@reyaxyz/api-sdk 0.26.0 → 0.28.0

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

@@ -1,448 +0,0 @@
-"use strict";
-var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
-    if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
-        if (ar || !(i in from)) {
-            if (!ar) ar = Array.prototype.slice.call(from, 0, i);
-            ar[i] = from[i];
-        }
-    }
-    return to.concat(ar || Array.prototype.slice.call(from));
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.ExposureCommand = void 0;
-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, oraclePricePerMarket, accountBalancePerAsset, groupedByCollateral, riskMultipliers, riskMatrices, exchangeInfoPerAsset, positionInfoMarketConfiguration, uniqueTokenAddresses, uniqueQuoteCollaterals, tokenMarginInfoPerAsset, realizedPnLSum, unrealizedPnLSum) {
-        this.rootCollateralPoolId = rootCollateralPoolId;
-        this.oraclePricePerMarket = oraclePricePerMarket;
-        this.accountBalancePerAsset = accountBalancePerAsset;
-        this.groupedByCollateral = groupedByCollateral;
-        this.riskMultipliers = riskMultipliers;
-        this.riskMatrices = riskMatrices;
-        this.exchangeInfoPerAsset = exchangeInfoPerAsset;
-        this.positionInfoMarketConfiguration = positionInfoMarketConfiguration;
-        this.uniqueTokenAddresses = uniqueTokenAddresses;
-        this.uniqueQuoteCollaterals = uniqueQuoteCollaterals;
-        this.tokenMarginInfoPerAsset = tokenMarginInfoPerAsset;
-        this.realizedPnLSum = realizedPnLSum;
-        this.unrealizedPnLSum = unrealizedPnLSum;
-    }
-    ExposureCommand.prototype.getState = function () {
-        return {
-            rootCollateralPoolId: this.rootCollateralPoolId,
-            oraclePricePerMarket: this.oraclePricePerMarket,
-            accountBalancePerAsset: this.accountBalancePerAsset,
-            groupedByCollateral: this.groupedByCollateral,
-            riskMultipliers: this.riskMultipliers,
-            riskMatrices: this.riskMatrices,
-            exchangeInfoPerAsset: this.exchangeInfoPerAsset,
-            positionInfoMarketConfiguration: this.positionInfoMarketConfiguration,
-            uniqueTokenAddresses: this.uniqueTokenAddresses,
-            uniqueQuoteCollaterals: this.uniqueQuoteCollaterals,
-            tokenMarginInfoPerAsset: this.tokenMarginInfoPerAsset,
-            realizedPnLSum: this.realizedPnLSum,
-            unrealizedPnLSum: this.unrealizedPnLSum,
-        };
-    };
-    Object.defineProperty(ExposureCommand.prototype, "getUsdNodeMarginInfo", {
-        get: function () {
-            return ExposureCommand.getUsdNodeMarginInfo(this.rootCollateralPoolId, this.uniqueTokenAddresses, this.exchangeInfoPerAsset, this.tokenMarginInfoPerAsset);
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(ExposureCommand.prototype, "balancePerAsset", {
-        get: function () {
-            return this.tokenMarginInfoPerAsset;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(ExposureCommand.prototype, "exchangePricePerAsset", {
-        get: function () {
-            return this.exchangeInfoPerAsset;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    ExposureCommand.prototype.getUsdNodeMarginInfoPostTrade = function (positionAmount, collateralAddress, marketConfiguration) {
-        // perform deep copy of the object
-        var positionInfoMarketConfiguration = lodash_1.default.cloneDeep(this.positionInfoMarketConfiguration);
-        // Check if the market_id already exists in the array
-        var existingConfigIndex = positionInfoMarketConfiguration.findIndex(function (config) {
-            return config.market_id ===
-                (0, bignumber_js_1.default)(String(marketConfiguration.market_id)).toNumber();
-        });
-        if (existingConfigIndex !== -1) {
-            // If it exists, update the amount
-            positionInfoMarketConfiguration[existingConfigIndex].base = (0, bignumber_js_1.default)(positionInfoMarketConfiguration[existingConfigIndex].base).plus(positionAmount);
-        }
-        else {
-            // If it doesn't exist, add a new element
-            positionInfoMarketConfiguration.push({
-                base: (0, bignumber_js_1.default)(positionAmount),
-                realized_pnl: (0, bignumber_js_1.default)(0),
