unrealizedPnLSum : (0, bignumber_js_1.default)(0), ((_a = groupedByCollateral[token]) === null || _a === void 0 ? void 0 : _a.amount) || 0), token, positionInfoMarketConfiguration, oraclePrice));
+            tokenMarginInfoPerAsset.push(ExposureCommand.getTokenMarginInfo(rootCollateralPoolId, riskMatrices, riskMultipliers, ExposureCommand.getCollateralInfo(token, uniqueQuoteCollaterals.has(token) ? realizedPnLSum : (0, bignumber_js_1.default)(0), uniqueQuoteCollaterals.has(token) ? unrealizedPnLSum : (0, bignumber_js_1.default)(0), ((_a = groupedByCollateral[token]) === null || _a === void 0 ? void 0 : _a.amount) || 0), token, positionInfoMarketConfiguration, oraclePricePerMarket, uniqueQuoteTokens));
         }
         return tokenMarginInfoPerAsset;
     };
@@ -198,7 +196,7 @@ var ExposureCommand = /** @class */ (function () {
             realBalance: (0, bignumber_js_1.default)(netDeposits).plus(realisedPnl).toNumber(),
         };
     };
-    ExposureCommand.getTokenMarginInfo = function (rootCollateralPoolId, riskMatrices, riskMultipliers, collateralInfo, collateralAddress, positions, oraclePrice) {
+    ExposureCommand.getTokenMarginInfo = function (rootCollateralPoolId, riskMatrices, riskMultipliers, collateralInfo, collateralAddress, positions, oraclePricePerMarket, uniqueQuoteTokens) {
         var marginRequirements = {
             liquidationMarginRequirement: 0,
             initialMarginRequirement: 0,
@@ -207,33 +205,36 @@ var ExposureCommand = /** @class */ (function () {
             adlMarginRequirement: 0,
             initialBufferMarginRequirement: 0,
         };
-        for (var _i = 0, riskMatrices_1 = riskMatrices; _i < riskMatrices_1.length; _i++) {
-            var riskMatrix = riskMatrices_1[_i];
-            var filledExposures = ExposureCommand.getBlockExposures(positions, oraclePrice);
-            marginRequirements.liquidationMarginRequirement = (0, bignumber_js_1.default)(marginRequirements.liquidationMarginRequirement)
-                .plus(ExposureCommand.computeLiquidationMarginRequirement(riskMatrix.matrix, filledExposures))
+        if (uniqueQuoteTokens.includes(collateralAddress)) {
+            // uniqueQuoteTokens is list is active markets tokens
+            for (var _i = 0, riskMatrices_1 = riskMatrices; _i < riskMatrices_1.length; _i++) {
+                var riskMatrix = riskMatrices_1[_i];
+                var filledExposures = ExposureCommand.getBlockExposures(positions, oraclePricePerMarket);
+                marginRequirements.liquidationMarginRequirement = (0, bignumber_js_1.default)(marginRequirements.liquidationMarginRequirement)
+                    .plus(ExposureCommand.computeLiquidationMarginRequirement(riskMatrix.matrix, filledExposures))
+                    .toNumber();
+            }
+            // Get the initial margin requirement
+            marginRequirements.initialMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.im_multiplier))
+                .multipliedBy(marginRequirements.liquidationMarginRequirement)
+                .toNumber();
+            // Get the maintenance margin requirement
+            marginRequirements.maintenanceMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.mmr_multiplier))
+                .multipliedBy(marginRequirements.liquidationMarginRequirement)
+                .toNumber();
+            // Get the dutch margin requirement
+            marginRequirements.dutchMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.dutch_multiplier))
+                .multipliedBy(marginRequirements.liquidationMarginRequirement)
+                .toNumber();
+            // Get the adl margin requirement
+            marginRequirements.adlMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.adl_multiplier))
+                .multipliedBy(marginRequirements.liquidationMarginRequirement)
+                .toNumber();
+            // Get the initial buffer margin requirement
+            marginRequirements.initialBufferMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.im_buffer_multiplier))
+                .multipliedBy(marginRequirements.liquidationMarginRequirement)
                 .toNumber();
         }
-        // Get the initial margin requirement
-        marginRequirements.initialMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.im_multiplier))
-            .multipliedBy(marginRequirements.liquidationMarginRequirement)
-            .toNumber();
-        // Get the maintenance margin requirement
-        marginRequirements.maintenanceMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.mmr_multiplier))
-            .multipliedBy(marginRequirements.liquidationMarginRequirement)
-            .toNumber();
-        // Get the dutch margin requirement
-        marginRequirements.dutchMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.dutch_multiplier))
-            .multipliedBy(marginRequirements.liquidationMarginRequirement)
-            .toNumber();
-        // Get the adl margin requirement
-        marginRequirements.adlMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.adl_multiplier))
-            .multipliedBy(marginRequirements.liquidationMarginRequirement)
-            .toNumber();
-        // Get the initial buffer margin requirement
-        marginRequirements.initialBufferMarginRequirement = (0, number_1.amountNormalizer)(String(riskMultipliers.im_buffer_multiplier))
-            .multipliedBy(marginRequirements.liquidationMarginRequirement)
-            .toNumber();
         return {
             assetAddress: collateralAddress,
             marginBalance: collateralInfo.marginBalance,
@@ -279,11 +280,11 @@ var ExposureCommand = /** @class */ (function () {
         }
         return (0, bignumber_js_1.default)(lmrFilledSquared).sqrt().toNumber();
     };
-    ExposureCommand.getBlockExposures = function (positions, oraclePrice) {
+    ExposureCommand.getBlockExposures = function (positions, oraclePricePerMarket) {
         var filledExposures = [];
         for (var _i = 0, positions_1 = positions; _i < positions_1.length; _i++) {
             var position = positions_1[_i];
-            var marketFilledExposure = ExposureCommand.getAccountFilledExposures(position, position.market_configuration, oraclePrice);
+            var marketFilledExposure = ExposureCommand.getAccountFilledExposures(position, position.market_configuration, oraclePricePerMarket[position.market_id]);
             filledExposures[marketFilledExposure.riskMatrixIndex] = (0, bignumber_js_1.default)(filledExposures[marketFilledExposure.riskMatrixIndex] || 0)
                 .plus(marketFilledExposure.exposure)
                 .toNumber();
@@ -323,7 +324,7 @@ var ExposureCommand = /** @class */ (function () {
         return haircutPrice.multipliedBy(quantity).toNumber();
     };
     ExposureCommand.prototype.getSlippage = function (deltaBase, marketConfiguration, marketStorage) {
-        var deltaExposure = (0, bignumber_js_1.default)(this.oraclePrice)
+        var deltaExposure = (0, bignumber_js_1.default)(this.oraclePricePerMarket[marketConfiguration.market_id])
             .times(deltaBase)
             .toNumber();
         var riskMatrixIndex = (0, bignumber_js_1.default)(String(marketConfiguration.risk_matrix_index)).toNumber();
@@ -351,7 +352,7 @@ var ExposureCommand = /** @class */ (function () {
         if (!marginInfo) {
             throw new Error("marginInfo doesn't exist");
         }
-        var exposures = ExposureCommand.getBlockExposures(this.positionInfoMarketConfiguration, this.oraclePrice);
+        var exposures = ExposureCommand.getBlockExposures(this.positionInfoMarketConfiguration, this.oraclePricePerMarket);
         var _a = ExposureCommand.computeMaxExposures(riskMatrix.matrix, exposures, marginInfo.liquidationMarginRequirement, marginInfo.marginBalance < 0 ? 0 : marginInfo.marginBalance, imrMultiplier, riskMatrixIndex), maxExposureShort = _a.maxExposureShort, maxExposureLong = _a.maxExposureLong;
         return {
             maxExposureShort: maxExposureShort,

