@reyaxyz/api-sdk 0.26.0 → 0.28.0

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

@@ -1 +0,0 @@
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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/types/clients/helpers/exposure.calculator.d.ts

@@ -1,58 +0,0 @@
-import BigNumber from 'bignumber.js';
-import { AccountAssetBalance, CollateralInfo, ExchangeInfo, ExposureCommandState, MarginInfo, MarketConfiguration, MarketIdToOraclePriceMap, MarketStorage, PositionInfo, PositionInfoMarketConfiguration, RiskMatrix, RiskMultipliersConfiguration } from './trade.simulation.types';
-export declare class ExposureCommand {
-    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;
-    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[];
-    get exchangePricePerAsset(): ExchangeInfo[];
-    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[], 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[], oraclePricePerMarket: MarketIdToOraclePriceMap, uniqueQuoteTokens: string[]): MarginInfo;
-    static computeLiquidationMarginRequirement(matrix: BigNumber[][], filledExposures: BigNumber[]): number;
-    static getBlockExposures(positions: PositionInfoMarketConfiguration[], oraclePricePerMarket: MarketIdToOraclePriceMap): BigNumber[];
-    static getAccountFilledExposures(position: PositionInfo, marketConfiguration: MarketConfiguration, oraclePrice: number): {
-        exposure: BigNumber;
-        riskMatrixIndex: number;
-    };
-    static computePricePnL(openBase: BigNumber, openPrice: BigNumber, exitPrice: BigNumber): BigNumber;
-    static getMarginRatio(marginInfo: MarginInfo): number;
-    static exchangeWithPriceHaircut(quantity: number, price: number, haircut: number): number;
-    getSlippage(deltaBase: number, marketConfiguration: MarketConfiguration, marketStorage: MarketStorage): number;
-    getMaxExposure(marketConfiguration: MarketConfiguration, marketStorage: MarketStorage): {
-        maxExposureShort: number;
-        maxExposureLong: number;
-        exposures: BigNumber[];
-    };
-    static computeMaxExposures(riskMatrix: BigNumber[][], exposures: BigNumber[], lmr: number, balance: number, imrMultiplier: number, exposureIndex: number): {
-        maxExposureShort: number;
-        maxExposureLong: number;
-    };
-    static solveQuadraticEquation(a: number, b: number, c: number): {
-        x1: BigNumber;
-        x2: BigNumber;
-    };
-    static computeC(lmr: number, balance: number, imrMultiplier: number): number;
-    static calculateFee(price: number, amount: number, feeParameter: BigNumber): number;
-    static calculateEstimatedPrice(price: number, slippage: number): number;
-    static evaluateHealthStatus(number: number): "danger" | "healthy" | "warning";
-}
-//# sourceMappingURL=exposure.calculator.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/types/clients/helpers/number.d.ts

@@ -1,3 +0,0 @@
-import BigNumber from 'bignumber.js';
-export declare function amountNormalizer(value: BigNumber | number | string, decimals?: number): BigNumber;
-//# sourceMappingURL=number.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/types/clients/helpers/trade.simulation.types.d.ts

@@ -1,113 +0,0 @@
-import BigNumber from 'bignumber.js';
-export interface MarketStorage {
-    market_id: number;
-    quote_collateral: string;
-    instrument_address: string;
-    name: string;
-    risk_block_id: number;
-    collateral_pool_id: number;
-    block_timestamp: number;
-    block_number: number;
-}
-export interface MarketConfiguration {
-    market_id: number;
-    risk_matrix_index: 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;
-    dutch_config_min_base: number;
-    slippage_params_phi: number;
-    slippage_params_beta: number;
-    block_timestamp: number;
-    block_number: number;
-}
-export type AccountAssetBalance = {
-    accountId: number;
-    collateral: string;
-    amount: number;
-};
-export interface RiskMultipliersConfiguration {
-    collateral_pool_id: number;
-    im_multiplier: number;
-    mmr_multiplier: number;
-    dutch_multiplier: number;
-    adl_multiplier: number;
-    im_buffer_multiplier: number;
-    block_timestamp: number;
-    block_number: number;
-}
-export interface RiskMatrix {
-    collateral_pool_id: number;
-    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;
-    autoExchangeDiscount: number;
-    tokenAddress: string;
-}
-export interface PositionInfo {
-    base: BigNumber;
-    realized_pnl: BigNumber;
-    last_price: BigNumber;
-    last_timestamp: BigNumber;
-    funding_value: BigNumber;
-    base_multiplier: BigNumber;
-    adl_unwind_price: BigNumber;
-    market_id: number;
-}
-export type PositionInfoMarketConfiguration = PositionInfo & {
-    market_configuration: MarketConfiguration;
-};
-export interface MarginInfo {
-    assetAddress: string;
-    marginBalance: number;
-    realBalance: number;
-    initialDelta: number;
-    maintenanceDelta: number;
-    liquidationDelta: number;
-    dutchDelta: number;
-    adlDelta: number;
-    initialBufferDelta: number;
-    liquidationMarginRequirement: number;
-}
-export interface CollateralInfo {
-    netDeposits: number;
-    marginBalance: number;
-    realBalance: number;
-}
-export type ExposureCommandState = {
-    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;
-};
-export type TradeSimulationState = {
-    feeParameter: BigNumber;
-    marketStorage: MarketStorage;
-    marketConfiguration: MarketConfiguration;
-    exposureDataAccount: ExposureCommandState;
-    exposureDataPassivePool: ExposureCommandState;
-};
-//# sourceMappingURL=trade.simulation.types.d.ts.map

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

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

@@ -1 +0,0 @@
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package/dist/types/clients/modules/lp.d.ts.map

@@ -1 +0,0 @@
-{"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,EAC9B,+BAA+B,EAC/B,+BAA+B,EAC/B,mCAAmC,EACnC,mCAAmC,EACpC,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;IAOpC,yBAAyB,CAC7B,MAAM,EAAE,+BAA+B,GACtC,OAAO,CAAC,+BAA+B,CAAC;IAQrC,6BAA6B,CACjC,MAAM,EAAE,mCAAmC,GAC1C,OAAO,CAAC,mCAAmC,CAAC;CAQhD"}

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

@@ -1 +0,0 @@
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package/dist/types/clients/modules/rest.d.ts.map

@@ -1 +0,0 @@
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