-                last_price: (0, bignumber_js_1.default)(0),
-                last_timestamp: (0, bignumber_js_1.default)(0),
-                funding_value: (0, bignumber_js_1.default)(0),
-                base_multiplier: (0, bignumber_js_1.default)(0),
-                adl_unwind_price: (0, bignumber_js_1.default)(0),
-                market_id: (0, bignumber_js_1.default)(String(marketConfiguration.market_id)).toNumber(),
-                market_configuration: marketConfiguration,
-            });
-        }
-        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.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, oraclePricePerMarket) {
-        var _a;
-        var tokenMarginInfoPerAsset = [];
-        var uniqueQuoteTokens = Array.from(uniqueQuoteCollaterals);
-        var tokenUnion = new Set(__spreadArray(__spreadArray([], Object.keys(groupedByCollateral), true), uniqueQuoteTokens, true)); // get unique union of those arrays
-        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, oraclePricePerMarket, uniqueQuoteTokens));
-        }
-        return tokenMarginInfoPerAsset;
-    };
-    ExposureCommand.calculateLiquidation = function (globalMarginInfo, oraclePrice, positionBase) {
-        var liquidationPrice = (0, bignumber_js_1.default)(oraclePrice).minus((0, bignumber_js_1.default)(globalMarginInfo.marginBalance)
-            .minus(globalMarginInfo.liquidationMarginRequirement)
-            .div(positionBase));
-        return bignumber_js_1.default.max(0, liquidationPrice);
-    };
-    ExposureCommand.calculateImpliedLeverage = function (notionalExposure, oldIMR, newIMR) {
-        var changeInImr = (0, bignumber_js_1.default)(newIMR).minus(oldIMR);
-        if (changeInImr.eq(0)) {
-            return 0;
-        }
-        return (0, bignumber_js_1.default)(notionalExposure).div(changeInImr).toNumber();
-    };
-    ExposureCommand.combineMarginInfo = function (parentMarginInfo, sonMarginInfo, sonParentExchangeInfo) {
-        return {
-            assetAddress: parentMarginInfo.assetAddress,
-            marginBalance: (0, bignumber_js_1.default)(parentMarginInfo.marginBalance)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(sonMarginInfo.marginBalance, sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            realBalance: (0, bignumber_js_1.default)(parentMarginInfo.realBalance)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(sonMarginInfo.realBalance, sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            initialDelta: (0, bignumber_js_1.default)(parentMarginInfo.initialDelta)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(bignumber_js_1.default.min(sonMarginInfo.realBalance, sonMarginInfo.initialDelta).toNumber(), sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            maintenanceDelta: (0, bignumber_js_1.default)(parentMarginInfo.maintenanceDelta)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(bignumber_js_1.default.min(sonMarginInfo.maintenanceDelta, sonMarginInfo.realBalance).toNumber(), sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            liquidationDelta: (0, bignumber_js_1.default)(parentMarginInfo.liquidationDelta)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(bignumber_js_1.default.min(sonMarginInfo.liquidationDelta, sonMarginInfo.realBalance).toNumber(), sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            dutchDelta: (0, bignumber_js_1.default)(parentMarginInfo.dutchDelta)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(bignumber_js_1.default.min(sonMarginInfo.dutchDelta, sonMarginInfo.realBalance).toNumber(), sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            adlDelta: (0, bignumber_js_1.default)(parentMarginInfo.adlDelta)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(bignumber_js_1.default.min(sonMarginInfo.adlDelta, sonMarginInfo.realBalance).toNumber(), sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            initialBufferDelta: (0, bignumber_js_1.default)(parentMarginInfo.initialBufferDelta)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(bignumber_js_1.default.min(sonMarginInfo.initialBufferDelta, sonMarginInfo.realBalance).toNumber(), sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-            liquidationMarginRequirement: (0, bignumber_js_1.default)(parentMarginInfo.liquidationMarginRequirement)