package/dist/clients/helpers/exposure.calculator.js.map

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BigNumber from 'bignumber.js';\nimport _ from 'lodash';\nimport {\n  AccountAssetBalance,\n  CollateralInfo,\n  ExchangeInfo,\n  ExposureCommandState,\n  MarginInfo,\n  MarketConfiguration,\n  MarketStorage,\n  PositionInfo,\n  PositionInfoMarketConfiguration,\n  RiskMatrix,\n  RiskMultipliersConfiguration,\n} from './trade.simulation.types';\nimport { amountNormalizer } from './number';\n\nexport class ExposureCommand {\n  rootCollateralPoolId: number;\n  oraclePrice: number;\n  rate: number;\n  accountBalancePerAsset: AccountAssetBalance[];\n  groupedByCollateral: Record<string, AccountAssetBalance>;\n  riskMultipliers: RiskMultipliersConfiguration;\n  riskMatrices: RiskMatrix[];\n  exchangeInfoPerAsset: ExchangeInfo[];\n  positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];\n  uniqueTokenAddresses: string[];\n  uniqueQuoteCollaterals: string[];\n  tokenMarginInfoPerAsset: MarginInfo[];\n  realizedPnLSum: BigNumber;\n  unrealizedPnLSum: BigNumber;\n  constructor(\n    rootCollateralPoolId: number,\n    oraclePrice: number,\n    rate: number,\n    accountBalancePerAsset: AccountAssetBalance[],\n    groupedByCollateral: Record<string, AccountAssetBalance>,\n    riskMultipliers: RiskMultipliersConfiguration,\n    riskMatrices: RiskMatrix[],\n    exchangeInfoPerAsset: ExchangeInfo[],\n    positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n    uniqueTokenAddresses: string[],\n    uniqueQuoteCollaterals: string[],\n    tokenMarginInfoPerAsset: MarginInfo[],\n    realizedPnLSum: BigNumber,\n    unrealizedPnLSum: BigNumber,\n  ) {\n    this.rootCollateralPoolId = rootCollateralPoolId;\n    this.oraclePrice = oraclePrice;\n    this.rate = rate;\n    this.accountBalancePerAsset = accountBalancePerAsset;\n    this.groupedByCollateral = groupedByCollateral;\n    this.riskMultipliers = riskMultipliers;\n    this.riskMatrices = riskMatrices;\n    this.exchangeInfoPerAsset = exchangeInfoPerAsset;\n    this.positionInfoMarketConfiguration = positionInfoMarketConfiguration;\n    this.uniqueTokenAddresses = uniqueTokenAddresses;\n    this.uniqueQuoteCollaterals = uniqueQuoteCollaterals;\n    this.tokenMarginInfoPerAsset = tokenMarginInfoPerAsset;\n    this.realizedPnLSum = realizedPnLSum;\n    this.unrealizedPnLSum = unrealizedPnLSum;\n  }\n\n  getState(): ExposureCommandState {\n    return {\n      rootCollateralPoolId: this.rootCollateralPoolId,\n      oraclePrice: this.oraclePrice,\n      rate: this.rate,\n      accountBalancePerAsset: this.accountBalancePerAsset,\n      groupedByCollateral: this.groupedByCollateral,\n      riskMultipliers: this.riskMultipliers,\n      riskMatrices: this.riskMatrices,\n      exchangeInfoPerAsset: this.exchangeInfoPerAsset,\n      positionInfoMarketConfiguration: this.positionInfoMarketConfiguration,\n      uniqueTokenAddresses: this.uniqueTokenAddresses,\n      uniqueQuoteCollaterals: this.uniqueQuoteCollaterals,\n      tokenMarginInfoPerAsset: this.tokenMarginInfoPerAsset,\n      realizedPnLSum: this.realizedPnLSum,\n      unrealizedPnLSum: this.unrealizedPnLSum,\n    };\n  }\n\n  get getUsdNodeMarginInfo() {\n    return ExposureCommand.getUsdNodeMarginInfo(\n      this.rootCollateralPoolId,\n      this.uniqueTokenAddresses,\n      this.exchangeInfoPerAsset,\n      this.tokenMarginInfoPerAsset,\n    );\n  }\n\n  get balancePerAsset() {\n    return this.tokenMarginInfoPerAsset;\n  }\n\n  getUsdNodeMarginInfoPostTrade(\n    positionAmount: number,\n    collateralAddress: string,\n    marketConfiguration: MarketConfiguration,\n  ) {\n    // perform deep copy of the object\n    const positionInfoMarketConfiguration: PositionInfoMarketConfiguration[] =\n      _.cloneDeep(this.positionInfoMarketConfiguration);\n\n    // Check if the market_id already exists in the array\n    const existingConfigIndex = positionInfoMarketConfiguration.findIndex(\n      (config) =>\n        config.market_id ===\n        BigNumber(String(marketConfiguration.market_id)).toNumber(),\n    );\n\n    if (existingConfigIndex !== -1) {\n      // If it exists, update the amount\n      positionInfoMarketConfiguration[existingConfigIndex].base = BigNumber(\n        positionInfoMarketConfiguration[existingConfigIndex].base,\n      ).plus(positionAmount);\n    } else {\n      // If it doesn't exist, add a new element\n      positionInfoMarketConfiguration.push({\n        base: BigNumber(positionAmount),\n        realized_pnl: BigNumber(0),\n        last_price: BigNumber(0),\n        last_timestamp: BigNumber(0),\n        funding_value: BigNumber(0),\n        base_multiplier: BigNumber(0),\n        adl_unwind_price: BigNumber(0),\n        market_id: BigNumber(String(marketConfiguration.market_id)).toNumber(),\n        market_configuration: marketConfiguration,\n      });\n    }\n\n    const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n    uniqueQuoteCollaterals.add(collateralAddress);\n\n    const tokenMarginInfoPerAsset =\n      ExposureCommand.calculateTokenMarginInfoPerAsset(\n        this.groupedByCollateral,\n        this.rootCollateralPoolId,\n        this.riskMatrices,\n        this.riskMultipliers,\n        uniqueQuoteCollaterals,\n        this.realizedPnLSum,\n        this.unrealizedPnLSum,\n        positionInfoMarketConfiguration,\n        this.oraclePrice,\n      );\n\n    const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n    if (!this.uniqueTokenAddresses.includes(collateralAddress)) {\n      uniqueTokenAddresses.push(collateralAddress);\n    }\n\n    return ExposureCommand.getUsdNodeMarginInfo(\n      this.rootCollateralPoolId,\n      uniqueTokenAddresses,\n      this.exchangeInfoPerAsset,\n      tokenMarginInfoPerAsset,\n    );\n  }\n\n  static calculateTokenMarginInfoPerAsset(\n    groupedByCollateral: Record<string, AccountAssetBalance>,\n    rootCollateralPoolId: number,\n    riskMatrices: RiskMatrix[],\n    riskMultipliers: RiskMultipliersConfiguration,\n    uniqueQuoteCollaterals: Set<string>,\n    realizedPnLSum: BigNumber,\n    unrealizedPnLSum: BigNumber,\n    positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n    oraclePrice: number,\n  ) {\n    const tokenMarginInfoPerAsset: MarginInfo[] = [];\n\n    const uniqueQuoteTokens: string[] = Array.from(uniqueQuoteCollaterals);\n\n    const tokenUnion = new Set([\n      ...Object.keys(groupedByCollateral),\n      ...uniqueQuoteTokens,\n    ]); // get unique union of those arrays\n    const uniqueTokenAddresses: string[] = Array.from(tokenUnion);\n\n    for (const token of uniqueTokenAddresses) {\n      tokenMarginInfoPerAsset.push(\n        ExposureCommand.getTokenMarginInfo(\n          rootCollateralPoolId,\n          riskMatrices,\n          riskMultipliers,\n          ExposureCommand.getCollateralInfo(\n            token,\n            uniqueQuoteCollaterals.has(token) ? realizedPnLSum : BigNumber(0),\n            uniqueQuoteCollaterals.has(token) ? unrealizedPnLSum : BigNumber(0),\n            groupedByCollateral[token]?.amount || 0,\n          ),\n          token,\n          positionInfoMarketConfiguration,\n          oraclePrice,\n        ),\n      );\n    }\n\n    return tokenMarginInfoPerAsset;\n  }\n  static calculateLiquidation(\n    globalMarginInfo: MarginInfo,\n    oraclePrice: number,\n    positionBase: number,\n  ): BigNumber {\n    const liquidationPrice = BigNumber(oraclePrice).minus(\n      BigNumber(globalMarginInfo.marginBalance)\n        .minus(globalMarginInfo.liquidationMarginRequirement)\n        .div(positionBase),\n    );\n\n    return BigNumber.max(0, liquidationPrice);\n  }\n\n  static calculateImpliedLeverage(\n    notionalExposure: number,\n    oldIMR: number,\n    newIMR: number,\n  ): number {\n    const changeInImr = BigNumber(newIMR).minus(oldIMR);\n\n    if (changeInImr.eq(0)) {\n      return 0;\n    }\n    return BigNumber(notionalExposure).div(changeInImr).toNumber();\n  }\n\n  static combineMarginInfo(\n    parentMarginInfo: MarginInfo,\n    sonMarginInfo: MarginInfo,\n    sonParentExchangeInfo: ExchangeInfo,\n  ): MarginInfo {\n    return {\n      assetAddress: parentMarginInfo.assetAddress,\n      marginBalance: BigNumber(parentMarginInfo.marginBalance)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            sonMarginInfo.marginBalance,\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      realBalance: BigNumber(parentMarginInfo.realBalance)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            sonMarginInfo.realBalance,\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      initialDelta: BigNumber(parentMarginInfo.initialDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.realBalance,\n              sonMarginInfo.initialDelta,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      maintenanceDelta: BigNumber(parentMarginInfo.maintenanceDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.maintenanceDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      liquidationDelta: BigNumber(parentMarginInfo.liquidationDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.liquidationDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      dutchDelta: BigNumber(parentMarginInfo.dutchDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.dutchDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      adlDelta: BigNumber(parentMarginInfo.adlDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.adlDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n\n      initialBufferDelta: BigNumber(parentMarginInfo.initialBufferDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.initialBufferDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      liquidationMarginRequirement: BigNumber(\n        parentMarginInfo.liquidationMarginRequirement,\n      )\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            sonMarginInfo.liquidationMarginRequirement,\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n    };\n  }\n\n  static getUsdNodeMarginInfo(\n    accountCollateralPoolId: number,\n    quoteTokens: string[],\n    exchangeInfoPerAsset: ExchangeInfo[],\n    marginInfoPerToken: MarginInfo[],\n  ) {\n    let usdNodeMarginInfo: MarginInfo = {\n      assetAddress: '',\n      marginBalance: 0,\n      realBalance: 0,\n      initialDelta: 0,\n      maintenanceDelta: 0,\n      liquidationDelta: 0,\n      dutchDelta: 0,\n      adlDelta: 0,\n      initialBufferDelta: 0,\n      liquidationMarginRequirement: 0,\n    };\n    for (const quoteToken of quoteTokens) {\n      const exchangeInfo = exchangeInfoPerAsset.find((exchangeInfo) => {\n        return quoteToken === exchangeInfo.tokenAddress;\n      });\n\n      const marginInfo = marginInfoPerToken.find((marginInfo) => {\n        return quoteToken === marginInfo.assetAddress;\n      });\n\n      if (!exchangeInfo || !marginInfo) {\n        throw Error('Missing exchangeInfo/marginInfo');\n      }\n\n      usdNodeMarginInfo = ExposureCommand.combineMarginInfo(\n        usdNodeMarginInfo,\n        marginInfo,\n        exchangeInfo,\n      );\n    }\n\n    return usdNodeMarginInfo;\n  }\n  static getCollateralInfo(\n    collateralAddress: string,\n    realisedPnl: BigNumber,\n    unrealizedPnL: BigNumber,\n    netDeposits: number,\n  ): CollateralInfo {\n    return {\n      netDeposits: netDeposits,\n      marginBalance: BigNumber(netDeposits)\n        .plus(realisedPnl)\n        .plus(unrealizedPnL)\n        .toNumber(),\n      realBalance: BigNumber(netDeposits).plus(realisedPnl).toNumber(),\n    };\n  }\n\n  static getTokenMarginInfo(\n    rootCollateralPoolId: number,\n    riskMatrices: RiskMatrix[],\n    riskMultipliers: RiskMultipliersConfiguration,\n    collateralInfo: CollateralInfo,\n    collateralAddress: string,\n    positions: PositionInfoMarketConfiguration[],\n    oraclePrice: number,\n  ): MarginInfo {\n    const marginRequirements = {\n      liquidationMarginRequirement: 0,\n      initialMarginRequirement: 0,\n      maintenanceMarginRequirement: 0,\n      dutchMarginRequirement: 0,\n      adlMarginRequirement: 0,\n      initialBufferMarginRequirement: 0,\n    };\n\n    for (const riskMatrix of riskMatrices) {\n      const filledExposures = ExposureCommand.getBlockExposures(\n        positions,\n        oraclePrice,\n      );\n\n      marginRequirements.liquidationMarginRequirement = BigNumber(\n        marginRequirements.liquidationMarginRequirement,\n      )\n        .plus(\n          ExposureCommand.computeLiquidationMarginRequirement(\n            riskMatrix.matrix,\n            filledExposures,\n          ),\n        )\n        .toNumber();\n    }\n\n    // Get the initial margin requirement\n    marginRequirements.initialMarginRequirement = amountNormalizer(\n      String(riskMultipliers.im_multiplier),\n    )\n      .multipliedBy(marginRequirements.liquidationMarginRequirement)\n      .toNumber();\n    // Get the maintenance margin requirement\n    marginRequirements.maintenanceMarginRequirement = amountNormalizer(\n      String(riskMultipliers.mmr_multiplier),\n    )\n      .multipliedBy(marginRequirements.liquidationMarginRequirement)\n      .toNumber();\n    // Get the dutch margin requirement\n    marginRequirements.dutchMarginRequirement = amountNormalizer(\n      String(riskMultipliers.dutch_multiplier),\n    )\n      .multipliedBy(marginRequirements.liquidationMarginRequirement)\n      .toNumber();\n\n    // Get the adl margin requirement\n    marginRequirements.adlMarginRequirement = amountNormalizer(\n      String(riskMultipliers.adl_multiplier),\n    )\n      .multipliedBy(marginRequirements.liquidationMarginRequirement)\n      .toNumber();\n\n    // Get the initial buffer margin requirement\n    marginRequirements.initialBufferMarginRequirement = amountNormalizer(\n      String(riskMultipliers.im_buffer_multiplier),\n    )\n      .multipliedBy(marginRequirements.liquidationMarginRequirement)\n      .toNumber();\n\n    return {\n      assetAddress: collateralAddress,\n      marginBalance: collateralInfo.marginBalance,\n      realBalance: collateralInfo.realBalance,\n      initialDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.initialMarginRequirement)\n        .toNumber(),\n      maintenanceDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.maintenanceMarginRequirement)\n        .toNumber(),\n      liquidationDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.liquidationMarginRequirement)\n        .toNumber(),\n      dutchDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.dutchMarginRequirement)\n        .toNumber(),\n      adlDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.adlMarginRequirement)\n        .toNumber(),\n      initialBufferDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.initialBufferMarginRequirement)\n        .toNumber(),\n      liquidationMarginRequirement:\n        marginRequirements.liquidationMarginRequirement,\n    };\n  }\n\n  static computeLiquidationMarginRequirement(\n    matrix: BigNumber[][],\n    filledExposures: BigNumber[],\n  ): number {\n    let lmrFilledSquared = 0;\n\n    for (let i = 0; i < filledExposures.length; i++) {\n      if (BigNumber(filledExposures[i]).eq(0)) {\n        continue;\n      }\n      for (let j = 0; j < filledExposures.length; j++) {\n        const riskParam = matrix[i][j];\n\n        if (BigNumber(filledExposures[j]).eq(0) || BigNumber(riskParam).eq(0)) {\n          continue;\n        }\n\n        lmrFilledSquared = BigNumber(lmrFilledSquared)\n          .plus(\n            BigNumber(filledExposures[i])\n              .multipliedBy(filledExposures[j])\n              .multipliedBy(riskParam),\n          )\n          .toNumber();\n      }\n    }\n    return BigNumber(lmrFilledSquared).sqrt().toNumber();\n  }\n\n  static getBlockExposures(\n    positions: PositionInfoMarketConfiguration[],\n    oraclePrice: number,\n  ): BigNumber[] {\n    const filledExposures: number[] = [];\n\n    for (const position of positions) {\n      const marketFilledExposure = ExposureCommand.getAccountFilledExposures(\n        position,\n        position.market_configuration,\n        oraclePrice,\n      );\n      filledExposures[marketFilledExposure.riskMatrixIndex] = BigNumber(\n        filledExposures[marketFilledExposure.riskMatrixIndex] || 0,\n      )\n        .plus(marketFilledExposure.exposure)\n        .toNumber();\n    }\n\n    return filledExposures.map((num) => BigNumber(num));\n  }\n\n  static getAccountFilledExposures(\n    position: PositionInfo,\n    marketConfiguration: MarketConfiguration,\n    oraclePrice: number,\n  ) {\n    const base = position.base;\n\n    return {\n      exposure: BigNumber(oraclePrice).multipliedBy(base),\n      riskMatrixIndex: BigNumber(\n        String(marketConfiguration.risk_matrix_index),\n      ).toNumber(),\n    };\n  }\n\n  static computePricePnL(\n    openBase: BigNumber,\n    openPrice: BigNumber,\n    exitPrice: BigNumber,\n  ) {\n    return BigNumber(\n      BigNumber(exitPrice).minus(openPrice).multipliedBy(openBase),\n    );\n  }\n\n  static getMarginRatio(marginInfo: MarginInfo) {\n    if (marginInfo.liquidationMarginRequirement === 0) {\n      return 0;\n    }\n\n    if (marginInfo.marginBalance <= 0) {\n      return 1;\n    }\n\n    const health = BigNumber(marginInfo.liquidationMarginRequirement).div(\n      marginInfo.marginBalance,\n    );\n\n    if (health.gt(1)) {\n      return 1;\n    }\n    return health.toNumber();\n  }\n\n  static exchangeWithPriceHaircut(\n    quantity: number,\n    price: number,\n    haircut: number,\n  ) {\n    // For positive quantities, the haircut is `quantity * (1 - haircut)`\n    // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.\n    const calHelper = BigNumber(quantity).gt(0)\n      ? BigNumber(1).minus(haircut)\n      : BigNumber(1).div(BigNumber(1).minus(haircut));\n    const haircutPrice = BigNumber(price).multipliedBy(calHelper);\n\n    return haircutPrice.multipliedBy(quantity).toNumber();\n  }\n\n  getSlippage(\n    deltaBase: number,\n    marketConfiguration: MarketConfiguration,\n    marketStorage: MarketStorage,\n  ): number {\n    const deltaExposure = BigNumber(this.oraclePrice)\n      .times(deltaBase)\n      .toNumber();\n\n    const riskMatrixIndex = BigNumber(\n      String(marketConfiguration.risk_matrix_index),\n    ).toNumber();\n\n    const { maxExposureShort, maxExposureLong, exposures } =\n      this.getMaxExposure(marketConfiguration, marketStorage);\n\n    const netExposure = exposures[riskMatrixIndex].plus(deltaExposure);\n    const maxExposure = netExposure.lt(0) ? maxExposureShort : maxExposureLong;\n\n    return BigNumber(netExposure)\n      .negated()\n      .div(BigNumber(maxExposure).plus(netExposure))\n      .toNumber();\n  }\n\n  getMaxExposure(\n    marketConfiguration: MarketConfiguration,\n    marketStorage: MarketStorage,\n  ) {\n    const riskMatrix = this.riskMatrices.find((riskMatrix) => {\n      return (\n        riskMatrix.risk_block_id ===\n        BigNumber(String(marketStorage.risk_block_id)).toNumber()\n      );\n    });\n\n    if (!riskMatrix) {\n      throw new Error(\"RiskMatrix Doesn't exist\");\n    }\n\n    const riskMatrixIndex = BigNumber(\n      String(marketConfiguration.risk_matrix_index),\n    ).toNumber();\n\n    const imrMultiplier = amountNormalizer(\n      String(this.riskMultipliers.im_multiplier),\n    ).toNumber();\n\n    const marginInfo = this.tokenMarginInfoPerAsset.find((marginInfo) => {\n      return marginInfo.assetAddress === marketStorage.quote_collateral;\n    });\n\n    if (!marginInfo) {\n      throw new Error(\"marginInfo doesn't exist\");\n    }\n\n    const exposures = ExposureCommand.getBlockExposures(\n      this.positionInfoMarketConfiguration,\n      this.oraclePrice,\n    );\n\n    const { maxExposureShort, maxExposureLong } =\n      ExposureCommand.computeMaxExposures(\n        riskMatrix.matrix,\n        exposures,\n        marginInfo.liquidationMarginRequirement,\n        marginInfo.marginBalance < 0 ? 0 : marginInfo.marginBalance,\n        imrMultiplier,\n        riskMatrixIndex,\n      );\n\n    return {\n      maxExposureShort,\n      maxExposureLong,\n      exposures,\n    };\n  }\n\n  static computeMaxExposures(\n    riskMatrix: BigNumber[][],\n    exposures: BigNumber[],\n    lmr: number,\n    balance: number,\n    imrMultiplier: number,\n    exposureIndex: number,\n  ) {\n    let b = BigNumber(0);\n\n    for (let i = 0; i < exposures.length; i++) {\n      b = BigNumber(b).plus(\n        BigNumber(exposures[i]).multipliedBy(\n          BigNumber(riskMatrix[exposureIndex][i]).plus(\n            riskMatrix[i][exposureIndex],\n          ),\n        ),\n      );\n    }\n    const { x1, x2 } = this.solveQuadraticEquation(\n      BigNumber(riskMatrix[exposureIndex][exposureIndex]).toNumber(), // changes here\n      b.toNumber(),\n      this.computeC(lmr, balance, imrMultiplier),\n    );\n\n    const maxShortExposure = BigNumber(x1).plus(exposures[exposureIndex]);\n    const maxLongExposure = BigNumber(x2).plus(exposures[exposureIndex]);\n\n    const availableShortExposure = maxShortExposure.lt(0)\n      ? maxShortExposure.negated().toNumber()\n      : 0;\n\n    const availableLongExposure = maxLongExposure.gt(0)\n      ? maxLongExposure.toNumber()\n      : 0;\n\n    return {\n      maxExposureShort: availableShortExposure,\n      maxExposureLong: availableLongExposure,\n    };\n  }\n\n  static solveQuadraticEquation(a: number, b: number, c: number) {\n    if (BigNumber(a).eq(0)) {\n      throw new Error('ZeroQuadraticCoefficient');\n    }\n\n    const delta = BigNumber(b)\n      .multipliedBy(b)\n      .minus(BigNumber(4).multipliedBy(a).multipliedBy(c));\n\n    if (delta.lt(0)) {\n      throw new Error('ComplexQuadraticRoots(a, b, c)');\n    }\n\n    const rootDelta = delta.sqrt();\n\n    const x1 = BigNumber(b)\n      .multipliedBy(-1)\n      .minus(rootDelta)\n      .div(BigNumber(2).multipliedBy(a));\n\n    const x2 = BigNumber(b)\n      .multipliedBy(-1)\n      .plus(rootDelta)\n      .div(BigNumber(2).multipliedBy(a));\n\n    return {\n      x1,\n      x2,\n    };\n  }\n\n  static computeC(lmr: number, balance: number, imrMultiplier: number): number {\n    const lmrSD = BigNumber(lmr);\n    const lmrSquared = lmrSD.multipliedBy(lmrSD);\n\n    const balanceSD = BigNumber(balance);\n    const balanceSquared = balanceSD.multipliedBy(balanceSD);\n\n    const imrMultiplierSD = BigNumber(imrMultiplier);\n    const imrMultiplierSquared = imrMultiplierSD.multipliedBy(imrMultiplierSD);\n\n    return lmrSquared\n      .minus(balanceSquared.div(imrMultiplierSquared))\n      .toNumber();\n  }\n\n  static calculateFee(\n    price: number,\n    amount: number,\n    feeParameter: BigNumber,\n  ): number {\n    return BigNumber(price).times(amount).times(feeParameter).abs().toNumber(); // @todo abs value\n  }\n\n  static calculateEstimatedPrice(price: number, slippage: number): number {\n    return BigNumber(price).times(BigNumber(1).plus(slippage)).toNumber();\n  }\n\n  static evaluateHealthStatus(number: number) {\n    // todo update logic\n    if (number >= 67) {\n      return 'danger';\n    } else if (number >= 34) {\n      return 'warning';\n    } else {\n      return 'healthy';\n    }\n  }\n}\n"]}
