@reyaxyz/api-sdk 0.64.4 → 0.65.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -79,6 +79,7 @@ var TradeSimulationClient = /** @class */ (function () {
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};
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// Synchronous method to simulate operations based on an amount
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TradeSimulationClient.prototype.simulate = function (params) {
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var _this = this;
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if (!this.loadedData) {
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throw new Error('Data not loaded. Call arm() first.');
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}
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@@ -91,11 +92,27 @@ var TradeSimulationClient = /** @class */ (function () {
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var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
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var fees = common_1.ExposureCommand.calculateFee(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount, this.loadedData.feeParameter);
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var oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;
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var
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var oldTokenMarginInfo = userAccountExposure.tokenMarginInfoPerAsset.find(function (marginInfo) {
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var _a, _b;
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return (marginInfo.assetAddress ===
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((_b = (_a = _this.loadedData) === null || _a === void 0 ? void 0 : _a.marketStorage) === null || _b === void 0 ? void 0 : _b.quote_collateral));
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});
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if (!oldTokenMarginInfo) {
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throw new Error('Error performing simulation');
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}
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var _a = userAccountExposure.getUsdNodeMarginInfoPostTrade(amount, this.loadedData.marketStorage.quote_collateral, this.loadedData.marketConfiguration, this.loadedData.marketStorage.risk_block_id), newMarginInfo = _a.usdNodeMarginInfo, tokenMarginInfoPerAsset = _a.tokenMarginInfoPerAsset;
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var newTokenMarginInfo = tokenMarginInfoPerAsset.find(function (marginInfo) {
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var _a, _b;
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return (marginInfo.assetAddress ===
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((_b = (_a = _this.loadedData) === null || _a === void 0 ? void 0 : _a.marketStorage) === null || _b === void 0 ? void 0 : _b.quote_collateral));
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});
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if (!newTokenMarginInfo) {
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throw new Error('Error performing simulation');
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}
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var impliedLeverage = common_1.ExposureCommand.calculateImpliedLeverage(amount *
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this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], oldMarginInfo.marginBalance -
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var postTradeImr = newMarginInfo.marginBalance -
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var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(newMarginInfo, this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount);
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this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], oldMarginInfo.marginBalance - oldTokenMarginInfo.initialDelta, newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta);
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var postTradeImr = newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta;
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var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(newMarginInfo.marginBalance, newTokenMarginInfo.liquidationMarginRequirement, this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount);
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var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfo);
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var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio, newMarginInfo);
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var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
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@@ -1 +1 @@
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-
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{\n SimulateTradeEntity,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n TradeSimulationState,\n} from '@reyaxyz/common';\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.accountId,\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 this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n 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 this.loadedData.marketStorage.risk_block_id,\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);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio,\n newMarginInfo,\n );\n\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\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 * 100,\n marginRatioHealth: marginRatioHealth,\n snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,\n snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),\n } as SimulateTradeEntity;\n }\n\n convertValue(\n params: TradeSimulationConvertValueParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\n\n roundToBaseSpacing(amount: number, baseSpacing: number): number {\n return Math.floor(amount / baseSpacing) * baseSpacing;\n }\n}\n"]}
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{\n SimulateTradeEntity,\n TradeSimulationConvertValueParams,\n TradeSimulationConvertValueResult,\n TradeSimulationLoadDataParams,\n TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n amountNormalizer,\n ExposureCommand,\n MarginInfo,\n TradeSimulationState,\n} from '@reyaxyz/common';\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.accountId,\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 this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n );\n\n const passivePoolExposure = new ExposureCommand(\n this.loadedData.exposureDataPassivePool.accountId,\n this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n this.loadedData.exposureDataPassivePool.groupedByCollateral,\n this.loadedData.exposureDataPassivePool.riskMultipliers,\n this.loadedData.exposureDataPassivePool.riskMatrices,\n this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n this.loadedData.exposureDataPassivePool.realizedPnLSum,\n this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n );\n\n const slippage = passivePoolExposure.getSlippage(\n BigNumber(amount).negated().toNumber(),\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage,\n );\n const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n 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 oldTokenMarginInfo = userAccountExposure.tokenMarginInfoPerAsset.find(\n (marginInfo: MarginInfo) => {\n return (\n marginInfo.assetAddress ===\n this.loadedData?.marketStorage?.quote_collateral\n );\n },\n );\n if (!oldTokenMarginInfo) {\n throw new Error('Error performing simulation');\n }\n\n const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n userAccountExposure.getUsdNodeMarginInfoPostTrade(\n amount,\n this.loadedData.marketStorage.quote_collateral,\n this.loadedData.marketConfiguration,\n this.loadedData.marketStorage.risk_block_id,\n );\n\n const newTokenMarginInfo = tokenMarginInfoPerAsset.find(\n (marginInfo: MarginInfo) => {\n return (\n marginInfo.assetAddress ===\n this.loadedData?.marketStorage?.quote_collateral\n );\n },\n );\n\n if (!newTokenMarginInfo) {\n throw new Error('Error performing simulation');\n }\n\n const impliedLeverage = ExposureCommand.calculateImpliedLeverage(\n amount *\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n oldMarginInfo.marginBalance - oldTokenMarginInfo.initialDelta,\n newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta,\n );\n\n const postTradeImr =\n newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta;\n\n const liquidationPrice = ExposureCommand.calculateLiquidation(\n newMarginInfo.marginBalance,\n newTokenMarginInfo.liquidationMarginRequirement,\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n amount,\n );\n\n const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n marginRatio,\n newMarginInfo,\n );\n\n const baseSpacing = amountNormalizer(\n this.loadedData.marketConfiguration.base_spacing,\n ).toNumber();\n\n const spotPrice =\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\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 * 100,\n marginRatioHealth: marginRatioHealth,\n snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,\n snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),\n } as SimulateTradeEntity;\n }\n\n convertValue(\n params: TradeSimulationConvertValueParams,\n ): TradeSimulationConvertValueResult {\n if (!this.loadedData) {\n throw new Error('Data not loaded. Call arm() first.');\n }\n\n if (!params.fromBase)\n return BigNumber(params.amount)\n .div(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n else\n return BigNumber(params.amount)\n .times(\n this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n this.loadedData.marketConfiguration.market_id\n ],\n )\n .toNumber();\n }\n\n roundToBaseSpacing(amount: number, baseSpacing: number): number {\n return Math.floor(amount / baseSpacing) * baseSpacing;\n }\n}\n"]}
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@@ -1 +1 @@
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-
{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,iCAAiC,EACjC,iCAAiC,EACjC,6BAA6B,EAC7B,6BAA6B,EAC9B,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;
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1
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+
{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/trade.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,iCAAiC,EACjC,iCAAiC,EACjC,6BAA6B,EAC7B,6BAA6B,EAC9B,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AASvC,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;IAyJpE,YAAY,CACV,MAAM,EAAE,iCAAiC,GACxC,iCAAiC;IAuBpC,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;CAGhE"}
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package/package.json
CHANGED
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1
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{
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"name": "@reyaxyz/api-sdk",
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-
"version": "0.
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3
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+
"version": "0.65.0",
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"publishConfig": {
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"access": "public",
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"registry": "https://registry.npmjs.org"
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@@ -33,9 +33,9 @@
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"generate:coverage-badges": "npx istanbul-badges-readme --silent"
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},
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|
"dependencies": {
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36
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-
"@reyaxyz/common": "0.
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36
|
+
"@reyaxyz/common": "0.58.0",
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37
|
"bignumber.js": "^9.1.2"
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},
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"packageManager": "pnpm@8.10.4",
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-
"gitHead": "
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+
"gitHead": "8b2fc18cffccdeca0d96423fa6691c4a1d022b61"
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41
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}
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@@ -9,6 +9,7 @@ import AccountClient from '../account';
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import {
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amountNormalizer,
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ExposureCommand,
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12
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+
MarginInfo,
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13
|
TradeSimulationState,
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14
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} from '@reyaxyz/common';
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15
|
import BigNumber from 'bignumber.js';
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@@ -112,27 +113,54 @@ export default class TradeSimulationClient {
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114
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const oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;
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const
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const oldTokenMarginInfo = userAccountExposure.tokenMarginInfoPerAsset.find(
|
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(marginInfo: MarginInfo) => {
|
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+
return (
|
|
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+
marginInfo.assetAddress ===
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this.loadedData?.marketStorage?.quote_collateral
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+
);
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},
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);
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if (!oldTokenMarginInfo) {
|
|
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+
throw new Error('Error performing simulation');
|
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}
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|
+
|
|
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|
+
const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =
|
|
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|
+
userAccountExposure.getUsdNodeMarginInfoPostTrade(
|
|
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|
+
amount,
|
|
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|
+
this.loadedData.marketStorage.quote_collateral,
|
|
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|
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this.loadedData.marketConfiguration,
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this.loadedData.marketStorage.risk_block_id,
|
|
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);
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135
|
+
|
|
136
|
+
const newTokenMarginInfo = tokenMarginInfoPerAsset.find(
|
|
137
|
+
(marginInfo: MarginInfo) => {
|
|
138
|
+
return (
|
|
139
|
+
marginInfo.assetAddress ===
|
|
140
|
+
this.loadedData?.marketStorage?.quote_collateral
|
|
141
|
+
);
|
|
142
|
+
},
|
|
120
143
|
);
|
|
121
144
|
|
|
145
|
+
if (!newTokenMarginInfo) {
|
|
146
|
+
throw new Error('Error performing simulation');
|
|
147
|
+
}
|
|
148
|
+
|
|
122
149
|
const impliedLeverage = ExposureCommand.calculateImpliedLeverage(
|
|
123
150
|
amount *
|
|
124
151
|
this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
|
|
125
152
|
this.loadedData.marketConfiguration.market_id
|
|
126
153
|
],
|
|
127
|
-
oldMarginInfo.marginBalance -
|
|
128
|
-
newMarginInfo.marginBalance -
|
|
154
|
+
oldMarginInfo.marginBalance - oldTokenMarginInfo.initialDelta,
|
|
155
|
+
newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta,
|
|
129
156
|
);
|
|
130
157
|
|
|
131
158
|
const postTradeImr =
|
|
132
|
-
newMarginInfo.marginBalance -
|
|
159
|
+
newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta;
|
|
133
160
|
|
|
134
161
|
const liquidationPrice = ExposureCommand.calculateLiquidation(
|
|
135
|
-
newMarginInfo,
|
|
162
|
+
newMarginInfo.marginBalance,
|
|
163
|
+
newTokenMarginInfo.liquidationMarginRequirement,
|
|
136
164
|
this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
|
|
137
165
|
this.loadedData.marketConfiguration.market_id
|
|
138
166
|
],
|