-                .plus(ExposureCommand.exchangeWithPriceHaircut(sonMarginInfo.liquidationMarginRequirement, sonParentExchangeInfo.price, sonParentExchangeInfo.priceHaircut))
-                .toNumber(),
-        };
-    };
-    ExposureCommand.getUsdNodeMarginInfo = function (accountCollateralPoolId, quoteTokens, exchangeInfoPerAsset, marginInfoPerToken) {
-        var usdNodeMarginInfo = {
-            assetAddress: '',
-            marginBalance: 0,
-            realBalance: 0,
-            initialDelta: 0,
-            maintenanceDelta: 0,
-            liquidationDelta: 0,
-            dutchDelta: 0,
-            adlDelta: 0,
-            initialBufferDelta: 0,
-            liquidationMarginRequirement: 0,
-        };
-        var _loop_1 = function (quoteToken) {
-            var exchangeInfo = exchangeInfoPerAsset.find(function (exchangeInfo) {
-                return quoteToken === exchangeInfo.tokenAddress;
-            });
-            var marginInfo = marginInfoPerToken.find(function (marginInfo) {
-                return quoteToken === marginInfo.assetAddress;
-            });
-            if (!exchangeInfo || !marginInfo) {
-                throw Error('Missing exchangeInfo/marginInfo');
-            }
-            usdNodeMarginInfo = ExposureCommand.combineMarginInfo(usdNodeMarginInfo, marginInfo, exchangeInfo);
-        };
-        for (var _i = 0, quoteTokens_1 = quoteTokens; _i < quoteTokens_1.length; _i++) {
-            var quoteToken = quoteTokens_1[_i];
-            _loop_1(quoteToken);
-        }
-        return usdNodeMarginInfo;
-    };
-    ExposureCommand.getCollateralInfo = function (collateralAddress, realisedPnl, unrealizedPnL, netDeposits) {
-        return {
-            netDeposits: netDeposits,
-            marginBalance: (0, bignumber_js_1.default)(netDeposits)
-                .plus(realisedPnl)
-                .plus(unrealizedPnL)
-                .toNumber(),
-            realBalance: (0, bignumber_js_1.default)(netDeposits).plus(realisedPnl).toNumber(),
-        };
-    };
-    ExposureCommand.getTokenMarginInfo = function (rootCollateralPoolId, riskMatrices, riskMultipliers, collateralInfo, collateralAddress, positions, oraclePricePerMarket, uniqueQuoteTokens) {
-        var marginRequirements = {
-            liquidationMarginRequirement: 0,
-            initialMarginRequirement: 0,
-            maintenanceMarginRequirement: 0,
-            dutchMarginRequirement: 0,
-            adlMarginRequirement: 0,
-            initialBufferMarginRequirement: 0,
-        };
-        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];
-                if (Number(riskMatrix.risk_block_id) === 1)
-                    continue; // @todo remove and implement correct logic!
-                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();
-        }
-        return {
-            assetAddress: collateralAddress,
-            marginBalance: collateralInfo.marginBalance,
-            realBalance: collateralInfo.realBalance,
-            initialDelta: (0, bignumber_js_1.default)(collateralInfo.marginBalance)
-                .minus(marginRequirements.initialMarginRequirement)
-                .toNumber(),
-            maintenanceDelta: (0, bignumber_js_1.default)(collateralInfo.marginBalance)
-                .minus(marginRequirements.maintenanceMarginRequirement)
-                .toNumber(),
-            liquidationDelta: (0, bignumber_js_1.default)(collateralInfo.marginBalance)
-                .minus(marginRequirements.liquidationMarginRequirement)
-                .toNumber(),
-            dutchDelta: (0, bignumber_js_1.default)(collateralInfo.marginBalance)
-                .minus(marginRequirements.dutchMarginRequirement)
-                .toNumber(),
-            adlDelta: (0, bignumber_js_1.default)(collateralInfo.marginBalance)
-                .minus(marginRequirements.adlMarginRequirement)
-                .toNumber(),
-            initialBufferDelta: (0, bignumber_js_1.default)(collateralInfo.marginBalance)
-                .minus(marginRequirements.initialBufferMarginRequirement)
-                .toNumber(),
-            liquidationMarginRequirement: marginRequirements.liquidationMarginRequirement,