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BigNumber from 'bignumber.js';\nimport _ from 'lodash';\nimport {\n  AccountAssetBalance,\n  CollateralInfo,\n  ExchangeInfo,\n  ExposureCommandState,\n  MarginInfo,\n  MarketConfiguration,\n  MarketIdToOraclePriceMap,\n  MarketStorage,\n  PositionInfo,\n  PositionInfoMarketConfiguration,\n  RiskMatrix,\n  RiskMultipliersConfiguration,\n} from './trade.simulation.types';\nimport { amountNormalizer } from './number';\n\nexport class ExposureCommand {\n  rootCollateralPoolId: number;\n  oraclePricePerMarket: MarketIdToOraclePriceMap;\n  accountBalancePerAsset: AccountAssetBalance[];\n  groupedByCollateral: Record<string, AccountAssetBalance>;\n  riskMultipliers: RiskMultipliersConfiguration;\n  riskMatrices: RiskMatrix[];\n  exchangeInfoPerAsset: ExchangeInfo[];\n  positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];\n  uniqueTokenAddresses: string[];\n  uniqueQuoteCollaterals: string[];\n  tokenMarginInfoPerAsset: MarginInfo[];\n  realizedPnLSum: BigNumber;\n  unrealizedPnLSum: BigNumber;\n  constructor(\n    rootCollateralPoolId: number,\n    oraclePricePerMarket: MarketIdToOraclePriceMap,\n    accountBalancePerAsset: AccountAssetBalance[],\n    groupedByCollateral: Record<string, AccountAssetBalance>,\n    riskMultipliers: RiskMultipliersConfiguration,\n    riskMatrices: RiskMatrix[],\n    exchangeInfoPerAsset: ExchangeInfo[],\n    positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n    uniqueTokenAddresses: string[],\n    uniqueQuoteCollaterals: string[],\n    tokenMarginInfoPerAsset: MarginInfo[],\n    realizedPnLSum: BigNumber,\n    unrealizedPnLSum: BigNumber,\n  ) {\n    this.rootCollateralPoolId = rootCollateralPoolId;\n    this.oraclePricePerMarket = oraclePricePerMarket;\n    this.accountBalancePerAsset = accountBalancePerAsset;\n    this.groupedByCollateral = groupedByCollateral;\n    this.riskMultipliers = riskMultipliers;\n    this.riskMatrices = riskMatrices;\n    this.exchangeInfoPerAsset = exchangeInfoPerAsset;\n    this.positionInfoMarketConfiguration = positionInfoMarketConfiguration;\n    this.uniqueTokenAddresses = uniqueTokenAddresses;\n    this.uniqueQuoteCollaterals = uniqueQuoteCollaterals;\n    this.tokenMarginInfoPerAsset = tokenMarginInfoPerAsset;\n    this.realizedPnLSum = realizedPnLSum;\n    this.unrealizedPnLSum = unrealizedPnLSum;\n  }\n\n  getState(): ExposureCommandState {\n    return {\n      rootCollateralPoolId: this.rootCollateralPoolId,\n      oraclePricePerMarket: this.oraclePricePerMarket,\n      accountBalancePerAsset: this.accountBalancePerAsset,\n      groupedByCollateral: this.groupedByCollateral,\n      riskMultipliers: this.riskMultipliers,\n      riskMatrices: this.riskMatrices,\n      exchangeInfoPerAsset: this.exchangeInfoPerAsset,\n      positionInfoMarketConfiguration: this.positionInfoMarketConfiguration,\n      uniqueTokenAddresses: this.uniqueTokenAddresses,\n      uniqueQuoteCollaterals: this.uniqueQuoteCollaterals,\n      tokenMarginInfoPerAsset: this.tokenMarginInfoPerAsset,\n      realizedPnLSum: this.realizedPnLSum,\n      unrealizedPnLSum: this.unrealizedPnLSum,\n    };\n  }\n\n  get getUsdNodeMarginInfo() {\n    return ExposureCommand.getUsdNodeMarginInfo(\n      this.rootCollateralPoolId,\n      this.uniqueTokenAddresses,\n      this.exchangeInfoPerAsset,\n      this.tokenMarginInfoPerAsset,\n    );\n  }\n\n  get balancePerAsset() {\n    return this.tokenMarginInfoPerAsset;\n  }\n\n  getUsdNodeMarginInfoPostTrade(\n    positionAmount: number,\n    collateralAddress: string,\n    marketConfiguration: MarketConfiguration,\n  ) {\n    // perform deep copy of the object\n    const positionInfoMarketConfiguration: PositionInfoMarketConfiguration[] =\n      _.cloneDeep(this.positionInfoMarketConfiguration);\n\n    // Check if the market_id already exists in the array\n    const existingConfigIndex = positionInfoMarketConfiguration.findIndex(\n      (config) =>\n        config.market_id ===\n        BigNumber(String(marketConfiguration.market_id)).toNumber(),\n    );\n\n    if (existingConfigIndex !== -1) {\n      // If it exists, update the amount\n      positionInfoMarketConfiguration[existingConfigIndex].base = BigNumber(\n        positionInfoMarketConfiguration[existingConfigIndex].base,\n      ).plus(positionAmount);\n    } else {\n      // If it doesn't exist, add a new element\n      positionInfoMarketConfiguration.push({\n        base: BigNumber(positionAmount),\n        realized_pnl: BigNumber(0),\n        last_price: BigNumber(0),\n        last_timestamp: BigNumber(0),\n        funding_value: BigNumber(0),\n        base_multiplier: BigNumber(0),\n        adl_unwind_price: BigNumber(0),\n        market_id: BigNumber(String(marketConfiguration.market_id)).toNumber(),\n        market_configuration: marketConfiguration,\n      });\n    }\n\n    const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n    uniqueQuoteCollaterals.add(collateralAddress);\n\n    const tokenMarginInfoPerAsset =\n      ExposureCommand.calculateTokenMarginInfoPerAsset(\n        this.groupedByCollateral,\n        this.rootCollateralPoolId,\n        this.riskMatrices,\n        this.riskMultipliers,\n        uniqueQuoteCollaterals,\n        this.realizedPnLSum,\n        this.unrealizedPnLSum,\n        positionInfoMarketConfiguration,\n        this.oraclePricePerMarket,\n      );\n\n    const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n    if (!this.uniqueTokenAddresses.includes(collateralAddress)) {\n      uniqueTokenAddresses.push(collateralAddress);\n    }\n\n    return ExposureCommand.getUsdNodeMarginInfo(\n      this.rootCollateralPoolId,\n      uniqueTokenAddresses,\n      this.exchangeInfoPerAsset,\n      tokenMarginInfoPerAsset,\n    );\n  }\n\n  static calculateTokenMarginInfoPerAsset(\n    groupedByCollateral: Record<string, AccountAssetBalance>,\n    rootCollateralPoolId: number,\n    riskMatrices: RiskMatrix[],\n    riskMultipliers: RiskMultipliersConfiguration,\n    uniqueQuoteCollaterals: Set<string>,\n    realizedPnLSum: BigNumber,\n    unrealizedPnLSum: BigNumber,\n    positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n    oraclePricePerMarket: MarketIdToOraclePriceMap,\n  ) {\n    const tokenMarginInfoPerAsset: MarginInfo[] = [];\n\n    const uniqueQuoteTokens: string[] = Array.from(uniqueQuoteCollaterals);\n\n    const tokenUnion = new Set([\n      ...Object.keys(groupedByCollateral),\n      ...uniqueQuoteTokens,\n    ]); // get unique union of those arrays\n    const uniqueTokenAddresses: string[] = Array.from(tokenUnion);\n\n    for (const token of uniqueTokenAddresses) {\n      tokenMarginInfoPerAsset.push(\n        ExposureCommand.getTokenMarginInfo(\n          rootCollateralPoolId,\n          riskMatrices,\n          riskMultipliers,\n          ExposureCommand.getCollateralInfo(\n            token,\n            uniqueQuoteCollaterals.has(token) ? realizedPnLSum : BigNumber(0),\n            uniqueQuoteCollaterals.has(token) ? unrealizedPnLSum : BigNumber(0),\n            groupedByCollateral[token]?.amount || 0,\n          ),\n          token,\n          positionInfoMarketConfiguration,\n          oraclePricePerMarket,\n          uniqueQuoteTokens,\n        ),\n      );\n    }\n\n    return tokenMarginInfoPerAsset;\n  }\n  static calculateLiquidation(\n    globalMarginInfo: MarginInfo,\n    oraclePrice: number,\n    positionBase: number,\n  ): BigNumber {\n    const liquidationPrice = BigNumber(oraclePrice).minus(\n      BigNumber(globalMarginInfo.marginBalance)\n        .minus(globalMarginInfo.liquidationMarginRequirement)\n        .div(positionBase),\n    );\n\n    return BigNumber.max(0, liquidationPrice);\n  }\n\n  static calculateImpliedLeverage(\n    notionalExposure: number,\n    oldIMR: number,\n    newIMR: number,\n  ): number {\n    const changeInImr = BigNumber(newIMR).minus(oldIMR);\n\n    if (changeInImr.eq(0)) {\n      return 0;\n    }\n    return BigNumber(notionalExposure).div(changeInImr).toNumber();\n  }\n\n  static combineMarginInfo(\n    parentMarginInfo: MarginInfo,\n    sonMarginInfo: MarginInfo,\n    sonParentExchangeInfo: ExchangeInfo,\n  ): MarginInfo {\n    return {\n      assetAddress: parentMarginInfo.assetAddress,\n      marginBalance: BigNumber(parentMarginInfo.marginBalance)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            sonMarginInfo.marginBalance,\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      realBalance: BigNumber(parentMarginInfo.realBalance)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            sonMarginInfo.realBalance,\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      initialDelta: BigNumber(parentMarginInfo.initialDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.realBalance,\n              sonMarginInfo.initialDelta,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      maintenanceDelta: BigNumber(parentMarginInfo.maintenanceDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.maintenanceDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      liquidationDelta: BigNumber(parentMarginInfo.liquidationDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.liquidationDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      dutchDelta: BigNumber(parentMarginInfo.dutchDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.dutchDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      adlDelta: BigNumber(parentMarginInfo.adlDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.adlDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n\n      initialBufferDelta: BigNumber(parentMarginInfo.initialBufferDelta)\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            BigNumber.min(\n              sonMarginInfo.initialBufferDelta,\n              sonMarginInfo.realBalance,\n            ).toNumber(),\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n      liquidationMarginRequirement: BigNumber(\n        parentMarginInfo.liquidationMarginRequirement,\n      )\n        .plus(\n          ExposureCommand.exchangeWithPriceHaircut(\n            sonMarginInfo.liquidationMarginRequirement,\n            sonParentExchangeInfo.price,\n            sonParentExchangeInfo.priceHaircut,\n          ),\n        )\n        .toNumber(),\n    };\n  }\n\n  static getUsdNodeMarginInfo(\n    accountCollateralPoolId: number,\n    quoteTokens: string[],\n    exchangeInfoPerAsset: ExchangeInfo[],\n    marginInfoPerToken: MarginInfo[],\n  ) {\n    let usdNodeMarginInfo: MarginInfo = {\n      assetAddress: '',\n      marginBalance: 0,\n      realBalance: 0,\n      initialDelta: 0,\n      maintenanceDelta: 0,\n      liquidationDelta: 0,\n      dutchDelta: 0,\n      adlDelta: 0,\n      initialBufferDelta: 0,\n      liquidationMarginRequirement: 0,\n    };\n    for (const quoteToken of quoteTokens) {\n      const exchangeInfo = exchangeInfoPerAsset.find((exchangeInfo) => {\n        return quoteToken === exchangeInfo.tokenAddress;\n      });\n\n      const marginInfo = marginInfoPerToken.find((marginInfo) => {\n        return quoteToken === marginInfo.assetAddress;\n      });\n\n      if (!exchangeInfo || !marginInfo) {\n        throw Error('Missing exchangeInfo/marginInfo');\n      }\n\n      usdNodeMarginInfo = ExposureCommand.combineMarginInfo(\n        usdNodeMarginInfo,\n        marginInfo,\n        exchangeInfo,\n      );\n    }\n\n    return usdNodeMarginInfo;\n  }\n  static getCollateralInfo(\n    collateralAddress: string,\n    realisedPnl: BigNumber,\n    unrealizedPnL: BigNumber,\n    netDeposits: number,\n  ): CollateralInfo {\n    return {\n      netDeposits: netDeposits,\n      marginBalance: BigNumber(netDeposits)\n        .plus(realisedPnl)\n        .plus(unrealizedPnL)\n        .toNumber(),\n      realBalance: BigNumber(netDeposits).plus(realisedPnl).toNumber(),\n    };\n  }\n\n  static getTokenMarginInfo(\n    rootCollateralPoolId: number,\n    riskMatrices: RiskMatrix[],\n    riskMultipliers: RiskMultipliersConfiguration,\n    collateralInfo: CollateralInfo,\n    collateralAddress: string,\n    positions: PositionInfoMarketConfiguration[],\n    oraclePricePerMarket: MarketIdToOraclePriceMap,\n    uniqueQuoteTokens: string[],\n  ): MarginInfo {\n    const marginRequirements = {\n      liquidationMarginRequirement: 0,\n      initialMarginRequirement: 0,\n      maintenanceMarginRequirement: 0,\n      dutchMarginRequirement: 0,\n      adlMarginRequirement: 0,\n      initialBufferMarginRequirement: 0,\n    };\n    if (uniqueQuoteTokens.includes(collateralAddress)) {\n      // uniqueQuoteTokens is list is active markets tokens\n      for (const riskMatrix of riskMatrices) {\n        const filledExposures = ExposureCommand.getBlockExposures(\n          positions,\n          oraclePricePerMarket,\n        );\n\n        marginRequirements.liquidationMarginRequirement = BigNumber(\n          marginRequirements.liquidationMarginRequirement,\n        )\n          .plus(\n            ExposureCommand.computeLiquidationMarginRequirement(\n              riskMatrix.matrix,\n              filledExposures,\n            ),\n          )\n          .toNumber();\n      }\n\n      // Get the initial margin requirement\n      marginRequirements.initialMarginRequirement = amountNormalizer(\n        String(riskMultipliers.im_multiplier),\n      )\n        .multipliedBy(marginRequirements.liquidationMarginRequirement)\n        .toNumber();\n      // Get the maintenance margin requirement\n      marginRequirements.maintenanceMarginRequirement = amountNormalizer(\n        String(riskMultipliers.mmr_multiplier),\n      )\n        .multipliedBy(marginRequirements.liquidationMarginRequirement)\n        .toNumber();\n      // Get the dutch margin requirement\n      marginRequirements.dutchMarginRequirement = amountNormalizer(\n        String(riskMultipliers.dutch_multiplier),\n      )\n        .multipliedBy(marginRequirements.liquidationMarginRequirement)\n        .toNumber();\n\n      // Get the adl margin requirement\n      marginRequirements.adlMarginRequirement = amountNormalizer(\n        String(riskMultipliers.adl_multiplier),\n      )\n        .multipliedBy(marginRequirements.liquidationMarginRequirement)\n        .toNumber();\n\n      // Get the initial buffer margin requirement\n      marginRequirements.initialBufferMarginRequirement = amountNormalizer(\n        String(riskMultipliers.im_buffer_multiplier),\n      )\n        .multipliedBy(marginRequirements.liquidationMarginRequirement)\n        .toNumber();\n    }\n    return {\n      assetAddress: collateralAddress,\n      marginBalance: collateralInfo.marginBalance,\n      realBalance: collateralInfo.realBalance,\n      initialDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.initialMarginRequirement)\n        .toNumber(),\n      maintenanceDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.maintenanceMarginRequirement)\n        .toNumber(),\n      liquidationDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.liquidationMarginRequirement)\n        .toNumber(),\n      dutchDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.dutchMarginRequirement)\n        .toNumber(),\n      adlDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.adlMarginRequirement)\n        .toNumber(),\n      initialBufferDelta: BigNumber(collateralInfo.marginBalance)\n        .minus(marginRequirements.initialBufferMarginRequirement)\n        .toNumber(),\n      liquidationMarginRequirement:\n        marginRequirements.liquidationMarginRequirement,\n    };\n  }\n\n  static computeLiquidationMarginRequirement(\n    matrix: BigNumber[][],\n    filledExposures: BigNumber[],\n  ): number {\n    let lmrFilledSquared = 0;\n\n    for (let i = 0; i < filledExposures.length; i++) {\n      if (BigNumber(filledExposures[i]).eq(0)) {\n        continue;\n      }\n      for (let j = 0; j < filledExposures.length; j++) {\n        const riskParam = matrix[i][j];\n\n        if (BigNumber(filledExposures[j]).eq(0) || BigNumber(riskParam).eq(0)) {\n          continue;\n        }\n\n        lmrFilledSquared = BigNumber(lmrFilledSquared)\n          .plus(\n            BigNumber(filledExposures[i])\n              .multipliedBy(filledExposures[j])\n              .multipliedBy(riskParam),\n          )\n          .toNumber();\n      }\n    }\n    return BigNumber(lmrFilledSquared).sqrt().toNumber();\n  }\n\n  static getBlockExposures(\n    positions: PositionInfoMarketConfiguration[],\n    oraclePricePerMarket: MarketIdToOraclePriceMap,\n  ): BigNumber[] {\n    const filledExposures: number[] = [];\n\n    for (const position of positions) {\n      const marketFilledExposure = ExposureCommand.getAccountFilledExposures(\n        position,\n        position.market_configuration,\n        oraclePricePerMarket[position.market_id],\n      );\n      filledExposures[marketFilledExposure.riskMatrixIndex] = BigNumber(\n        filledExposures[marketFilledExposure.riskMatrixIndex] || 0,\n      )\n        .plus(marketFilledExposure.exposure)\n        .toNumber();\n    }\n\n    return filledExposures.map((num) => BigNumber(num));\n  }\n\n  static getAccountFilledExposures(\n    position: PositionInfo,\n    marketConfiguration: MarketConfiguration,\n    oraclePrice: number,\n  ) {\n    const base = position.base;\n\n    return {\n      exposure: BigNumber(oraclePrice).multipliedBy(base),\n      riskMatrixIndex: BigNumber(\n        String(marketConfiguration.risk_matrix_index),\n      ).toNumber(),\n    };\n  }\n\n  static computePricePnL(\n    openBase: BigNumber,\n    openPrice: BigNumber,\n    exitPrice: BigNumber,\n  ) {\n    return BigNumber(\n      BigNumber(exitPrice).minus(openPrice).multipliedBy(openBase),\n    );\n  }\n\n  static getMarginRatio(marginInfo: MarginInfo) {\n    if (marginInfo.liquidationMarginRequirement === 0) {\n      return 0;\n    }\n\n    if (marginInfo.marginBalance <= 0) {\n      return 1;\n    }\n\n    const health = BigNumber(marginInfo.liquidationMarginRequirement).div(\n      marginInfo.marginBalance,\n    );\n\n    if (health.gt(1)) {\n      return 1;\n    }\n    return health.toNumber();\n  }\n\n  static exchangeWithPriceHaircut(\n    quantity: number,\n    price: number,\n    haircut: number,\n  ) {\n    // For positive quantities, the haircut is `quantity * (1 - haircut)`\n    // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.\n    const calHelper = BigNumber(quantity).gt(0)\n      ? BigNumber(1).minus(haircut)\n      : BigNumber(1).div(BigNumber(1).minus(haircut));\n    const haircutPrice = BigNumber(price).multipliedBy(calHelper);\n\n    return haircutPrice.multipliedBy(quantity).toNumber();\n  }\n\n  getSlippage(\n    deltaBase: number,\n    marketConfiguration: MarketConfiguration,\n    marketStorage: MarketStorage,\n  ): number {\n    const deltaExposure = BigNumber(\n      this.oraclePricePerMarket[marketConfiguration.market_id],\n    )\n      .times(deltaBase)\n      .toNumber();\n\n    const riskMatrixIndex = BigNumber(\n      String(marketConfiguration.risk_matrix_index),\n    ).toNumber();\n\n    const { maxExposureShort, maxExposureLong, exposures } =\n      this.getMaxExposure(marketConfiguration, marketStorage);\n\n    const netExposure = exposures[riskMatrixIndex].plus(deltaExposure);\n    const maxExposure = netExposure.lt(0) ? maxExposureShort : maxExposureLong;\n\n    return BigNumber(netExposure)\n      .negated()\n      .div(BigNumber(maxExposure).plus(netExposure))\n      .toNumber();\n  }\n\n  getMaxExposure(\n    marketConfiguration: MarketConfiguration,\n    marketStorage: MarketStorage,\n  ) {\n    const riskMatrix = this.riskMatrices.find((riskMatrix) => {\n      return (\n        riskMatrix.risk_block_id ===\n        BigNumber(String(marketStorage.risk_block_id)).toNumber()\n      );\n    });\n\n    if (!riskMatrix) {\n      throw new Error(\"RiskMatrix Doesn't exist\");\n    }\n\n    const riskMatrixIndex = BigNumber(\n      String(marketConfiguration.risk_matrix_index),\n    ).toNumber();\n\n    const imrMultiplier = amountNormalizer(\n      String(this.riskMultipliers.im_multiplier),\n    ).toNumber();\n\n    const marginInfo = this.tokenMarginInfoPerAsset.find((marginInfo) => {\n      return marginInfo.assetAddress === marketStorage.quote_collateral;\n    });\n\n    if (!marginInfo) {\n      throw new Error(\"marginInfo doesn't exist\");\n    }\n\n    const exposures = ExposureCommand.getBlockExposures(\n      this.positionInfoMarketConfiguration,\n      this.oraclePricePerMarket,\n    );\n\n    const { maxExposureShort, maxExposureLong } =\n      ExposureCommand.computeMaxExposures(\n        riskMatrix.matrix,\n        exposures,\n        marginInfo.liquidationMarginRequirement,\n        marginInfo.marginBalance < 0 ? 0 : marginInfo.marginBalance,\n        imrMultiplier,\n        riskMatrixIndex,\n      );\n\n    return {\n      maxExposureShort,\n      maxExposureLong,\n      exposures,\n    };\n  }\n\n  static computeMaxExposures(\n    riskMatrix: BigNumber[][],\n    exposures: BigNumber[],\n    lmr: number,\n    balance: number,\n    imrMultiplier: number,\n    exposureIndex: number,\n  ) {\n    let b = BigNumber(0);\n\n    for (let i = 0; i < exposures.length; i++) {\n      b = BigNumber(b).plus(\n        BigNumber(exposures[i]).multipliedBy(\n          BigNumber(riskMatrix[exposureIndex][i]).plus(\n            riskMatrix[i][exposureIndex],\n          ),\n        ),\n      );\n    }\n    const { x1, x2 } = this.solveQuadraticEquation(\n      BigNumber(riskMatrix[exposureIndex][exposureIndex]).toNumber(), // changes here\n      b.toNumber(),\n      this.computeC(lmr, balance, imrMultiplier),\n    );\n\n    const maxShortExposure = BigNumber(x1).plus(exposures[exposureIndex]);\n    const maxLongExposure = BigNumber(x2).plus(exposures[exposureIndex]);\n\n    const availableShortExposure = maxShortExposure.lt(0)\n      ? maxShortExposure.negated().toNumber()\n      : 0;\n\n    const availableLongExposure = maxLongExposure.gt(0)\n      ? maxLongExposure.toNumber()\n      : 0;\n\n    return {\n      maxExposureShort: availableShortExposure,\n      maxExposureLong: availableLongExposure,\n    };\n  }\n\n  static solveQuadraticEquation(a: number, b: number, c: number) {\n    if (BigNumber(a).eq(0)) {\n      throw new Error('ZeroQuadraticCoefficient');\n    }\n\n    const delta = BigNumber(b)\n      .multipliedBy(b)\n      .minus(BigNumber(4).multipliedBy(a).multipliedBy(c));\n\n    if (delta.lt(0)) {\n      throw new Error('ComplexQuadraticRoots(a, b, c)');\n    }\n\n    const rootDelta = delta.sqrt();\n\n    const x1 = BigNumber(b)\n      .multipliedBy(-1)\n      .minus(rootDelta)\n      .div(BigNumber(2).multipliedBy(a));\n\n    const x2 = BigNumber(b)\n      .multipliedBy(-1)\n      .plus(rootDelta)\n      .div(BigNumber(2).multipliedBy(a));\n\n    return {\n      x1,\n      x2,\n    };\n  }\n\n  static computeC(lmr: number, balance: number, imrMultiplier: number): number {\n    const lmrSD = BigNumber(lmr);\n    const lmrSquared = lmrSD.multipliedBy(lmrSD);\n\n    const balanceSD = BigNumber(balance);\n    const balanceSquared = balanceSD.multipliedBy(balanceSD);\n\n    const imrMultiplierSD = BigNumber(imrMultiplier);\n    const imrMultiplierSquared = imrMultiplierSD.multipliedBy(imrMultiplierSD);\n\n    return lmrSquared\n      .minus(balanceSquared.div(imrMultiplierSquared))\n      .toNumber();\n  }\n\n  static calculateFee(\n    price: number,\n    amount: number,\n    feeParameter: BigNumber,\n  ): number {\n    return BigNumber(price).times(amount).times(feeParameter).abs().toNumber(); // @todo abs value\n  }\n\n  static calculateEstimatedPrice(price: number, slippage: number): number {\n    return BigNumber(price).times(BigNumber(1).plus(slippage)).toNumber();\n  }\n\n  static evaluateHealthStatus(number: number) {\n    // todo update logic\n    if (number >= 67) {\n      return 'danger';\n    } else if (number >= 34) {\n      return 'warning';\n    } else {\n      return 'healthy';\n    }\n  }\n}\n"]}

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

@@ -1 +1 @@
-{"version":3,"file":"trade.simulation.types.js","sourceRoot":"/","sources":["clients/helpers/trade.simulation.types.ts"],"names":[],"mappings":"","sourcesContent":["import BigNumber from 'bignumber.js';\n\nexport interface MarketStorage {\n  market_id: number;\n  quote_collateral: string;\n  instrument_address: string;\n  name: string;\n  risk_block_id: number;\n  collateral_pool_id: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface MarketConfiguration {\n  market_id: number;\n  risk_matrix_index: number;\n  max_open_interest: number;\n  oracle_node_id: string;\n  mtm_window: number;\n  dutch_config_lambda: number;\n  dutch_config_min_base: number;\n  slippage_params_phi: number;\n  slippage_params_beta: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport type AccountAssetBalance = {\n  accountId: number;\n  collateral: string;\n  amount: number;\n};\n\nexport interface RiskMultipliersConfiguration {\n  collateral_pool_id: number;\n  im_multiplier: number;\n  mmr_multiplier: number;\n  dutch_multiplier: number;\n  adl_multiplier: number;\n  im_buffer_multiplier: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface RiskMatrix {\n  collateral_pool_id: number;\n  risk_block_id: number;\n  matrix: BigNumber[][];\n}\n\nexport interface ExchangeInfo {\n  price: number;\n  priceHaircut: number;\n  autoExchangeDiscount: number;\n  tokenAddress: string;\n}\n\nexport interface PositionInfo {\n  base: BigNumber;\n  realized_pnl: BigNumber;\n  last_price: BigNumber;\n  last_timestamp: BigNumber;\n  funding_value: BigNumber;\n  base_multiplier: BigNumber;\n  adl_unwind_price: BigNumber;\n  market_id: number;\n}\n\nexport type PositionInfoMarketConfiguration = PositionInfo & {\n  market_configuration: MarketConfiguration;\n};\n\nexport interface MarginInfo {\n  assetAddress: string;\n  marginBalance: number;\n  realBalance: number;\n  initialDelta: number;\n  maintenanceDelta: number;\n  liquidationDelta: number;\n  dutchDelta: number;\n  adlDelta: number;\n  initialBufferDelta: number;\n  liquidationMarginRequirement: number;\n}\n\nexport interface CollateralInfo {\n  netDeposits: number;\n  marginBalance: number;\n  realBalance: number;\n}\n\nexport type ExposureCommandState = {\n  rootCollateralPoolId: number;\n  oraclePrice: number;\n  rate: number;\n  accountBalancePerAsset: AccountAssetBalance[];\n  groupedByCollateral: Record<string, AccountAssetBalance>;\n  riskMultipliers: RiskMultipliersConfiguration;\n  riskMatrices: RiskMatrix[];\n  exchangeInfoPerAsset: ExchangeInfo[];\n  positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];\n  uniqueTokenAddresses: string[];\n  uniqueQuoteCollaterals: string[];\n  tokenMarginInfoPerAsset: MarginInfo[];\n  realizedPnLSum: BigNumber;\n  unrealizedPnLSum: BigNumber;\n};\n\nexport type TradeSimulationState = {\n  feeParameter: BigNumber;\n  marketStorage: MarketStorage;\n  marketConfiguration: MarketConfiguration;\n  exposureDataAccount: ExposureCommandState;\n  exposureDataPassivePool: ExposureCommandState;\n};\n"]}
+{"version":3,"file":"trade.simulation.types.js","sourceRoot":"/","sources":["clients/helpers/trade.simulation.types.ts"],"names":[],"mappings":"","sourcesContent":["import BigNumber from 'bignumber.js';\n\nexport interface MarketStorage {\n  market_id: number;\n  quote_collateral: string;\n  instrument_address: string;\n  name: string;\n  risk_block_id: number;\n  collateral_pool_id: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface MarketConfiguration {\n  market_id: number;\n  risk_matrix_index: number;\n  max_open_base: number;\n  velocity_multiplier: number;\n  minimum_order_base: number;\n  base_spacing: number;\n  price_spacing: number;\n  oracle_node_id: string;\n  mtm_window: number;\n  dutch_config_lambda: number;\n  dutch_config_min_base: number;\n  slippage_params_phi: number;\n  slippage_params_beta: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport type AccountAssetBalance = {\n  accountId: number;\n  collateral: string;\n  amount: number;\n};\n\nexport interface RiskMultipliersConfiguration {\n  collateral_pool_id: number;\n  im_multiplier: number;\n  mmr_multiplier: number;\n  dutch_multiplier: number;\n  adl_multiplier: number;\n  im_buffer_multiplier: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface RiskMatrix {\n  collateral_pool_id: number;\n  risk_block_id: number;\n  matrix: BigNumber[][];\n}\nexport type MarketIdToOraclePriceMap = {\n  [marketId: number]: number;\n};\n\nexport type CollateralAddressToExchangePriceMap = {\n  [address: string]: number;\n};\n\nexport interface ExchangeInfo {\n  price: number;\n  priceHaircut: number;\n  autoExchangeDiscount: number;\n  tokenAddress: string;\n}\n\nexport interface PositionInfo {\n  base: BigNumber;\n  realized_pnl: BigNumber;\n  last_price: BigNumber;\n  last_timestamp: BigNumber;\n  funding_value: BigNumber;\n  base_multiplier: BigNumber;\n  adl_unwind_price: BigNumber;\n  market_id: number;\n}\n\nexport type PositionInfoMarketConfiguration = PositionInfo & {\n  market_configuration: MarketConfiguration;\n};\n\nexport interface MarginInfo {\n  assetAddress: string;\n  marginBalance: number;\n  realBalance: number;\n  initialDelta: number;\n  maintenanceDelta: number;\n  liquidationDelta: number;\n  dutchDelta: number;\n  adlDelta: number;\n  initialBufferDelta: number;\n  liquidationMarginRequirement: number;\n}\n\nexport interface CollateralInfo {\n  netDeposits: number;\n  marginBalance: number;\n  realBalance: number;\n}\n\nexport type ExposureCommandState = {\n  rootCollateralPoolId: number;\n  oraclePricePerMarket: MarketIdToOraclePriceMap;\n  accountBalancePerAsset: AccountAssetBalance[];\n  groupedByCollateral: Record<string, AccountAssetBalance>;\n  riskMultipliers: RiskMultipliersConfiguration;\n  riskMatrices: RiskMatrix[];\n  exchangeInfoPerAsset: ExchangeInfo[];\n  positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];\n  uniqueTokenAddresses: string[];\n  uniqueQuoteCollaterals: string[];\n  tokenMarginInfoPerAsset: MarginInfo[];\n  realizedPnLSum: BigNumber;\n  unrealizedPnLSum: BigNumber;\n};\n\nexport type TradeSimulationState = {\n  feeParameter: BigNumber;\n  marketStorage: MarketStorage;\n  marketConfiguration: MarketConfiguration;\n  exposureDataAccount: ExposureCommandState;\n  exposureDataPassivePool: ExposureCommandState;\n};\n"]}