-        };
-    };
-    ExposureCommand.computeLiquidationMarginRequirement = function (matrix, filledExposures) {
-        var lmrFilledSquared = 0;
-        for (var i = 0; i < filledExposures.length; i++) {
-            if ((0, bignumber_js_1.default)(filledExposures[i]).eq(0)) {
-                continue;
-            }
-            for (var j = 0; j < filledExposures.length; j++) {
-                var riskParam = matrix[i][j];
-                if ((0, bignumber_js_1.default)(filledExposures[j]).eq(0) || (0, bignumber_js_1.default)(riskParam).eq(0)) {
-                    continue;
-                }
-                lmrFilledSquared = (0, bignumber_js_1.default)(lmrFilledSquared)
-                    .plus((0, bignumber_js_1.default)(filledExposures[i])
-                    .multipliedBy(filledExposures[j])
-                    .multipliedBy(riskParam))
-                    .toNumber();
-            }
-        }
-        return (0, bignumber_js_1.default)(lmrFilledSquared).sqrt().toNumber();
-    };
-    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, oraclePricePerMarket[position.market_id]);
-            filledExposures[marketFilledExposure.riskMatrixIndex] = (0, bignumber_js_1.default)(filledExposures[marketFilledExposure.riskMatrixIndex] || 0)
-                .plus(marketFilledExposure.exposure)
-                .toNumber();
-        }
-        return filledExposures.map(function (num) { return (0, bignumber_js_1.default)(num); });
-    };
-    ExposureCommand.getAccountFilledExposures = function (position, marketConfiguration, oraclePrice) {
-        var base = position.base;
-        return {
-            exposure: (0, bignumber_js_1.default)(oraclePrice).multipliedBy(base),
-            riskMatrixIndex: (0, bignumber_js_1.default)(String(marketConfiguration.risk_matrix_index)).toNumber(),
-        };
-    };
-    ExposureCommand.computePricePnL = function (openBase, openPrice, exitPrice) {
-        return (0, bignumber_js_1.default)((0, bignumber_js_1.default)(exitPrice).minus(openPrice).multipliedBy(openBase));
-    };
-    ExposureCommand.getMarginRatio = function (marginInfo) {
-        if (marginInfo.liquidationMarginRequirement === 0) {
-            return 0;
-        }
-        if (marginInfo.marginBalance <= 0) {
-            return 1;
-        }
-        var health = (0, bignumber_js_1.default)(marginInfo.liquidationMarginRequirement).div(marginInfo.marginBalance);
-        if (health.gt(1)) {
-            return 1;
-        }
-        return health.toNumber();
-    };
-    ExposureCommand.exchangeWithPriceHaircut = function (quantity, price, haircut) {
-        // For positive quantities, the haircut is `quantity * (1 - haircut)`
-        // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.
-        var calHelper = (0, bignumber_js_1.default)(quantity).gt(0)
-            ? (0, bignumber_js_1.default)(1).minus(haircut)
-            : (0, bignumber_js_1.default)(1).div((0, bignumber_js_1.default)(1).minus(haircut));
-        var haircutPrice = (0, bignumber_js_1.default)(price).multipliedBy(calHelper);
-        return haircutPrice.multipliedBy(quantity).toNumber();
-    };
-    ExposureCommand.prototype.getSlippage = function (deltaBase, marketConfiguration, marketStorage) {
-        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();
-        var _a = this.getMaxExposure(marketConfiguration, marketStorage), maxExposureShort = _a.maxExposureShort, maxExposureLong = _a.maxExposureLong, exposures = _a.exposures;
-        var netExposure = exposures[riskMatrixIndex].plus(deltaExposure);
-        var maxExposure = netExposure.lt(0) ? maxExposureShort : maxExposureLong;
-        return (0, bignumber_js_1.default)(netExposure)
-            .negated()
-            .div((0, bignumber_js_1.default)(maxExposure).plus(netExposure))
-            .toNumber();
-    };
-    ExposureCommand.prototype.getMaxExposure = function (marketConfiguration, marketStorage) {
-        var riskMatrix = this.riskMatrices.find(function (riskMatrix) {
-            return (riskMatrix.risk_block_id ===
-                (0, bignumber_js_1.default)(String(marketStorage.risk_block_id)).toNumber());
-        });
-        if (!riskMatrix) {
-            throw new Error("RiskMatrix Doesn't exist");
-        }