package/dist/clients/modules/lp.js

@@ -85,6 +85,7 @@ var LpClient = /** @class */ (function (_super) {
                 uri = "/api/lp-pools/".concat(params.id, "/transaction-history");
                 return [2 /*return*/, this.get(uri, {
                         limit: params.limit,
+                        address: params.address,
                     })];
             });
         });
@@ -94,7 +95,9 @@ var LpClient = /** @class */ (function (_super) {
             var uri;
             return __generator(this, function (_a) {
                 uri = "/api/lp-pools/".concat(params.id, "/positions");
-                return [2 /*return*/, this.get(uri)];
+                return [2 /*return*/, this.get(uri, {
+                        address: params.address,
+                    })];
             });
         });
     };

package/dist/clients/modules/lp.js.map

@@ -1 +1 @@
-{"version":3,"file":"lp.js","sourceRoot":"/","sources":["clients/modules/lp.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAWA,gDAAgC;AAEhC;IAAsC,4BAAU;IAAhD;;IAmCA,CAAC;IAlCO,6BAAU,GAAhB;;;;gBACQ,GAAG,GAAG,eAAe,CAAC;gBAC5B,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAC;;;KACtB;IAEK,4BAAS,GAAf,UAAgB,MAAuB;;;;gBAC/B,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,CAAE,CAAC;gBACzC,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAC;;;KACtB;IAEK,8CAA2B,GAAjC,UACE,MAAyC;;;;gBAEnC,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,yBAAsB,CAAC;gBAC7D,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE;wBACnB,KAAK,EAAE,MAAM,CAAC,KAAK;qBACpB,CAAC,EAAC;;;KACJ;IAEK,iCAAc,GAApB,UACE,MAA+B;;;;gBAEzB,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,eAAY,CAAC;gBACnD,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAC;;;KACtB;IAEK,2CAAwB,GAA9B,UACE,MAAsC;;;;gBAEhC,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,sBAAmB,CAAC;gBAC1D,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE;wBACnB,OAAO,EAAE,MAAM,CAAC,OAAO;qBACxB,CAAC,EAAC;;;KACJ;IACH,eAAC;AAAD,CAAC,AAnCD,CAAsC,cAAU,GAmC/C","sourcesContent":["import {\n  GetLpPoolParams,\n  GetLpPoolPositionParams,\n  GetLpPoolResult,\n  GetLpPoolsResult,\n  GetLpPoolTransactionHistoryParams,\n  GetLpPoolTransactionHistoryResult,\n  GetLpPositionsResult,\n  GetLpPoolWithdrawBalanceParams,\n  GetLpPoolWithdrawBalanceResult,\n} from '../types';\nimport RestClient from './rest';\n\nexport default class LpClient extends RestClient {\n  async getLpPools(): Promise<GetLpPoolsResult> {\n    const uri = '/api/lp-pools';\n    return this.get(uri);\n  }\n\n  async getLpPool(params: GetLpPoolParams): Promise<GetLpPoolResult> {\n    const uri = `/api/lp-pools/${params.id}`;\n    return this.get(uri);\n  }\n\n  async getLpPoolTransactionHistory(\n    params: GetLpPoolTransactionHistoryParams,\n  ): Promise<GetLpPoolTransactionHistoryResult> {\n    const uri = `/api/lp-pools/${params.id}/transaction-history`;\n    return this.get(uri, {\n      limit: params.limit,\n    });\n  }\n\n  async getLpPositions(\n    params: GetLpPoolPositionParams,\n  ): Promise<GetLpPositionsResult> {\n    const uri = `/api/lp-pools/${params.id}/positions`;\n    return this.get(uri);\n  }\n\n  async getLpPoolWithdrawBalance(\n    params: GetLpPoolWithdrawBalanceParams,\n  ): Promise<GetLpPoolWithdrawBalanceResult> {\n    const uri = `/api/lp-pools/${params.id}/withdraw-balance`;\n    return this.get(uri, {\n      address: params.address,\n    });\n  }\n}\n"]}
+{"version":3,"file":"lp.js","sourceRoot":"/","sources":["clients/modules/lp.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAWA,gDAAgC;AAEhC;IAAsC,4BAAU;IAAhD;;IAsCA,CAAC;IArCO,6BAAU,GAAhB;;;;gBACQ,GAAG,GAAG,eAAe,CAAC;gBAC5B,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAC;;;KACtB;IAEK,4BAAS,GAAf,UAAgB,MAAuB;;;;gBAC/B,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,CAAE,CAAC;gBACzC,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,EAAC;;;KACtB;IAEK,8CAA2B,GAAjC,UACE,MAAyC;;;;gBAEnC,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,yBAAsB,CAAC;gBAC7D,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE;wBACnB,KAAK,EAAE,MAAM,CAAC,KAAK;wBACnB,OAAO,EAAE,MAAM,CAAC,OAAO;qBACxB,CAAC,EAAC;;;KACJ;IAEK,iCAAc,GAApB,UACE,MAA4B;;;;gBAEtB,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,eAAY,CAAC;gBACnD,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE;wBACnB,OAAO,EAAE,MAAM,CAAC,OAAO;qBACxB,CAAC,EAAC;;;KACJ;IAEK,2CAAwB,GAA9B,UACE,MAAsC;;;;gBAEhC,GAAG,GAAG,wBAAiB,MAAM,CAAC,EAAE,sBAAmB,CAAC;gBAC1D,sBAAO,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE;wBACnB,OAAO,EAAE,MAAM,CAAC,OAAO;qBACxB,CAAC,EAAC;;;KACJ;IACH,eAAC;AAAD,CAAC,AAtCD,CAAsC,cAAU,GAsC/C","sourcesContent":["import {\n  GetLpPoolParams,\n  GetLpPositionsParams,\n  GetLpPoolResult,\n  GetLpPoolsResult,\n  GetLpPoolTransactionHistoryParams,\n  GetLpPoolTransactionHistoryResult,\n  GetLpPositionsResult,\n  GetLpPoolWithdrawBalanceParams,\n  GetLpPoolWithdrawBalanceResult,\n} from '../types';\nimport RestClient from './rest';\n\nexport default class LpClient extends RestClient {\n  async getLpPools(): Promise<GetLpPoolsResult> {\n    const uri = '/api/lp-pools';\n    return this.get(uri);\n  }\n\n  async getLpPool(params: GetLpPoolParams): Promise<GetLpPoolResult> {\n    const uri = `/api/lp-pools/${params.id}`;\n    return this.get(uri);\n  }\n\n  async getLpPoolTransactionHistory(\n    params: GetLpPoolTransactionHistoryParams,\n  ): Promise<GetLpPoolTransactionHistoryResult> {\n    const uri = `/api/lp-pools/${params.id}/transaction-history`;\n    return this.get(uri, {\n      limit: params.limit,\n      address: params.address,\n    });\n  }\n\n  async getLpPositions(\n    params: GetLpPositionsParams,\n  ): Promise<GetLpPositionsResult> {\n    const uri = `/api/lp-pools/${params.id}/positions`;\n    return this.get(uri, {\n      address: params.address,\n    });\n  }\n\n  async getLpPoolWithdrawBalance(\n    params: GetLpPoolWithdrawBalanceParams,\n  ): Promise<GetLpPoolWithdrawBalanceResult> {\n    const uri = `/api/lp-pools/${params.id}/withdraw-balance`;\n    return this.get(uri, {\n      address: params.address,\n    });\n  }\n}\n"]}

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

@@ -83,18 +83,19 @@ var TradeSimulationClient = /** @class */ (function () {
             throw new Error('Data not loaded. Call arm() first.');
         }
         var amount = (0, bignumber_js_1.default)(params.amount)
-            .div(this.loadedData.exposureDataAccount.oraclePrice)
+            .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
             .toNumber();
-        var userAccountExposure = new exposure_calculator_1.ExposureCommand(this.loadedData.exposureDataAccount.rootCollateralPoolId, this.loadedData.exposureDataAccount.oraclePrice, this.loadedData.exposureDataAccount.rate, this.loadedData.exposureDataAccount.accountBalancePerAsset, this.loadedData.exposureDataAccount.groupedByCollateral, this.loadedData.exposureDataAccount.riskMultipliers, this.loadedData.exposureDataAccount.riskMatrices, this.loadedData.exposureDataAccount.exchangeInfoPerAsset, this.loadedData.exposureDataAccount.positionInfoMarketConfiguration, this.loadedData.exposureDataAccount.uniqueTokenAddresses, this.loadedData.exposureDataAccount.uniqueQuoteCollaterals, this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset, this.loadedData.exposureDataAccount.realizedPnLSum, this.loadedData.exposureDataAccount.unrealizedPnLSum);
-        var passivePoolExposure = new exposure_calculator_1.ExposureCommand(this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePrice, this.loadedData.exposureDataPassivePool.rate, 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);
+        var userAccountExposure = new exposure_calculator_1.ExposureCommand(this.loadedData.exposureDataAccount.rootCollateralPoolId, this.loadedData.exposureDataAccount.oraclePricePerMarket, this.loadedData.exposureDataAccount.accountBalancePerAsset, this.loadedData.exposureDataAccount.groupedByCollateral, this.loadedData.exposureDataAccount.riskMultipliers, this.loadedData.exposureDataAccount.riskMatrices, this.loadedData.exposureDataAccount.exchangeInfoPerAsset, this.loadedData.exposureDataAccount.positionInfoMarketConfiguration, this.loadedData.exposureDataAccount.uniqueTokenAddresses, this.loadedData.exposureDataAccount.uniqueQuoteCollaterals, this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset, this.loadedData.exposureDataAccount.realizedPnLSum, this.loadedData.exposureDataAccount.unrealizedPnLSum);
+        var passivePoolExposure = new exposure_calculator_1.ExposureCommand(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);
         var slippage = passivePoolExposure.getSlippage(amount, this.loadedData.marketConfiguration, this.loadedData.marketStorage);
-        var estimatedPrice = exposure_calculator_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePrice, slippage);
-        var fees = exposure_calculator_1.ExposureCommand.calculateFee(this.loadedData.exposureDataAccount.oraclePrice, amount, this.loadedData.feeParameter);
+        var estimatedPrice = exposure_calculator_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
+        var fees = exposure_calculator_1.ExposureCommand.calculateFee(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount, this.loadedData.feeParameter);
         var oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;
         var newMarginInfo = userAccountExposure.getUsdNodeMarginInfoPostTrade(amount, this.loadedData.marketStorage.quote_collateral, this.loadedData.marketConfiguration);
-        var impliedLeverage = exposure_calculator_1.ExposureCommand.calculateImpliedLeverage(amount * this.loadedData.exposureDataAccount.oraclePrice, oldMarginInfo.marginBalance - oldMarginInfo.initialDelta, newMarginInfo.marginBalance - newMarginInfo.initialDelta);
+        var impliedLeverage = exposure_calculator_1.ExposureCommand.calculateImpliedLeverage(amount *
+            this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], oldMarginInfo.marginBalance - oldMarginInfo.initialDelta, newMarginInfo.marginBalance - newMarginInfo.initialDelta);
         var postTradeImr = newMarginInfo.marginBalance - newMarginInfo.initialDelta;
-        var liquidationPrice = exposure_calculator_1.ExposureCommand.calculateLiquidation(newMarginInfo, this.loadedData.exposureDataAccount.oraclePrice, amount);
+        var liquidationPrice = exposure_calculator_1.ExposureCommand.calculateLiquidation(newMarginInfo, this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount);
         var marginRatio = exposure_calculator_1.ExposureCommand.getMarginRatio(newMarginInfo) * 100;
         var marginRatioHealth = exposure_calculator_1.ExposureCommand.evaluateHealthStatus(marginRatio);
         return {

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

@@ -1 +1 @@
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{\n  SimulateTradeEntity,\n  TradeSimulationLoadDataParams,\n  TradeSimulationSimulateParams,\n} from '../types';\nimport AccountClient from './account';\nimport { TradeSimulationState } from '../helpers/trade.simulation.types';\nimport { ExposureCommand } from '../helpers/exposure.calculator';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n  private marketId: number | null = null;\n  private accountId: number | null = null;\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n    this.marketId = params.marketId;\n    this.accountId = params.marginAccountId;\n\n    this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations based on an amount\n  simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const amount = BigNumber(params.amount)\n      .div(this.loadedData.exposureDataAccount.oraclePrice)\n      .toNumber();\n\n    const userAccountExposure = new ExposureCommand(\n      this.loadedData.exposureDataAccount.rootCollateralPoolId,\n      this.loadedData.exposureDataAccount.oraclePrice,\n      this.loadedData.exposureDataAccount.rate,\n      this.loadedData.exposureDataAccount.accountBalancePerAsset,\n      this.loadedData.exposureDataAccount.groupedByCollateral,\n      this.loadedData.exposureDataAccount.riskMultipliers,\n      this.loadedData.exposureDataAccount.riskMatrices,\n      this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n      this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n      this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataAccount.realizedPnLSum,\n      this.loadedData.exposureDataAccount.unrealizedPnLSum,\n    );\n\n    const passivePoolExposure = new ExposureCommand(\n      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n      this.loadedData.exposureDataPassivePool.oraclePrice,\n      this.loadedData.exposureDataPassivePool.rate,\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    );\n\n    const slippage = passivePoolExposure.getSlippage(\n      amount,\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePrice,\n      slippage,\n    );\n    const fees = ExposureCommand.calculateFee(\n      this.loadedData.exposureDataAccount.oraclePrice,\n      amount,\n      this.loadedData.feeParameter,\n    );\n\n    const oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;\n\n    const newMarginInfo = userAccountExposure.getUsdNodeMarginInfoPostTrade(\n      amount,\n      this.loadedData.marketStorage.quote_collateral,\n      this.loadedData.marketConfiguration,\n    );\n\n    const impliedLeverage = ExposureCommand.calculateImpliedLeverage(\n      amount * this.loadedData.exposureDataAccount.oraclePrice,\n      oldMarginInfo.marginBalance - oldMarginInfo.initialDelta,\n      newMarginInfo.marginBalance - newMarginInfo.initialDelta,\n    );\n\n    const postTradeImr =\n      newMarginInfo.marginBalance - newMarginInfo.initialDelta;\n\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      newMarginInfo,\n      this.loadedData.exposureDataAccount.oraclePrice,\n      amount,\n    );\n\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo) * 100;\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(marginRatio);\n\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: fees,\n      impliedLeverage: impliedLeverage,\n      imr: postTradeImr,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio,\n      marginRatioHealth: marginRatioHealth,\n    } as SimulateTradeEntity;\n  }\n}\n"]}
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{\n  SimulateTradeEntity,\n  TradeSimulationLoadDataParams,\n  TradeSimulationSimulateParams,\n} from '../types';\nimport AccountClient from './account';\nimport { TradeSimulationState } from '../helpers/trade.simulation.types';\nimport { ExposureCommand } from '../helpers/exposure.calculator';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n  private marketId: number | null = null;\n  private accountId: number | null = null;\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n    this.marketId = params.marketId;\n    this.accountId = params.marginAccountId;\n\n    this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations based on an amount\n  simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const amount = BigNumber(params.amount)\n      .div(\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      )\n      .toNumber();\n\n    const userAccountExposure = new ExposureCommand(\n      this.loadedData.exposureDataAccount.rootCollateralPoolId,\n      this.loadedData.exposureDataAccount.oraclePricePerMarket,\n      this.loadedData.exposureDataAccount.accountBalancePerAsset,\n      this.loadedData.exposureDataAccount.groupedByCollateral,\n      this.loadedData.exposureDataAccount.riskMultipliers,\n      this.loadedData.exposureDataAccount.riskMatrices,\n      this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n      this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n      this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataAccount.realizedPnLSum,\n      this.loadedData.exposureDataAccount.unrealizedPnLSum,\n    );\n\n    const passivePoolExposure = new ExposureCommand(\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    );\n\n    const slippage = passivePoolExposure.getSlippage(\n      amount,\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n    const fees = ExposureCommand.calculateFee(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n      this.loadedData.feeParameter,\n    );\n\n    const oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;\n\n    const newMarginInfo = userAccountExposure.getUsdNodeMarginInfoPostTrade(\n      amount,\n      this.loadedData.marketStorage.quote_collateral,\n      this.loadedData.marketConfiguration,\n    );\n\n    const impliedLeverage = ExposureCommand.calculateImpliedLeverage(\n      amount *\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      oldMarginInfo.marginBalance - oldMarginInfo.initialDelta,\n      newMarginInfo.marginBalance - newMarginInfo.initialDelta,\n    );\n\n    const postTradeImr =\n      newMarginInfo.marginBalance - newMarginInfo.initialDelta;\n\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      newMarginInfo,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n    );\n\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo) * 100;\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(marginRatio);\n\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: fees,\n      impliedLeverage: impliedLeverage,\n      imr: postTradeImr,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio,\n      marginRatioHealth: marginRatioHealth,\n    } as SimulateTradeEntity;\n  }\n}\n"]}

package/dist/clients/types.js

@@ -14,7 +14,7 @@ var CandlesResolution;
 // ---- LP ----
 var SupportedChainId;
 (function (SupportedChainId) {
-    SupportedChainId[SupportedChainId["mainnet"] = 1] = "mainnet";
     SupportedChainId[SupportedChainId["polygonMumbai"] = 80001] = "polygonMumbai";
+    SupportedChainId[SupportedChainId["reyaCronos"] = 1729] = "reyaCronos";
 })(SupportedChainId || (exports.SupportedChainId = SupportedChainId = {}));
 //# sourceMappingURL=types.js.map

package/dist/clients/types.js.map

@@ -1 +1 @@
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MarketCandlesResponse {\n  candles: Candle[];\n}\n\n// -- Markets --\n\nexport type MarketOrderInfo = {\n  counterpartyAccountIds: number[];\n  exchangeId: number;\n};\n\nexport type MarketEntity = {\n  id: number;\n  ticker: string;\n  underlyingAsset: string;\n  quoteToken: string;\n  markPrice: number;\n  isActive: boolean;\n  maxLeverage: number;\n  volume24H: number;\n  priceChange24H: number;\n  priceChange24HPercentage: number;\n  openInterest: number;\n  fundingRate: number;\n  description: string;\n  orderInfo: MarketOrderInfo;\n  tickSizeDecimals: number;\n};\n\nexport type GetMarketsResult = MarketEntity[];\n\nexport type GetMarketResult = MarketEntity;\n\nexport type GetMarketParams = {\n  id: MarketEntity['id'];\n};\n\nexport type GetCandlesParams = {\n  marketId: MarketEntity['id'];\n  resolution: CandlesResolution;\n  fromISO?: string | null;\n  toISO?: string | null;\n  limit?: number | null;\n};\n\n// -- Account --\n\nexport type Status = 'OPEN' | 'CLOSED' | 'LIQUIDATED' | 'FILLED';\nexport type Side = 'long' | 'short';\n\nexport type GetMarginAccountsParams = {\n  address: string;\n  limit?: number;\n};\n\nexport type GetMarginAccountParams = {\n  address: string;\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type GetPositionsForMarginAccountParams = {\n  address: string;\n  marginAccountId: MarginAccountEntity['id'];\n  limit?: number;\n};\n\nexport type MarginAccountEntity = {\n  id: number;\n  name: string;\n  marginRatioHealth: 'danger' | 'healthy' | 'warning';\n  marginRatioPercentage: number;\n  totalBalance: number;\n  totalBalanceUnderlyingAsset: string;\n  collaterals: {\n    token: string;\n    percentage: number;\n    balance: number;\n    balanceRUSD: number;\n  }[];\n};\n\nexport type GetMarginAccountsResult = MarginAccountEntity[];\nexport type GetMarginAccountResult = MarginAccountEntity;\n\nexport type PositionEntity = {\n  id: number;\n  side: Side;\n  size: number;\n  base: number;\n  price: number;\n  markPrice: number;\n  orderStatus: Status;\n  realisedPnl?: number | null;\n  unrealisedPnl?: number | null;\n  liquidationPrice: number;\n  fundingRate: number;\n  market: MarketEntity;\n  date: Date;\n};\n\nexport type GetPositionsForMarginAccountResult = {\n  positions: PositionEntity[];\n  totalUnrealizedPNL: number;\n};\n\n// --- Trading History ----\n\nexport type GetMarketTradingHistoryParams = {\n  marketId: number;\n  limit?: number;\n};\n\nexport type TradingHistoryEntity = {\n  id: number;\n  price: number;\n  priceUnderlyingToken: string;\n  size: number;\n  sizeUnderlyingToken: string;\n  timestampMillisecondsUTC: number;\n};\n\nexport type GetTradingHistoryResult = TradingHistoryEntity[];\n\n// --- Position History ---\n\nexport type GetPositionsHistoryForMarginAccountParams = {\n  address: string;\n  marginAccountId: MarginAccountEntity['id'];\n  limit?: number;\n};\n\nexport type OrderType = 'market';\n\nexport type PositionHistoryType =\n  | 'long-trade'\n  | 'short-trade'\n  | 'long-liquidation'\n  | 'short-liquidation';\n\nexport type PositionHistoryEntity = {\n  id: number;\n  action: PositionHistoryType;\n  orderType: OrderType;\n  size: number;\n  executionPrice: number;\n  realisedPnl?: number | null;\n  fees: number;\n  timestamp: number;\n  market: MarketEntity;\n};\n\nexport type GetPositionsHistoryForMarginAccountResult = PositionHistoryEntity[];\n\n// -- Max Order Size --\n\nexport type GetMaxOrderSizeAvailableParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n  direction: 'long' | 'short';\n};\n\nexport type GetMaxOrderSizeAvailableResult = number;\n\n// --- Trade Simulation ----\n\nexport type SimulateTradeEntity = {\n  liquidationPrice: number;\n  fees: number;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  imr: number;\n  impliedLeverage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n};\n\nexport type TradeSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n  amount: number; // position size, + for long | - for short\n};\n\n// ---- LP ----\n\nexport enum SupportedChainId {\n  mainnet = 1,\n  polygonMumbai = 80001,\n}\n\nexport type LpPoolEntity = {\n  id: number;\n  name: string;\n  description: string;\n  currentAPY: number;\n  balanceSupplied?: number | null;\n  balanceChange24H: number;\n  tokenAddress: string;\n  token: string;\n  allowedChainsForLiquidity: number[];\n  chainId: SupportedChainId;\n};\n\nexport type GetLpPoolsResult = LpPoolEntity[];\n\nexport type GetLpPoolResult = LpPoolEntity;\n\nexport type GetLpPoolParams = {\n  id: LpPoolEntity['id'];\n};\n\nexport type TransactionHistoryType = 'deposit' | 'withdrawal';\n\nexport type LpTransactionHistoryEntity = {\n  id: number;\n  type: TransactionHistoryType;\n  token: string;\n  amount: number;\n  transactionHash: string;\n  timestamp: number;\n};\n\nexport type GetLpPoolTransactionHistoryParams = {\n  id: LpPoolEntity['id'];\n  limit?: number;\n};\n\nexport type GetLpPoolTransactionHistoryResult = LpTransactionHistoryEntity[];\n\nexport type GetLpPoolPositionParams = {\n  id: LpPoolEntity['id'];\n};\n\nexport type LpPositionEntity = {\n  id: number;\n  deposited: number;\n  currentBalance: number;\n  pnl: number;\n  fundingRate: number;\n};\n\nexport type GetLpPositionsResult = LpPositionEntity[];\n\nexport type GetLpPoolWithdrawBalanceParams = {\n  id: LpPoolEntity['id'];\n  address: string; // wallet address\n};\n\nexport type GetLpPoolWithdrawBalanceResult = number;\n\n// ---- Transaction Simulation ----\n\nexport type GetTransactionSimulationInitialDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n"]}
+{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/types.ts"],"names":[],"mappings":";;;AAAA,IAAY,iBAQX;AARD,WAAY,iBAAiB;IAC3B,wCAAmB,CAAA;IACnB,2CAAsB,CAAA;IACtB,+CAA0B,CAAA;IAC1B,8CAAyB,CAAA;IACzB,uCAAkB,CAAA;IAClB,0CAAqB,CAAA;IACrB,qCAAgB,CAAA;AAClB,CAAC,EARW,iBAAiB,iCAAjB,iBAAiB,QAQ5B;AA2MD,eAAe;AAEf,IAAY,gBAGX;AAHD,WAAY,gBAAgB;IAC1B,6EAAqB,CAAA;IACrB,sEAAiB,CAAA;AACnB,CAAC,EAHW,gBAAgB,gCAAhB,gBAAgB,QAG3B","sourcesContent":["export enum CandlesResolution {\n  ONE_MINUTE = '1MIN',\n  FIVE_MINUTES = '5MINS',\n  FIFTEEN_MINUTES = '15MINS',\n  THIRTY_MINUTES = '30MINS',\n  ONE_HOUR = '1HOUR',\n  FOUR_HOURS = '4HOURS',\n  ONE_DAY = '1DAY',\n}\n\n// -- Candles --\nexport interface Candle {\n  id: string;\n  startedAt: string;\n  ticker: string;\n  resolution: CandlesResolution;\n  low: string;\n  high: string;\n  open: string;\n  close: string;\n  baseTokenVolume: string;\n  usdVolume: string;\n  trades: number;\n  startingOpenInterest: string;\n}\n\nexport interface MarketCandlesResponse {\n  candles: Candle[];\n}\n\n// -- Markets --\n\nexport type MarketOrderInfo = {\n  counterpartyAccountIds: number[];\n  exchangeId: number;\n};\n\nexport type MarketEntity = {\n  id: number;\n  ticker: string;\n  underlyingAsset: string;\n  quoteToken: string;\n  markPrice: number;\n  isActive: boolean;\n  maxLeverage: number;\n  volume24H: number;\n  priceChange24H: number;\n  priceChange24HPercentage: number;\n  openInterest: number;\n  fundingRate: number;\n  description: string;\n  orderInfo: MarketOrderInfo;\n  tickSizeDecimals: number;\n};\n\nexport type GetMarketsResult = MarketEntity[];\n\nexport type GetMarketResult = MarketEntity;\n\nexport type GetMarketParams = {\n  id: MarketEntity['id'];\n};\n\nexport type GetCandlesParams = {\n  marketId: MarketEntity['id'];\n  resolution: CandlesResolution;\n  fromISO?: string | null;\n  toISO?: string | null;\n  limit?: number | null;\n};\n\n// -- Account --\n\nexport type Status = 'OPEN' | 'CLOSED' | 'LIQUIDATED' | 'FILLED';\nexport type Side = 'long' | 'short';\n\nexport type GetMarginAccountsParams = {\n  address: string;\n  limit?: number;\n};\n\nexport type GetMarginAccountParams = {\n  address: string;\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type GetPositionsForMarginAccountParams = {\n  address: string;\n  marginAccountId: MarginAccountEntity['id'];\n  limit?: number;\n};\n\nexport type MarginAccountEntity = {\n  id: number;\n  name: string;\n  marginRatioHealth: 'danger' | 'healthy' | 'warning';\n  marginRatioPercentage: number;\n  totalBalance: number;\n  totalBalanceUnderlyingAsset: string;\n  collaterals: {\n    token: string;\n    percentage: number;\n    balance: number;\n    balanceRUSD: number;\n  }[];\n};\n\nexport type GetMarginAccountsResult = MarginAccountEntity[];\nexport type GetMarginAccountResult = MarginAccountEntity;\n\nexport type PositionEntity = {\n  id: number;\n  side: Side;\n  size: number;\n  base: number;\n  price: number;\n  markPrice: number;\n  orderStatus: Status;\n  realisedPnl?: number | null;\n  unrealisedPnl?: number | null;\n  liquidationPrice: number;\n  fundingRate: number;\n  market: MarketEntity;\n  date: Date;\n};\n\nexport type GetPositionsForMarginAccountResult = {\n  positions: PositionEntity[];\n  totalUnrealizedPNL: number;\n};\n\n// --- Trading History ----\n\nexport type GetMarketTradingHistoryParams = {\n  marketId: number;\n  limit?: number;\n};\n\nexport type TradingHistoryEntity = {\n  id: number;\n  price: number;\n  priceUnderlyingToken: string;\n  size: number;\n  sizeUnderlyingToken: string;\n  timestampMillisecondsUTC: number;\n};\n\nexport type GetTradingHistoryResult = TradingHistoryEntity[];\n\n// --- Position History ---\n\nexport type GetPositionsHistoryForMarginAccountParams = {\n  address: string;\n  marginAccountId: MarginAccountEntity['id'];\n  limit?: number;\n};\n\nexport type OrderType = 'market';\n\nexport type PositionHistoryType =\n  | 'long-trade'\n  | 'short-trade'\n  | 'long-liquidation'\n  | 'short-liquidation';\n\nexport type PositionHistoryEntity = {\n  id: number;\n  action: PositionHistoryType;\n  orderType: OrderType;\n  size: number;\n  executionPrice: number;\n  realisedPnl?: number | null;\n  fees: number;\n  timestamp: number;\n  market: MarketEntity;\n};\n\nexport type GetPositionsHistoryForMarginAccountResult = PositionHistoryEntity[];\n\n// -- Max Order Size --\n\nexport type GetMaxOrderSizeAvailableParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n  direction: 'long' | 'short';\n};\n\nexport type GetMaxOrderSizeAvailableResult = number;\n\n// --- Trade Simulation ----\n\nexport type SimulateTradeEntity = {\n  liquidationPrice: number;\n  fees: number;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  imr: number;\n  impliedLeverage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n};\n\nexport type TradeSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n  amount: number; // position size, + for long | - for short\n};\n\n// ---- LP ----\n\nexport enum SupportedChainId {\n  polygonMumbai = 80001,\n  reyaCronos = 1729,\n}\n\nexport type LpPoolEntity = {\n  id: number;\n  name: string;\n  description: string;\n  longDescription: string;\n  readMoreLink: string;\n  currentAPY: number;\n  balanceSupplied?: number | null;\n  apyChange24H: number;\n  tokenAddress: string;\n  token: string;\n  allowedChainsForLiquidity: number[];\n  chainId: SupportedChainId;\n};\n\nexport type GetLpPoolsResult = LpPoolEntity[];\n\nexport type GetLpPoolResult = LpPoolEntity;\n\nexport type GetLpPoolParams = {\n  id: LpPoolEntity['id'];\n};\n\nexport type TransactionHistoryType = 'deposit' | 'withdrawal';\n\nexport type LpTransactionHistoryEntity = {\n  id: number;\n  type: TransactionHistoryType;\n  token: string;\n  amount: number;\n  transactionHash: string;\n  timestamp: number;\n};\n\nexport type GetLpPoolTransactionHistoryParams = {\n  id: LpPoolEntity['id'];\n  address: string; // wallet address\n  limit?: number;\n};\n\nexport type GetLpPoolTransactionHistoryResult = LpTransactionHistoryEntity[];\n\nexport type GetLpPositionsParams = {\n  id: LpPoolEntity['id'];\n  address: string; // wallet address\n};\n\nexport type LpPositionEntity = {\n  id: number;\n  deposited: number;\n  currentBalance: number;\n  pnl: number;\n  fundingRate: number;\n  lpPool: LpPoolEntity;\n};\n\nexport type GetLpPositionsResult = LpPositionEntity[];\n\nexport type GetLpPoolWithdrawBalanceParams = {\n  id: LpPoolEntity['id'];\n  address: string; // wallet address\n};\n\nexport type GetLpPoolWithdrawBalanceResult = number;\n\n// ---- Transaction Simulation ----\n\nexport type GetTransactionSimulationInitialDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n"]}