-        var riskMatrixIndex = (0, bignumber_js_1.default)(String(marketConfiguration.risk_matrix_index)).toNumber();
-        var imrMultiplier = (0, number_1.amountNormalizer)(String(this.riskMultipliers.im_multiplier)).toNumber();
-        var marginInfo = this.tokenMarginInfoPerAsset.find(function (marginInfo) {
-            return marginInfo.assetAddress === marketStorage.quote_collateral;
-        });
-        if (!marginInfo) {
-            throw new Error("marginInfo doesn't exist");
-        }
-        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,
-            maxExposureLong: maxExposureLong,
-            exposures: exposures,
-        };
-    };
-    ExposureCommand.computeMaxExposures = function (riskMatrix, exposures, lmr, balance, imrMultiplier, exposureIndex) {
-        var b = (0, bignumber_js_1.default)(0);
-        for (var i = 0; i < exposures.length; i++) {
-            b = (0, bignumber_js_1.default)(b).plus((0, bignumber_js_1.default)(exposures[i]).multipliedBy((0, bignumber_js_1.default)(riskMatrix[exposureIndex][i]).plus(riskMatrix[i][exposureIndex])));
-        }
-        var _a = this.solveQuadraticEquation((0, bignumber_js_1.default)(riskMatrix[exposureIndex][exposureIndex]).toNumber(), // changes here
-        b.toNumber(), this.computeC(lmr, balance, imrMultiplier)), x1 = _a.x1, x2 = _a.x2;
-        var maxShortExposure = (0, bignumber_js_1.default)(x1).plus(exposures[exposureIndex]);
-        var maxLongExposure = (0, bignumber_js_1.default)(x2).plus(exposures[exposureIndex]);
-        var availableShortExposure = maxShortExposure.lt(0)
-            ? maxShortExposure.negated().toNumber()
-            : 0;
-        var availableLongExposure = maxLongExposure.gt(0)
-            ? maxLongExposure.toNumber()
-            : 0;
-        return {
-            maxExposureShort: availableShortExposure,
-            maxExposureLong: availableLongExposure,
-        };
-    };
-    ExposureCommand.solveQuadraticEquation = function (a, b, c) {
-        if ((0, bignumber_js_1.default)(a).eq(0)) {
-            throw new Error('ZeroQuadraticCoefficient');
-        }
-        var delta = (0, bignumber_js_1.default)(b)
-            .multipliedBy(b)
-            .minus((0, bignumber_js_1.default)(4).multipliedBy(a).multipliedBy(c));
-        if (delta.lt(0)) {
-            throw new Error('ComplexQuadraticRoots(a, b, c)');
-        }
-        var rootDelta = delta.sqrt();
-        var x1 = (0, bignumber_js_1.default)(b)
-            .multipliedBy(-1)
-            .minus(rootDelta)
-            .div((0, bignumber_js_1.default)(2).multipliedBy(a));
-        var x2 = (0, bignumber_js_1.default)(b)
-            .multipliedBy(-1)
-            .plus(rootDelta)
-            .div((0, bignumber_js_1.default)(2).multipliedBy(a));
-        return {
-            x1: x1,
-            x2: x2,
-        };
-    };
-    ExposureCommand.computeC = function (lmr, balance, imrMultiplier) {
-        var lmrSD = (0, bignumber_js_1.default)(lmr);
-        var lmrSquared = lmrSD.multipliedBy(lmrSD);
-        var balanceSD = (0, bignumber_js_1.default)(balance);
-        var balanceSquared = balanceSD.multipliedBy(balanceSD);
-        var imrMultiplierSD = (0, bignumber_js_1.default)(imrMultiplier);
-        var imrMultiplierSquared = imrMultiplierSD.multipliedBy(imrMultiplierSD);
-        return lmrSquared
-            .minus(balanceSquared.div(imrMultiplierSquared))
-            .toNumber();
-    };
-    ExposureCommand.calculateFee = function (price, amount, feeParameter) {
-        return (0, bignumber_js_1.default)(price).times(amount).times(feeParameter).abs().toNumber(); // @todo abs value
-    };
-    ExposureCommand.calculateEstimatedPrice = function (price, slippage) {
-        return (0, bignumber_js_1.default)(price).times((0, bignumber_js_1.default)(1).plus(slippage)).toNumber();
-    };
-    ExposureCommand.evaluateHealthStatus = function (number) {
-        // todo update logic
-        if (number >= 67) {
-            return 'danger';
-        }
-        else if (number >= 34) {
-            return 'warning';
-        }
-        else {
-            return 'healthy';
-        }
-    };
-    return ExposureCommand;
-}());
-exports.ExposureCommand = ExposureCommand;
-//# sourceMappingURL=exposure.calculator.js.map

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

@@ -1 +0,0 @@
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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  get exchangePricePerAsset() {\n    return this.exchangeInfoPerAsset;\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  ): MarginInfo[] {\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        if (Number(riskMatrix.risk_block_id) === 1) continue; // @todo remove and implement correct logic!\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/number.js

@@ -1,13 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.amountNormalizer = void 0;
-var bignumber_js_1 = __importDefault(require("bignumber.js"));
-function amountNormalizer(value, decimals) {
-    if (decimals === void 0) { decimals = 18; }
-    return (0, bignumber_js_1.default)(value).div((0, bignumber_js_1.default)(10).pow(decimals));
-}
-exports.amountNormalizer = amountNormalizer;
-//# sourceMappingURL=number.js.map

package/dist/clients/helpers/number.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"number.js","sourceRoot":"/","sources":["clients/helpers/number.ts"],"names":[],"mappings":";;;;;;AAAA,8DAAqC;AAErC,SAAgB,gBAAgB,CAC9B,KAAkC,EAClC,QAAqB;IAArB,yBAAA,EAAA,aAAqB;IAErB,OAAO,IAAA,sBAAS,EAAC,KAAK,CAAC,CAAC,GAAG,CAAC,IAAA,sBAAS,EAAC,EAAE,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC;AAC3D,CAAC;AALD,4CAKC","sourcesContent":["import BigNumber from 'bignumber.js';\n\nexport function amountNormalizer(\n  value: BigNumber | number | string,\n  decimals: number = 18,\n): BigNumber {\n  return BigNumber(value).div(BigNumber(10).pow(decimals));\n}\n"]}

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

@@ -1 +0,0 @@
-{"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/account.js.map

@@ -1 +0,0 @@
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The data is filtered\n   * based on the provided Ethereum address. An optional limit can be specified to control the number of\n   * collateral accounts returned in the response.\n   *\n   * @param {GetMarginAccountsParams} params\n   * @returns {Promise<GetMarginAccountsResult>} A promise that resolves to the response containing the margin\n   *                                                   account data.\n   * @memberof account\n   * */\n\n  async getMarginAccounts(\n    params: GetMarginAccountsParams,\n  ): Promise<GetMarginAccountsResult> {\n    const uri = `/api/accounts/${params.address}`;\n    return this.get(uri, { limit: params.limit });\n  }\n\n  /**\n   * Asynchronously retrieves details of a specific collateral account for a given Ethereum address.\n   *\n   * This method sends a request to the API to obtain detailed information about a specific collateral account\n   * associated with the provided Ethereum address. The account is identified using the collateral account number.\n   *\n   * @param {GetMarginAccountParams} params\n   * @returns {Promise<GetMarginAccountResult>} A promise that resolves to the response containing the detailed\n   *                                               information of the specified margin account.\n   * @memberof account\n   */\n\n  async getMarginAccount(\n    params: GetMarginAccountParams,\n  ): Promise<GetMarginAccountResult> {\n    const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}`;\n    return this.get(uri);\n  }\n\n  async getPositionsForMarginAccount(\n    params: GetPositionsForMarginAccountParams,\n  ): Promise<GetPositionsForMarginAccountResult> {\n    const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}/positions`;\n    return this.get(uri, { limit: params.limit });\n  }\n\n  async getPositionsHistoryForMarginAccount(\n    params: GetPositionsHistoryForMarginAccountParams,\n  ): Promise<GetPositionsHistoryForMarginAccountResult> {\n    const uri = `/api/accounts/${params.address}/marginAccount/${params.marginAccountId}/positions/history`;\n    return this.get(uri, { limit: params.limit });\n  }\n\n  async getMaxOrderSizeAvailable(\n    params: GetMaxOrderSizeAvailableParams,\n  ): Promise<GetMaxOrderSizeAvailableResult> {\n    const uri = `/api/accounts/${params.marginAccountId}/max-order-size`;\n    return this.get(uri, {\n      marketId: params.marketId,\n      direction: params.direction,\n    });\n  }\n\n  async getTransactionSimulationInitialData(\n    params: GetTransactionSimulationInitialDataParams,\n  ): Promise<TradeSimulationState> {\n    const uri = `/api/accounts/${params.marginAccountId}/trade-simulation-data`;\n    return this.get(uri, {\n      marketId: params.marketId,\n    });\n  }\n\n  async getMarginAccountTransactionHistory(\n    params: GetMarginAccountTransactionHistoryParams,\n  ): Promise<GetMarginAccountTransactionHistoryResult> {\n    const uri = `/api/accounts/${params.marginAccountId}/transaction-history`;\n    return this.get(uri, {\n      limit: params.limit,\n    });\n  }\n\n  async getMaxWithdrawBalanceForAccount(\n    params: GetMaxWithdrawBalanceForAccountParams,\n  ): Promise<GetMaxWithdrawBalanceForAccountResult> {\n    const uri = `/api/accounts/${params.marginAccountId}/max-withdraw-amount`;\n    return this.get(uri, {\n      assetAddress: params.tokenAddress,\n    });\n  }\n}\n"]}

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

@@ -1 +0,0 @@
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package/dist/clients/modules/markets.js.map

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

@@ -1 +0,0 @@
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