package/dist/types/clients/helpers/exposure.calculator.d.ts

@@ -1,9 +1,8 @@
 import BigNumber from 'bignumber.js';
-import { AccountAssetBalance, CollateralInfo, ExchangeInfo, ExposureCommandState, MarginInfo, MarketConfiguration, MarketStorage, PositionInfo, PositionInfoMarketConfiguration, RiskMatrix, RiskMultipliersConfiguration } from './trade.simulation.types';
+import { AccountAssetBalance, CollateralInfo, ExchangeInfo, ExposureCommandState, MarginInfo, MarketConfiguration, MarketIdToOraclePriceMap, MarketStorage, PositionInfo, PositionInfoMarketConfiguration, RiskMatrix, RiskMultipliersConfiguration } from './trade.simulation.types';
 export declare class ExposureCommand {
     rootCollateralPoolId: number;
-    oraclePrice: number;
-    rate: number;
+    oraclePricePerMarket: MarketIdToOraclePriceMap;
     accountBalancePerAsset: AccountAssetBalance[];
     groupedByCollateral: Record<string, AccountAssetBalance>;
     riskMultipliers: RiskMultipliersConfiguration;
@@ -15,20 +14,20 @@ export declare class ExposureCommand {
     tokenMarginInfoPerAsset: MarginInfo[];
     realizedPnLSum: BigNumber;
     unrealizedPnLSum: BigNumber;
-    constructor(rootCollateralPoolId: number, oraclePrice: number, rate: number, accountBalancePerAsset: AccountAssetBalance[], groupedByCollateral: Record<string, AccountAssetBalance>, riskMultipliers: RiskMultipliersConfiguration, riskMatrices: RiskMatrix[], exchangeInfoPerAsset: ExchangeInfo[], positionInfoMarketConfiguration: PositionInfoMarketConfiguration[], uniqueTokenAddresses: string[], uniqueQuoteCollaterals: string[], tokenMarginInfoPerAsset: MarginInfo[], realizedPnLSum: BigNumber, unrealizedPnLSum: BigNumber);
+    constructor(rootCollateralPoolId: number, oraclePricePerMarket: MarketIdToOraclePriceMap, accountBalancePerAsset: AccountAssetBalance[], groupedByCollateral: Record<string, AccountAssetBalance>, riskMultipliers: RiskMultipliersConfiguration, riskMatrices: RiskMatrix[], exchangeInfoPerAsset: ExchangeInfo[], positionInfoMarketConfiguration: PositionInfoMarketConfiguration[], uniqueTokenAddresses: string[], uniqueQuoteCollaterals: string[], tokenMarginInfoPerAsset: MarginInfo[], realizedPnLSum: BigNumber, unrealizedPnLSum: BigNumber);
     getState(): ExposureCommandState;
     get getUsdNodeMarginInfo(): MarginInfo;
     get balancePerAsset(): MarginInfo[];
     getUsdNodeMarginInfoPostTrade(positionAmount: number, collateralAddress: string, marketConfiguration: MarketConfiguration): MarginInfo;
-    static calculateTokenMarginInfoPerAsset(groupedByCollateral: Record<string, AccountAssetBalance>, rootCollateralPoolId: number, riskMatrices: RiskMatrix[], riskMultipliers: RiskMultipliersConfiguration, uniqueQuoteCollaterals: Set<string>, realizedPnLSum: BigNumber, unrealizedPnLSum: BigNumber, positionInfoMarketConfiguration: PositionInfoMarketConfiguration[], oraclePrice: number): MarginInfo[];
+    static calculateTokenMarginInfoPerAsset(groupedByCollateral: Record<string, AccountAssetBalance>, rootCollateralPoolId: number, riskMatrices: RiskMatrix[], riskMultipliers: RiskMultipliersConfiguration, uniqueQuoteCollaterals: Set<string>, realizedPnLSum: BigNumber, unrealizedPnLSum: BigNumber, positionInfoMarketConfiguration: PositionInfoMarketConfiguration[], oraclePricePerMarket: MarketIdToOraclePriceMap): MarginInfo[];
     static calculateLiquidation(globalMarginInfo: MarginInfo, oraclePrice: number, positionBase: number): BigNumber;
     static calculateImpliedLeverage(notionalExposure: number, oldIMR: number, newIMR: number): number;
     static combineMarginInfo(parentMarginInfo: MarginInfo, sonMarginInfo: MarginInfo, sonParentExchangeInfo: ExchangeInfo): MarginInfo;
     static getUsdNodeMarginInfo(accountCollateralPoolId: number, quoteTokens: string[], exchangeInfoPerAsset: ExchangeInfo[], marginInfoPerToken: MarginInfo[]): MarginInfo;
     static getCollateralInfo(collateralAddress: string, realisedPnl: BigNumber, unrealizedPnL: BigNumber, netDeposits: number): CollateralInfo;
-    static getTokenMarginInfo(rootCollateralPoolId: number, riskMatrices: RiskMatrix[], riskMultipliers: RiskMultipliersConfiguration, collateralInfo: CollateralInfo, collateralAddress: string, positions: PositionInfoMarketConfiguration[], oraclePrice: number): MarginInfo;
+    static getTokenMarginInfo(rootCollateralPoolId: number, riskMatrices: RiskMatrix[], riskMultipliers: RiskMultipliersConfiguration, collateralInfo: CollateralInfo, collateralAddress: string, positions: PositionInfoMarketConfiguration[], oraclePricePerMarket: MarketIdToOraclePriceMap, uniqueQuoteTokens: string[]): MarginInfo;
     static computeLiquidationMarginRequirement(matrix: BigNumber[][], filledExposures: BigNumber[]): number;
-    static getBlockExposures(positions: PositionInfoMarketConfiguration[], oraclePrice: number): BigNumber[];
+    static getBlockExposures(positions: PositionInfoMarketConfiguration[], oraclePricePerMarket: MarketIdToOraclePriceMap): BigNumber[];
     static getAccountFilledExposures(position: PositionInfo, marketConfiguration: MarketConfiguration, oraclePrice: number): {
         exposure: BigNumber;
         riskMatrixIndex: number;

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package/dist/types/clients/helpers/trade.simulation.types.d.ts

@@ -12,7 +12,11 @@ export interface MarketStorage {
 export interface MarketConfiguration {
     market_id: number;
     risk_matrix_index: number;
-    max_open_interest: number;
+    max_open_base: number;
+    velocity_multiplier: number;
+    minimum_order_base: number;
+    base_spacing: number;
+    price_spacing: number;
     oracle_node_id: string;
     mtm_window: number;
     dutch_config_lambda: number;
@@ -42,6 +46,12 @@ export interface RiskMatrix {
     risk_block_id: number;
     matrix: BigNumber[][];
 }
+export type MarketIdToOraclePriceMap = {
+    [marketId: number]: number;
+};
+export type CollateralAddressToExchangePriceMap = {
+    [address: string]: number;
+};
 export interface ExchangeInfo {
     price: number;
     priceHaircut: number;
@@ -80,8 +90,7 @@ export interface CollateralInfo {
 }
 export type ExposureCommandState = {
     rootCollateralPoolId: number;
-    oraclePrice: number;
-    rate: number;
+    oraclePricePerMarket: MarketIdToOraclePriceMap;
     accountBalancePerAsset: AccountAssetBalance[];
     groupedByCollateral: Record<string, AccountAssetBalance>;
     riskMultipliers: RiskMultipliersConfiguration;

package/dist/types/clients/helpers/trade.simulation.types.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"trade.simulation.types.d.ts","sourceRoot":"/","sources":["clients/helpers/trade.simulation.types.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,MAAM,cAAc,CAAC;AAErC,MAAM,WAAW,aAAa;IAC5B,SAAS,EAAE,MAAM,CAAC;IAClB,gBAAgB,EAAE,MAAM,CAAC;IACzB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,aAAa,EAAE,MAAM,CAAC;IACtB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;CACtB;AAED,MAAM,WAAW,mBAAmB;IAClC,SAAS,EAAE,MAAM,CAAC;IAClB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,kBAAkB,EAAE,MAAM,CAAC;IAC3B,YAAY,EAAE,MAAM,CAAC;IACrB,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,qBAAqB,EAAE,MAAM,CAAC;IAC9B,mBAAmB,EAAE,MAAM,CAAC;IAC5B,oBAAoB,EAAE,MAAM,CAAC;IAC7B,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;CACtB;AAED,MAAM,MAAM,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,WAAW,4BAA4B;IAC3C,kBAAkB,EAAE,MAAM,CAAC;IAC3B,aAAa,EAAE,MAAM,CAAC;IACtB,cAAc,EAAE,MAAM,CAAC;IACvB,gBAAgB,EAAE,MAAM,CAAC;IACzB,cAAc,EAAE,MAAM,CAAC;IACvB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;CACtB;AAED,MAAM,WAAW,UAAU;IACzB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,aAAa,EAAE,MAAM,CAAC;IACtB,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC;CACvB;AACD,MAAM,MAAM,wBAAwB,GAAG;IACrC,CAAC,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;CAC5B,CAAC;AAEF,MAAM,MAAM,mCAAmC,GAAG;IAChD,CAAC,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,WAAW,YAAY;IAC3B,KAAK,EAAE,MAAM,CAAC;IACd,YAAY,EAAE,MAAM,CAAC;IACrB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,YAAY,EAAE,MAAM,CAAC;CACtB;AAED,MAAM,WAAW,YAAY;IAC3B,IAAI,EAAE,SAAS,CAAC;IAChB,YAAY,EAAE,SAAS,CAAC;IACxB,UAAU,EAAE,SAAS,CAAC;IACtB,cAAc,EAAE,SAAS,CAAC;IAC1B,aAAa,EAAE,SAAS,CAAC;IACzB,eAAe,EAAE,SAAS,CAAC;IAC3B,gBAAgB,EAAE,SAAS,CAAC;IAC5B,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,MAAM,+BAA+B,GAAG,YAAY,GAAG;IAC3D,oBAAoB,EAAE,mBAAmB,CAAC;CAC3C,CAAC;AAEF,MAAM,WAAW,UAAU;IACzB,YAAY,EAAE,MAAM,CAAC;IACrB,aAAa,EAAE,MAAM,CAAC;IACtB,WAAW,EAAE,MAAM,CAAC;IACpB,YAAY,EAAE,MAAM,CAAC;IACrB,gBAAgB,EAAE,MAAM,CAAC;IACzB,gBAAgB,EAAE,MAAM,CAAC;IACzB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,EAAE,MAAM,CAAC;IACjB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,4BAA4B,EAAE,MAAM,CAAC;CACtC;AAED,MAAM,WAAW,cAAc;IAC7B,WAAW,EAAE,MAAM,CAAC;IACpB,aAAa,EAAE,MAAM,CAAC;IACtB,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,MAAM,oBAAoB,GAAG;IACjC,oBAAoB,EAAE,MAAM,CAAC;IAC7B,oBAAoB,EAAE,wBAAwB,CAAC;IAC/C,sBAAsB,EAAE,mBAAmB,EAAE,CAAC;IAC9C,mBAAmB,EAAE,MAAM,CAAC,MAAM,EAAE,mBAAmB,CAAC,CAAC;IACzD,eAAe,EAAE,4BAA4B,CAAC;IAC9C,YAAY,EAAE,UAAU,EAAE,CAAC;IAC3B,oBAAoB,EAAE,YAAY,EAAE,CAAC;IACrC,+BAA+B,EAAE,+BAA+B,EAAE,CAAC;IACnE,oBAAoB,EAAE,MAAM,EAAE,CAAC;IAC/B,sBAAsB,EAAE,MAAM,EAAE,CAAC;IACjC,uBAAuB,EAAE,UAAU,EAAE,CAAC;IACtC,cAAc,EAAE,SAAS,CAAC;IAC1B,gBAAgB,EAAE,SAAS,CAAC;CAC7B,CAAC;AAEF,MAAM,MAAM,oBAAoB,GAAG;IACjC,YAAY,EAAE,SAAS,CAAC;IACxB,aAAa,EAAE,aAAa,CAAC;IAC7B,mBAAmB,EAAE,mBAAmB,CAAC;IACzC,mBAAmB,EAAE,oBAAoB,CAAC;IAC1C,uBAAuB,EAAE,oBAAoB,CAAC;CAC/C,CAAC"}

package/dist/types/clients/modules/lp.d.ts

@@ -1,10 +1,10 @@
-import { GetLpPoolParams, GetLpPoolPositionParams, GetLpPoolResult, GetLpPoolsResult, GetLpPoolTransactionHistoryParams, GetLpPoolTransactionHistoryResult, GetLpPositionsResult, GetLpPoolWithdrawBalanceParams, GetLpPoolWithdrawBalanceResult } from '../types';
+import { GetLpPoolParams, GetLpPositionsParams, GetLpPoolResult, GetLpPoolsResult, GetLpPoolTransactionHistoryParams, GetLpPoolTransactionHistoryResult, GetLpPositionsResult, GetLpPoolWithdrawBalanceParams, GetLpPoolWithdrawBalanceResult } from '../types';
 import RestClient from './rest';
 export default class LpClient extends RestClient {
     getLpPools(): Promise<GetLpPoolsResult>;
     getLpPool(params: GetLpPoolParams): Promise<GetLpPoolResult>;
     getLpPoolTransactionHistory(params: GetLpPoolTransactionHistoryParams): Promise<GetLpPoolTransactionHistoryResult>;
-    getLpPositions(params: GetLpPoolPositionParams): Promise<GetLpPositionsResult>;
+    getLpPositions(params: GetLpPositionsParams): Promise<GetLpPositionsResult>;
     getLpPoolWithdrawBalance(params: GetLpPoolWithdrawBalanceParams): Promise<GetLpPoolWithdrawBalanceResult>;
 }
 //# sourceMappingURL=lp.d.ts.map

package/dist/types/clients/modules/lp.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"lp.d.ts","sourceRoot":"/","sources":["clients/modules/lp.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,eAAe,EACf,oBAAoB,EACpB,eAAe,EACf,gBAAgB,EAChB,iCAAiC,EACjC,iCAAiC,EACjC,oBAAoB,EACpB,8BAA8B,EAC9B,8BAA8B,EAC/B,MAAM,UAAU,CAAC;AAClB,OAAO,UAAU,MAAM,QAAQ,CAAC;AAEhC,MAAM,CAAC,OAAO,OAAO,QAAS,SAAQ,UAAU;IACxC,UAAU,IAAI,OAAO,CAAC,gBAAgB,CAAC;IAKvC,SAAS,CAAC,MAAM,EAAE,eAAe,GAAG,OAAO,CAAC,eAAe,CAAC;IAK5D,2BAA2B,CAC/B,MAAM,EAAE,iCAAiC,GACxC,OAAO,CAAC,iCAAiC,CAAC;IAQvC,cAAc,CAClB,MAAM,EAAE,oBAAoB,GAC3B,OAAO,CAAC,oBAAoB,CAAC;IAO1B,wBAAwB,CAC5B,MAAM,EAAE,8BAA8B,GACrC,OAAO,CAAC,8BAA8B,CAAC;CAM3C"}

package/dist/types/clients/modules/trade.simulation.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"trade.simulation.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,6BAA6B,EAC7B,6BAA6B,EAC9B,MAAM,UAAU,CAAC;AAClB,OAAO,aAAa,MAAM,WAAW,CAAC;AAKtC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAOjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;CAgGrE"}
+{"version":3,"file":"trade.simulation.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,6BAA6B,EAC7B,6BAA6B,EAC9B,MAAM,UAAU,CAAC;AAClB,OAAO,aAAa,MAAM,WAAW,CAAC;AAKtC,MAAM,CAAC,OAAO,OAAO,qBAAqB;IACxC,OAAO,CAAC,QAAQ,CAAuB;IACvC,OAAO,CAAC,SAAS,CAAuB;IACxC,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,6BAA6B,GAAG,OAAO,CAAC,IAAI,CAAC;YAOjD,eAAe;IAW7B,QAAQ,CAAC,MAAM,EAAE,6BAA6B,GAAG,mBAAmB;CA2GrE"}

package/dist/types/clients/types.d.ts

@@ -163,16 +163,18 @@ export type TradeSimulationSimulateParams = {
     amount: number;
 };
 export declare enum SupportedChainId {
-    mainnet = 1,
-    polygonMumbai = 80001
+    polygonMumbai = 80001,
+    reyaCronos = 1729
 }
 export type LpPoolEntity = {
     id: number;
     name: string;
     description: string;
+    longDescription: string;
+    readMoreLink: string;
     currentAPY: number;
     balanceSupplied?: number | null;
-    balanceChange24H: number;
+    apyChange24H: number;
     tokenAddress: string;
     token: string;
     allowedChainsForLiquidity: number[];
@@ -194,11 +196,13 @@ export type LpTransactionHistoryEntity = {
 };
 export type GetLpPoolTransactionHistoryParams = {
     id: LpPoolEntity['id'];
+    address: string;
     limit?: number;
 };
 export type GetLpPoolTransactionHistoryResult = LpTransactionHistoryEntity[];
-export type GetLpPoolPositionParams = {
+export type GetLpPositionsParams = {
     id: LpPoolEntity['id'];
+    address: string;
 };
 export type LpPositionEntity = {
     id: number;
@@ -206,6 +210,7 @@ export type LpPositionEntity = {
     currentBalance: number;
     pnl: number;
     fundingRate: number;
+    lpPool: LpPoolEntity;
 };
 export type GetLpPositionsResult = LpPositionEntity[];
 export type GetLpPoolWithdrawBalanceParams = {

package/dist/types/clients/types.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.21.0",
+  "version": "0.22.1",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -39,5 +39,5 @@
     "lodash": "^4.17.21"
   },
   "packageManager": "pnpm@8.10.4",
-  "gitHead": "ed6b9e603dea797c02b530cc38df791b33289c32"
+  "gitHead": "8366d7bf84f63fb9f04b2c357549fed142f52cb6"
 }

package/src/clients/helpers/exposure.calculator.ts

@@ -7,6 +7,7 @@ import {
   ExposureCommandState,
   MarginInfo,
   MarketConfiguration,
+  MarketIdToOraclePriceMap,
   MarketStorage,
   PositionInfo,
   PositionInfoMarketConfiguration,
@@ -17,8 +18,7 @@ import { amountNormalizer } from './number';
 
 export class ExposureCommand {
   rootCollateralPoolId: number;
-  oraclePrice: number;
-  rate: number;
+  oraclePricePerMarket: MarketIdToOraclePriceMap;
   accountBalancePerAsset: AccountAssetBalance[];
   groupedByCollateral: Record<string, AccountAssetBalance>;
   riskMultipliers: RiskMultipliersConfiguration;
@@ -32,8 +32,7 @@ export class ExposureCommand {
   unrealizedPnLSum: BigNumber;
   constructor(
     rootCollateralPoolId: number,
-    oraclePrice: number,
-    rate: number,
+    oraclePricePerMarket: MarketIdToOraclePriceMap,
     accountBalancePerAsset: AccountAssetBalance[],
     groupedByCollateral: Record<string, AccountAssetBalance>,
     riskMultipliers: RiskMultipliersConfiguration,
@@ -47,8 +46,7 @@ export class ExposureCommand {
     unrealizedPnLSum: BigNumber,
   ) {
     this.rootCollateralPoolId = rootCollateralPoolId;
-    this.oraclePrice = oraclePrice;
-    this.rate = rate;
+    this.oraclePricePerMarket = oraclePricePerMarket;
     this.accountBalancePerAsset = accountBalancePerAsset;
     this.groupedByCollateral = groupedByCollateral;
     this.riskMultipliers = riskMultipliers;
@@ -65,8 +63,7 @@ export class ExposureCommand {
   getState(): ExposureCommandState {
     return {
       rootCollateralPoolId: this.rootCollateralPoolId,
-      oraclePrice: this.oraclePrice,
-      rate: this.rate,
+      oraclePricePerMarket: this.oraclePricePerMarket,
       accountBalancePerAsset: this.accountBalancePerAsset,
       groupedByCollateral: this.groupedByCollateral,
       riskMultipliers: this.riskMultipliers,
@@ -143,7 +140,7 @@ export class ExposureCommand {
         this.realizedPnLSum,
         this.unrealizedPnLSum,
         positionInfoMarketConfiguration,
-        this.oraclePrice,
+        this.oraclePricePerMarket,
       );
 
     const uniqueTokenAddresses = [...this.uniqueTokenAddresses];
@@ -168,7 +165,7 @@ export class ExposureCommand {
     realizedPnLSum: BigNumber,
     unrealizedPnLSum: BigNumber,
     positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],
-    oraclePrice: number,
+    oraclePricePerMarket: MarketIdToOraclePriceMap,
   ) {
     const tokenMarginInfoPerAsset: MarginInfo[] = [];
 
@@ -194,7 +191,8 @@ export class ExposureCommand {
           ),
           token,
           positionInfoMarketConfiguration,
-          oraclePrice,
+          oraclePricePerMarket,
+          uniqueQuoteTokens,
         ),
       );
     }
@@ -403,7 +401,8 @@ export class ExposureCommand {
     collateralInfo: CollateralInfo,
     collateralAddress: string,
     positions: PositionInfoMarketConfiguration[],
-    oraclePrice: number,
+    oraclePricePerMarket: MarketIdToOraclePriceMap,
+    uniqueQuoteTokens: string[],
   ): MarginInfo {
     const marginRequirements = {
       liquidationMarginRequirement: 0,
@@ -413,58 +412,59 @@ export class ExposureCommand {
       adlMarginRequirement: 0,
       initialBufferMarginRequirement: 0,
     };
+    if (uniqueQuoteTokens.includes(collateralAddress)) {
+      // uniqueQuoteTokens is list is active markets tokens
+      for (const riskMatrix of riskMatrices) {
+        const filledExposures = ExposureCommand.getBlockExposures(
+          positions,
+          oraclePricePerMarket,
+        );
+
+        marginRequirements.liquidationMarginRequirement = BigNumber(
+          marginRequirements.liquidationMarginRequirement,
+        )
+          .plus(
+            ExposureCommand.computeLiquidationMarginRequirement(
+              riskMatrix.matrix,
+              filledExposures,
+            ),
+          )
+          .toNumber();
+      }
 
-    for (const riskMatrix of riskMatrices) {
-      const filledExposures = ExposureCommand.getBlockExposures(
-        positions,
-        oraclePrice,
-      );
-
-      marginRequirements.liquidationMarginRequirement = BigNumber(
-        marginRequirements.liquidationMarginRequirement,
+      // Get the initial margin requirement
+      marginRequirements.initialMarginRequirement = amountNormalizer(
+        String(riskMultipliers.im_multiplier),
       )
-        .plus(
-          ExposureCommand.computeLiquidationMarginRequirement(
-            riskMatrix.matrix,
-            filledExposures,
-          ),
-        )
+        .multipliedBy(marginRequirements.liquidationMarginRequirement)
+        .toNumber();
+      // Get the maintenance margin requirement
+      marginRequirements.maintenanceMarginRequirement = amountNormalizer(
+        String(riskMultipliers.mmr_multiplier),
+      )
+        .multipliedBy(marginRequirements.liquidationMarginRequirement)
+        .toNumber();
+      // Get the dutch margin requirement
+      marginRequirements.dutchMarginRequirement = amountNormalizer(
+        String(riskMultipliers.dutch_multiplier),
+      )
+        .multipliedBy(marginRequirements.liquidationMarginRequirement)
         .toNumber();
-    }
-
-    // Get the initial margin requirement
-    marginRequirements.initialMarginRequirement = amountNormalizer(
-      String(riskMultipliers.im_multiplier),
-    )
-      .multipliedBy(marginRequirements.liquidationMarginRequirement)
-      .toNumber();
-    // Get the maintenance margin requirement
-    marginRequirements.maintenanceMarginRequirement = amountNormalizer(
-      String(riskMultipliers.mmr_multiplier),
-    )
-      .multipliedBy(marginRequirements.liquidationMarginRequirement)
-      .toNumber();
-    // Get the dutch margin requirement
-    marginRequirements.dutchMarginRequirement = amountNormalizer(
-      String(riskMultipliers.dutch_multiplier),
-    )
-      .multipliedBy(marginRequirements.liquidationMarginRequirement)
-      .toNumber();
-
-    // Get the adl margin requirement
-    marginRequirements.adlMarginRequirement = amountNormalizer(
-      String(riskMultipliers.adl_multiplier),
-    )
-      .multipliedBy(marginRequirements.liquidationMarginRequirement)
-      .toNumber();
 
-    // Get the initial buffer margin requirement
-    marginRequirements.initialBufferMarginRequirement = amountNormalizer(
-      String(riskMultipliers.im_buffer_multiplier),
-    )
-      .multipliedBy(marginRequirements.liquidationMarginRequirement)
-      .toNumber();
+      // Get the adl margin requirement
+      marginRequirements.adlMarginRequirement = amountNormalizer(
+        String(riskMultipliers.adl_multiplier),
+      )
+        .multipliedBy(marginRequirements.liquidationMarginRequirement)
+        .toNumber();
 
+      // Get the initial buffer margin requirement
+      marginRequirements.initialBufferMarginRequirement = amountNormalizer(
+        String(riskMultipliers.im_buffer_multiplier),
+      )
+        .multipliedBy(marginRequirements.liquidationMarginRequirement)
+        .toNumber();
+    }
     return {
       assetAddress: collateralAddress,
       marginBalance: collateralInfo.marginBalance,
@@ -523,7 +523,7 @@ export class ExposureCommand {
 
   static getBlockExposures(
     positions: PositionInfoMarketConfiguration[],
-    oraclePrice: number,
+    oraclePricePerMarket: MarketIdToOraclePriceMap,
   ): BigNumber[] {
     const filledExposures: number[] = [];
 
@@ -531,7 +531,7 @@ export class ExposureCommand {
       const marketFilledExposure = ExposureCommand.getAccountFilledExposures(
         position,
         position.market_configuration,
-        oraclePrice,
+        oraclePricePerMarket[position.market_id],
       );
       filledExposures[marketFilledExposure.riskMatrixIndex] = BigNumber(
         filledExposures[marketFilledExposure.riskMatrixIndex] || 0,
@@ -607,7 +607,9 @@ export class ExposureCommand {
     marketConfiguration: MarketConfiguration,
     marketStorage: MarketStorage,
   ): number {
-    const deltaExposure = BigNumber(this.oraclePrice)
+    const deltaExposure = BigNumber(
+      this.oraclePricePerMarket[marketConfiguration.market_id],
+    )
       .times(deltaBase)
       .toNumber();
 
@@ -660,7 +662,7 @@ export class ExposureCommand {
 
     const exposures = ExposureCommand.getBlockExposures(
       this.positionInfoMarketConfiguration,
-      this.oraclePrice,
+      this.oraclePricePerMarket,
     );
 
     const { maxExposureShort, maxExposureLong } =

package/src/clients/helpers/trade.simulation.types.ts

@@ -14,7 +14,11 @@ export interface MarketStorage {
 export interface MarketConfiguration {
   market_id: number;
   risk_matrix_index: number;
-  max_open_interest: number;
+  max_open_base: number;
+  velocity_multiplier: number;
+  minimum_order_base: number;
+  base_spacing: number;
+  price_spacing: number;
   oracle_node_id: string;
   mtm_window: number;
   dutch_config_lambda: number;
@@ -47,6 +51,13 @@ export interface RiskMatrix {
   risk_block_id: number;
   matrix: BigNumber[][];
 }
+export type MarketIdToOraclePriceMap = {
+  [marketId: number]: number;
+};
+
+export type CollateralAddressToExchangePriceMap = {
+  [address: string]: number;
+};
 
 export interface ExchangeInfo {
   price: number;
@@ -91,8 +102,7 @@ export interface CollateralInfo {
 
 export type ExposureCommandState = {
   rootCollateralPoolId: number;
-  oraclePrice: number;
-  rate: number;
+  oraclePricePerMarket: MarketIdToOraclePriceMap;
   accountBalancePerAsset: AccountAssetBalance[];
   groupedByCollateral: Record<string, AccountAssetBalance>;
   riskMultipliers: RiskMultipliersConfiguration;

package/src/clients/modules/lp.ts

@@ -1,6 +1,6 @@
 import {
   GetLpPoolParams,
-  GetLpPoolPositionParams,
+  GetLpPositionsParams,
   GetLpPoolResult,
   GetLpPoolsResult,
   GetLpPoolTransactionHistoryParams,
@@ -28,14 +28,17 @@ export default class LpClient extends RestClient {
     const uri = `/api/lp-pools/${params.id}/transaction-history`;
     return this.get(uri, {
       limit: params.limit,
+      address: params.address,
     });
   }
 
   async getLpPositions(
-    params: GetLpPoolPositionParams,
+    params: GetLpPositionsParams,
   ): Promise<GetLpPositionsResult> {
     const uri = `/api/lp-pools/${params.id}/positions`;
-    return this.get(uri);
+    return this.get(uri, {
+      address: params.address,
+    });
   }
 
   async getLpPoolWithdrawBalance(

package/src/clients/modules/trade.simulation.ts

@@ -43,13 +43,16 @@ export default class TradeSimulationClient {
     }
 
     const amount = BigNumber(params.amount)
-      .div(this.loadedData.exposureDataAccount.oraclePrice)
+      .div(
+        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+          this.loadedData.marketConfiguration.market_id
+        ],
+      )
       .toNumber();
 
     const userAccountExposure = new ExposureCommand(
       this.loadedData.exposureDataAccount.rootCollateralPoolId,
-      this.loadedData.exposureDataAccount.oraclePrice,
-      this.loadedData.exposureDataAccount.rate,
+      this.loadedData.exposureDataAccount.oraclePricePerMarket,
       this.loadedData.exposureDataAccount.accountBalancePerAsset,
       this.loadedData.exposureDataAccount.groupedByCollateral,
       this.loadedData.exposureDataAccount.riskMultipliers,
@@ -65,8 +68,7 @@ export default class TradeSimulationClient {
 
     const passivePoolExposure = new ExposureCommand(
       this.loadedData.exposureDataPassivePool.rootCollateralPoolId,
-      this.loadedData.exposureDataPassivePool.oraclePrice,
-      this.loadedData.exposureDataPassivePool.rate,
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,
       this.loadedData.exposureDataPassivePool.accountBalancePerAsset,
       this.loadedData.exposureDataPassivePool.groupedByCollateral,
       this.loadedData.exposureDataPassivePool.riskMultipliers,
@@ -86,11 +88,15 @@ export default class TradeSimulationClient {
       this.loadedData.marketStorage,
     );
     const estimatedPrice = ExposureCommand.calculateEstimatedPrice(
-      this.loadedData.exposureDataPassivePool.oraclePrice,
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ],
       slippage,
     );
     const fees = ExposureCommand.calculateFee(
-      this.loadedData.exposureDataAccount.oraclePrice,
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ],
       amount,
       this.loadedData.feeParameter,
     );
@@ -104,7 +110,10 @@ export default class TradeSimulationClient {
     );
 
     const impliedLeverage = ExposureCommand.calculateImpliedLeverage(
-      amount * this.loadedData.exposureDataAccount.oraclePrice,
+      amount *
+        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+          this.loadedData.marketConfiguration.market_id
+        ],
       oldMarginInfo.marginBalance - oldMarginInfo.initialDelta,
       newMarginInfo.marginBalance - newMarginInfo.initialDelta,
     );
@@ -114,7 +123,9 @@ export default class TradeSimulationClient {
 
     const liquidationPrice = ExposureCommand.calculateLiquidation(
       newMarginInfo,
-      this.loadedData.exposureDataAccount.oraclePrice,
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ],
       amount,
     );
 

package/src/clients/types.ts

@@ -212,17 +212,19 @@ export type TradeSimulationSimulateParams = {
 // ---- LP ----
 
 export enum SupportedChainId {
-  mainnet = 1,
   polygonMumbai = 80001,
+  reyaCronos = 1729,
 }
 
 export type LpPoolEntity = {
   id: number;
   name: string;
   description: string;
+  longDescription: string;
+  readMoreLink: string;
   currentAPY: number;
   balanceSupplied?: number | null;
-  balanceChange24H: number;
+  apyChange24H: number;
   tokenAddress: string;
   token: string;
   allowedChainsForLiquidity: number[];
@@ -250,13 +252,15 @@ export type LpTransactionHistoryEntity = {
 
 export type GetLpPoolTransactionHistoryParams = {
   id: LpPoolEntity['id'];
+  address: string; // wallet address
   limit?: number;
 };
 
 export type GetLpPoolTransactionHistoryResult = LpTransactionHistoryEntity[];
 
-export type GetLpPoolPositionParams = {
+export type GetLpPositionsParams = {
   id: LpPoolEntity['id'];
+  address: string; // wallet address
 };
 
 export type LpPositionEntity = {
@@ -265,6 +269,7 @@ export type LpPositionEntity = {
   currentBalance: number;
   pnl: number;
   fundingRate: number;
+  lpPool: LpPoolEntity;
 };
 
 export type GetLpPositionsResult = LpPositionEntity[];